Notice Rule

Notice Related to Certain Enhancements to the Gap Risk Measure and the VaR Charge

Registered Clearing Agencies, National Securities Clearing Corporation (NSCC-AN)

Public Comments

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Title
Notice of No Objection to Advance Notice Related to Certain Enhancements to the Gap Risk Measure and the VaR Charge
Release Number
34-98064
SEC Issue Date
Federal Register Publish Date

Resources

Notice Rule: SEC Issued Version (pdf 207.77 KB)

Last Reviewed or Updated: Aug. 4, 2023