The Commodity Futures Trading Commission issued new risk management standards for systemically important derivatives clearing organizations (SIDCOs). Pursuant to CFTC Regulation 39.11, a derivatives clearing organization (DCO) is required to maintain sufficient financial resources to meet its financial obligations notwithstanding a default by the clearing member creating the largest financial exposure for the DCO in extreme but plausible market conditions. The newly issued rules heighten this requirement for certain SIDCOs by requiring each SIDCO that is systemically important in multiple jurisdictions or that is involved in activities with a more complex risk profile to maintain sufficient financial resources to meet its financial obligations notwithstanding a default by the two clearing members creating the largest combined financial exposure for the SIDCO in extreme but plausible market conditions. The final rules also prohibit such SIDCOs from using assessments for additional guaranty fund contributions in calculating their available default resources.