Market Risk Management - Learn More| DTCC

The Teams

The Equity Risk team is responsible for the market risk management program at NSCC and DTC. The FICC Market Risk team is responsible for FICC’s market risk management program.

A core objective of these programs is for each Clearing Agency to maintain sufficient financial resources to cover market risk exposures to participants fully, with a high degree of confidence and under a wide range of foreseeable stress scenarios.

Clearing Agency Specific Programs

How market risk presents itself and is managed is unique to each Clearing Agency. Click on the NSCC, FICC and DTC tabs above for more information about their specific market risk management programs.

To learn more about market risk management at the Clearing Agencies, see their respective CPMI-IOSCO Disclosure Frameworks – Principles/Standards 4 (Credit Risk) and 5 (Collateral); and for NSCC and FICC, also Principle/Standard 6 (Margin).