Thursday, February 2, 2023

Tag: reminder

FICC – MBS Alert! Capped Contingency Liquidity Facility (“CCLF®”) Reset Reminder and Adjustable Percentage Update FICC will change the adjustable percentage from 80% to 90% for purposes of calculating the Defined Capped Liquidity Amount – Investment Watch

by Dismal-Jellyfish Supply: www.dtcc.com/-/media/Information/pdf/2022/12/21/MBS1171-22.pdf On April 25, 2017, the Fee authorized FICC’s adoption of the Clearing Company Liquidity Danger Administration ...