Derivatives in Securitization Task Force

Covers industry, judicial and regulatory matters related to use of derivatives in the structured finance market whether within the trust or as a separate or portfolio-level hedging mechanism

Top Priorities

  • LIBOR Transition
  • Advocate for relief on initial and variation margin posting requirements for securitization SPVs under the uncleared swaps margin rules that went into effect in 2017

Resources

SFA Submits Comments on Proposed Swap Margin Rules

Summary of SFA Letter on Swaps Margin Rule

SFA Comment Letter on Swaps Margin Rule (December 2019)

Committee Chairs

Ivan Loncar

Cadwalder, Wickersham & Taft LLP

Christopher Haas

Bank of America Merrill Lynch

Preetha Gist

Chapman and Cutler LLP