External Meetings: SIFMA Asset Management Group

Topics discussed: Importance of bilateral margin for both initial and variation margin, use of margin models approved by prudential authorities, time needed to establish third-party custodian accounts, timing of margin collection, expanding the types of acceptable collateral to include agency paper and agency-issued mortgage pools, revising initial margin calculation methodologies, and the limitation on thresholds to those entities that are regulated for capital purposes is too narrow.