Clearing Organization Rules : 35168
Organization: LCHLTD
Description: LCH self certifies a Circular to SwapClear Clearing Members on the implementation of an update to the liquidity margin calculation (IMMFP) for the Rates Service incorporating OIS indices and LIBOR like indices risk.
Official Receipt Date: 2016-09-02 00:00:00
Status: Certified
Date: 2016-09-16 00:00:00
Remarks:
| Associated Documents |
|---|
| LCH self certification for Member Circular on IMMFP model change |