MFA Comment Letters

Topic: concentration limits

MFA Letter to ESAs on EMIR Risk Mitigation Regulatory Technical Standards07.14.14


MFA submitted a comment letter to the European Supervisory Authorities (ESAs) on their joint consultation paper on “Draft regulatory technical […]

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Topics: European Banking Authority European Insurance and Occupational Pension Authority, European Securities and Markets Authority, ESMA, European Supervisory Authorities, consultation paper, EMIR, European Market Infrastructure Regulation, systemic risk, counterparty credit risk, collateral, OTC derivatives market, market participants, regulatory technical standards, margin, segregation, third country, financial counterparties, non-financial counterparty, clearing threshold, variation margin, initial margin, transparency, G7, harmonization, uncleared derivative, regulatory arbitrage, Basel Committee for Banking Supervision, International Organization of Securities Commissions, IOSCO, Canada, France, Germany, Italy, Japan, United States, United Kingdom, European Commission, duplicative regulation, substituted compliance, equivalence, Cayman Islands, alternative investment funds, AIMA, Alternative Investment Management Association, European Parliament, Council of the European Union, counterparties, mandatory margin requirements, documentation, regulatory requirements, minimum notional threshold, trade repositories, settlement period, netting, trading costs, efficiency, legal opinion, verification requirement, concentration limits, proportionality principle, US Treasuries, securities, liquidity, haircuts, settlement currency, collateral currency, base currency, third party custodian, liquidation, in-scope entity, International Swaps and Derivatives Association, ISDA, dispute resolution procedures, Individual Segregation,

MFA Submits Comment Letter in Response to Basel-IOSCO’s Consultative Document on Margin Requirements for Non-Cleared Derivatives09.28.12


MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

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Topics: Basel Committee on Banking Supervision International Organization of Securities Commissions, IOSCO, margin, margin requirements, non-centrally cleared derivatives transactions, Working Group on Margining Requirements, derivatives, derivatives markets, margining, clearing, market participants, central clearing, risk management, initial margin, variation margin, best practices, liquidity, mandatory clearing, bilateral exchange, buy-side firms, segregated account, custodian accounts, hedge, hedge funds, netting, eligible collateral, portfolio margining, over-collateralization, mutually offsetting transactions, margin threshold, harmonization, uniformity, non-compliance, regulatory arbitrage, market advantage, phase-in period, implementation timeline, non-cleared derivatives, regulatory authorities, foreign exchange, swaps, forwards, risk profile, market infrastructures, liquidity characteristics, currency, Denominated in G7 Currencies, G7, cleared derivatives, systemic risk, systemic importance, systemically important, systemically important non-financial firm, liquidity costs, unlevel playing field, transparency, SIFI, systemic risk level, credit, unsecured credit extension, minimum transfer amount, MTA, prudentially regulated financial counterparties, two-way margining, standard practice, credit risk, clearing house, bilateral exchange of variation margin, market liquidity, credit default swap, CDS, novation, remaining party, party stepping out, party stepping in, novating parties, market value, Regulators, novation arrangements, liquidity mechanism, asset classes, liquidation, Dodd-Frank Act, European Union, EU, United States, ISDA, International Swaps and Derivatives Association, replacement transaction, market practices, cross-product master netting agreements, risk offsets, financial instruments, U.S. Treasury futures, Eurodollar futures, non-cleared interest rate swaps, repurchase agreements, correlated financial instruments, quantitative impact study, Portfolios, central counterparty, CCP, hedged portfolios, prudential regulators, risk characteristics, risk/reward profile, diversification, concentration limits, haircuts, segregation, third-party segregation, re-hypothecation, cost mitigation, Commodity Futures Trading Commission, CFTC, swap dealers, major swap participants, equities, delta, interest rates, CDS spreads, notional value, commodities,
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