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| Fixed Income Haircuts | |
The Fixed Income Haircut program computes capital charges for debt securities as defined in SEC rule 15c3-1. The system will hedge corporate and government securities against one another to lower charges. The system will also haircut short and long term municipal bonds, Canadian debt, certain Municipal Bond Trusts and Liquid Asset Funds, and Commercial Paper, Bankers Acceptances and Certificates of Deposit, as defined in paragraphs (c)(2)(vi)(B) through (E). TBA securities and Fails to deliver are also handled. Fixed Income Fact Sheet Fixed Income Manual Fixed Income New Features | |
To download fact sheets and manuals, right click on the link and choose 'Save Target As...'.
To view the PDF versions of the fact sheets and manuals, you need to download and install Adobe Acrobat Reader.
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LDB Consulting, Incorporated
P.O. Box 512, Valparaiso, IN 46384-0512
Phone: (219) 477-1928 Fax: (219) 531-2643
Questions or Comments? Email CapComp@att.net