Product Change-Priority Mail Express and Priority Mail Negotiated Service Agreement, 11570 [2018-05223]
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11570
Federal Register / Vol. 83, No. 51 / Thursday, March 15, 2018 / Notices
FOR FURTHER INFORMATION CONTACT:
SECURITIES AND EXCHANGE
COMMISSION
Elizabeth A. Reed, 202–268–3179.
The
United States Postal Service® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on March 9, 2018,
it filed with the Postal Regulatory
Commission a USPS Request to Add
Priority Mail Contract 424 to
Competitive Product List. Documents
are available at www.prc.gov, Docket
Nos. MC2018–130, CP2018–180.
[Release No. 34–82853; File No. SR–ICC–
2018–001]
Elizabeth A. Reed,
Attorney, Corporate and Postal Business Law.
March 12, 2018.
SUPPLEMENTARY INFORMATION:
[FR Doc. 2018–05224 Filed 3–14–18; 8:45 am]
BILLING CODE 7710–12–P
POSTAL SERVICE
Product Change—Priority Mail Express
and Priority Mail Negotiated Service
Agreement
AGENCY:
ACTION:
Postal Service TM.
Notice.
The Postal Service gives
notice of filing a request with the Postal
Regulatory Commission to add a
domestic shipping services contract to
the list of Negotiated Service
Agreements in the Mail Classification
Schedule’s Competitive Products List.
SUMMARY:
Date of required notice: March
15, 2018.
DATES:
FOR FURTHER INFORMATION CONTACT:
Elizabeth A. Reed, 202–268–3179.
The
United States Postal Service ® hereby
gives notice that, pursuant to 39 U.S.C.
3642 and 3632(b)(3), on March 9, 2018,
it filed with the Postal Regulatory
Commission a USPS Request to Add
Priority Mail Express & Priority Mail
Contract 62 to Competitive Product List.
Documents are available at
www.prc.gov, Docket Nos. MC2018–129,
CP2018–179.
SUPPLEMENTARY INFORMATION:
Elizabeth A. Reed,
Attorney, Corporate and Postal Business Law.
[FR Doc. 2018–05223 Filed 3–14–18; 8:45 am]
sradovich on DSK3GMQ082PROD with NOTICES
BILLING CODE 7710–12–P
Self-Regulatory Organizations; ICE
Clear Credit LLC; Order Approving
Proposed Rule Change Relating to the
ICC Rules, ICC Risk Management
Model Description Document, ICC Risk
Management Framework, ICC Stress
Testing Framework, and ICC Liquidity
Risk Management Framework
I. Introduction
On January 16, 2018, ICE Clear Credit
LLC (‘‘ICC’’) filed with the Securities
and Exchange Commission
(‘‘Commission’’), pursuant to Section
19(b)(1) of the Securities Exchange Act
of 1934 (‘‘Act’’),1 and Rule 19b–4
thereunder,2 a proposed rule change
(SR–ICC–2018–001) to revise: (i) ICC’s
Clearing Rules to support the clearing of
a new transaction type; and (ii) the ICC
Risk Management Model Description
Document, the ICC Risk Management
Framework, the ICC Stress Testing
Framework, and the ICC Liquidity Risk
Management Framework to incorporate
certain modifications to its risk
management methodology.3 The
proposed rule change was published for
comment in the Federal Register on
January 26, 2018.4 The Commission did
not receive comments on the proposed
rule change. For the reasons discussed
below, the Commission is approving the
proposed rule change.
II. Description of the Proposed Rule
Change
ICC proposed revisions to its Rules,
Risk Management Model Description
Document, Risk Management
Framework, Stress Testing Framework,
and Liquidity Risk Management
Framework in order to provide for the
clearing of a new transaction type, the
Standard European Senior NonPreferred Financial Corporate, and to
provide for revised risk management
practices.
A. Changes to ICC Rules
ICC proposed amending Rule 26H–
102, which sets forth the List of Eligible
Standard European Financial Corporate
(‘‘STEFC’’) Reference Entities, to
1 15
U.S.C. 78s(b)(1).
CFR 240.19b–4.
3 Capitalized terms used in this order, but not
defined herein, have the same meaning as in the
ICC Clearing Rules.
4 Securities Exchange Act Release No. 34–82542
(January 19, 2018), 83 FR 3821 (January 26, 2018)
(SR–ICC–2018–001) (‘‘Notice’’).
2 17
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17:34 Mar 14, 2018
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include the Standard European Senior
Non-Preferred Financial Corporate
transaction type as an Eligible STEFC
Reference Entity to be cleared by ICC.5
ICC also proposed amending Rule
26H–102 to state that for a STEFC
Reference Entity where the transaction
type is the Standard European Senior
Non-Preferred Financial Corporate, the
STEFC Contracts Reference Obligation
shall be determined in accordance with
the Additional Provisions for Senior
Non-Preferred Reference Obligations as
published by the International Swaps
and Derivatives Association. In
addition, ICC proposed to incorporate
certain conforming changes to Rule
26H–303 and Rule 26H–315 to add
references to the new transaction type.6
B. Changes to ICC Risk Management
Methodology
As currently constructed, ICC’s risk
management methodology takes into
consideration the potential losses
associated with idiosyncratic credit
events, which ICC refers to as ‘‘LossGiven Default’’ or ‘‘LGD.’’ ICC deems
each Single Name (‘‘SN’’) reference
entity a Risk Factor, and each
combination of definition, doc-clause,
tier, and currency for a given SN Risk
Factor as a SN Risk Sub-Factor. ICC
currently measures losses associated
with credit events through a stressbased approach incorporating three
recovery rate scenarios: A minimum
recovery rate, an expected recovery rate,
and maximum recovery rate. ICC
combines exposures for Outright and
index-derived Risk Sub-Factors at each
recovery rate scenario.7
ICC currently uses the results from the
recovery rate scenarios as an input into
the Profit/Loss-Given-Default (‘‘P/LGD’’)
calculations at both the Risk Sub-Factor
and Risk Factor levels. For each Risk
Sub-Factor, ICC calculates the P/LGD as
the worst credit event outcome, and for
each Risk Factor, ICC calculates the P/
LGD as the sum of the worst credit
outcomes per Risk Sub-Factor. These
final P/LGD results are used as part of
the determination of risk requirements.8
ICC proposed changes to its LGD
framework at the Risk Factor level with
respect to the LGD calculation.
Specifically, ICC proposed a change to
its approach by incorporating more
consistency in the calculation of the P/
LGD by using the same recovery rate
scenarios applied to the different Risk
Sub-Factors which are part of the
considered Risk Factor. For each Risk
5 Notice,
82 FR at 3821.
6 Id.
7 Id.
8 Id.
E:\FR\FM\15MRN1.SGM
15MRN1
Agencies
[Federal Register Volume 83, Number 51 (Thursday, March 15, 2018)]
[Notices]
[Page 11570]
From the Federal Register Online via the Government Publishing Office [www.gpo.gov]
[FR Doc No: 2018-05223]
-----------------------------------------------------------------------
POSTAL SERVICE
Product Change--Priority Mail Express and Priority Mail
Negotiated Service Agreement
AGENCY: Postal Service TM.
ACTION: Notice.
-----------------------------------------------------------------------
SUMMARY: The Postal Service gives notice of filing a request with the
Postal Regulatory Commission to add a domestic shipping services
contract to the list of Negotiated Service Agreements in the Mail
Classification Schedule's Competitive Products List.
DATES: Date of required notice: March 15, 2018.
FOR FURTHER INFORMATION CONTACT: Elizabeth A. Reed, 202-268-3179.
SUPPLEMENTARY INFORMATION: The United States Postal Service [supreg]
hereby gives notice that, pursuant to 39 U.S.C. 3642 and 3632(b)(3), on
March 9, 2018, it filed with the Postal Regulatory Commission a USPS
Request to Add Priority Mail Express & Priority Mail Contract 62 to
Competitive Product List. Documents are available at www.prc.gov,
Docket Nos. MC2018-129, CP2018-179.
Elizabeth A. Reed,
Attorney, Corporate and Postal Business Law.
[FR Doc. 2018-05223 Filed 3-14-18; 8:45 am]
BILLING CODE 7710-12-P