21.04.2026 11:52
REPO risk parameters change for the security CBOM
As per the Securities market risk parameters methodology, on 21.04.2026, 11-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -71.06 %), penalty rate and IR Risk Rate (up to -0.0165 rub) for the security CBOM were changed. New values are available here