08.07.2026 12:27
REPO risk parameters change for the security IVAT
As per the Securities market risk parameters methodology, on 08.07.2026, 12-27 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -50.09 %), penalty rate and IR Risk Rate (up to -0.08 rub) for the security IVAT were changed. New values are available here