Kasparov says he received US alert about threats to his safety

If the underlying threat were neutralized through diplomatic channels or a shift in Russian state behavior toward dissidents, it would plausibly reduce geopolitical risk premiums that have priced in elevated tensions between the US and Russia, though Kasparov's own safety concerns would likely persist regardless of market repricing.

Continued warnings without escalation or resolution would likely sustain existing safe-haven demand and Russia-exposure risk premiums already embedded in markets, with the situation functioning as a persistent background signal of US-Russia friction rather than a catalyst for fresh repricing.

An actual attempt on Kasparov's life or a dramatic deterioration in his security situation would plausibly trigger a sharp repricing of geopolitical risk, particularly in Russian equities and emerging-market assets, and could intensify calls for additional sanctions or diplomatic isolation.