Release No. 34-91430; File No. SR-FICC-2021-002
(March 29, 2021)
Amend the Recovery & Wind-down Plan
Amend the Clearing Agency Operational Risk Management Framework.
Release No. 34-90626; File Nos. SR-DTC-2020-015; SR-FICC-2020-016; SR-NSCC-2020-019
(December 10, 2020)
Amend the Clearing Agency Liquidity Risk Management Framework.
Release No. 34-90649; File Nos. SR-DTC-2020-018; SR-FICC-2020-018; SR-NSCC-2020-021
(December 11, 2020)
Modify the Calculation of the FICC MBSD VaR Floor to Incorporate a Minimum Margin Amount.
Modify the Clearance Maintenance Fee, Reduce the End of Day Position Fee of the Government Securities Division, and Describe the Current Rebate Policy
Amendment No. 1 to SR-FICC-2020-014
Release No. 34-90544; File No. SR-FICC-2020-014
(December 1, 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
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
Release No. 34-90033; File No. SR-FICC-2020-802
(September 28, 2020)
Describe Key Components of the Mortgage-Backed Securities Division Stress Testing Program
Revise the Clearing Agency Policy on Capital Requirements
Release No. 34-89363; File No. SR-FICC-2020-008
July 22, 2020