MFA Comment Letters

Topic: currency

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,

MFA Submits Letter to ESMA on Draft Technical Standards on OTC Derivatives08.05.12


MFA submitted a comment letter to the European Securities and Markets Authority (“ESMA”) in response to its Consultation Paper on “Draft Technical […]

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Topics: European Securities and Markets Authority ESMA, over-the-counter derivatives, OTC derivatives, CCP, trade repositories, European Parliament, Council of the European Union, OTC derivatives transactions, central counterparty, EMIR, central clearing, systemic risk, transparency, collateral, segregation, regulatory technical standards, straight-through processing, OTC derivatives market, market participants, Dealer, portability, client protections, contractual relationship, clearing member, CPSS-IOSCO, CPSS-IOSCO standards, CCP governing bodies, margin valuation, margin, risk management, risk management framework, conflicts of interest, fiduciary duty, International Organization of Securities Commissions, IOSCO, proprietary trading tools, risk committee, derivatives contracts, derivatives, risk profile, interlocking governance arrangements, trading venues, Commodity Futures Trading Commission, CFTC, Securities and Exchange Commission, SEC, internal controls, over-collateralization, in-the-money swap, "delta" hedge, swaps, credit default swap, CDS, negative correlation, capital, trading costs, credit risk, indirect clearing, non-linear products, Europe, European Union, EU, administrator, omnibus account, default, principal basis, agency basis, gross basis, net basis, LCH Clearnet, indirect client, direct client, close-out, extraterritorial application of EMIR, extraterritoriality, risk mitigation, Dodd-Frank Wall Street Reform and Consumer Protection Act, Asia, regulatory arbitrage, Regulators, counterparty risk, duplicative regulation, mutual recognition, third country regime, interpretive guidance, Cross-Border, index, foreign exchange, Euro, currency, interest rate derivatives, EU Member State, non-cleared OTC derivatives, compliance, default fund, portfolio reconciliation, portfolio compression, self-regulatory organization, SRO, swap dealers, major swap participants, Derivative Contracts, bilateral non-cleared OTC derivatives transactions, execution, hedging, upfront payment, floating rate payment, coupon, maturity, bespoke non-cleared trades, security-based swaps, debt-security based swaps, total return swaps, settlement prices, Proprietary Trading Strategy, public disclosure, confidence interval, margin requirements, financial instrument, posted collateral, interest rate swaps, Stan Ivanov, Lee Underwood, variation margin, initial margin, Basel Committee on Banking Supervision, Basel III, liquidation horizons, bilateral counterparty credit risk, netting, transaction fees, liquidity fragmentation, affiliated market participants, money market instruments, credit institutions, stress testing, back testing,
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