Workshop 2: Collateral-in-Lieu and the Done Away model for US Treasury repo clearing
- Centrally cleared triparty repo
Session will provide an overview of the current model for centrally cleared triparty repo, and the coming product enhancements, including Sponsored GC Collateral-in-Lieu, and Agent Clearing Service in Triparty. - Triparty vs DVP
Discussion on the efficiency of the triparty collateral model vs. the dvp / third party model when managing collateral and margin from both a CCP member and buy side firm perspective. - Done-away clearing
Session will provide an overview of “Done-Away” and how it will separate clearing from execution, allowing FICC netting members to centrally clear their UST repos without sponsoring their counterparties.