MFA Comment Letters

Topic: market access

MFA Submits Letter to ESMA on Straight-Through-Processing08.05.12


On August 5, MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) to advocate for the […]

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Topics: ESMA European Securities and Markets Authority, OTC derivatives, CCP, trade repositories, straight-through processing, regulatory technical standards, EMIR, over-the-counter derivatives, derivatives, European Parliament, Council of the European Union, OTC derivatives transactions, central counterparty, systemic risk, counterparty credit risk, credit risk, market access, efficiency, operational market processes, clearing, execution, executing counterparty, market participants, clearing obligation, documentation, clearing member, interest rate swap, credit default swap, CDS, CME, Chicago mercantile exchange, alternative liquidity providers, liquidity, risk, electronic trading, bilateral derivatives transactions, bilateral master agreements, risk management, real-time processing, Commodity Futures Trading Commission, CFTC, Designated Contract Market, DCM, Swap Execution Facility, SEF, execution platform, Allocations, cost-benefit analysis, European Union, EU, ESMA Task Forces, transparency, OTC Derivatives Task Force, CCP Requirements Task Force, Trade Repositories Task Force, derivatives transactions, international harmonization of regulations, Financial Stability Board, FSB, European Commission, delegated acts, customer clearing documentation, directive, due diligence, operational risk, Court of Justice of the European Union, Continental Cans, EU Member State, Commission v. Council ERTA, financial stability, Christopher Seagon v. Deko Marty Belgium NV, clearing agreement, financial system, United States, Dodd-Frank Act, real-time acceptance, competition, settlement, liquidity fragmentation, central limit order books, International Swaps and Dealers Association, ISDA, bid-ask spread, limit check, trading venues, credit intermediation, derivatives markets, bilateral risk management, volatility, derivatives clearing organization, DCO, swap dealer, Major Swap Participant, dealer-to-dealer clearing, dealer-to-customer platforms, mandatory clearing, clearinghouse, bilateral credit agreement, bilateral market, competitive liquidity, block transactions, investment managers, breakage, Futures Industry Association, FIA, trading desk, anti-competitive effects, ICE energy swaps, ICE Clear Credit LLC, LCH Clearnet, clearing acceptance process, trilateral documentation, designation notice, Managed Funds Association, bundled trade, futures, futures market, credit limit order bookc, credit limit, interconnectedness, dealers, real economy, pension fund, endowments, institutional investors, Liquidity Providers, trilateral clearing agreements, energy derivatives, technical standards, voice execution, matched transactions, direct clearing members, credit limits, risk-based, latency, transaction capture facility, anti-competitive restrictions, aggregate limit, underlying clients,

Comment Letter on IOSCO’s Consultation Report on ‘Regulatory Issues Raised by the Impact of Technological Changes on Market Integrity and Efficiency,’08.12.11


MFA submitted comments to IOSCO on its consultation report on Regulatory Issues Raised by the Impact of Technological Changes on […]

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Topics: Mr. Werner Bijkerk International Organization of Securities Commissions, Spain, Technical Committee of the International Organization of Securities Commissions, OSCO, Regulatory Issues Raised by the Impact of Technological Change on Market Integrity and Efficiency, Consultation Report, high frequency trading, HFT, market trends, technological developments, institutional investors, pensions, endowments, foundations, insurance companies, market liquidity, Economic Growth, market efficiencies, market access, market information, transaction fees, order execution, Technical Committee, empirical data, algorithmic trading, trading strategies, Gomber, Arndt, Lutat, Uhle, transaction delivery, Peter Gomber, electronic markets, computer programs, monopolies, proprietary, investment time horizons, low latency, broker dealers, sponsored access, spreads, fees, execution speed, market depth, efficiency, transparency, pricing reliability, TAGG Group, fixed commission rates, Schwab, E-Trade, Fidelity, TD Ameritrade, passive, long-term, mutual funds, algorithms, proprietary trading tools, executing brokers, third party vendors, buy-side brokers, fiduciary obligation, educational campaigns, Flash Crash of May 6, 2010, flash crash, market dislocations, Dow Jones Industrial Average, Market Break of 1962, Securities Exchange Commission, SEC, 1963 Special Study of the Securities Markets, 1963 Special Study, New York Stock Exchange, dark pools, wait-and-see, single-stock circuit breakers, CFTC, Joint Advisory Committee on Emerging Regulatory Issues, bid-ask spreads, Thomson, NBBO, Barclays Capital Equity Research, EU, Japan, Germany, UK, France, Nasdaq, Merrill Lynch, Goldman Sachs, LaBranche, Barclays Plc., institutional investor, Financial Crisis of 2008, Rosenblatt Securities, AIG, Fannie Mae, Freddie Mac, Washington Mutual, Market Crash of 1987, intermediary firm, DEA, circuit breakers, limit-up/limit-down systems, erroneous trades, Elizabeth Murphy, Joint Industry Limit Up-Limit Down Proposal, two-sided displayed quotes, oversight, affirmative stock locate framework, ETFs, quote stuffing, order-to-trade ratios, co-location services, standardize disclosure, connectivity, TABB Group, effective spreads in European equities, Division of Risk, Strategy and Innovation memorandum, threshold securities, National Securities Clearing Corporation, NSCC, Office of Markets in the Division of Risk, Strategy and Financial Innovation,
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