MFA Comment Letters

Topic: capital

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 Submits Letter in Response to SEC Investor Advisory Committee Recommendations on Implementation of the JOBS Act03.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) in response to its proposed implementation of Section […]

MFA and AIMA Submit Joint Letter to ESMA in Response to Call for Evidence on Short Selling Regulation03.15.13


MFA and AIMA jointly submitted a comment letter to ESMA responding to its Call for Evidence regarding its evaluation of […]

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Topics: AIFMD AIMA, Alternative Investment Management Association, assets under management, AUM, BaFin, Belgium, bid-ask spreads, bond, Bundesanstalt fur Finanzdienstleistungsaufsicht, capital, CDS, CESR, Commissione Nazionale per le Societa e la Borsa, Committee of European Securities Regulators, competent authorities, compliance, corporate issuer, Council of the European Union, credit default swap, delta, depositary receipts, derivative instrument, derivatives, duration, efficiency, EMIR, equity, ESMA, EU Member State, Europe, European Commission, European Parliament, European Securities and Markets Authority, eurozone, extraterritoriality, Finland, France, futures, futures market, Germany, harmonization, hedge funds, hedging, index, index derivatives, interpretive guidance, issued share capital, Italy, Latvia, Lehman Brothers, liquidity, locate, London Stock Exchange, mark-to-market, market disruption, market distortions, market participants, MiFID, net short position, Netherlands, non-EU investment firms, operational challenges, price discovery, price efficiency, price formation, prime broker, PRNewswire, public disclosure, reasonable expectation, reporting obligation, reporting requirements, reverse engineer, risk, securities, settlement, share capital, short positions, short selling, short selling bans, short selling regulation, short squeeze, single-name CDS, sovereign bonds, sovereign debt, sovereign issuer, Spain, Steven Maijoor, stock, Stock Exchange Daily Official List, T+1 reporting, T+2, technical standards, third party managers, trading volume, uncovered sovereign CDS, United Kingdom, volatility,

MFA Submits Letter to SEC on Proposed Capital, Margin, and Segregation Rules02.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) on its proposed rules on “Capital, Margin, and […]

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Topics: "too big to fail \, 111th Congress, accounting, AIG, American International Group, asset class, asymmetrical initial margin exchange, asymmetry, bankruptcy, bankruptcy estate, Bart Chilton, Basel Committee on Banking Supervision, Ben Bernanke, best practices, bilateral exchange of variation margin, Broker, broker-dealer, buy-side firms, capital, capital charge, capital formation, capital inefficiency, capital requirements, Cash Flow, CCP, CDS, central clearing, central counterparty, CFTC, Chicago Mercantile Exchange Holdings Inc., Chicago Trading Company, collateral, collateral management, collateral management stystems, commodity broker, Commodity Futures Trading Commission, complexity, compliance, compliance date, Council of the European Union, counterparties, counterparty risk, credit default swap, credit risk, creditworthiness, cross-margining, cross-product master netting agreements, customer collateral, customer protection, customer replicability, customized risk management tools, Darrell Duffie, DCO, Dealer, dealers, default, default segregation model, derivatives, derivatives clearing organization, Division of Clearing and Intermediary Oversight, Dodd-Frank Act, efficiency, eligible collateral, endowments, enhanced protections, Eric Chern, European Commission, European Parliament, federal register, Federal Reserve Bank of New York, Federal Reserve Bank of New York Staff Report No. 424, Federal Reserve Board, fellow customer risk, financial contagion, financial crisis, Financial Industry Regulatory Authority, financial institutions, financial instrument, financial system, FINRA, forwards, Fraud, haircuts, hedge funds, House Committee on Financial Services, ICE Clear Europe Limited, ICI, independent third party custodian, Individual Segregation, initial margin, insolvency, international harmonization of regulations, International Organization of Securities Commissions, international regulatory standards, Investment Company Institute, investment risk, Investor Protection, IOSCO, ISDA, ISDA Margin Survey 2012, LCH.Clearnet Ltd., legal segregation with operation commingling, Lehman Brothers, leverage, liquidation, liquidation time horizon, liquidity, LSOC, Major Security-Based Swap Participant, Major Swap Participant, mandatory clearing, margin, margin requirements, margining, market participants, market practice, market risk, MF Global Inc., money market instruments, multiplier, netting, New York Portfolio Clearing LLC, non-commercial end-users, Notice of Exclusive Control, omnibus segregation, operational and legal commingling, operational costs, operational risk, Options Clearing Corporation, OTC derivatives, out-of-the-money, pension, Peregrine Financial Group, portability, portfolio compression, portfolio margining, portfolio reconciliation, Private Funds Managers, pro-cyclical effects, product type, proprietary information, prudential regulators, reconciliation, reform, registered clearing agencies, regulation, regulatory arbitrage, repurchase agreements, risk, risk management, Robert Wasserman, Russell Wasendorf, SEC, securities, Securities and Exchange Commission, Securities Industry and Financial Markets Association, Security-Based Swap Dealer, Security-Based Swap Transactions, security-based swaps, segregation, segregation model, sell-side firms, settlement, settlement risk, SIFMA, state and federal laws, state bank regulator, swap dealer, swap dealers, Swap Trading Relationship Documentation, systemic risk, tentative net capital, third-party custody arrangement, too interconnected to fail, trade repositories, trading costs, transparency, tri-party custodial arrangements, two-way margining, U.S. dollar, university endowment, Value at Risk, VaR, variation margin, White Paper, Working Group on Margining Requirements,

MFA Submits Comments to USTR on Mexican Bankruptcy Law for Trade Negotiations09.04.12


MFA submitted comments to the U.S. Trade Representative (“USTR”) raising concerns with the Mexican Business Reorganization Act as demonstrated by […]

MFA Submits Letter to ESMA on Draft Technical Standards on OTC Derivatives08.05.12


MFA submitted a comment letter to the European Securities and Markets Authority (“ESMA”) in response to its Consultation Paper on “Draft Technical […]

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Topics: "delta" hedge administrator, affiliated market participants, agency basis, Asia, back testing, Basel Committee on Banking Supervision, Basel III, bespoke non-cleared trades, bilateral counterparty credit risk, bilateral non-cleared OTC derivatives transactions, capital, CCP, CCP governing bodies, CDS, central clearing, central counterparty, CFTC, clearing member, client protections, close-out, collateral, Commodity Futures Trading Commission, compliance, confidence interval, conflicts of interest, contractual relationship, Council of the European Union, counterparty risk, coupon, CPSS-IOSCO, CPSS-IOSCO standards, credit default swap, credit institutions, credit risk, Cross-Border, currency, Dealer, debt-security based swaps, default, default fund, Derivative Contracts, derivatives, derivatives contracts, direct client, Dodd-Frank Wall Street Reform and Consumer Protection Act, duplicative regulation, EMIR, ESMA, EU, EU Member State, Euro, Europe, European Parliament, European Securities and Markets Authority, European Union, execution, extraterritorial application of EMIR, extraterritoriality, fiduciary duty, financial instrument, floating rate payment, foreign exchange, gross basis, hedging, in-the-money swap, index, indirect clearing, indirect client, initial margin, interest rate derivatives, interest rate swaps, interlocking governance arrangements, internal controls, International Organization of Securities Commissions, interpretive guidance, IOSCO, LCH Clearnet, Lee Underwood, liquidation horizons, liquidity fragmentation, major swap participants, margin, margin requirements, margin valuation, market participants, maturity, money market instruments, mutual recognition, negative correlation, net basis, netting, non-cleared OTC derivatives, non-linear products, omnibus account, OTC derivatives, OTC derivatives market, OTC derivatives transactions, over-collateralization, over-the-counter derivatives, portability, portfolio compression, portfolio reconciliation, posted collateral, principal basis, Proprietary Trading Strategy, proprietary trading tools, public disclosure, Regulators, regulatory arbitrage, regulatory technical standards, risk committee, risk management, risk management framework, risk mitigation, risk profile, SEC, Securities and Exchange Commission, security-based swaps, segregation, self-regulatory organization, settlement prices, SRO, Stan Ivanov, straight-through processing, stress testing, swap dealers, swaps, systemic risk, third country regime, total return swaps, trade repositories, trading costs, trading venues, transaction fees, transparency, upfront payment, variation margin,
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