LEGAL & REGULATORY

Revise the Description of the Stressed Period Used to Calculate the Value-at-Risk Charge and Make Other Changes

Amend the Clearing Agency Risk Management Framework Federal Release
Release No. 34-96800; File No. SR-FICC-2023-001
February 3, 2023

Amend Certain MBSD Fees Federal Release
No. 34-96575; File No. SR-DTC-2022-009
(December 22, 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

Federal Release
(Release No. 34-96555; File Nos. SR-DTC-2022-011; SR-FICC-2022-008; SR-NSCC-2022-013)
December 20, 2022

Change to Clarify and Update GSD Rules, MBSD Rules and EPN Rules.

Federal Release
Release No. 34-96061; File No. SR-FICC-2022-007)
(October 13,, 2022)

Amend Stress Testing Framework and Liquidity Risk Management Framework.

Require Applicants and Members to Maintain or Upgrade Their Network or Communications Technology. Federal Release
(Release No. 34-95233; File No. SR-FICC-2022-003)
(July 8, 2022)

Move Certain DRC Items (Mark-to-Market Items, Cash Obligation Items and Accrued Principal and Interest) from the Required Fund Deposit Calculation to Cash Settlement, Revise Certain Thresholds and Parameters in the Intraday Mark-to-Market Charge, Establish a New Intraday VaR Charge and Make Certain Other Clarifications. Federal Release
Release No. 34-95070; File No. SR-FICC-2022-002 
(June 8, 2022)

Amend the Clearing Agency Model Risk Management Framework

Federal Release
Release No. 34-94271; File No. SR-FICC-2022-001
(February 17, 2022 )

Enhanced Capital Requirements and Make Other Changes.

Federal Release
Release No. 34-95616; File No. SR-FICC-2021-009
(August 26, 2022 )