MFA Comment Letters

Topic: Asset Management Group of the Securities Industry and Financial Markets Association

MFA Submits List of Priorities to CFTC Chairman Massad and Commissioners07.30.14


MFA submitted letters to Timothy Massad, the newly confirmed Chairman of the Commodity Futures Trading Commission (CFTC), along with the […]

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Topics: CFTC Commodity Futures Trading Commission, Timothy Massad, Mark Wetjen, Scott O'Malia, Sharon Bowen, J. Christopher Giancarlo, swaps, commodity pool operators, CPO, commodity trading advisors, CTA, alternative investment strategies, Dodd-Frank Act, OTC derivatives, systemic risk, transparency, central clearing, swap execution facilities, SEF, designated contract markets, DCM, regulation, package transactions, market infrastructures, recordkeeping requirements, swap data reporting, Cross-Border, central counterparties, CCP, third country, regulatory requirements, alternative investment funds, EMIR, JOBS Act, private investment vehicles, regulatory framework, hedge fund, fund of funds, private equity fund, real estate investment trust, burdensome, CPO delegation, temporary interim relief, private funds, harmonization, no-action relief, SEC, Securities and Exchange Commission, Policy Makers, customer protection, U.S. Congress, Bankruptcy Code, futures commission merchant, FCM, legal segregation with operation commingling, LSOC, market participant, MF Global Inc., Peregrine Financial Group, U.S. Commodity Futures Trading Commission v. Peregrine Financial Group Inc. and Russel R. Wasendorf, segregated account, FCM counterparty, position limits, buy-side, straight-through processing, made available for trading, MAT, inter-dealer market, anonymity, execution, proprietary trading tools, dealer-to-customer platforms, liquidity, derivatives clearing organization, DCO, Dealer, interest rate markets, swap curves, swap butterflies, invoice spreads, swaptions, Vincent A. McGonagle, exchange for related position, EFRPs, benchmark contracts, SIFMA AMG, Asset Management Group of the Securities Industry and Financial Markets Association, Division of Swap Dealer and Intermediary Oversight, Division of Market Oversight, introducing broker, assets under management, AUM, trading privileges, commodity pool, floor brokers, Alternative Investment Management Association, AIMA, swap data repository, SDR, Commodity Markets Council, alpha swap, beta swap, gamma swap, Major Swap Participant, MSPs, European Union, EU, bespoke swaps, International Swaps and Derivatives Association, ISDA, master agreement, European Commission, OTC Derivatives Regulators Group, mandatory clearing, United States, Cayman Islands, U.S. person, swap dealer, financial counterparty, commodity interests, privately offered commodity pools, Cayman Islands Monetary Authority, British Virgin Islands Financial Services Commission, Financial Conduct Authority, Hong Kong, Securities and Futures Commission, private investment funds, limited partnership, general partner, corporations, Trust, limited liability companies, public investment fund, board of directors, chilling effect, NFA, National Futures Association, due diligence, compliance, registered investment adviser, President Obama, Obama Administration, U.S. Department of the Treasury, quarterly account statements, service providers, illiquid assets, Form PF, Form CPO-PQR, Form CTA-PR, custody rules, generally accepted accounting principles, GAAP, Form PQR, haircuts, Committee of Payment and Settlement Systems, International Organization of Securities Commissions, IOSCO, Financial Stability Board, FSB, risk management, initial margin, variation margin, loss allocation, Full Physical Segregation, customer collateral, collateral, insolvency, cleared swaps, hedgers, short, price discovery, spot-month position limits, physically settled, cash-settled contracts, natural gas, gold, silver, owned entities, passive ownership, exemptive relief, speculation, aggregation,

Supervisory Commitment Letter on OTC Derivatives Initiatives03.31.11


The MFA, along with several other major financial institutions, submitted this letter to William C. Dudley of the Federal Reserve […]

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Topics: Federal Reserve Bank of New York G-14, buy-side institutions, signatories, Over-the-Counter, OTC, derivatives, OTC derivatives risk management, market structure, OTC Derivatives Supervisors Group, central clearing, bilateral risk management, transparency, Federal Reserve System, Commodity Futures Trading Commission, CFTC, Connecticut Banking Department, Federal Deposit Insurance Corporation, Federal Reserve Bank of Richmond, Autorite de Control Prudential, ACP, German Federal Financial Supervisory Authority, Japan Financial Services Agency, New York State Banking Department, Office of the Comptroller of the Currency, Securities and Exchange Commission, SEC, Swiss Financial Market Supervisory Authority, United Kingdom Financial Services Authority, Alliance Bernstein, Bank of America-Merrill Lynch, Barclays Capital, Blackrock Inc, Blue Mountain Capital Management LLC, BNP Paribas, Citadel LLC, Citi, Credit Suisse, Deutche Bank AG, D.E. Shaw & Co L.P., DW Investment Management LP, Goldman, Sachs & Co, Goldman Sachs Asset Management L.P., HSBC Group, International Swaps and Derivatives Association Inc, J.P. Morgan, Managed Funds Association, Morgan Stanley, Pacific Investment Management Company LLC, The Royal Bank of Scotland Group, Asset Management Group of the Securities Industry and Financial Markets Association, Societe Generale, UBS AG, Wells Fargo Bank N.A., Wellington Management Company LLP, Committee on Payment and Settlement Systems, European Commission, European Central Bank, European Securities Markets Authority, Financial Stability Board, Bank of England, international regulatory coordination, standardization, data reporting, flexibility, market regulation, global derivatives, reporting, G20, automated processing, uncleared transactions, disputed margin calls, steady state, standardization benchmarking, standardization matrix, standardization narrative, flow/activity data, quantitative stock, credit, equity, interest rates, column-wise functional area, Commodities Steering Committee, Commodities Major Dealers, CMD, Foreign Exchange/Currency Derivatives Major Dealers, Simple instruments, Complex Exotic Instruments, Financial Markets lawyers Group, FMLG, baseline metrics, Equity Derivatives Definitions, 2011 EDDs, Master Confirmation Agreements, MCA, Matrix Working Group, Transaction Supplement, Equity Steering Committee, ESC, operation efficiency targets, trade repositories, infrastructure providers, matching and confirmation, affirmation, lifecycle events, Credit Implementation Group, CIG, equity derivative, operational performance targets, electronically eligible conformations, platform convergence, trade lifecycle event processing, Equity Determinations Committee, EDC, Interest Rate Derivative, functionality, middleware platforms, granularity, Trade Date submission, currently eligible transactions, statutory clearing requirements, submission targets, uncollateralized payable, offsetting CDS hedge, direct buy-side clearing models, indirect buy-side clearing models, product pipeline, sovereigns, FRAs, amortizing swaps, HUF, CZK, SGD, enhanced financial safeguards, cross-currency swaps, caps, floors, European swaptions, inflation swaps, trade date repositories, enhanced clearing penetration, clearing agreement, client onboarding, client collateral, risk issues, compression requirements, margin requirement, liquidity, CPSS-IOSCO, credit default swap, CDS, ISDA Credit Derivatives Determinations Committees, DC, CCP, CDS central counterparties, ISDA 2011 convention on Portfolio Reconciliation and the Investigation of Disputed Margin Calls, ISDA 2011 Formal Market Polling Procedure, Dispute Resolution, portfolio reconciliation, collateral disputes, dispute reporting, prudential regulator, ISDA Minimum Market Standards for Portfolio Reconciliation, electronic messaging, portfolio compression, commodity derivatives, foreign exchange derivatives, interest rate derivatives, residual risk position, regular compression cycles, tear-up algorithms, compression MIS, automatic compression, FX derivatives, aggregate compression yields, trade repository infrastructure, market participants, international data standards, IGC Data Working Group, DWG, legal entity identifiers, LEI, FpML Standards Committee, tradable instruments, cost-recovery, standardized representation, unique product identifiers, Interest Rate Derivatives Trade Reporting Repository, IRRR, Request for Proposal, RFP, Phase II Repository Reporting Expectations, OTC Derivatives Regulatory Forum, ODRF, transaction level data submissions, trade pairing process, COSC, FXMD, International Organization of Securities Commissions, IOSCO, LEAP, EFET, ISDA, IETA, LMBA, copper records, Warehouse Trust, New "Gold" Products, Trade Information Warehouse, recovery lock transactions, client data confidentiality, EMIR legislation, FX Volatility Swap, Cross-Currency Guide, FX Novation Protocol, European Interdealer Index Swap, European Interdealer Fair Value Swap, EMEA EM Interdealer Options, Cash Flow Matching for Equity Derivative Transactions, Allocations, Trade Affirmation, Interoperability, MarkitSERV, MarkitWire, DTCC, Credit Derivative Tranche Transactions, Sukuk Corporate, ISDA Credit Derivatives Physical Settlement Matrix, Credit Derivatives 2010 Documentation Update Working Group, CDD, Small Bang Protocol, Restructuring Credit Event, Anglo Irish Bank Corporation Limited, novation consent, Novation Consent Platform, European MBS, Fixed Recovery Swaps, Swaptions on Indices, iTraxx Europe Untranched Swaption transactions, CDX Untranched Swaption transactions, NDOs, Vanilla Options, Simple Exotic Options, Core FX, NDFs, Continuous Linked Settlement system, CLS, dealer to dealer clearing, LCH.Swapclear, Rates TRR aggregate reporting, zero coupon swaps, single currency basis swaps, extending operating hours, end user clearing, ICE Trust, ICE Clear Europe, dispute resolution procedures, inter alia, Global Compression, CLS Aggregation Service, Core FX settlement processing, ODSG, Equity Derivative Reporting Repository, EDRR, trickle down effect,
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