Month: December 2022

FICC – MBS Alert! Capped Contingency Liquidity Facility (“CCLF®”) Reset Reminder and Adjustable Percentage Update FICC will change the adjustable percentage from 80% to 90% for purposes of calculating the Defined Capped Liquidity Amount – Investment Watch

[ad_1] by Dismal-Jellyfish Source: www.dtcc.com/-/media/Files/pdf/2022/12/21/MBS1171-22.pdf On April 25, 2017, the Commission approved FICC’s adoption of the Clearing Agency Liquidity Risk Management Framework (‘‘Framework’’), which broadly describes FICC’s liquidity risk management strategy and…