MFA Comment Letters

Topic: bilateral swaps

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: 14d order 17f6 order, alternative margin segregation schemes, asset manager accounts, asset managers, back loading facility, back-office processing, Bankruptcy Code, Basel I capital requirements, big bang approach, bilateral swaps, block trade. swap initial margin, block trading, Bloomberg, broad industry clearing, broad-based index credit default swaps, Business Conduct Standards, buy-side access, buy-side participants, capital requirements, CCP implementation period, CCP risk management, CCPs, CDS, CDS books, central clearing, CFTC rules, clearable contracts, cleared OTC derivatives, cleared settlement, cleared swaps, clearing, clearing agreement, clearing members, clearinghouses, ClearPort, CME, CME rules, CMs, collateral, commission fee, commodity contracts, complex instruments, compression, counterparty risk, credit, current clearable swaps, customer clearing services, customer funds, DCO governance, DCO registration, dealer-to-dealer clearing, default waterfall, derivatives clearing organizations, direct clearing participants, Dodd-Frank clearing requirements, DTCC data, efficiency, electronic data, eligible contract participant, end to end production testing, end-to-end systems flow, end-user exemptions, end-users, English law CSAs, exchange trading, execution agreement, fallback processing, FCMs, FIA, financial disclosure requirements, FINRA exemptions, front-office processing, future clearable swaps, futures, give up process, give-up agreements, global financial system, hedge funds, ICELink, IIGC, indirect clearing participants, individual risk concentrations, industry-level metrics, interdealer reporting, interest rate markets, interest rate swaps, investor, ISDA Governance Committee, liquid contracts, liquid swap transactions, liquidity, long-only accounts, mandatory clearing date, margin methodology, margin regime, margin requirements, margin segregation, MarkitWire, middle-office processing, migration, milestones, mixed swap, MSP recordkeeping requirements, MSPs, net client omnibus margin account, New York Fed, non-US bankruptcy, non-US bankruptcy laws, non-US CM's default, onboarding, onboarding work streams, open interest caps, OTC derivatives, OTC derivatives market, OTC derivatives reform, Phase 1 mandatory cleared products, phase-in approach, phase-in period, position limits, post-default portability, post-trade reporting, pre-default portability, pre-trade reporting, price challenge protocol, price transparency, public reporting, real-time reporting, reform, Regulators, risk compression, risk waterfall process, roll-out schedule, scale readiness, SD recordkeeping requirements, SEC exemptions, SEC rules, Securities and Exchange Commission, SEF trading, segregation framework, sell-side firms, simpler instruments, single-name CDS, standardized documentation, standardizing contracts, streamlined netting process, swap dealer, systemic counterparty risk, systemic risk, TBF, tear-ups, title transfer regime, trade compression, trade rejection rights, trade repositories, trade repository data, trade transparency, trading annex, transparency, uncleared settlement, US bank CM, US banking regulators, US bankruptcy, vendor, volume targets, voluntary back loading, voluntary period, voluntary targets, waterfalls,

MFA Letter to IOSCO Technical Committee Short Selling Task Force on Regulatory Approaches to Short Selling12.23.08


MFA sent a letter to the IOSCO Technical Committee Short Selling Task Force providing comments to regulatory approaches to short […]

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Topics: "delta" hedge aggregate basis, algorithmic trading, alternative investment vehicles, artificial price movements, automated systems, bid-ask spreads, bilateral swaps, broker-dealer, buy-side firms, capital markets, capital raising, chilling effect, clearing brokers, closed-out, CNS, Continuous Net Settlement, convertible bond, custodian banks, decimal pricing, derivatives, derivatives trading, distressed companies, easy to borrow shares, Electronic Blue Sheet system, endowments, Equity Security, European Corporate Governance Institute, exchanges, executing brokers, Financial Industry Regulatory Authority, FINRA, Florence Harmon, foundations, fraudulent short selling activity, hard to borrow shares, headline risk, hedge, hedging, high-volume trading, institutional investors, international harmonization of regulations, International Organization of Securities Commissions, John G. Gaine, liquidity, listed derivatives, locate, long positions, manipulative naked short selling, manual trading, market bubbles, market efficiency, market liquidity, market participants, Martin Wheatley, money managers, naked short selling, Nasdaq-listed securities, National Securities Clearing Corporation, NSCC, NYSE, NYSE-listed securities, OATS, Order Audit Trail System Rules, Order Tracking System, OTC derivatives, OTC equity securities, OTS, over-the-counter derivatives, pensions, Pre-borrow Emergency Order, pre-borrow requirement, price discovery, prime broker, proprietary investment strategies, public disclosure, reconciliation, registered market centers, Regulation Filing Applications, reverse engineer, risk, risk management, SEC, Securities and Exchange Commission, securities depositaries, sell-side firms, settlement, settlement date, short interest positions, short sale reporting, short selling, short squeeze, sub-penny quotes, swap, synthetic positions, systematic disturbances, Technical Committee of the International Organization of Securities Commissions, threshold security, trade reconciliation, transparency, unintentional failures to deliver, uptick rule, upward market manipulations, Yale International Center for Finance,
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