17.04.2026 15:25
REPO risk parameters change for the security CBOM
As per the Securities market risk parameters methodology, on 17.04.2026, 15-25 (MSK) the lower bound of the REPO rate for tenor Y0/Y1W (up to -37.93 %), penalty rate and IR Risk Rate (up to -0.0624 rub) for the security CBOM were changed. New values are available here