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Regulatory Release

Notice of Filing of Proposed Rule Change to Add Basis Risk Haircut Charge to Certain Models

Details

Rule Type

Notice

Release Number

34-103780

SEC Issue Date

Aug. 26, 2025 | 3:09 pm ET

Resources

34-103780

SRO Organization

Fixed Income Clearing Corporation (FICC)

Last Reviewed or Updated: Aug. 26, 2025

Rules & Regulations

Enforcement & Litigation

Compliance

Notice of Filing of Proposed Rule Change to Add Basis Risk Haircut Charge to Certain Models

Details

Resources

More in this Section

Notice of Filing of Proposed Rule Change to Add Basis Risk Haircut Charge to Certain Models

Details

Resources