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28.04.2026 12:16

REPO risk parameters change for the security LEAS

As per the Securities market risk parameters methodology, on 28.04.2026, 12-16 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -0.67 rub) for the security LEAS were changed. New values are available here
Risk parameters