Counterparty Archives - Managed Funds Association

MFA Submits Letter to Hong Kong on OTC Derivatives Reporting Rules08.17.14

MFA submitted comments to the Hong Kong Monetary Authority (HKMA) and the Securities and Futures Commission (SFC) in response to their […]

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Topics: Hong Kong Hong Kong Monetary Authority, Securities and Futures Commission, transparency, consultation paper, securities, OTC derivatives, reporting obligation, equivalence, Type 9 licensed corporation, interest rate swaps, non-deliverable forwards, backloading, Hong Kong Trade Repository, market participant, Fund Manager, Commodity Futures Trading Commission, CFTC, Cross-Border, interpretive guidance, substituted compliance, third country, Monetary Authority of Singapore, Japan Financial Services Agency, EMIR, European Market Infrastructure Regulation, trade repositories, approved money broker, duplicative systems, transaction data, Counterparty, dealer counterparty, delegation arragement, trade repository infrastructure, prime broker, executing brokers, proprietary investment strategies, intellectual property, copycat behavior, mandatory reporting,

MFA Submits Comments to CFTC in Support of Amended SDR Access Rule04.24.14

The Managed Funds Association (MFA) submitted a comment letter to the CFTC to express MFA’s strong support of the interim […]

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Topics: CFTC Commodity Futures Trading Commission, swap data repositories, SDR, Counterparty, Designated Contract Market, DCM, swap execution facilities, SEFs, straight-through processing, adviser registration, swaps, clearing, clearing member,

MFA Submits Coalition Follow-up Letter to SEC on CDS Portfolio Margin Concerns12.27.13

On December 27, MFA, the American Council of Life Insurers (ACLI), and the Alternative Investment Management Association (AIMA) (collectively, the […]

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Topics: SEC Mary Jo White, Securities and Exchange Commission, CDS, credit default swap, portfolio margining, buy-side, market participant, swaps, Security-Based Swap, ICE Clear Credit, initial margin, Managed Funds Association, American Council of Life Insurers, ACLI, AIMA, Alternative Investment Management Association, derivatives, single-name CDS, CDS index, investment portfolio, central clearing, voluntary clearing, Dodd-Frank Act, risk, broker-dealer, futures commission merchant, FCM, margin, transparency, CFTC, Commodity Futures Trading Commission, Counterparty, credit risk, clearing agency, dealers, volatility, IOSCO, mark-to-market, variation margin, competition, efficiency, capital formation, margin requirements, risk management, Basel Committee on Banking Supervision, SIFMA AMG, Futures Industry Association, FIA, John Ramsay, Division of Trading and Markets,

MFA and AIMA Submit Letter to SEC on Proposed Cross-Border Rules for Security-Based Swaps08.19.13

The Managed Funds Association (MFA) and the Alternative Investment Management Association (AIMA) submitted a letter to the Securities and Exchange […]

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Topics: Securities and Exchange Commission SEC, AIMA, Alternative Investment Management Association, swaps, Cross-Border, security-based swaps, registration, adviser registration, Security-Based Swap Dealer, Major Security-Based Swap Participant, Dodd-Frank Act, market participants, prudential regulators, transaction-level requirements, private fund, Counterparty, U.S. person, international regulatory coordination, harmonization, regulatory regimes, segregation, reporting, clearing, execution, Issuer, investment company, partnership, Corporation, Trust, derivatives markets, Commodity Futures Trading Commission, CFTC, interpretive guidance, extraterritoriality, substituted compliance, duplicative regulation, European Securities and Markets Authority, ESMA, EMIR, de minimis threshold, mandatory clearing, London, derivatives, OTC derivatives, European Commission, central counterparty, trade repositories, European Union, EU, MiFID, MiFIR, MiFID II, Council of the European Union, European Parliament,

MFA and AIMA Submit Letter on Canadian Early Warning Reporting System07.12.13

MFA and AIMA submitted a letter to Canadian regulators in response to proposed amendments to Canada’s Early Warning System and […]

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Topics: Canada AIMA, MFA, Alternative Investment Management Association, Canadian Early Warning Reporting System, EWR, British Columbia Securities Commission, Alberta Securities Commission, Financial and Consumer Affairs Authority of Saskatchewan, Manitoba Securities Commission, Ontario Securities Commission, Autorite des Marches Financiers, New Brunswick Securities Commission, Superintendent of Securities Prince Edward Island, Nova Scotia Securities Commission, Securities Commission of Newfoundland and Labrador, Superintendent of Securities Yukon Territory, Superintendent of Securities Northwest Territories, Superintendent of Securities Nunavut, United Kingdom, transparency, securities law, Andrew Vollmer, Paul Wolfson, Alternative Monthly Reporting, shareholders, total return swaps, contracts for difference, derivatives, OTC derivatives, eligible institutional investor, institutional investors, board of directors, regulatory regime, capital markets, Ronald Gilson, Jeffrey Gordon, Brian Cheffins, Nickolay Gantchev, Chotibhak Jotikasthira, activist hedge fund, Hedge Funds Review, Canadian Coalition for Good Governance, National Bureau of Economic Research, corporate governance, remuneration, return on assets, performance, Kimber Report, investor reporting, reporting, non-objecting beneficial owners, beneficial owners, TSX, TSX Venture Exchange, System for Electronic Document Analysis and Retrieval, SEDAR, System for Insider Data on Insiders, SEDI, Yahoo!Finance, Stockhouse, Seeking Alpha, Reuters, StockCharts, Google Finance, Morningstar, Australia, Securities and Exchange Commission, SEC, disclosure and transparency rules, voting shares, equity securities, Financial Conduct Authority, FCA, London Stock Exchange, Issuer, Counterparty, relevant interests, Australian Securities and Investments Commission, ASIC, qualified investors, banks, broker-dealer, investment company, Bank of Canada, hedge funds, New York Stock Exchange, Australian Stock Exchange, liquidity, TMX Group Limited, Canada Pension Plan Investment Board, Ontario Teachers' Pension Plan, OMERS Administration Corporation, British Columbia Investment Management Corporation, The Caisse de depot et placement du Quebec, Alberta Investment Management Corporation, Ward Phillips & Vineberg LLP, confidentiality, cost-benefit analysis, disclosures, hedging, TELUS Corporation,

MFA Submits Comments to ESMA in Response to AIFMD Reporting Guidelines07.01.13

MFA submitted a comment letter to ESMA in response to ESMA’s consultation paper on AIFMD reporting guidelines. In the letter, […]

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Topics: ESMA European Securities and Markets Authority, AIFMD, consultation paper, EU, Policy Makers, leverage, equities, derivatives, OTC derivatives, U.S. Treasury futures, foreign exchange, currency forwards, hedging, currency hedging, assets under management, AUM, collateral, prime broker, Counterparty, liquidity, Euro, EU Member State, non-EU AIFM, stress test, VaR, Value at Risk, CDS, LCDS, credit default swap, Form PF, hedge fund IT, Member State regulator, audit, Master-Feeder Structure, Look Through, fund of funds, high frequency trading, HFT, MiFID II,

MFA and AIMA Submit Letter to CFTC Staff Seeking Repeal of Interpretation 10-1 for Futures05.07.13

MFA and AIMA submitted a letter to the Division of Clearing and Risk and the Division of Swap Dealer and […]

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Topics: AIMA Alternative Investment Management Association, CFTC, Commodities Futures Trading Commission, Gary Barnett, Ananda Radakrishnan, segregation, futures, options, Division of Clearing and Risk, Division of Swap Dealer and Intermediary Oversight, futures commission merchants, FCM, Division of Trading and Markets, third-party custody arrangement, margin, liquidation, MF Global Inc., Peregrine Financial Group, custodian, bank custodians, Futures Industry Association, FIA, over-the-counter derivatives, OTC derivatives, swaps, dealers, default, Counterparty, Joint Audit Committee, exchanges, ACC, BTEC, CBOT, CME, COMEX, CSC, ELX Futures, KCBOT, MESL, MGE, NQLX, NYCE, NYFE, NYMEX, One Chicago, PBOT, NFA, National Futures Association, bankruptcy, derivatives contracts, SIFMA, Securities Industry and Financial Markets Association, ISDA, International Swaps and Derivatives Association, uncleared swaps, portfolio margining, customer asset, insolvency, fellow customer risk, derivatives clearing organization, DCO, operational risk, Fraud, transparency, Futures Markets,

MFA Submits Comments on Basel-IOSCO Second Consultative Document on Margin Requirements for Uncleared Derivatives03.15.13

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: Basel Committee on Banking Supervision International Organization of Securities Commissions, margin, margin requirements, non-centrally cleared derivatives transactions, Working Group on Margining Requirements, consultation paper, market participants, financial system, bilateral exchange, bilateral exchange of initial margin, bilateral exchange of variation margin, initial margin, variation margin, risk management, customized risk management tools, international harmonization of regulations, derivatives, physically-settling forwards, re-hypothecation, Counterparty, systemically-important non-financial entities, quantitative impact study, collateral, efficiency, master netting agreements, financial instruments, liquidity, counterparty credit risk, regulatory arbitrage, mark-to-market, banks, foreign exchange transactions, U.S. dollar, Euro, emerging market, credit derivatives, haircuts, hedging, Dodd-Frank Act, segregation, receiving party, risk, margining, central clearing, clearing, swap dealer, major swap participants, third-party custody arrangement, MF Global Inc., systemic risk, Risk Profiles, customer replicability, transparency, Broker, assets, commodities, asset class, netting, regulatory regime, diversification, netting agreements,

MFA and AIMA Submit Joint Letter to ESMA Proposing Q&As on EMIR03.12.13

MFA and AIMA jointly submitted a letter to the European Securities and Markets Authority (ESMA) with a list of questions […]

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Topics: ESMA European Securities and Markets Authority, Alternative Investment Management Association, AIMA, EMIR, European Market Infrastructure Regulation, alternative investment funds, risk mitigation, outstanding contracts, European Commission, hedge fund industry, mark-to-model, risk management, third country entities, credit derivatives, interest rate derivatives, reporting obligation, mark-to-market, OTC derivatives, over-the-counter derivatives, OTC derivative contract, Counterparty, portfolio reconciliation, portfolio compression, equivalence, financial counterparty, non-financial counterparty, alternative investment fund managers, AIFMD, Alternative Investment Fund Mangers Directive, board of directors, market participant, partnership, uncleared swaps, segregation, financial stability, European Union, EU, trade repository, central counterparty, CCP, Commodity Futures Trading Commission, CFTC, swap dealer, European Financial Stability Facility, European Financial Stability Mechanism, valuation,

MFA Submits Comments to CFTC on Proposed Clearing Requirement Determination09.06.12

Today, MFA submitted a comment letter to the CFTC in response to its proposed clearing requirement determination rulemaking. In the […]

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Topics: Commodity Futures Trading Commission CFTC, clearing, mandatory clearing requirement, credit default swap, CDS, derivatives clearing organization, DCO, interest rate swap, regulations, liquid and standardized transactions, systemic risk, derivatives clearing, iTraxx Europe, market participants, notional exposure, liquidity, pricing data, rule framework, buy-side market participants, customer clearing, Category 1 Entities, Category 2 Entities, implementation period, Counterparty, final clearing requirement determination, client clearing, swaps, class of swaps, Restructuring Credit Event, Securities and Exchange Commission, SEC, CDS transaction, ICE Clear Credit LLC, portfolio margining, margining, margin, broad-based index credit default swaps,

MFA Comment Letters

Topic: Counterparty