美 OCC 提议将清算会员关联托管的现货加密 ETP 估值计为零

Foresight News 消息,据 SEC 官网,期权清算公司(OCC)提议针对由清算会员或其关联机构担任托管人的现货加密货币 ETP 头寸实施「特定错向风险」(SWWR)管控。在此类情况下,相关的基金份额及期权估值将计为零,以降低加密资产托管风险引发的信用敞口。此外,OCC 拟停止接受信用证和 GSE 债务证券作为合格抵押品。

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