MFA Comment Letters

Topic: clearing mandate

MFA Coalition Submits Joint Letter to SEC and CFTC on CDS Customer Portfolio Margining05.10.13


MFA, the American Council of Life Insurers (ACLI), and the Alternative Investment Management Association (AIMA) (collectively, the “Associations”) submitted a […]

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Topics: ACLI American Council of Life Insurers, AIMA, Alternative Investment Management Association, Mary Jo White, Gary Gensler, SEC, CFTC, Securities and Exchange Commission, Commodity Futures Trading Commission, portfolio margining, clearing, ICE Clear Credit LLC, security-based swaps, swaps, credit default swaps, CDS, buy-side participants, sell-side firms, margin, central clearing, Investor Protection, market efficiency, derivatives, hedging, FCM, futures commission merchants, broker-dealer, single-name CDS, economic barriers, systemic risk, counterparty credit risk, credit risk, offsetting position, collateral, price distortion, broad-based indices, narrow-based index credit default swap, initial margin, initial margin requirements, margin requirements, registered clearing agencies, derivatives clearing organization, DCO, clearinghouse, capital, segregation, clearing agency, self-clearing members, dealers, Financial Industry Regulatory Authority, FINRA, end-users, regulatory framework, interconnectedness, ICE Trust, Federal Reserve Bank of New York, settlement, New York State Banking Department, risk management, variation margin, long-short strategies, interest rate swaps, market participants, clearing mandate, master netting agreements, voluntary clearing, backloading, iTraxx Europe, liquidity, liquidity requirements, tri-party segregation arrangements, custody bank, institutional custodian, excess margin, legal segregation with operation commingling, LSOC, LSOC with excess, directional portfolio, insolvency, equity markets, arbitrage, S&P 500, price competition, direct clearing members, DCM, liquidation, proprietary strategies, volatility, net margin, margining, straight-through processing, counterparty risk, speculative position, Options Clearing Corporation, OCC, short straddles, capital formation,

MFA Submits Comment Letter to CFTC on Proposed Dodd-Frank Implementation Rules for Mandatory Swap Clearing, Trade Execution, and Margin Rules11.04.11


The OTC derivatives reforms (Title VII) resulting from the Dodd-Frank Act will cause sweeping transformation of the OTC derivatives markets […]

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Topics: Commodity Futures Trading Commission CFTC, swaps, swap transaction, swap transaction compliance, clearing, trade execution, margining, margining requirements, Dodd-Frank Act, mandatory clearing, Rulemaking, Gary Gensler, central clearing, market participants, buy-side participants, end-user exemptions, product definition rules, Securities and Exchange Commission, SEC, security-based swaps, swap dealer, Security-Based Swap Dealer, Major Swap Participant, Major Security-Based Swap Participant, collateral, full-scale clearing, uncleared swaps, liquidity, execution, Category 2 Entities, Category 1 Entities, active fund, buy-side market participants, private funds, swap execution facilities, SEF, Designated Contracts Markets, DCMs, real-time reporting, swap data, Regulators, derivatives clearing organization, futures commission merchants, FCM, non-dealer market participants, clearing mandate, G20, OTC derivatives, over-the-counter derivatives, exchanges, electronic platform, central counterparties, CCP, federal register, class of swaps, voluntary clearing, Category 3 Entities, Scott O'Malia, compliance schedules, compliance date, made available for trading, partial tear-ups, novations, third-party subaccount, non-MSP counterparties, interest rate swaps, broad-based index credit default swaps, commodity swaps, systemic risk, real-time clearing, cost-benefit analysis, price distortion, bilateral execution, execution venue, listing, security-based swap SEF, Category 4 Entities, trading documentation, phased implementation, transparency, prudential regulators, variation margin, netting, counterparties,
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