2026-16282NoticeWallet

Clearing corp pitches new guaranty fund rules to SEC watchers

Published Date: 8/11/2026

Notice

Summary

No summary available.

Analyzed Economic Effects

10 provisions identified: 5 benefits, 4 costs, 1 mixed.

New Cash-Only Guaranty Fund, Cover‑2 Sizing

FICC will create a new, cash-only Guaranty Fund at the Government Securities Division that is sized to a Cover 2 standard (the default of the two Netting Member Affiliated Families that would cause the largest aggregate credit exposure). The Guaranty Fund will be sized using daily stress testing, set monthly, and FICC may resize it intramonth if daily stress test deficiencies breach established thresholds.

Minimum per‑member requirement ($100k–$5M; initially $1M)

Each Netting Member's Guaranty Fund requirement will be the greater of their pro rata share of the largest Cover 2 requirement over a lookback period or a Minimum Guaranty Fund Requirement set by FICC between $100,000 and $5,000,000. FICC would initially set the Minimum Guaranty Fund Requirement at $1,000,000 and will review it at least annually.

Monthly sizing with collars and intramonth authority

FICC will set the Guaranty Fund size monthly and may keep it larger than Cover 2 or apply collars to limit month-to-month moves. FICC initially proposes collars of +20% on month-over-month increases and -15% on month-over-month decreases, and retains authority to reestablish size intramonth when stress test deficiencies exceed intramonth thresholds.

Stress Test Deficiency Charges on drivers of exposure

If a Netting Member's stress test deficiencies either (i) exceed predetermined thresholds relative to other Members' Required Fund Deposits or (ii) would cause the Guaranty Fund to exceed upper bound parameters, FICC may impose a Stress Test Deficiency Charge on those Members. Charges may be collected monthly or intramonth to mitigate exposures that drive sizing increases.

Clearing Fund treated as initial margin (bankruptcy remote)

FICC will treat members' Clearing Fund deposits as initial margin and exclude the Clearing Fund from loss mutualization, supporting bankruptcy‑remote treatment for Clearing Fund deposits. FICC says this change may allow Members to reduce regulatory capital held against such deposits, providing additional capital relief.

Excluded classes and loss allocation changes

FICC will eliminate Tier One/Tier Two distinctions, exclude CCIT Members and Registered Investment Company Netting Members from loss allocation, but will include Registered Investment Company exposures in stress testing for sizing. Registered Investment Company Netting Members are excluded from Guaranty Fund allocation (except their exposures count for sizing).

New five‑day cooling‑off and 200% assessment cap

FICC shortens the Event Period to a five‑day 'cooling‑off period' for Defaulting Member Events and Declared Non‑Default Loss Events and caps each Netting Member's assessment during each Event Period at 200 percent of the Member's Guaranty Fund requirement (i.e., two times the Member's Guaranty Fund requirement).

Timing and same‑day funding deadlines

FICC expects to notify Members of monthly Guaranty Fund requirements by 11:00 a.m. ET on the first business day and require deficits to be funded by 2:45 p.m. ET the same day. For intramonth collections, FICC generally expects to notify Members by 11:00 a.m. ET and require deficits to be satisfied by 2:45 p.m. ET on the same business day.

Liquidity mechanics: no borrowing, but cash→Treasury exchange

FICC would clarify that it will no longer 'borrow' Clearing Fund deposits of non‑defaulting Members to meet liquidity needs, but it would have authority to exchange a Netting Member's Clearing Fund cash deposit for U.S. Treasury securities to provide liquidity to FICC. FICC would also file to include the Guaranty Fund and these liquidity sources in its qualifying liquid resources.

Public disclosure of stress‑test scenarios and thresholds

FICC will publish on its public website the stress test scenarios, Guaranty Fund sizing parameters, and intramonth resizing thresholds used to determine the size of the Guaranty Fund to promote transparency for Members and the public.

Personalized for You

How does this regulation affect your finances?

Personalize government policy and PRIA will tell you what this federal register document means for your household, plus every other regulation we track. PRIA reads each provision against your financial profile to show you exactly what matters to your wallet.

Key Dates

Published Date
8/11/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
Source: View HTML

Related Federal Register Documents

Previous / Next Documents

Back to Federal Register