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Regulatory Release

Order Approving Proposed Rule Change To Revise the Formula Used To Calculate the VaR Charge for Repo Interest Volatility

Details

Rule Type

Order

Release Number

34-95605

SEC Issue Date

Aug. 25, 2022 | 3:21 pm ET

Federal Register Publish Date

Aug. 31, 2022 | 12:30 am ET

Document Citation

87 FR 53522

Resources

34-95605

Federal Register Version

SRO Organization

Fixed Income Clearing Corporation (FICC)

Last Reviewed or Updated: July 19, 2023

Rules & Regulations

Enforcement & Litigation

Compliance

Order Approving Proposed Rule Change To Revise the Formula Used To Calculate the VaR Charge for Repo Interest Volatility

Details

Resources

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Order Approving Proposed Rule Change To Revise the Formula Used To Calculate the VaR Charge for Repo Interest Volatility

Details

Resources