The CCLF Public Calculator gives firms the ability to simulate estimated future Capped Contingency Liquidity Facility (CCLF) obligations quickly and transparently, while demonstrating exactly how CCLF obligations associated with both FICC-GSD and FICC-MBSD membership are determined.

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The Clearing Fund Management system is used to manage DTC Participants Fund and GSD, MBSD, and NSCC Clearing Funds deposit accounts in real-time. Through Clearing Fund Management system, users can access Participants or Clearing Fund requirements, collateral deposits, deficits or excesses, as well as submit deposit and withdrawal transactions. The Asset Substitution Calculator, can calculate the effect that depositing or withdrawing different eligible collateral has on required deposit.

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The FICC Risk Reporting portal for both GSD and MBSD clients, provides enhanced, time-series based risk reporting. This reporting enables FICC Netting Members to gain valuable insight into their Clearing Fund Requirement-based reports, as well as Intraday VaR Summary and CUSIP-level VaR Detail reports

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The VaR Calculator user-interface provides clients with the ability to calculate potential margin obligations associated with their membership at GSD and MBSD. Value at Risk (VaR) is a widely used risk management concept in the financial services industry and is the primary component of Clearing Fund requirements. The calculator considers factors such as historical data, volatility, and confidence levels to estimate VaR, increasing market transparency.

The Liquidity Optimizer allows for near real-time access to and sharing of aggregated data to provide transparency into the next-day’s projection of liquidity needs. It also provides a sandbox where clients can perform calculations based on what-if hypothetical trading scenarios, showing the anticipated liquidity need and sufficiency. These projections will be tailored based on user inputs, and results will be generated using DTCC algorithms.

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The VaR Calculator user-interface provides clients with the ability to calculate potential margin obligations associated with their membership at NSCC. Value at Risk (VaR) is a widely used risk management concept in the financial services industry and is the primary component of Clearing Fund requirements. The calculator considers factors such as historical data, volatility, and confidence levels to estimate VaR, increasing market transparency.

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PBS Reporting provides NSCC participants access to current and historical reports, providing valuable insights into position data, clearing fund, market & liquidity risk reporting for both intraday, and end of day slices. This data can be consumed through various formats like web-based, MRO, and Excel.

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The Risk Management Controls Inquiry (RMCI) function allows clients to view the current settlement balance or Risk Management Control-related balances for a collateral group.

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RTTM Report Center enables participants to access current and historical reports across GSD & MBSD. The RTTM provides valuable insights into position data, Clearing Fund, market & liquidity risk reporting for both intraday, and end of day slices. This data can be consumed through various formats like web-based, MRO, and Excel.

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The Stress Test Analytics portal provides clients insight into stress testing metrics used to monitor for potential impact under extreme, but plausible, market conditions.

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The VaR Public Calculator provides market participants with the ability to calculate potential margin obligations associated with becoming a member of FICC-GSD on a simulated portfolio, for given positions and market value, using FICC’s Value at Risk (VaR) methodology

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The DTCC API Marketplace allows clients to connect with DTCC to access turnkey applications and self-service tools to create custom software solutions. The APIs of Family "Financial Risk Management" include FICC Risk Reporting APIs, which provide secure, on-demand access to key financial risk data and analytics – including clearing fund requirements, portfolio risk metrics, and VaR calculations – across GSD, MBSD, and NSCC, enabling firms to seamlessly integrate risk insights into their internal systems and decision-making processes.

API Marketplace