Amend the Clearing Agency Liquidity Risk Management Framework and the Clearing Agency Stress Testing Framework Federal Release (Release No. 34-99774; File No. SR-FICC-2024-004) March 19, 2024
Relating to the Margin Liquidity Adjustment Charge Amendment No.1 to SR-FICC-2023-012 Federal Release (Release No. 34-98558; File No. SR-FICC-2023-012) September 27, 2023
Federal Release (Release No. 34-96555; File Nos. SR-DTC-2022-011; SR-FICC-2022-008; SR-NSCC-2022-013) December 20, 2022
Amend the Clearing Agency Liquidity Risk Management Framework to Include a New Section Describing the Process by Which FICC Would Designate Uncommitted Resources as Qualifying Liquid Resources and Make Other Changes
Amend Stress Testing Framework and Liquidity Risk Management Framework.
Amend the Clearing Agency Liquidity Risk Management Framework.
Federal Release: Release No. 34-90649; File Nos. SR-DTC-2020-018; SR-FICC-2020-018; SR-NSCC-2020-021 (December 11, 2020)
Introduce the Margin Liquidity Adjustment Charge and Include a Bid-Ask Risk Charge in the VaR Charges.
Amendment No. 1 to FICC-2020-009 Amendment No. 2 to FICC-2020-009
Federal Release: Release No. 34-90182; File No. SR-FICC-2020-009 (October 14, 2020)
Amendment No. 1 to SR-FICC-2020-802 Amendment No. 2 to SR-FICC-2020-802
Federal Release: Release No. 34-90033; File No. SR-FICC-2020-802 (September 28, 2020)
Amend the GSD Rulebook to Establish a Process to Address Liquidity Needs in Certain Situations in the GCF Repo and CCIT Services and Make Other Changes
Federal Release: Release No. 34-87234; File No. SR-FICC-2019-801 (October 04, 2019)
Federal Release: Release No. 34-87258; File No. SR-FICC-2019-004 (October 9, 2019)
Federal Release: Release No. 34-82377; File Nos. SR-DTC-2017-004; SR-NSCC-2017-005; SR-FICC-2017-008 (December 21, 2017)
To adopt the Clearing Agency Liquidity Risk Management Framework Amendment No. 1 to SR-FICC-2017-008 Amendment No. 2 to SR-FICC-2017-008 Amendment No. 3 to SR-FICC-2017-008 Amendment No. 4 to SR-FICC-2017-008 Amendment No. 5 to SR-FICC-2017-008 Amendment No. 6 to SR-FICC-2017-008