MFA Comment Letters

Related Rules: 76 Fed. Reg. 27564

MFA Submits Letter to SEC on Proposed Capital, Margin, and Segregation Rules02.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) on its proposed rules on “Capital, Margin, and […]

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Topics: Securities and Exchange Commission SEC, margin, capital, segregation, Security-Based Swap Dealer, Major Security-Based Swap Participant, capital requirements, broker-dealer, risk, security-based swaps, customer collateral, Dodd-Frank Act, CFTC, Commodity Futures Trading Commission, Private Funds Managers, Investor Protection, regulation, international regulatory standards, efficiency, capital formation, liquidity, collateral, margin requirements, market participants, variation margin, netting, margining, Financial Industry Regulatory Authority, FINRA, international harmonization of regulations, regulatory arbitrage, federal register, bilateral exchange of variation margin, best practices, counterparty risk, systemic risk, risk management, portfolio margining, securities, cross-product master netting agreements, initial margin, financial system, asset class, counterparties, prudential regulators, leverage, derivatives, tri-party custodial arrangements, customer protection, omnibus segregation, default, fellow customer risk, legal segregation with operation commingling, LSOC, swap dealers, Major Swap Participant, Individual Segregation, buy-side firms, non-commercial end-users, hedge funds, credit risk, capital inefficiency, transparency, Basel Committee on Banking Supervision, International Organization of Securities Commissions, IOSCO, Working Group on Margining Requirements, central clearing, compliance, registered clearing agencies, mandatory clearing, compliance date, two-way margining, reform, collateral management, asymmetrical initial margin exchange, pension, endowments, university endowment, financial crisis, "too big to fail, too interconnected to fail, American International Group, AIG, House Committee on Financial Services, Ben Bernanke, Federal Reserve Board, 111th Congress, financial contagion, financial institutions, asymmetry, portfolio reconciliation, portfolio compression, Swap Trading Relationship Documentation, swap dealer, collateral management stystems, trading costs, complexity, settlement risk, credit default swap, CDS, OTC derivatives, forwards, repurchase agreements, Value at Risk, VaR, financial instrument, cross-margining, Options Clearing Corporation, Chicago Mercantile Exchange Holdings Inc., New York Portfolio Clearing LLC, LCH.Clearnet Ltd., customer replicability, proprietary information, reconciliation, market risk, haircuts, Cash Flow, pro-cyclical effects, creditworthiness, multiplier, customized risk management tools, sell-side firms, liquidation time horizon, product type, market practice, ISDA, U.S. dollar, settlement, money market instruments, eligible collateral, capital charge, Lehman Brothers, bankruptcy, bankruptcy estate, third-party custody arrangement, enhanced protections, Notice of Exclusive Control, Investment Company Institute, ICI, White Paper, Securities Industry and Financial Markets Association, SIFMA, liquidation, Federal Reserve Bank of New York, tentative net capital, dealers, Eric Chern, Chicago Trading Company, \, operational risk, Security-Based Swap Transactions, Darrell Duffie, Federal Reserve Bank of New York Staff Report No. 424, ICE Clear Europe Limited, segregation model, DCO, derivatives clearing organization, portability, insolvency, out-of-the-money, operational and legal commingling, default segregation model, MF Global Inc., Peregrine Financial Group, Fraud, investment risk, Russell Wasendorf, accounting, operational costs, Broker, Dealer, ISDA Margin Survey 2012, European Commission, European Parliament, Council of the European Union, central counterparty, CCP, trade repositories, commodity broker, Bart Chilton, Division of Clearing and Intermediary Oversight, Robert Wasserman, independent third party custodian, state bank regulator, state and federal laws,

MFA Submits Accompanying Portfolio Margining Letter11.26.12


MFA submitted a supplemental comment letter to the U.S. prudential regulators during the reopened comment period for their proposed rulemaking […]

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Topics: Office of the Comptroller of the Currency Federal Housing Finance Agency, Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation, FDIC, Farm Credit Administration, capital requirements, margin, covered swap entities, prudential regulators, swap dealer, Major Swap Participant, Security-Based Swap Dealer, Major Security-Based Swap Participant, Dodd-Frank Act, portfolio margining, cross-margining, futures, options, swaps, security-based swaps, Commodity Futures Trading Commission, CFTC, futures commission merchant, FCM, broker-dealer, initial margin, collateral, Securities and Exchange Commission, SEC, regulatory regime, market participants, Options Clearing Corporation, Chicago mercantile exchange, New York Portfolio Clearing LLC, LCH.Clearnet Ltd., capital markets, over-the-counter derivatives, OTC derivatives, master netting agreements, affiliate-held collateral, Dealer, derivatives clearing organization, segmentation, market liquidity, liquidity, end-users, hedging, mandatory clearing, credit default swap, CDS, index CDS, redundant margin, swaptions, caps, floors, cross-currency swaps, inflation swaps, Cleared Products, risk, CME Group, CME Clearport, ICE Clear Credit, ICE Clear Europe, central counterparties, CCP, buy-side, debt obligation, systemic risk, posted margin, Collecting Futures Commission Merchant, Depositing Futures Commission Merchant, triangular setoff, uncleared swaps, bankruptcy, commodity broker, In re Lehman Brothers Holdings Inc et al, Chevron Products Co. v. SemCrude L.P., covered swap entity, eligible collateral, Federal National Mortgage Association, Federal Home Loan Mortgage Corporation, Federal Home Loan Banks, Federal Agricultural Mortgage Corporation, insured obligation, Farm Credit System,

MFA Submits Comments to European Supervisory Authorities in Response to Joint Discussion Paper on Risk Mitigation Techniques04.02.12


MFA submitted a comment letter to the European Supervisory Authorities in response to their Discussion Paper on Draft Regulatory Technical […]

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Topics: Joint Committee of the European Supervisory Authorities European Securities and Markets Authority, ESMA, European Supervisory Authorities, ESA, European Union, EU, over-the-counter derivatives, OTC derivatives, central clearing, risk-based margin requirements, risk mitigation techniques, European Banking Authority, European Insurance and Occupational Pension Authority, European Commission, liquidity, segregation regime, initial margin, posting party, receiving party, bankruptcy-remote, prudentially regulated financial counterparties, PRFC, segregation, netting, margin, investment firms, credit institutions, insurance undertakings, assurance undertakings, reinsurance undertakings, institutions for occupational retirement provision, non-cleared derivative contracts, hedging, prudential regulators, Commodity Futures Trading Commission, CFTC, counterparty credit risk, bilateral initial margin arrangements, variation margin, capital, derivatives markets, net margin, best practices, collateralization, non-cleared OTC derivatives, over-collateralization, highly correlated assets, credit default swap, CDS, interest rate swap, Eurodollar futures, physically-settling forwards, repurchase agreements, security lending agreements, intraday change, segregation of counterparty assets, NPRFC, non-prudentially regulated financial counterparties, NFCs+, non financial counterparties above the clearing threshold, non-cleared derivatives, buy-side firms, asymmetry, current market practice, perceived systemic relevance, systemic importance, uncollateralized, exposures, credit exposure, Basel rules, uniformity of application, due diligence, Basel Committee on Banking Supervision, Basel II, Basel III, creditworthiness, regulatory arbitrage, major swap participants, deep and liquid markets, substantial position in swaps, substantial counterparty exposure, international harmonization of regulations, bilateral exchange, market transparency, covered swap entities, de minimi exception, mark-to-market, standardized method, internal models, competitive advantages, discriminatory distortions, internal model method, legally required transparency, incremental compliance costs, segregated account, independent third party custodian, insolvency estate, tri-party custodial arrangements, bilateral arrangements, non-financial assets, eligible collateral, revaluation, haircuts, EMIR, margin calculations, daily valuation of collateral, dispute resolution procedures, party-specific variables,
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