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FICC GSD Risk Management

For nearly forty years, FICC has provided trade matching, novation, risk management, netting and settlement services for a wide variety of trades in U.S. government debt securities.

2023 FICC Market Risk Initiatives

FICC GSD Clearing Fund Methodology

Schedule Of Indicative Haircut Rates and Risk Factor Rates

FICC & NSCC Public Quantitative Disclosures for Central Counterparties

Disclosure Framework for Covered Clearing Agencies and Financial Market Infrastructures

Government Securities Division Rulebook

FICC─CME Cross─Margining FAQs

FICC─CME Cross─Margining Deck

What Should I Know About Risk Management?

These short clips from DTCC’s Dec 2023 Treasury Clearing Forum highlight many important topics regarding risk management for central clearing.

Clearing Fund Methodology

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Sponsoring Member’s Agency Clearing Member #2

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Market Risk Management for Indirect Participant Buyside Firms

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Risk Management Practice for Considerations for Market Participants

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Sponsoring Member’s Agency Clearing Member #1

Watch Replay

The statements and other information available on and through this page, including information in any links and documents available on this page, is for informational purposes only. Please refer to the GSD Rules for descriptions of the rules, procedures, and all rights, obligations, and other requirements of both FICC and its participants in connection with their use of GSD’s services. In the case of any discrepancy between the information available here and the GSD Rules, the GSD Rules govern.

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