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21.04.2026 13:48

REPO risk parameters change for the security CBOM

As per the Securities market risk parameters methodology, on 21.04.2026, 13-48 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -133.06 %), penalty rate and IR Risk Rate (up to -0.0306 rub) for the security CBOM were changed. New values are available here
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