3 Way Trade Confirmation and Settlement Window

The Asset Managers Forum Tri-Party Repo Working Group has reviewed the U.S. Tri-Party Repo Task Force’s Operational Arrangements Working Group proposal on 3 Way Trade Confirmation and Settlement Window. The AMF working group submitted joint comments on January 14, 2011 to the proposal with the SIFMA Government Operations Committee. 

• 3 Way Trade Confirmation and Settlement Window Implementation Proposal  
• AMF and SIFMA Government Operations Committee response  

Task Force on Tri-Party Repo Infrastructure

The report by the Task Force on Tri-Party Repo Infrastructure identifies several areas for improvement, and makes recommendations for those areas that include operational arrangements, dealer liquidity risk management, margining practices, contingency planning, and transparency.; 

• Press Release on Task Force Report  
• Task Force on Tri-Party Repo Infrastructure Report  

The NY Fed white paper on the work of the Task Force highlights policy concerns and seeks public comment on the Task Force recommendations.; 

• Press Release on White Paper 
• NY Fed White Paper 
• FAQ 

Tri-Party Repo Vendor Solution Roundtable Presentations (July 2010)

• Omgeo Tri- Party Repo Infrastructure  
• Federated Tri‐Party Repo Infrastructure Confirmation Workflow  
• Tri-party Repurchase Agreement Confirmation Working Group: Trade Capture and Confirmation Tradeweb Comments