Skip to search field Skip to main content

Official websites use .gov
A .gov website belongs to an official government organization in the United States.

Secure .gov websites use HTTPS
A lock () or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.

Regulatory Release

Notice of Filing of a Proposed Rule Change to Revise the Formula Used to Calculate the VaR Charge for Repo Interest Volatility

Details

Rule Type

Notice

Release Number

34-95256

SEC Issue Date

July 12, 2022 | 3:21 pm ET

Federal Register Publish Date

July 15, 2022 | 12:30 am ET

Document Citation

87 FR 42524

Resources

34-95256

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 a Proposed Rule Change to Revise the Formula Used to Calculate the VaR Charge for Repo Interest Volatility

Details

Resources

More in this Section

Notice of Filing of a Proposed Rule Change to Revise the Formula Used to Calculate the VaR Charge for Repo Interest Volatility

Details

Resources