MFA Comment Letters

Topic: clearing house

MFA Submits Comment Letter in Response to Basel-IOSCO’s Consultative Document on Margin Requirements for Non-Cleared Derivatives09.28.12


MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

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Topics: asset classes Basel Committee on Banking Supervision, best practices, bilateral exchange, bilateral exchange of variation margin, buy-side firms, CCP, CDS, CDS spreads, central clearing, central counterparty, CFTC, cleared derivatives, clearing, clearing house, commodities, Commodity Futures Trading Commission, concentration limits, correlated financial instruments, cost mitigation, credit, credit default swap, credit risk, cross-product master netting agreements, currency, custodian accounts, delta, Denominated in G7 Currencies, derivatives, derivatives markets, diversification, Dodd-Frank Act, eligible collateral, equities, EU, Eurodollar futures, European Union, financial instruments, foreign exchange, forwards, G7, haircuts, harmonization, hedge, hedge funds, hedged portfolios, implementation timeline, initial margin, interest rates, International Organization of Securities Commissions, International Swaps and Derivatives Association, IOSCO, ISDA, liquidation, liquidity, liquidity characteristics, liquidity costs, liquidity mechanism, major swap participants, mandatory clearing, margin, margin requirements, margin threshold, margining, market advantage, market infrastructures, market liquidity, market participants, market practices, market value, minimum transfer amount, MTA, mutually offsetting transactions, netting, non-centrally cleared derivatives transactions, non-cleared derivatives, non-cleared interest rate swaps, non-compliance, notional value, novating parties, novation, novation arrangements, over-collateralization, party stepping in, party stepping out, phase-in period, portfolio margining, Portfolios, prudential regulators, prudentially regulated financial counterparties, quantitative impact study, re-hypothecation, Regulators, regulatory arbitrage, regulatory authorities, remaining party, replacement transaction, repurchase agreements, risk characteristics, risk management, risk offsets, risk profile, risk/reward profile, segregated account, segregation, SIFI, standard practice, swap dealers, swaps, systemic importance, systemic risk, systemic risk level, systemically important, systemically important non-financial firm, third-party segregation, transparency, two-way margining, U.S. Treasury futures, uniformity, United States, unlevel playing field, unsecured credit extension, variation margin, Working Group on Margining Requirements,

MFA Submits Comments to the Monetary Authority of Singapore on Proposed Regulations on OTC Derivatives03.26.12


MFA submitted a comment letter to the Monetary Authority of Singapore (MAS) in response to its Consultation Paper on Proposed […]

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Topics: aggregate counterparty credit risk average notional value, backloading, barriers to entry, bilateral market, buy-side clearing, CCP, central clearing, central counterparty, CFTC, clearing, clearing arrangements, clearing facilities, clearing house, clearing threshold, client access to clearing, commercial banks, Commodity Futures Trading Commission, confidentiality, Consultation Paper on Proposed Regulation of OTC Derivatives, counterparty identification, counterparty risk, customized and proprietary investment strategies, dealers, derivatives transactions, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, duplicative regulation, efficient capital flows, ESMA, EU, European Commission, European Union, financial entities, Financial Stability Board, foreign regulator, Form PF, fragmentation of liquidity, FSB, G20, G20 commitments, Gary Gensler, Honk Kong Monetary Authority, intellectual property, international harmonization of regulations, International Organization of Securities Commissions, IOSCO, legal entity identifiers, liquid and standardized transactions, liquidation horizons, mandary clearing, margin determinations, margin methodologies, margin requirements, market participants, Mary Schapiro, MAS, Monetary Authority of Singapore, money changers, netting, non-centrally cleared derivatives transactions, non-dealer client representation, non-financial entities, OTC derivatives, OTC derivatives market, over-the-counter derivatives, real-time processing, recognized clearing houses, registered insurers, regulatory regime, risk committees, risk management, Securities and Exchange Commission, Securities and Futures Commission, settlement risk, Singapore, straight-through processing, swaps, systemic risk, trade repositories, trading costs, trading mandate, transaction data, U.S. Federal Reserve Bank of New York, U.S. Senate Committee on Agriculture Nutrition and Forestry,

MFA Submits Comments to ESMA on Short Selling and Sovereign CDS03.09.12


MFA submitted comments in response to ESMAs public consultation on possible delegated acts concerning the Regulation on short selling and […]

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Topics: aggregation of positions AIFMD, Alternative Investment Fund Managers Directive, anti-avoidance provision, anticipated correlation, asset managers, Austria, bank name CDS, Belgium, BNP Paribas, broad-based indices, buffer periods, Buttersworth Journal of International Banking and Financial Law, CDS transaction, central clearing, CESR, civil law, clearing house, consolidated accounts, contract of insurance, convertible bond positions, convertible bonds, convertible debt, convertible debt securities, corporate bonds, correlation test, credit default swap, credit protection, credit quality, debt instruments, default risk, delegate, delta adjusted method, derivative instrument, disaggregation, emergent systemic risk, ESMA, ETF, EU Member State, European Securities and Markets Authority, Eurostoxx, eurozone, Financial Agency of Spain, financial institutions, financial instrument, forward rate agreement, France, FSA, fund management activities, future, Greece, group, hedged portfolios, holding a share, ICO, illiquid shares, indices, indirect exposures, Instituto de Credito Oficial, insurable interest, interest rate swap, interest rates, intra-Member State correlation, Ireland, IRS, IRS curve, issued share capital, Italian CDS, Italian CONSOB, Italian lira, Italy, legitimate market operations, Leonard Ng, Level 2 process, liquid market price, listed securities, long positions, margin level, market participants, Markit iTraxx SovX Western Europe Index, maturity bucket, Member State regulator, Ministry of Economy and Finance, money market instruments, narrow-based indices/baskets, natural or legal person, net short positions, netting, notional basis, option, OTC instruments, pan-European short selling disclosure regime, Portugal, proprietary models, publicly available information, quantitative threshold for high correlation, RBS, redenomination, reference asset, Regulation on short selling and certain aspects of credit default swaps, Secretariat of State for the Economy, sector-specific, securities law, sensitivity adjusted method, severe market turmoil, short sale, short selling, short selling bans, Societe Generale, sovereign bonds, sovereign CDS, sovereign CDS transactions, sovereign debt, sovereign issuer, Spain, static or dynamic hedging strategy, subordinated debt, supra-national European body, swap, tail risk, tail risk hedging, threshold of liquidity, trust preferred securities, UCITS, UK Financial Services Authority, uncovered credit default swap, uncovered position, uncovered short sales and credit default swaps, underlying shares, yield curve,

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

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Topics: 2009 ISDA Credit Derivatives Determinations Committees Allocation Industry Working Group, asset class, Auction Settlement and Restructuring CDS Protocol, bilateral collateralization arrangements, bilateral derivatives transactions, buy-side firms, buy-side institution, caps, cash flow matching, CCP, CDS, CDS clearing, central clearing, central counterparties, central settlement, clearing house, collateralized portfolios, commodities, Confirmable LIfecycle Events, confirmation backlog reduction, credit default swap, credit derivatives, cross-currency swaps, DC, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, default management, Depository Trust & Clearing Corporation, Dispute Resolution Procedure, dispute resolution procedures, DRP, DTCC, electronic allocation delivery functionality, electronic confirmation targest, Electronically Eligible Products, electronification, eligible trades, EMEA EM Options Annex, Equity Derivatives Markets, Europe, European Interdealer Fair Value Swap Annex, European Interdealer Index Swap Annex, European swaptions, Feasibility Study for Extending Collateralized Portfolio Reconciliations, floors, foreign exchange, forward rate agreements, G-14, G-20, global data repositories, global Interest Rate Reporting Repository, Implemenation Plan for Wider Market Roll-out, inflation swaps, initial margin, inter-dealer service, interest rate derivatives, International Swaps and Derivatives Association, Interoperability, IRRR, ISDA Credit Derivatives Determinations Committees, ISDA Governance framework, legal standardization, margin calls, Market Review of Collateralization, Master Confirmation Agreement, matching, MCA, mitigating operational risk, Modified Regstructuring Credit Event, netting, novation consent process, OIS, operational efficiency, OTC bilateral collateral processes, OTC derivatives, over-the-counter derivatives, Overnight Index Swaps, portability, processing standardization, product standardization, Raodmap for Collateral Management, rates allocation commitment, risk management, Roadmap for Collateral Management, segregation, settlement automation, single currency basis swaps, single name clearing, Small Bang, submission timeliness, Thomson Restructuring, trade date matching, transparency, Warehouse Trust, zero coupon swaps,
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