DTCC enhances VaR calculator to support expanded US Treasury clearing

13th November, 2024

Gregory Rosenvinge

The Depository Trust & Clearing Corporation (DTCC) has launched enhancements to its Value-at-Risk (VaR) calculator, adding cross-margining and repo transaction functionalities to support firms preparing for the expansion of US Treasury clearing next year.

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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