MFA Comment Letters

Topic: commodity swaps

MFA and AIMA Submit Comments to CFTC on Cross-Border Guidance08.28.12


MFA and AIMA jointly submitted a comment letter to the Commodity Futures Trading Commission (“CFTC”) on its “Proposed Interpretive Guidance […]

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Topics: accredited investors African Development Bank, AIMA, Alternative Investment Management Association, Asian Development Bank, banks, Business Conduct Standards, buy-side firms, CFTC, chief compliance officer, clearing, collective investment vehicles, comment letter, Commodity Futures Trading Commission, commodity pool, commodity pool operator, commodity swaps, compliance costs, Corporation, cost-benefit analysis, Council of the European Union, counterparties, CPO, CPO registration requirements, Dealer, dealers, Department of the Treasury, derivatives, derivatives markets, direct or indirect ownership, duplicative regulation, entity-level requirement, ESMA, estate, European Parliament, European Securities and Markets Authority, execution, fiduciary, financial crisis, financial stability, financial system, foreign banks, foreign entity, Form CPO-PQR, fund, fund of funds, G20, G20 commitments, general partnerships, hedge fund administrator, hedge fund industry, hedge fund managers, Hong Kong, Hong Kong Monetary Authority, income tax, Inter-American Development Bank, International Bank for Reconstruction and Development, international harmonization of regulations, International Monetary Fund, International Organization of Securities Commissions, interpretive guidance, IOSCO, Jill Sommers, joint-stock company, limited liability companies, listed entity, Look Through, major swap participants, majority ownership, margining, market impact, market participants, Monetary Authority of Singapore, MSPs, natural person, non-U.S. investment fund, non-U.S. market participants, non-U.S. persons, OTC derivatives, OTC derivatives market, over-the-counter derivatives, partnership, pension plans, Policy Makers, pooled accounts, portfolio reconciliation, prime brokers, qualified eligible person, real-time public reporting, registration, regulatory framework, regulatory requirements, reporting party, risk management, Scott O'Malia, SEC, Securities and Exchange Commission, Securities and Futures Commission, segregation, sell-side firms, shareholders, Singapore, substituted compliance, swap data recordkeeping, swap data reporting, swap data repository, swap dealer, swaps, swaps processing, third country, trade confirmations, transaction cost, transaction-level requirements, transparency, Trust, U.S. person, uncleared swaps, United Nations,

MFA Submits Comment Letter to CFTC on Proposed Dodd-Frank Implementation Rules for Mandatory Swap Clearing, Trade Execution, and Margin Rules11.04.11


The OTC derivatives reforms (Title VII) resulting from the Dodd-Frank Act will cause sweeping transformation of the OTC derivatives markets […]

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Topics: active fund bilateral execution, broad-based index credit default swaps, buy-side market participants, buy-side participants, Category 1 Entities, Category 2 Entities, Category 3 Entities, Category 4 Entities, CCP, central clearing, central counterparties, CFTC, class of swaps, clearing, clearing mandate, collateral, Commodity Futures Trading Commission, commodity swaps, compliance date, compliance schedules, cost-benefit analysis, counterparties, DCMs, derivatives clearing organization, Designated Contracts Markets, Dodd-Frank Act, electronic platform, end-user exemptions, exchanges, execution, execution venue, FCM, federal register, full-scale clearing, futures commission merchants, G20, Gary Gensler, interest rate swaps, liquidity, listing, made available for trading, Major Security-Based Swap Participant, Major Swap Participant, mandatory clearing, margining, margining requirements, market participants, netting, non-dealer market participants, non-MSP counterparties, novations, OTC derivatives, over-the-counter derivatives, partial tear-ups, phased implementation, price distortion, private funds, product definition rules, prudential regulators, real-time clearing, real-time reporting, Regulators, Rulemaking, Scott O'Malia, SEC, Securities and Exchange Commission, Security-Based Swap Dealer, security-based swap SEF, security-based swaps, SEF, swap data, swap dealer, swap execution facilities, swap transaction, swap transaction compliance, swaps, systemic risk, third-party subaccount, trade execution, trading documentation, transparency, uncleared swaps, variation margin, voluntary clearing,

Comment Letter on Proposed Rules for Margin Requirements for Uncleared Swaps and Capital Requirements for Swap Dealers and Major Swap Participants07.11.11


MFA submitted a comment letter to the CFTC in response to both their notice of proposed rulemaking on Capital Requirements […]

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Topics: " "Proposed Margin Rules " uncollateralized swap positions, "Proposed Capital Rules, "too big to fail, adverse pricing, Alternative Method, asset class, asset classes, bilateral variation margin exchange, Board of Governors of the Federal Reserve System, buy-side firms, capital planning, Capital Relief for Cleared Swaps, capital requirements, Capital Rules, central clearing, CFTC, Chicago Trading Company, collateral delivery, collateral management practices, Commodity Futures Trading Commission, commodity swaps, counterparties, counterparty credit quality, counterparty exposure, cross-product netting agreements, CSE, custodian, customized transactions, DCO, equity swaps, Eurodollar futures, Farm Credit Administration, Federal Deposit Insurance Corporation, Federal Housing Finance Agency, financial entities, five-day time horizon, funding costs, futures commission merchant, Gary Gensler, grid-based method, Hon. Ben S. Bernanke, in-the-money swap, initial and variation margin transfers, initial margin model, interest rate swaps, Joint Commission-SEC Staff Roundtable on Proposed Dealer and major Participant Definitions Under the Dodd-Frank Act, liened account assets, liquidation value, liquidity, margin, margin exchange, margin practices, Mr. Eric Chern, multi-lateral agreements, multiplier of 2.0, multiplier of 4.4, net counterparty exposure, netting, non-cash collateral, non-cleared commodity options, Office of the Currency, Office of the Treasury, one-sided variation margin arrangements, out-of-the-money swap, paired products, pension plans, physically-settling forwards, portfolio offsets, proprietary models, prudential regulator, reference cleared swap, referenced bond, Reporting of Capital Requirements, repurchase agreements, risk management, safeguards. designated clearing organization, SEC, security lending agreements, segregation of customer assets, shielding assets, swap markets, swap portfolio, systemic risk, tailored products, ten-day liquidation time horizon, Timothy Geithner, trading contracts, trading costs, transparency, two-way exchange of variation margin, uncleared swaps, university endowments, unsecured counterparty credit risk, unsecured obligations, variation margin,

Comment Letters to Prudential Regulators on their Proposed Rules for Margin and Capital Requirements for Covered Swap Entities07.11.11


MFA submitted a comment letter to the Prudential Regulators in response to their notice of proposed rulemaking on Margin and […]

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Topics: "too big to fail adverse pricing, asset class, Ben S. Bernanke, bilateral exchange of variation margin, Board of Governors of the Federal Reserve System, call option, capital charge, Capital Relief for Cleared Swaps, central clearing, central clearinghouse, CFTC, cleared swap transactions, clearing eligible, Commodity Futures Trading Commission, commodity swaps, consistency, counterparties, counterparty risk, covered swap participants, credit default swap, cross-product netting agreements, CSEs, customized transactions, DCO, delivery of margin, derivatives clearing organizations, equity swaps, Eurodollar futures, Farm Credit Administration, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Housing Finance Agency, financial entity counterparties, five-day time horizon, funding costs, futures commission merchant, Gary Gensler, House Committee on Financial Services, illiquid security, indirect transmission, interest rate swap, interest rate swaps, liquidation value, liquidity, major swap participants, mandatory clearing requirements, minimize risk, multi-lateral netting agreements, non-cash collateral, non-cleared commodity options, Notice of Proposed Rulemaking on Margin and Capital Requirements for Covered Swap Entities, Office of the Comptroller of the Currency, operational costs, over-collateralization, paired products, pension plans, physically-settling forwards, proprietary models, referenced bond, repurchase agreements, risk management, risk reduction tool, risk-based margin requirements, robust netting arrangements, SDs, SEC, Securities and Exchange Commission, security lending agreements, security-based swaps, swap dealers, swap documents, swap markets, swap portfolio, systemic risk, ten-day liquidation time horizon, Timothy Geithner, total return swap, trading contracts, transparency, Treasury, uncleared swaps, uncollaterized swap positions, university endowments, unsecured counterparty credit risk, valuation formulas, variation margin,
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