Amend the Clearing Agency Model Risk Management Framework
Release No. 34-92380; File No. SR-FICC-2021-006
(July 13, 2021)
Modify the FICC Government Securities Division Rulebook, FICC Mortgage-Backed Securities Division Clearing Rules, and FICC Mortgage-Backed Securities Division EPN Rules
Release No. 34- 92340; File No. SR-FICC-2021-005
(July 7, 2021)
Relating to Confidential Information, Market Disruption Events, and Other Changes
(Release No. 34-93280; File No. SR-FICC-2021-004)
October 8, 2021
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)