11.08.2025 11:26
REPO risk parameters change for the security VTBR
As per the Securities market risk parameters methodology, on 11.08.2025, 11-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -36.03 %), penalty rate and IR Risk Rate (up to -0.090582 rub) for the security VTBR were changed. New values are available here