Notice Rule

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

Registered Clearing Agencies, Fixed Income Clearing Corporation (FICC)

Public Comments

Submit a Comment on SR-FICC-2022-005

Title

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

Release Number

34-95605

SEC Issue Date

Aug. 25, 2022

Federal Register Publish Date

Aug. 31, 2022

Document Citation

87 FR 53522

Resources

Order Rule: SEC Issued Version (pdf 188.31 KB)

Order Rule: Federal Register Version

Last Reviewed or Updated: July 12, 2022

Resources

Notice Rule: SEC Issued Version (pdf 217.57 KB)

Notice Rule: Federal Register Version

Exhibit 5

Details

Public Comments Due

21 days after publication in the Federal Register

File Number

SR-FICC-2022-005

Rule Type

Notice

Release Number

34-95256

SEC Issue Date

July 12, 2022

Federal Register Publish Date

July 15, 2022

Document Citation

87 FR 42524

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

Public Comments

Resources

Resources

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

Public Comments

Order Rule (34-95605)

Resources

Resources

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