Market regulation · 10/08/2023Updated: 10/16/2026 · 1 min read

National Securities Clearing Corporation Receives No Objection to Proposed Enhancements to Gap Risk Measure and VaR Charge

The National Securities Clearing Corporation has submitted a notice of no objection to proposed enhancements to the gap risk measure and the Value-at-Risk (VaR) charge, as outlined in an advance notice by the Self-Regulatory Organizations.