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REPO risk parameters change for the security SOFL

REPO risk parameters change for the security SOFL

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20.06.2025 14:31

As per the Securities market risk parameters methodology, on 06/20/2025, 14-31 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -69.19%), penalty rate and IR Risk Rate (up to -0.663 rub) for the security SOFL were changed. New values ​​are available here
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