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Regulatory Release

Notice of Filing of Proposed Rule Change, as Modified by Amendment No. 1, To Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges

Details

Rule Type

Notice

Release Number

34-89560

SEC Issue Date

Aug. 14, 2020 | 2:49 pm ET

Federal Register Publish Date

Aug. 20, 2020 | 11:32 pm ET

Document Citation

85 FR 51503

Resources

34-89560

Federal Register Version

SRO Organization

Fixed Income Clearing Corporation (FICC)

Last Reviewed or Updated: July 19, 2023

Rules & Regulations

Enforcement & Litigation

Compliance

Notice of Filing of Proposed Rule Change, as Modified by Amendment No. 1, To Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges

Details

Resources

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Notice of Filing of Proposed Rule Change, as Modified by Amendment No. 1, To Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges

Details

Resources