FINRA rule 4240 Archives - Managed Funds Association

MFA Submits Comments to CFTC on ICE Clear Europe Portfolio Margining Petition12.14.12

MFA submitted a comment letter to the CFTC in response to its request for public comments on the portfolio margining […]

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Topics: Commodity Futures Trading Commission CFTC, portfolio margining, ICE Clear Europe, credit default swap, CDS, commingling of customer funds, Security-Based Swap, swaps, exemptive order, cleared swaps customer accounts, Paul Swann, Securities and Exchange Commission, SEC, margin, narrow-based index credit default swap, broad-based index credit default swaps, futures commission merchants, FCM, securities broker-dealers, broker-dealer, hedging, clearing, systemic risk, capital efficiencies, market participants, netting, Michael Philipp, Winston & Strawn LLP, proprietary information, buy-side, economic barriers, risk management, clearinghouse, default, exemptive relief, single-name CDS, segregation, Federal Reserve Bank of New York, Federal Reserve Bank of New York Staff Report No. 424, Darrell Duffie, Ada Li, Theo Lubke, central counterpary, CCP, Financial Industry Regulatory Authority, FINRA, swap dealer, liquidity, direct clearing members,

MFA submitted a comment letter to the SEC in support of ICE Clear Credit LLC’s portfolio margining petition. In the […]

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Topics: ICE Clear Credit LLC single customer omnibus accounts, single-name CDS, credit default swap, CDS, broad-based credit indices, Securities and Exchange Commission, SEC, Dodd-Frank Wall Street Reform and Consumer Protection Act, Dodd-Frank Act, commingling of customer funds, portfolio margining, Michael M. Philipp, Winston & Strawn LLP, Commodity Futures Trading Commission, CFTC, exemptive relief, futures account, cleared swaps customer accounts, futures commission merchants, FCM, security-based CDS, securities broker-dealers, broker-dealer, cleared swaps, swap, competitive barriers, swap dealer, clearing, proprietary, segregation of customer assets, margin, security-based swaps, collateralization, Section 4d(f) account structure, Section 3E account structure, systemic risk, systemic risk reduction, capital efficiencies, buy-side access to clearing, economic barriers, market risk, hedging, hedging strategies, risk management, central clearing, netting, Federal Reserve Bank of New York, Federal Reserve Bank of New York Staff Report No. 424, Darrell Duffie, Ada Li, Theo Lubke, posting margin, central counterparty, CCP, FINRA, Financial Industry Regulatory Authority, European Union, EU, EMIR, price competition, liquidity, swaps market, buy-side, dealers,

MFA submitted a comment letter to the CFTC in response to its request for public comments on the portfolio margining […]

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Topics: Commodity Futures Trading Commission CTFC, ICE Clear Credit LLC, exemptive relief pursuant, single customer omnibus accounts, single name credit default swaps, broad-based credit indices, portfolio margining, cleared swap customer accounts, security-based CDS, index CDS, ICE CTFC petition, SEC, Securities and Exchange Commission, futures account, futures commission merchants, FCMs, securities broker-dealers, BDs, ICE Petitions, customer hedging, systemic risk, capital efficiencies, market participants, netting, capital relief, MF Global Inc., US CDS market, buy-side, customer clearing, risk management, comparative equality, exemptive relief, systemic risk reduction goal, voluntary clearing, clearing mandate, margin rules, portfolio risk management, Federal Reserve Bank of New York, OTC derivatives market, Darrell Duffie, Ada Li, Theo Lubke, CCP, counterparty exposure, swap dealer, European Market Infrastructure Regulation, EMIR, European Union, EU, collateral segregation, margin methodologies, CDS margin requirements, direct clearing, liquidity, unequal margining, open access, nondiscriminatory clearing,

MFA submitted a comment letter in response to the Advance Notice. In the comment letter, MFA expressed concern that because […]

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Topics: Securites and Exchange Commission SEC, Commodity Futures Trading Commission, CFTC, over-the-counter derivatives, OTC derivatives, transparency, systemic risk, swap, nonfinancial commodity, physically settled, future delivery, physical trading, swap dealer, Security-Based Swap Dealer, counterparties, hedgers, market makers, market depth, liquidity, security-based swap dealer registration requirements, initial margin, variation margin, mark-to-market, swap customers, institutional trader, registered broker, new issue, broker-dealer, Major Swap Participant, Major Security-Based Swap Participant, msp, non-swap dealer, counterparty exposure, systemically important, non-dealer market participants, non-financial entities, substantial position, credit default swaps, CDS, risk-based margin models, swaps portfolio, stress testing, private investment fund, GAAP, generally accepted accounting principles,