Settlement

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DTC Loss Allocation

Log in to view the two-part DTC Loss Allocation Overview video series to obtain a better understanding of DTC's Loss Allocation practices and how they would be applied in the event of (hypothetical) single-or-multiple-participant default or non-default loss events.

Part 1

DTC Loss Allocation Overview - Part 1 explains DTC's loss allocation practices at a high-level, as they apply to both a defaulting participant and NDL events. We discuss:

• Participant Defaul Loss Allocation (Waterfall)
• Declared Non-Default Loss Allocation (Waterfall)
• Pro Rata Loss Allocation Calculation Process
• 10 Business Day Event Period
• Loss Allocation Rounds and Loss Allocation Caps
• Participant Termination Process

Click to view the 10 minute DTC Loss Allocation Overview - Part 1 video.

Part 2

Continue your journey with DTC Loss Allocation Overview - Part 2  where you explore how DTC's loss allocation practices are applied in the case of (hypothetical) single-and-multi-Participant default and Non-Default Loss events. In Part 2, we review hypothetical examples for:

• Pro Rata Loss Allocation Calculation
• 10 Business Day Event Period
• Loss Allocation Rounds and Loss Allocation Caps
• Participant Termination Process

Click to view the 12 minute DTC Loss Allocation Overview - Part 2 video.