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TMPG Recommends Margining of Agency MBS Transactions to Reduce Counterparty and Systemic Risks

The Treasury Market Practices Group (TMPG) strengthened the existing Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets to include a recommendation that forward-settling agency MBS transactions be margined in order to prudently manage counterparty exposures. The Group encourages market participants to complete the implementation process by early June 2013.

Frequently Asked Questions: Margining Agency MBS Transactions" pdf
November 26, 2012

TMPG Recommends Margining of Agency MBS Transactions pdf
November 14, 2012

Best Practices for Treasury, Agency Debt and Agency MBS Markets pdf
November 14, 2012

White paper on "Margining in Agency MBS Trading" pdf
November 14, 2012

QUICK LINKS
  Best Practices
  Treasury Securities Fails Charge Trading Practice
  Agency Debt and Agency MBS Fails Charge Trading Practice
  FAQ: TMPG Fails Charges
  Operational Plans for Various Contingencies for Treasury Debt Payments
  Synopsis of Recommendations
  Liberty Street Economics Blog Post, TMPG: A Consequential First Decade
  FRBNY Staff Report, TMPG: Creation and Early Initiatives

EXTERNAL LINKS
  U.S. Treasury
  Securities Industry and Financial Markets Association
  The Depository Trust and Clearing Corporation
Treasury Fails Data
GCF Repo Index
  International Swaps and Derivatives Association

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