MFA Comment Letters

Topic: customer collateral

MFA Submits Letter to SEC on Proposed Capital, Margin, and Segregation Rules02.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) on its proposed rules on “Capital, Margin, and […]

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Topics: Securities and Exchange Commission SEC, margin, capital, segregation, Security-Based Swap Dealer, Major Security-Based Swap Participant, capital requirements, broker-dealer, risk, security-based swaps, customer collateral, Dodd-Frank Act, CFTC, Commodity Futures Trading Commission, Private Funds Managers, Investor Protection, regulation, international regulatory standards, efficiency, capital formation, liquidity, collateral, margin requirements, market participants, variation margin, netting, margining, Financial Industry Regulatory Authority, FINRA, international harmonization of regulations, regulatory arbitrage, federal register, bilateral exchange of variation margin, best practices, counterparty risk, systemic risk, risk management, portfolio margining, securities, cross-product master netting agreements, initial margin, financial system, asset class, counterparties, prudential regulators, leverage, derivatives, tri-party custodial arrangements, customer protection, omnibus segregation, default, fellow customer risk, legal segregation with operation commingling, LSOC, swap dealers, Major Swap Participant, Individual Segregation, buy-side firms, non-commercial end-users, hedge funds, credit risk, capital inefficiency, transparency, Basel Committee on Banking Supervision, International Organization of Securities Commissions, IOSCO, Working Group on Margining Requirements, central clearing, compliance, registered clearing agencies, mandatory clearing, compliance date, two-way margining, reform, collateral management, asymmetrical initial margin exchange, pension, endowments, university endowment, financial crisis, "too big to fail, too interconnected to fail, American International Group, AIG, House Committee on Financial Services, Ben Bernanke, Federal Reserve Board, 111th Congress, financial contagion, financial institutions, asymmetry, portfolio reconciliation, portfolio compression, Swap Trading Relationship Documentation, swap dealer, collateral management stystems, trading costs, complexity, settlement risk, credit default swap, CDS, OTC derivatives, forwards, repurchase agreements, Value at Risk, VaR, financial instrument, cross-margining, Options Clearing Corporation, Chicago Mercantile Exchange Holdings Inc., New York Portfolio Clearing LLC, LCH.Clearnet Ltd., customer replicability, proprietary information, reconciliation, market risk, haircuts, Cash Flow, pro-cyclical effects, creditworthiness, multiplier, customized risk management tools, sell-side firms, liquidation time horizon, product type, market practice, ISDA, U.S. dollar, settlement, money market instruments, eligible collateral, capital charge, Lehman Brothers, bankruptcy, bankruptcy estate, third-party custody arrangement, enhanced protections, Notice of Exclusive Control, Investment Company Institute, ICI, White Paper, Securities Industry and Financial Markets Association, SIFMA, liquidation, Federal Reserve Bank of New York, tentative net capital, dealers, Eric Chern, Chicago Trading Company, \, operational risk, Security-Based Swap Transactions, Darrell Duffie, Federal Reserve Bank of New York Staff Report No. 424, ICE Clear Europe Limited, segregation model, DCO, derivatives clearing organization, portability, insolvency, out-of-the-money, operational and legal commingling, default segregation model, MF Global Inc., Peregrine Financial Group, Fraud, investment risk, Russell Wasendorf, accounting, operational costs, Broker, Dealer, ISDA Margin Survey 2012, European Commission, European Parliament, Council of the European Union, central counterparty, CCP, trade repositories, commodity broker, Bart Chilton, Division of Clearing and Intermediary Oversight, Robert Wasserman, independent third party custodian, state bank regulator, state and federal laws,

MFA Comments in Response to the IOSCO Consultation Report on Hedge Funds Oversight04.30.09


MFA submitted a written response to the IOSCO Consultation Report on Hedge Funds Oversight. MFA’s comments focused on four key […]

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Topics: Technical Committee of the Internationl Organization of Securities Comissions IOSCO, Hedge Funds Oversight: Consulation Report, global crisis, investor confidence, capital markets, Market Confidence, stability, hedge funds, systemic risk, market integrity, Investor Protection, regulation, private pools, capital, Task Force on Unregulated Financial Entities, standardized disclosures, minimum capital requirements, liquidity, price efficiency, global integration, counter-cyclical force, buyers, distressed assets, sellers, selling short, equities, pension plans, endowments, European Commission, EC, alternative investment fund managers, prime brokers, residential mortgage lending, Lehman Brothers, mutual fund, banking, Financial Research Corp. counterparties, Long Term Capital Management, Lord Adair Turner, U.K. Financial Services Authority, FSA, diligence process, Anti-Fraud Provisions, securities laws, transparency, customer collateral, performance compensation, advisory relationships, high-water mark, management fee, insider trading, MFA's Sound Practices for Hedge Fund Managers, over-the-counter derivatives, credit default swaps, CDS, absolute return, Operations Management Group, OMG, Commission Bancaire of France, bilateral solutions, business-process objectives, Fannie Mae, Freddie Mac, equity derivative confirmations, centralized clearing, clearinghouse platforms, President's Working Group's Asset Managers' Committee, Alternative Investment Management Association, Hedge Fund Standards Board, Financial Stability Forum, best practices, public disclosure, proprietary information, moral hazards, orderly dissolution, Rulemaking, G-20, OTC derivatives, Federal Reserve Bank of New York,
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