美 OCC 提議將清算會員關聯托管的現貨加密 ETP 估值計為零

Foresight News 消息,据 SEC 官網,期權結算公司(OCC)提議針對由結算會員或其關聯機構擔任托管人的現貨加密貨幣 ETP 持倉實施「特定錯向風險」(SWWR)管控。在此類情況下,相關的基金份額及期權估值將被歸零,以降低由加密資產托管風險引發的信用敞口。此外,OCC 擬停止接受信用證和 GSE 債務證券作為合格抵押品。

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