Clearing Organization Rules : 39832
Organization: ICLR US
Description: ICUS is amending its Risk Management Framework to enhance the calculation of shortfall margin. ICUS is refining the stress scenarios used to determine the shortfall margin, as well as how it sets the shortfall margin minimum.
Official Receipt Date: 2018-09-18 00:00:00
Status: Certified
Date: 2018-10-02 00:00:00
Remarks:
| Associated Documents |
|---|
| Rule Amendment Filing |
| FOIA Request |