DTCC's FICC Unveils Public-Facing Value at Risk Calculator, Increasing Transparency for Market Participants
July 11, 2024
July 11, 2024
NEW YORK, July 11 -- The Depository Trust and Clearing Corp., a provider of clearing and settlement services to the financial markets, issued the following news release on July 10, 2024:
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New FICC tool will calculate the Value at Risk for a given portfolio, providing market participants with further insight into market value, positions and risk profiles ahead of SEC Expanded U.S. Treasury Clearing Rule
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New York/London/Hong Kong/Singa . . .
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New FICC tool will calculate the Value at Risk for a given portfolio, providing market participants with further insight into market value, positions and risk profiles ahead of SEC Expanded U.S. Treasury Clearing Rule
* * *
New York/London/Hong Kong/Singa . . .