MFA Comment Letters

Topic: title transfer collateral arrangements

MFA and AIMA Submit Joint Letter on CPSS-IOSCO Consultative Report on Financial Market Infrastructure Recovery10.11.13


MFA and AIMA submitted a joint letter to the Committee of Payment and Settlement Systems (CPSS) and the International Organisation […]

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Topics: AIMA Alternative Investment Management Association, IOSCO, International Organization of Securities Commissions, Bank for International Settlements, Bank for International Settlements Committee on Payments, consultation paper, market infrastructures, central counterparty, CCP, clearing, exchange-traded, exchange-traded derivatives, over-the-counter derivatives, OTC derivatives, prudential regulators, mandatory clearing, collateral, clearing member, systemically important financial market infrastructure, transparency, regulatory framework, risk management, EMIR, default, Unwind, ex ante measures, orderly liquidation, haircuts, G20, variation margin, financial system, market participants, risk committees, default management committees, CFTC, Commodity Futures Trading Commission, ESMA, European Securities and Markets Authority, European Union, trading venues, liquidity, shareholders, margin, title transfer collateral arrangements, security arragements, competition, sell-side firms, systemic risk, bail-in, default waterfall, margin haircut, initial margin, bankruptcy, Dodd-Frank Act, Security-Based Swap Dealer, majory security-based swap participant, capital requirements, broker-dealer, hedge, buy-side firms, physical commodity, uncleared derivative, portfolio, mark-to-market, contagion, stress-testing methodologies, financial stability, trading volume, conflict of interest, security-based swap execution facility, security-based swap clearing agencies,

Letter to the European Commission in Response to its Consultation Paper, Review of the Markets in Financial Instruments Directive (MiFID)02.02.11


MFA submitted comments to the European Commission in response to its Consultation Paper, Review of the Markets in Financial Instruments […]

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Topics: European Commission Markets in Financial Instruments Directive, MiFID, regulatory framework, market stability, risk capital, proprietary strategies, surveillance tools, European Union, EU, financial regulatory system, hedge funds, OTC, commodity derivatives market, Investor Protection, title transfer collateral arrangements, non-retail clients, third country firms, "strict equivalence" regime, electronic trading platforms, liquid derivatives, exchange trading, exchange-traded products, European OTC derivatives markets, US markets, Asian Markets, ESMA, sufficiently liquid, European Commission on Standardisation and Organised Platform Trading of OTC Derivatives, Organised Trading Venues, cost-effective manner, reduced transaction costs, algorithmic trading, broker dealers, market impact, accurate price discovery, high frequency trading, HFT, market makers, low latency technology, strategy holding periods, horizon strategies, fleeting arbitrage opportunities, risk management, electronic market-making, technology-driven market makers, inventory risk, risk exposure, inter-market arbitrage, ultra low-latency technology, capital formation, automated execution technology, global connectivity infrastructure, financial institutions, market connectivity intermediaries, direct market access, flash crash, HFT trades, non-HFT trade, asset managers, insurance companies, banks, brokers, automated trading, arbitraging, minimum quantitative threshold, portfolio manager, alternative investment fund managers, AIFM directive, UCITS Directive, level playing field, non-EU asset managers, risk controls, pre-trade checks, SEC, Securities and Exchange Commission, circuit breakers, market-wide single stock circuit breakers, limit up system, limit down system, speed bumps, trading delays, specified maximum execution speeds, co-location facilities, latency, liquidity, investor confidence, technological innovation, short-term price swings, low latency technology chain, minimum tick sizes, liquid market, deep market, liquidity provision requirements, article 4(8) of MiFID, broker-dealer capital, margin requirements, concentrated risk solution, regulatory "tax, market efficiency, minimum duration of orders, limit orders, stale orders, affirmative and negative obligations, pre-trade transparency, post-trade transparency, investment strategies, safeguards, equity markets, waivers, dark pools, equity investors, pre-trade transparency waivers, order stubs, alternative trading systems, ATSs, indications of interest, IOIs, actionable IOIs, block sized trades, daily trading volume threshold, order-slicing methodologies, price discovery, post-trade reporting proposals, depositary receipts, exchange traded funds, certificates, UCITS, non-EU markets, non-EU investment firms, MiFID framework directive, non-equity instruments, comprehensive price date, comprehensive notional data, regulatory transparency thresholds, data consolidation, approved publication arrangements, APAs, European Consolidated Tape, Consolidated Tape, Congress, National Market System, composite quotation system, consolidated transaction reporting system, quotations, Consolidated Tape Association, opaque market centers, sharp shoot, order flow, US Securities Industry Automation Corporation, national best bid and offer, depth of market quotations, reporting protocols, third party information vendors, Securities Industry and Financial Markets Association, NetCoalition, Yahoo Inc, Google, Bloomberg L.P., depth-of-market fees, NetCoalition v. Securities and Exchange Commission, core date, consolidated core data, CQ plan, position-level data, harmonised position information, reasonable threshold, nexus, trader ID, transaction report, confidentiality obligation, client identifier, statutory obligation, OTC contract, trade repository, summary disclosure, ex-post disclosure, ex-ante disclosure, conflicts of interest, title transfer collateral arrangement, retail client, member states, cash balance, risk warnings, securities financing transaction, information requirements, due diligence obligations, third country regime, equivalence mechanism, strict equivalence, market disorder, systemic risk, unilateral bans, market turmoil, cost/benefit analysis, regulatory authorities, consultation papers, systemic risk grounds, CCP, capital flows, lending flows, credit flows, International Swaps and Derivatives Association, ISDA, G20, Financial Stability Board, European Market Infrastructure Regulation, EMIR, sovereign CDS, European Commission's report of Sovereign CDS, credit default swaps, CDS market, hedgers, hard position limits, physical commodity markets, market manipulation, position management, mechanical imposition, commodity derivatives, CESR, UK Treasury and Financial Services Authority, price movement, derivatives position, Disclosure, reporting obligations, transparency directive, security-based derivatives, European Commission Request for Additional Information in relation to the Review of MiFID, volatility, non-hedging, aggregate open interest/notional amount, reporting regimes, contract, market data,
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