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◆ Public sector issuers embrace hedge fund bid... ◆ ... as they flex in the swap market ◆ Car makers welcomed back to bond market
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Counterparties should not have to post margin for non-cleared swaps on the same day of execution, nor should covered swap entities be barred from netting initial and variation margin requirements across asset classes and financial products, say the International Swaps and Derivatives Association and the Securities Industry and Financial Markets Association in a joint comment letter to bank regulators last week.
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Higher margin requirements in the future may create opportunities for large firms to cash in on providing collateral for users of derivatives in a process called collateral transformation.
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Sen. Carl Levin (D-Mich.) has introduced legislation that would close a loophole that currently allows derivatives traders, hedge funds and corporations to reduce federal taxes.
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Smaller, non-U.S. domiciled banks are less prepared to implement derivatives regulations than their larger counterparts, according to Thomson Reuters.
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The Municipal Securities Rulemaking Board may consider introducing greater oversight of the sale of derivatives as the result of the recent fraud scandal involving the instruments, according to Lynette Kelly Hotchkiss, executive director of the MSRB.
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The European Central Bank and the World Bank have separately asked the U.S Commodity Futures Trading Commission and the U.S. Securities and Exchange Commission to exempt from central clearing and swap-margin requirements multilateral development banks, public international organization and national central banks.