MFA Comment Letters

Topic: clearing obligation

MFA Submits Response to ESMA on EMIR Clearing of Certain Classes of Interest Rate Swaps07.15.15


On July 15, MFA submitted a response to the European Securities and Markets Authority (ESMA) on its “Consultation Paper on […]

MFA Submits Response to ESMA on EMIR Clearing of Non-Deliverable Forwards11.06.14


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

MFA Submits Letter to ESMA on Straight-Through-Processing08.05.12


On August 5, MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) to advocate for the […]

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Topics: aggregate limit Allocations, alternative liquidity providers, anti-competitive effects, anti-competitive restrictions, bid-ask spread, bilateral credit agreement, bilateral derivatives transactions, bilateral market, bilateral master agreements, bilateral risk management, block transactions, breakage, bundled trade, CCP, CCP Requirements Task Force, CDS, central counterparty, central limit order books, CFTC, Chicago mercantile exchange, Christopher Seagon v. Deko Marty Belgium NV, clearing, clearing acceptance process, clearing agreement, clearing member, clearing obligation, clearinghouse, CME, Commission v. Council ERTA, Commodity Futures Trading Commission, competition, competitive liquidity, Continental Cans, cost-benefit analysis, Council of the European Union, counterparty credit risk, Court of Justice of the European Union, credit default swap, credit intermediation, credit limit, credit limit order bookc, credit limits, credit risk, customer clearing documentation, DCM, DCO, dealer-to-customer platforms, dealer-to-dealer clearing, dealers, delegated acts, derivatives, derivatives clearing organization, derivatives markets, derivatives transactions, Designated Contract Market, designation notice, direct clearing members, directive, documentation, Dodd-Frank Act, due diligence, efficiency, electronic trading, EMIR, endowments, energy derivatives, ESMA, ESMA Task Forces, EU, EU Member State, European Commission, European Parliament, European Securities and Markets Authority, European Union, executing counterparty, execution, execution platform, FIA, financial stability, Financial Stability Board, financial system, FSB, futures, Futures Industry Association, futures market, ICE Clear Credit LLC, ICE energy swaps, institutional investors, interconnectedness, interest rate swap, international harmonization of regulations, International Swaps and Dealers Association, investment managers, ISDA, latency, LCH Clearnet, limit check, liquidity, liquidity fragmentation, Liquidity Providers, Major Swap Participant, Managed Funds Association, mandatory clearing, market access, market participants, matched transactions, operational market processes, operational risk, OTC derivatives, OTC Derivatives Task Force, OTC derivatives transactions, over-the-counter derivatives, pension fund, real economy, real-time acceptance, real-time processing, regulatory technical standards, risk, risk management, risk-based, SEF, settlement, straight-through processing, swap dealer, Swap Execution Facility, systemic risk, technical standards, trade repositories, Trade Repositories Task Force, trading desk, trading venues, transaction capture facility, transparency, trilateral clearing agreements, trilateral documentation, underlying clients, United States, voice execution, volatility,

MFA Submits Comments to ESMA in Response to Draft Technical Standards on OTC Derivatives, CCPs and Trade Repositories03.19.12


MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) in response to its Discussion Paper on […]

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Topics: ADR aggregation, alternative liquidity providers, American Depository Receipt, back testing, back-to-back arrangements, bespoke and customized transactions, Cayman Islands, CCP, CCP Board, CCP committee, CCP data, CCP governance arragements, CCP's margin models, CCPs governance structure, central clearing, central counterparty, CFTC, chief compliance officer, chief risk officer, chief technology officer, clearing, clearing member, clearing members, clearing obligation, client clearing models, clients, Commodity Futures Trading Commission, competitive execution, confidence interval, confidentiality agreements, confidentiality of counterparty identities, conflicts of interest, counterparty and operational risk, counterparty credit risk, credit intermediary, credit intermediation, default, derivatives market, disclosure requirements, disclosure thresholds, Dodd-Frank Act, electronic trading, electronically processed, EMIR, ESMA, ESMA Discussion Paper on Draft Technical Stanards for the Regulation on OTC Derivatives CCPs and Trade Repositories, EU, EU member currency, Euro, European Securities and Markets Authority, European Union, executing counterparty, execution documentation, execution platform, extraterritorial application of EMIR, FCM, FIA, FIA-ISDA Cleared Derivatives Execution Agreement, foreign exchange derivatives, fund domicile, futures commission merchant, Futures Industry Association, guarantor, Hong Kong, indirect clearing, indirect clearing models, indirect contractual arrangements, interest rate derivatives, international harmonization of regulations, International Swap Derivatives Association, ISDA, liquidation period, lookback period, manager domicile, margin levels, margin requirements, market integrity, market location, market oversight, non-dealer representatives, non-default clearing members, notional amount, OTC derivatives, OTC derivatives market, over-the-counter derivatives, portability, principal of business, privacy and confidentiality of information, public dissemination of information, real-time processing, reasonably liquid traded instruments, record keeping, reference entity domicile, reference security, risk committees, risk management expertise, SD, SEC, Securities and Exchange Commission, security-based swaps, segregation, settlement currency, sound governance requirements, straight-through processing, stress tesing, sublimit, swap dealer, systemic risk, technical standards, third country counterparities, third country entities, trade acknowledgment, transaction volumes, underlying instrument,

MFA Responds to ECON’s MiFID Questionnaire01.13.12


MFA submitted responses to MEP Markus Ferbers Questionnaire on MiFID/MiFAR 2, which asks for further information on certain aspects of […]

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Topics: abnormal trading conditions algorithmic trading, alternative arrangements, alternative investment funds, alternative investment managers, APA, approved publication arragement, approved reporting mechanism, arbitrage trading, ARM, bilateral credit agreement, bilateral execution documentation, broker crossing network, broker dealers, broker liquidity, CCP, central limit order book, circuit breakers, clearing obligation, CLOB, co-location services, commodity derivatives, confidentiality requirements, confidentiality safeguards, conflicts of interest, consolidated tape provider, corporate governance, corporate governance rules, correlating instruments, counterbalancing benefits, CTP, custody, dark pools, DEA, depositary receipts, derivatives, derivatives trading venues, direct electronic access, ECON, Economic and Monetary Affairs Committee, EEA venues, eligible counterparties, EMIR, energy swaps, equivalence, ESA, ETF, European Commission, European Market Infrastructure Regulation, European Parliament, European Supervisory Authorities, exchange traded funds, financial activity, flash crash, hedging transactions, high frequency trading, high frequency/low latency, limit up-limit down measure, liquidity, listed equity derivatives, listed futures, management bodies, market-making activities, Markets in Financial Instruments Directive, Markus Ferber, MiFID passport, MTF SME, mutual funds, non-discriminatory access, non-discriminatory access to market infrastructure, non-structured UCITS, organized trading facility, organized venues, OTF, packaged retail investment product, position limits, position management powers, pre-trade market data, PRIP, professional clients, public consultation, Questionnaire on MiFID/MiFIR 2 by Markus Ferber MEP, real-time clearing, real-time registration, reciprocal access, reciprocal recognition, regulatory capital, regulatory investigation, relevant counterparties, request for quote system, retail clients, RFQ, risk caps, safekeeping, sanction, SEC, Securities and Exchange Commission, shares, SME, straight-through processing, structured UCITS, third country firms, third country trading venues, trading obligation, trading venues, transparency, UCITS IV, voice brokerage systems,

MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories11.11.10


MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories

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Topics: Admissable Clearing Members Alternative Investment Fund, Bottom Up, capital formation, capital requirements, CCPs, Central Banks, central clearing, central counterparties, Central Counterparties and Trade Repositories, Class of Derivatives, clearing, clearing obligation, client collateral, Co-Operation Arrangement, Collateral Posting, competent authorities, competition, confidentiality, Coordination with Third-Country Regulators, Council of Ministers, Council on OTC Derivatives, counterparty risk, credit risk, Cross-Border Efficiency and Consistency, default, default procedures, Denominated in G7 Currencies, Derivative Contract's Lifecycle, Derivative Contracts, derivatives market, Determination Process, Effective Supervision, Equivalency Test, ESMA, European Commission, European Parliament, European Policymakers, European Securities and Markets Authority, European Union, financial counterparty, Financial Strength, Follow-on Effects, Government Securities, Highly Liquid, Highly Liquid Collateral, Highly Liquid Financial Instruments, Hold Capital, initial margin, Insolvency Regimes, interest rate swaps, Interoperability, investment manager, Investment Policy, IRS, Manadatory Clearing Obligation, Mark-to-Market Changes, Market Exposure, Market Particpants, market risk, Maximum Time Lag for Confirmation, Minimal Credit Risk, nexus, non-discriminatory access, Non-European Countries, operational risk, Optimal Netting, OTC, Over-the-counter Derivative Market, Particpation Requirements, portability, Proportionate Holding of Capital, Proposed Regulation of OTC Derivatives, Protection of Client Positions and Collateral, reasonable threshold, risk committees, Risk Management Activities, risk mitigation techniques, Risk Profiles, Segregate and Exchange Margin, Segregated Exchange of Collateral, segregation, Shortfall, Standard Capital Requirements, Swiftly Collapse Offsetting Positions, systemic risk, third country CCPs, Top Down, Trade Reporting Obligations, trade repositories, transparency, Trigger, U.K. House of Lords, U.S. House of Representatives Committee on Financial Services, U.S. Treasury and U.S. Commodity Futures Trading Commission, Unmanageable Risk, Unwinding Costs, variation margin,
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