Comments on FICC Rulemaking

Notice of Filing of Proposed Rule Change to Modify the Calculation of the MBSD VaR Floor to Incorporate a Minimum Margin Amount

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Date Received
Date Sort descending Letter Type Commenter Name
Public Comment Timothy J. Cuddihy, Managing Director, DTCC Financial Risk Management
Meeting with SEC Officials Memorandum from the Division of Trading and Markets regarding a February 22, 2021, meeting with representatives of the Independent Dealer and Trader Association
Public Comment Christopher Killian, Managing Director, Securitization, Corporate Credit, and Libor, SIFMA
Public Comment James Tabacchi, Chairman, Independent Dealer and Trader Association
Public Comment James Tabacchi, Chairman, Independent Dealer and Trader Association and Mike Fratantoni, Chief Economist, Senior Vice President, Mortgage Bankers Association
Meeting with SEC Officials Memorandum from the Division of Trading and Markets regarding a February 12, 2021, meeting with representatives of the Independent Dealer and Trader Association
Public Comment Christopher Killian, Managing Director, Securitization, Corporate Credit, and Libor, SIMFA
Public Comment Christopher A. Iacovella, Chief Executive Officer, American Securities Association
Public Comment James Tabacchi, Chairman, Independent Dealer and Trader Association and Mike Fratantoni, Chief Economist and Senior Vice President, Mortgage Bankers Association
Public Comment Kelli McMonow, Head of Government Affairs, American Securities Association
Public Comment Pete Mills, Senior Vice President, Residential Policy and Member Engagement, Mortgage Bankers Association
Public Comment Christopher Killian, Managing Director, Securitization, Corporate Credit, and Libor, Securities Industry and Financial Markets Association
Public Comment Curtis Richins, President & CEO, Mortgage Capital Trading, Inc.
Public Comment James Tabacchi, Chairman, Independent Dealer and Trader Association

Last Reviewed or Updated: Dec. 18, 2025

File Number
SR-FICC-2020-017
Release Number
34-90568