Tag Archives: OTC derivatives

MARGIN REQUIREMENTS: On the Agenda for the 13th Public Meeting

The CFTC has announced that it will hold its (rescheduled) 13th Public Meeting on Dodd-Frank Reforms on Tuesday, April 12th at 9:30 a.m. EST. On the agenda…"Margin Requirements for Uncleared Swaps for Swap Dealers and Major Swap Participants"… Press Release and "How to Participate" is available here. Good day. Good reading. TSR.… Continue Reading

Mutual Fund Corner: SEC Issues CME a Rule 17f-6 Letter for OTC Cleared Interest Rate Swaps

On March 24th, the SEC’s Division of Investment Management issued a no-action letter under Rule 17f-6 to the CME that will allow mutual funds to post collateral in respect of OTC centrally cleared interest rate swaps directly with their futures commission merchants. The letter provides temporary relief until July 16th, which is the date on which … Continue Reading

“Mitigating Collateral Damage: Current Themes in Managing and Mitigating Counterparty Credit Risk for OTC Derivatives”: A BNY Mellon InteDelta 2011 White Paper

On January 24th, BNY Mellon and InteDelta issued a white paper entitled, “Mitigating Collateral Damage: Current Themes in Managing and Mitigating Counterparty Credit Risk for OTC Derivatives”  The publication can be accessed by clicking here. In the white paper, BNY Mellon and InteDelta discuss the results of their survey of a number of U.S. and European asset … Continue Reading
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