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"
November 26, 2012

TMPG Recommends Margining of Agency MBS Transactions
November 14, 2012

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

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