28.07.2025 16:36
REPO risk parameters change for the security IVAT
As per the Securities market risk parameters methodology, on 28.07.2025, 16-36 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -64.34 %), penalty rate and IR Risk Rate (up to -0.4 rub) for the security IVAT were changed. New values are available here