MFA Comment Letters

Topic: net margin

MFA Coalition Submits Joint Letter to SEC and CFTC on CDS Customer Portfolio Margining05.10.13


MFA, the American Council of Life Insurers (ACLI), and the Alternative Investment Management Association (AIMA) (collectively, the “Associations”) submitted a […]

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Topics: ACLI American Council of Life Insurers, AIMA, Alternative Investment Management Association, Mary Jo White, Gary Gensler, SEC, CFTC, Securities and Exchange Commission, Commodity Futures Trading Commission, portfolio margining, clearing, ICE Clear Credit LLC, security-based swaps, swaps, credit default swaps, CDS, buy-side participants, sell-side firms, margin, central clearing, Investor Protection, market efficiency, derivatives, hedging, FCM, futures commission merchants, broker-dealer, single-name CDS, economic barriers, systemic risk, counterparty credit risk, credit risk, offsetting position, collateral, price distortion, broad-based indices, narrow-based index credit default swap, initial margin, initial margin requirements, margin requirements, registered clearing agencies, derivatives clearing organization, DCO, clearinghouse, capital, segregation, clearing agency, self-clearing members, dealers, Financial Industry Regulatory Authority, FINRA, end-users, regulatory framework, interconnectedness, ICE Trust, Federal Reserve Bank of New York, settlement, New York State Banking Department, risk management, variation margin, long-short strategies, interest rate swaps, market participants, clearing mandate, master netting agreements, voluntary clearing, backloading, iTraxx Europe, liquidity, liquidity requirements, tri-party segregation arrangements, custody bank, institutional custodian, excess margin, legal segregation with operation commingling, LSOC, LSOC with excess, directional portfolio, insolvency, equity markets, arbitrage, S&P 500, price competition, direct clearing members, DCM, liquidation, proprietary strategies, volatility, net margin, margining, straight-through processing, counterparty risk, speculative position, Options Clearing Corporation, OCC, short straddles, capital formation,

MFA Submits Comments to European Supervisory Authorities in Response to Joint Discussion Paper on Risk Mitigation Techniques04.02.12


MFA submitted a comment letter to the European Supervisory Authorities in response to their Discussion Paper on Draft Regulatory Technical […]

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Topics: Joint Committee of the European Supervisory Authorities European Securities and Markets Authority, ESMA, European Supervisory Authorities, ESA, European Union, EU, over-the-counter derivatives, OTC derivatives, central clearing, risk-based margin requirements, risk mitigation techniques, European Banking Authority, European Insurance and Occupational Pension Authority, European Commission, liquidity, segregation regime, initial margin, posting party, receiving party, bankruptcy-remote, prudentially regulated financial counterparties, PRFC, segregation, netting, margin, investment firms, credit institutions, insurance undertakings, assurance undertakings, reinsurance undertakings, institutions for occupational retirement provision, non-cleared derivative contracts, hedging, prudential regulators, Commodity Futures Trading Commission, CFTC, counterparty credit risk, bilateral initial margin arrangements, variation margin, capital, derivatives markets, net margin, best practices, collateralization, non-cleared OTC derivatives, over-collateralization, highly correlated assets, credit default swap, CDS, interest rate swap, Eurodollar futures, physically-settling forwards, repurchase agreements, security lending agreements, intraday change, segregation of counterparty assets, NPRFC, non-prudentially regulated financial counterparties, NFCs+, non financial counterparties above the clearing threshold, non-cleared derivatives, buy-side firms, asymmetry, current market practice, perceived systemic relevance, systemic importance, uncollateralized, exposures, credit exposure, Basel rules, uniformity of application, due diligence, Basel Committee on Banking Supervision, Basel II, Basel III, creditworthiness, regulatory arbitrage, major swap participants, deep and liquid markets, substantial position in swaps, substantial counterparty exposure, international harmonization of regulations, bilateral exchange, market transparency, covered swap entities, de minimi exception, mark-to-market, standardized method, internal models, competitive advantages, discriminatory distortions, internal model method, legally required transparency, incremental compliance costs, segregated account, independent third party custodian, insolvency estate, tri-party custodial arrangements, bilateral arrangements, non-financial assets, eligible collateral, revaluation, haircuts, EMIR, margin calculations, daily valuation of collateral, dispute resolution procedures, party-specific variables,
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