MFA Comment Letters

Related Legislation: Section 724 of the Dodd-Frank Act

MFA and AIMA Submit Joint Letter on FSB Consultation on Key Attributes of Resolution Regimes for Non-Bank Financial Institutions10.15.13


MFA and AIMA submitted a joint letter to the Financial Stability Board (IOSCO) in response to its consultative document on […]

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, bail-in, Bank for International Settlements, Bank for International Settlements Committee on Payments, bankruptcy, broker-dealer, buy-side firms, capital requirements, CCP, central counterparty, CFTC, clearing, clearing member, collateral, Commodity Futures Trading Commission, competition, conflict of interest, consultation paper, contagion, default, default management committees, default waterfall, Dodd-Frank Act, EMIR, ESMA, European Securities and Markets Authority, European Union, ex ante measures, exchange-traded, exchange-traded derivatives, financial stability, financial system, G20, haircuts, hedge, initial margin, International Organization of Securities Commissions, IOSCO, liquidity, majory security-based swap participant, mandatory clearing, margin, margin haircut, mark-to-market, market infrastructures, market participants, orderly liquidation, OTC derivatives, over-the-counter derivatives, physical commodity, portfolio, prudential regulators, regulatory framework, risk committees, risk management, security arragements, security-based swap clearing agencies, Security-Based Swap Dealer, security-based swap execution facility, sell-side firms, shareholders, stress-testing methodologies, systemic risk, systemically important financial market infrastructure, title transfer collateral arrangements, trading venues, trading volume, transparency, uncleared derivative, Unwind, variation 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 AIMA, Alternative Investment Management Association, American Council of Life Insurers, arbitrage, backloading, broad-based indices, broker-dealer, buy-side participants, capital, capital formation, CDS, central clearing, CFTC, clearing, clearing agency, clearing mandate, clearinghouse, collateral, Commodity Futures Trading Commission, counterparty credit risk, counterparty risk, credit default swaps, credit risk, custody bank, DCM, DCO, dealers, derivatives, derivatives clearing organization, direct clearing members, directional portfolio, economic barriers, end-users, equity markets, excess margin, FCM, Federal Reserve Bank of New York, Financial Industry Regulatory Authority, FINRA, futures commission merchants, Gary Gensler, hedging, ICE Clear Credit LLC, ICE Trust, initial margin, initial margin requirements, insolvency, institutional custodian, interconnectedness, interest rate swaps, Investor Protection, iTraxx Europe, legal segregation with operation commingling, liquidation, liquidity, liquidity requirements, long-short strategies, LSOC, LSOC with excess, margin, margin requirements, margining, market efficiency, market participants, Mary Jo White, master netting agreements, narrow-based index credit default swap, net margin, New York State Banking Department, OCC, offsetting position, Options Clearing Corporation, portfolio margining, price competition, price distortion, proprietary strategies, registered clearing agencies, regulatory framework, risk management, S&P 500, SEC, Securities and Exchange Commission, security-based swaps, segregation, self-clearing members, sell-side firms, settlement, short straddles, single-name CDS, speculative position, straight-through processing, swaps, systemic risk, tri-party segregation arrangements, variation margin, volatility, voluntary clearing,

MFA Comments on CFTC Regulatory Intitiatives Under the Dodd-Frank Act09.22.10


MFA submitted initial comments to the SEC and the CFTC on regulatory initiatives in each agencys purview under the Dodd-Frank […]

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Topics: "too big to fail AIG, bankruptcy law, Bondholder, business risk, capital markets, CCP, central clearing, central counterparties, CFTC, cleared swaps, clearing, collateral, Columbia University, commercial paper, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, contract market, Counterparty, credit exposure, creditor, CTA, customer asset, customer protection, depositor, Designated Contract Market, endowments, equity market, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Financial Institutions Examination Council, Federal Reserve, financial crisis, financial regulatory system, financial risk, Financial Stability Oversight Council, FSOC, futures, futures commission merchant, futures market, hedge funds, individual account, initial margin, institutional investors, international coordination, investment adviser, Investment Company Institute, investment portfolio, investor confidence, Investor Protection, leverage, liquidity, Major Swap Participant, managed funds, market discipline, market integrity, market maker, market stability, msp, non-bank MSP, non-swap dealer, Office of Financial Research, offsetting position, omnibus account, operational risk, OTC derivatives market, over-the-counter derivatives market, owned funds, Peavey Commodity Futures Fund no-action letter, pension plans, physical market, position limits, private investment funds, proprietary asset, proprietary strategies, regulatory capital requirements, reporting, residual value, risk capital, risk committee, risk management, risk model, roll-over, SEC, Securities and Exchange Commission, security-based swaps, SEF, segregation, substantial position, swap, swap dealer, Swap Execution Facility, systemic risk, TARP, third party custodian, Tier 1 capital, transparency, Troubled Asset Relief Program, U.S. Banking Industry, uncleared swaps, variation margin,
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