MFA Comment Letters

Topic: Denominated in G7 Currencies

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,

MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories11.11.10


MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories

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Topics: Proposed Regulation of OTC Derivatives European Union, central clearing, derivatives market, European Commission, Council on OTC Derivatives, Central Counterparties and Trade Repositories, Over-the-counter Derivative Market, OTC, Risk Management Activities, Market Particpants, Class of Derivatives, clearing, Manadatory Clearing Obligation, interest rate swaps, IRS, central counterparties, CCPs, European Securities and Markets Authority, ESMA, European Parliament, Council of Ministers, financial counterparty, Alternative Investment Fund, investment manager, Derivative Contracts, clearing obligation, operational risk, counterparty risk, transparency, competition, Top Down, Bottom Up, Determination Process, Trade Reporting Obligations, risk mitigation techniques, Segregated Exchange of Collateral, Proportionate Holding of Capital, capital requirements, Collateral Posting, Segregate and Exchange Margin, Hold Capital, initial margin, variation margin, Mark-to-Market Changes, Follow-on Effects, Market Exposure, Maximum Time Lag for Confirmation, systemic risk, third country CCPs, Non-European Countries, non-discriminatory access, Interoperability, Equivalency Test, Cross-Border Efficiency and Consistency, risk committees, Effective Supervision, Co-Operation Arrangement, Particpation Requirements, Admissable Clearing Members, Standard Capital Requirements, segregation, portability, Protection of Client Positions and Collateral, U.S. Treasury and U.S. Commodity Futures Trading Commission, U.S. House of Representatives Committee on Financial Services, U.K. House of Lords, European Policymakers, Insolvency Regimes, Unwinding Costs, Swiftly Collapse Offsetting Positions, Optimal Netting, Derivative Contract's Lifecycle, client collateral, Risk Profiles, Financial Strength, default, Trigger, Shortfall, Unmanageable Risk, capital formation, Investment Policy, Highly Liquid Collateral, Minimal Credit Risk, Highly Liquid Financial Instruments, market risk, credit risk, Highly Liquid, Denominated in G7 Currencies, Government Securities, default procedures, confidentiality, trade repositories, competent authorities, reasonable threshold, nexus, Coordination with Third-Country Regulators, Central Banks,
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