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Regulatory Release

Notice of Filing a Proposed Rule Change To Make Certain Enhancements to the Gap Risk Measure and the VaR Charge

Details

Rule Type

Notice

Release Number

34-96511

SEC Issue Date

Dec. 15, 2022 | 2:21 pm ET

Federal Register Publish Date

Dec. 21, 2022 | 12:30 am ET

Document Citation

87 FR 78157

Resources

34-96511

Federal Register Version

SRO Organization

National Securities Clearing Corporation

Last Reviewed or Updated: July 19, 2023

Rules & Regulations

Enforcement & Litigation

Compliance

Notice of Filing a Proposed Rule Change To Make Certain Enhancements to the Gap Risk Measure and the VaR Charge

Details

Resources

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Notice of Filing a Proposed Rule Change To Make Certain Enhancements to the Gap Risk Measure and the VaR Charge

Details

Resources