Derivatives in Securitization Task Force

Overview

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

Committee Chairs

Ivan Loncar

Cadwalder, Wickersham & Taft LLP

Christopher Haas

Bank of America Merrill Lynch

Preetha Gist

Chapman and Cutler LLP

Contact

Jennifer Wolfe

Director, ABS and Investor Policy

Jennifer.Wolfe@structuredfinance.org

Hunter Hamrick

Analyst, Policy Development

Hunter.Hamrick@structuredfinance.org