10.09.2025 10:52
REPO risk parameters change for the security IVAT
As per the Securities market risk parameters methodology, on 10.09.2025, 10-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -44.5 %), penalty rate and IR Risk Rate (up to -0.25 rub) for the security IVAT were changed. New values are available here