21.04.2026 10:03
REPO risk parameters change for the security CBOM
As per the Securities market risk parameters methodology, on 21.04.2026, 10-03 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -55.56 %), penalty rate and IR Risk Rate (up to -0.013 rub) for the security CBOM were changed. New values are available here