MFA Comment Letters

Topic: clearinghouses

MFA Submits Letter and White Paper on Protection of Non-Public, Sensitive, and Proprietary Information by FSOC Members05.22.13


MFA submitted a cover letter and white paper to each member of the Financial Stability Oversight Council (FSOC) on the […]

Click to expand relevant topics

Topics: FSOC Financial Stability Oversight Council, market structure, SEC, CFTC, CTA, CPO, Securities and Exchange Commission, Commodity Futures Trading Commission, Dodd-Frank Act, market participants, financial stability, Managed Funds Association, Department of the Treasury, Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency, Consumer Financial Protection Bureau, Federal Deposit Insurance Corporation, FDIC, Federal Housing Finance Agency, National Credit Union Administration, Office of Financial Research, Federal Insurance Office, data collection, research, trade sectrets, liquidation, investment advisers, Richard H. Baker, U.S. House of Representatives Committee on Financial Services, data repositories, Trading Activities, harmonization, U.S. securities law, commodity pool operator, commodity trading advisor, self-regulatory organization, SRO, intermediary, broker-dealer, futures commission merchants, FCM, swap data repository, SDR, clearinghouses, systemic risk, Form PF, Form CPO-PQR, Form CTA-PR, registered investment adviser, adviser registration, substituted compliance, confidentiality, inspector general reports, Reverse Engineered, Trade Secrets, front running, SEC Office of Inspector General, Andrei Kirilenko, Adam Clark-Joseph, Jaksa Cvitanic, high frequency trading, National Institute of Standards and Technology, NIST, reporting, President Obama, information security program, Rulemaking, Council of Inspectors General on Financial Oversight, CIGFO, Security-Based Swap Data Repositories, SBSDR, Designated Clearing Organizations, DCO, Richard A. Shilts, legal entity identifiers,

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 […]

Click to expand relevant topics

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,

Comment Letter to the CFTC on its Proposed Rules on Risk Management Requirements for Derivatives Clearing Organizations03.21.11


MFA submitted a comment letter to the CFTC on its proposed rules on Risk Management Requirements for Derivatives Clearing Organizations. […]

Click to expand relevant topics

Topics: Commodity Futures Trading Commission CFTC, Risk Management Requirements, derivatives clearing organizations, DCO, participant eligibility, eligibility standards, fair and open access, clearing member, DCO concentration risk, diversity of market participants, competition, capital requirements, clearinghouses, swap portfolio size, transaction volume, antitrust considerations, $50 million upper limit, minimum capital requirements, net capital obligation, risk exposure, risk-based methodologies, stress and default scenarios, tiers, threshold guaranty fund contribution, direct clearing members, DCO margin methodologies, guaranty fund scaling methodologies, margin, obligations, cleared trade volumes, scaling requirements, Chicago Board of Trade, committee on payment and settlement systems and technical committee of the International Organization of Securities Commissions, CPSS-IOSCO standards, product eligibility, Designated Contract Market, DCM, Swap Execution Facility, SEF, electronic execution, connectivity, standard two-way protocols, executing counterparty, risk management, margin requirements, market liquidity, initial margin, five-day liquidation horizon, highly liquid instruments, market volatility, on-the-run 10 year interest rate swaps, initial margin requirements, excess margin, default management framework, customer initial margin, direct clearing members' initial margin, credit risk, Columbia University, leverage ratio, investment banks, hedge fund industry, non-hedge positions, product portfolio, swap portfolio, margin methodology, creditworthiness, counterparty credit assessment practices, margin calls, mark-to-market variations, volatility, bilateral trades, greater market concentration, systemic risk mitigation, Bank of America-Merrill Lynch, The Turner Review, global banking crisis, margin calculation utility, effective date, phase-in period, mandatory central clearing, differentiated margining, portfolio margining, cross product margin, swaps, futures, federal register, Federal Reserve Bank of New York, ISDA, SEC, Securities and Exchange Commission,
  • Page
  • 1