16.04.2026 15:11
REPO risk parameters change for the security CBOM
As per the Securities market risk parameters methodology, on 16.04.2026, 15-11 (MSK) the lower bound of the REPO rate for tenor Y0/Y1W (up to -42.04 %), penalty rate and IR Risk Rate (up to -0.0673 rub) for the security CBOM were changed. New values are available here