06.05.2026 14:15
REPO risk parameters change for the security DATA
As per the Securities market risk parameters methodology, on 06.05.2026, 14-15 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -28.93 %), penalty rate and IR Risk Rate (up to -0.09 rub) for the security DATA were changed. New values are available here