Regulation & law · 20/10/2020

National Securities Clearing Corporation Issues Notice on Proposed Rule Change for Margin Liquidity Adjustment Charge and Bid-Ask Risk Charge

The National Securities Clearing Corporation has issued a notice and order granting accelerated approval of a proposed rule change to introduce a margin liquidity adjustment charge and a bid-ask risk charge in the Value-at-Risk (VaR) charge, as part of its ongoing efforts to enhance market stability and risk management.