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External Meetings: SIFMA Asset Management Group

When:
11/9/2011 11:30 AM
Rulemaking(s):
V. Capital & Margin

CFTC Staff:
Gary Gensler

John Lawton

Sarah Josephson
Visitor(s):
Ila Eckhoff, BlackRock

Christine Ayotte-Brennan, Fideltiy Investments

Matt Nevins, FidelityInvestments

Wendy Yun, Goldman Sachs Asset Management

Arthur Liz, Goldman Sachs Asset Management

Nevin Bregasi, MFS

Tracey Jordal,PINCO

Bill DeLeon,PIMCO

Tim Cameron, SIFMA

Bradley Edgell, SIFMA

Peter Ryan, SIFMA

Bill Thum, Vanguard

Charlie Mulhern, Wellington

Matt Shea, Wellington

Dan Budofsky, Davis Polk and Wardwell

Susan Ervin, Davis Polk and Wardwell
Organization(s):
BlackRock

Fidelity Investments

Goldman Sachs Asset Management

MFS

PIMCO

SIFMA

Vanguard

Wellington

Davis Polk and Wardwell
  • Topics discussed: Importance of bilateral margin for both initial and variation margin, use of margin models approved by prudential authorities, time needed to establish third-party custodian accounts, timing of margin collection, expanding the types of acceptable collateral to include agency paper and agency-issued mortgage pools, revising initial margin calculation methodologies, and the limitation on thresholds to those entities that are regulated for capital purposes is too narrow.