Notice Rule

Notice of Filing of a Proposed Rule Change To Enhance the Calculation of the Volatility Component of the Clearing Fund Formula That Utilizes a Parametric Value-at-Risk Model and Eliminate the Market Maker Domination Charge

Registered Clearing Agencies, National Securities Clearing Corporation

Public Comments

Submit a Comment on SR-NSCC-2017-020

Title
Notice of Filing of Amendment No. 1 and Order Granting Accelerated Approval of a Proposed Rule Change, as Modified by Amendment No. 1, To Enhance the Calculation of the Volatility Component of the Clearing Fund Formula That Utilizes a Parametric Value-at-
Release Number
34-82781
SEC Issue Date
Federal Register Publish Date
Document Citation

83 FR 9042

Resources

Notice Rule: SEC Issued Version (pdf 233.43 KB)
Notice Rule: Federal Register Version

Last Reviewed or Updated: Jan. 12, 2018