MFA Comment Letters

Topic: non-discriminatory access

MFA Responds to ECON’s MiFID Questionnaire01.13.12


MFA submitted responses to MEP Markus Ferbers Questionnaire on MiFID/MiFAR 2, which asks for further information on certain aspects of […]

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Topics: Economic and Monetary Affairs Committee ECON, European Parliament, Questionnaire on MiFID/MiFIR 2 by Markus Ferber MEP, Markus Ferber, Markets in Financial Instruments Directive, eligible counterparties, custody, safekeeping, MiFID passport, professional clients, retail clients, equivalence, reciprocal access, regulatory capital, corporate governance rules, Securities and Exchange Commission, SEC, European Commission, management bodies, trading venues, corporate governance, broker crossing network, derivatives trading venues, derivatives, voice brokerage systems, alternative investment managers, alternative investment funds, broker dealers, relevant counterparties, clearing obligation, EMIR, European Market Infrastructure Regulation, central limit order book, CLOB, request for quote system, RFQ, algorithmic trading, high frequency trading, market-making activities, correlating instruments, mutual funds, arbitrage trading, high frequency/low latency, liquidity, flash crash, limit up-limit down measure, counterbalancing benefits, regulatory investigation, direct electronic access, DEA, co-location services, circuit breakers, abnormal trading conditions, confidentiality requirements, organized venues, public consultation, third country trading venues, EEA venues, reciprocal recognition, third country firms, straight-through processing, real-time registration, listed futures, listed equity derivatives, energy swaps, bilateral credit agreement, bilateral execution documentation, CCP, risk caps, SME, MTF SME, non-discriminatory access to market infrastructure, pre-trade market data, position limits, alternative arrangements, commodity derivatives, position management powers, hedging transactions, conflicts of interest, structured UCITS, non-structured UCITS, financial activity, shares, depositary receipts, exchange traded funds, ETF, broker liquidity, transparency, trading obligation, confidentiality safeguards, dark pools, approved publication arragement, APA, approved reporting mechanism, ARM, consolidated tape provider, CTP, European Supervisory Authorities, ESA, non-discriminatory access, real-time clearing, UCITS IV, packaged retail investment product, PRIP, organized trading facility, OTF, sanction,

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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