25.06.2025 14:58
REPO risk parameters change for the security IVAT
As per the Securities market risk parameters methodology, on 25.06.2025, 14-58 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -53.4 %), penalty rate and IR Risk Rate (up to -0.2 rub) for the security IVAT were changed. New values are available here