MFA Comment Letters

Topic: bilateral swaps

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: Securities and Exchange Commission OTC derivatives market, reform, systemic risk, efficiency, global financial system, central clearing, liquid contracts, clearable contracts, trade repositories, cleared swaps, bilateral swaps, price transparency, liquid swap transactions, broad industry clearing, trade repository data, electronic data, trade transparency, buy-side participants, buy-side access, New York Fed, ISDA Governance Committee, IIGC, standardizing contracts, trade compression, OTC derivatives reform, milestones, phase-in period, sell-side firms, clearinghouses, Regulators, current clearable swaps, future clearable swaps, broad-based index credit default swaps, CDS, interest rate markets, single-name CDS, asset managers, end-users, CCPs, CMs, customer clearing services, open interest caps, waterfalls, block trading, risk compression, customer funds, pre-default portability, give-up agreements, US bankruptcy, non-US bankruptcy, cleared OTC derivatives, 14d order, 17f6 order, SEC exemptions, FINRA exemptions, margin methodology, CME rules, CME, ClearPort, migration, TBF, Bloomberg, MarkitWire, ICELink, end to end production testing, front-office processing, middle-office processing, back-office processing, back loading facility, end-to-end systems flow, fallback processing, post-default portability, risk waterfall process, net client omnibus margin account, price challenge protocol, financial disclosure requirements, clearing, commission fee, trading annex, give up process, transparency, default waterfall, futures, CDS books, margin segregation, Basel I capital requirements, FCMs, commodity contracts, Bankruptcy Code, roll-out schedule, margin regime, vendor, streamlined netting process, trade rejection rights, segregation framework, alternative margin segregation schemes, title transfer regime, English law CSAs, US banking regulators, US bank CM, non-US bankruptcy laws, non-US CM's default, position limits, real-time reporting, big bang approach, phase-in approach, derivatives clearing organizations, interest rate swaps, exchange trading, MSPs, hedge funds, dealer-to-dealer clearing, SEF trading, onboarding, mixed swap, swap dealer, eligible contract participant, DCO governance, DCO registration, collateral, Business Conduct Standards, capital requirements, margin requirements, MSP recordkeeping requirements, SD recordkeeping requirements, public reporting, liquidity, individual risk concentrations, block trade. swap initial margin, post-trade reporting, pre-trade reporting, interdealer reporting, Dodd-Frank clearing requirements, clearing agreement, execution agreement, clearing members, FIA, CFTC rules, SEC rules, mandatory clearing date, CCP implementation period, CCP risk management, end-user exemptions, Phase 1 mandatory cleared products, counterparty risk, OTC derivatives, standardized documentation, onboarding work streams, voluntary period, direct clearing participants, indirect clearing participants, voluntary targets, scale readiness, volume targets, simpler instruments, complex instruments, credit, voluntary back loading, compression, systemic counterparty risk, industry-level metrics, DTCC data, cleared settlement, uncleared settlement, tear-ups, long-only accounts, asset manager accounts, investor,

MFA Letter to IOSCO Technical Committee Short Selling Task Force on Regulatory Approaches to Short Selling12.23.08


MFA sent a letter to the IOSCO Technical Committee Short Selling Task Force providing comments to regulatory approaches to short […]

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Topics: International Organization of Securities Commissions Technical Committee of the International Organization of Securities Commissions, Martin Wheatley, John G. Gaine, short selling, international harmonization of regulations, Securities and Exchange Commission, SEC, market participants, institutional investors, Florence Harmon, price discovery, market bubbles, market liquidity, liquidity, hedging, risk management, upward market manipulations, derivatives, derivatives trading, capital markets, over-the-counter derivatives, OTC derivatives, listed derivatives, convertible bond, distressed companies, "delta" hedge, capital raising, naked short selling, locate, settlement, settlement date, FINRA, Financial Industry Regulatory Authority, broker-dealer, systematic disturbances, risk, closed-out, trade reconciliation, prime broker, algorithmic trading, executing brokers, registered market centers, threshold security, bid-ask spreads, uptick rule, decimal pricing, high-volume trading, sub-penny quotes, Equity Security, sell-side firms, buy-side firms, hard to borrow shares, easy to borrow shares, long positions, reconciliation, exchanges, short squeeze, pre-borrow requirement, market efficiency, Pre-borrow Emergency Order, automated systems, manual trading, securities depositaries, custodian banks, Continuous Net Settlement, CNS, European Corporate Governance Institute, Yale International Center for Finance, National Securities Clearing Corporation, NSCC, clearing brokers, artificial price movements, short sale reporting, fraudulent short selling activity, manipulative naked short selling, unintentional failures to deliver, proprietary investment strategies, OTC equity securities, short interest positions, Regulation Filing Applications, Order Audit Trail System Rules, OATS, Order Tracking System, OTS, Nasdaq-listed securities, NYSE-listed securities, NYSE, Electronic Blue Sheet system, public disclosure, pensions, endowments, foundations, headline risk, alternative investment vehicles, chilling effect, transparency, reverse engineer, money managers, aggregate basis, synthetic positions, bilateral swaps, hedge, swap,
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