MFA Comment Letters

Topic: index CDS

MFA Submits Accompanying Portfolio Margining Letter11.26.12


MFA submitted a supplemental comment letter to the U.S. prudential regulators during the reopened comment period for their proposed rulemaking […]

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Topics: Office of the Comptroller of the Currency Federal Housing Finance Agency, Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation, FDIC, Farm Credit Administration, capital requirements, margin, covered swap entities, prudential regulators, swap dealer, Major Swap Participant, Security-Based Swap Dealer, Major Security-Based Swap Participant, Dodd-Frank Act, portfolio margining, cross-margining, futures, options, swaps, security-based swaps, Commodity Futures Trading Commission, CFTC, futures commission merchant, FCM, broker-dealer, initial margin, collateral, Securities and Exchange Commission, SEC, regulatory regime, market participants, Options Clearing Corporation, Chicago mercantile exchange, New York Portfolio Clearing LLC, LCH.Clearnet Ltd., capital markets, over-the-counter derivatives, OTC derivatives, master netting agreements, affiliate-held collateral, Dealer, derivatives clearing organization, segmentation, market liquidity, liquidity, end-users, hedging, mandatory clearing, credit default swap, CDS, index CDS, redundant margin, swaptions, caps, floors, cross-currency swaps, inflation swaps, Cleared Products, risk, CME Group, CME Clearport, ICE Clear Credit, ICE Clear Europe, central counterparties, CCP, buy-side, debt obligation, systemic risk, posted margin, Collecting Futures Commission Merchant, Depositing Futures Commission Merchant, triangular setoff, uncleared swaps, bankruptcy, commodity broker, In re Lehman Brothers Holdings Inc et al, Chevron Products Co. v. SemCrude L.P., covered swap entity, eligible collateral, Federal National Mortgage Association, Federal Home Loan Mortgage Corporation, Federal Home Loan Banks, Federal Agricultural Mortgage Corporation, insured obligation, Farm Credit System,

Comment Letter to the SEC and CFTC on Definitions of “Swap Dealer, Security-Based Swap Dealer (together, SDs), Major Swap Participant, Major Security-Based Swap Participant (together MSPs) and Eligible Contract Participant (ECP)02.22.11


MFA submitted a comment letter to the SEC and CFTC on their joint proposed rule to further define swap dealer, […]

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Topics: Commodity Futures Trading Commission Securities Exchange Commission, CFTC, SEC, Swaps dealer, SD, Security-Based Swap Dealer, Major Swap Participant, Major Security-Based Swap Participant, msp, security-based swaps, market activity, market growth, systemic risk, United States financial markets, potential future exposure test, systemically important, MSP thresholds, Dealer, end-users, default risk, risk-mitigating tools, hedge fund managers, potential future exposure calculation, over-collateralization, current uncollateralized outward exposure test, independent amount of collateral, initial margin, mark-to-market exposure, ISDA master agreements, daily variation margin calls, valuation of collateral, future exposure discount, centrally cleared positions, central clearing, clearing member defaults, clearinghouse, variation margin, daily volatility, risk mutualization, discount factor, independent variable, tools of credit protection, reproducible test, credit default swaps, CDS, index CDS, unpaid premiums, portfolio risk, fixed downside risk, interest rate swap, LIBOR, swap rate, market-standard discount rate, CDS protection, index reference entity, volatility, jump-to-default risk, single-name CDS, risk factor multiplier, high yield credit swaps, investment-grade credit swaps, credit spreads, credit ratings, investment grade, non-investment grade, margin methodologies, bank capital standards, Chicago mercantile exchange, CME, Financial Industry Regulatory Authority Inc., FINRA, multiplier, spread bank designation, swap underlier, swaptions, options on a swap, physically settled swaptions, cash settled swaptions, option expiration date, Form PF, delta weighting, Financial Stability Oversight Council, large private fund, smaller private fund, Form PQR, MSP definitions, Proposed Form PF section 1b, question 11, question 27, proposed form PF section 2(a), question 38, proposed form PF section 3, question 47, proposed form PF section 4, question 68, proposed Form PQR, schedule B, question 5, substantial counterparty exposure, MSP test, substantial position, undiversified market participant, counterparty exposure, systemically important financial institution, commercial hedging, index derivatives, commercial loans, mitigating commercial risk, threshold levels, dealers, uncollateralized exposure, potential systemic risk impact, inflation, upward adjustment, U.S. banking system, highly leveraged, liabilities to equity, asset mix, liquidity, liquidity rights, capital markets, secured debt, unsecured debt, short-term leverage, overnight borrowing, short-term financing, highly liquid assets, US Treasuries, longer-term leverage, term borrowings, risk factor multipliers, high-grade corporate securities, FSOC, hedge funds, eligible contract participant, ECP, non-ECP, financial counterparty, traditional commodity pool, Retail Forex Pool, SD obligations, retail cash, currency based institutions, limited purpose designations, minimum duration of status, quarters, deregistration period, reevaluation period, abnormal price movement, applicable MSP thresholds, master-feeder fund, feeder fund, trading entity, MSP determination, Senator Hagan, Senator Lincoln, creditworthiness, know your counterparty requirements, daily mark requirements, trade verification, acknowledgment requirements, fund domicile, manager domicile, reference entity domicile, market location, underlying instrument, counterparty domicile, US entities, non-US entities, non-US domiciled fund, non-US securities, non-U.S. market, offshore fund, non-U.S. regulators.,
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