27 Jun 2025
đOCC's Proposed Rule Changes for Enhanced Stress Testing Methodology
Self-Regulatory Organizations; The Options Clearing Corporation; Notice of Filing of Proposed Rule Change by The Options Clearing Corporation Concerning Amendments to OCC's Comprehensive Stress Testing & Clearing Fund Methodology, and Liquidity Risk Management Description (âMethodology Descriptionâ) and Clearing Fund Methodology Policy (Together With the Methodology Description, the âRisk Policiesâ) To Enhance Its Stress Testing Methodology
Summary
The Securities and Exchange Commission has published a notice regarding the Options Clearing Corporation's proposed amendments to its stress testing and liquidity risk management methodologies. The changes aim to enhance risk assessment capabilities by modifying scenario categorizations and updating documentation processes, fostering better financial resource management during market stresses.
Agencies
- Securities and Exchange Commission
Business Impact
$$$ - High
The proposed rule changes by OCC enhance stress testing methodologies affecting its financial management procedures. This could lead to implications for Clearing Members regarding collateral management and liquidity resources, impacting their financial operations and risk management strategies.