Implementing TBA Margin Practices: Not An ‘Option’

30 Jan 2014

By Ted Leveroni, head of derivatives strategy, Omgeo In November 2012, the Federal Reserve Bank of New York’s Treasury Market Practices Group (TMPG) put forward a recommendation for forward-settling agency mortgage backed securities (MBS) transactions to be margined in order to better manage counterparty exposures.

By Ted Leveroni, head of derivatives strategy, Omgeo

The introduction of TBA margining

In November 2012, the Federal Reserve Bank of New York’s Treasury Market Practices Group (TMPG) put forward a recommendation for forward-settling agency mortgage backed securities (MBS) transactions to be ...

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