CCLF reset effective July 1, 2023. “All members are reminded that CCLF requirement provided by MBSD will be incorporated into such Member’s liquidity planning.”

by Dismal-Jellyfish https://www.dtcc.com/-/media/Files/pdf/2023/6/1/MBS1227-23.pdf This follows up on changes to the reset date and Look-Back Period: What is the Capped Contingency Liquidity Facility (“CCLF®”)? On April 25, 2017, the Commission approved FICC’s adoption of the Clearing Agency Liquidity Risk Management Framework …

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