Meeting Date:
Friday, May 8, 2015
CFTC Staff:
Francis Kuo, Paul Schlichting, David Aron, Stephen Kane, Rafael Martinez
Organization(s):
Morgan Stanley
External Attendees:
Aaron Page (MSCo), Andrew Robinson (MSCo), Sebastian Crapanzano (MSCo), Arun Venkatarangan (MSCo)
Additional Information:
Morgan Stanley wanted to highlight the challenge of using a 10-day margin calculation while proscribing the scaling up from a 1-day calculation. They presented the view that this was unnecessary and possibly counter-productive.
