Displaying results 511 - 520 of 525
… re-reporting swap transaction and pricing data in order to gain or extend a delay in publication or to otherwise evade … 2016. Example 2: On Friday, February 4, 2011, Bank X, once again enters into a plain vanilla 10-year fixed versus … instruments. Swap dealers may be less likely to commit capital in less liquid products because the terms of the …
… June of 2016 (``2016 Supplemental Proposal''), and again in December of 2016 (``2016 Reproposal'').\12\ The 2016 … may hold the short derivative leg of the spread as a hedge against a fixed-price purchase or inventory. However, the … seasonality, and other economic factors. See, e.g., AQR Capital Management Comment Letter at 12 (Feb. 28, 2017); …
… including requiring reporting counterparties to compare against the non-reporting counterparty to determine the party … The Commission decided against requiring collateral data reporting when it adopted … One data element, Affiliated counterparty for margin and capital indicator (114), will help the Commission monitor …
… discriminatory access requirements as a competitive tool against certain participants.” [37] The Commission stated … cents. Even if the coin is fair, the game is tilted against you. It’s a mathematical certainty that if you … amount,” “supplementing income and gaining a return on capital,” the “stimulation of the game,” and that “some …
… at 78825. It contrasted now-obsolete manual processes against the ``wide array of electronic systems for the … (collectively, the ``Commercial Alliance''); Committee on Capital Markets Regulation (``CCMR''); Cordova, Alex … the Commission seeks to balance commenters' concerns against its legitimate regulatory interest in ensuring that …
… screen such that they can be executed or traded against by other multiple market participants. Under the … to traders such as brokers who have the ability to execute against a customer's trade or are entering a trade for two … dramatically, and allow traders to assess and secure their capital needs in the face of potential margin calls. …
… Finally, the Commission proposes to remove the term ``capitalized'' from Sec. 49.2(b), to reflect that most … reporting counterparties unnecessary.\81\ CEWG advocated against any periodic reconciliation, and suggested that if … to each swap for which it is the reporting counterparty against the report to determine if the swap data the SDR …
… exchange-set position limit rules as measures that guarded against excessive speculation in accordance with the … away.'' Todd E. Petzel. Chief Investment Officer, Offit Capital Advisors; ``Simply eliminating or limiting swap … necessary and beneficial, may not sufficiently guard against potential market disruptions. For these reasons, …
… suggested that data should be required to be validated against public sources, to the extent possible, such as the … swaps, portfolios, and the margin posted and collected against these positions? 13. Category: Collateral and Margins … One data element, Affiliated counterparty for margin and capital indicator (103), will help the Commission monitor …
… be required to report such previously reported information again, and would be required to report only such initial data … To provide for historical swaps an essential safeguard against confusion and double-counting in the context of VSRs … of the RFA.\48\ Like FCMs, SDs will be subject to minimum capital and margin requirements and are expected to comprise …