MFA Comment Letters

Topic: CPSS-IOSCO standards

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,

Comment Letter to the CFTC on its Proposed Rules on Risk Management Requirements for Derivatives Clearing Organizations03.21.11


MFA submitted a comment letter to the CFTC on its proposed rules on Risk Management Requirements for Derivatives Clearing Organizations. […]

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Topics: $50 million upper limit antitrust considerations, Bank of America-Merrill Lynch, bilateral trades, capital requirements, CFTC, Chicago Board of Trade, cleared trade volumes, clearing member, clearinghouses, Columbia University, committee on payment and settlement systems and technical committee of the International Organization of Securities Commissions, Commodity Futures Trading Commission, competition, connectivity, counterparty credit assessment practices, CPSS-IOSCO standards, credit risk, creditworthiness, cross product margin, customer initial margin, DCM, DCO, DCO concentration risk, DCO margin methodologies, default management framework, derivatives clearing organizations, Designated Contract Market, differentiated margining, direct clearing members, direct clearing members' initial margin, diversity of market participants, effective date, electronic execution, eligibility standards, excess margin, executing counterparty, fair and open access, federal register, Federal Reserve Bank of New York, five-day liquidation horizon, futures, global banking crisis, greater market concentration, guaranty fund scaling methodologies, hedge fund industry, highly liquid instruments, initial margin, initial margin requirements, investment banks, ISDA, leverage ratio, mandatory central clearing, margin, margin calculation utility, margin calls, margin methodology, margin requirements, mark-to-market variations, market liquidity, market volatility, minimum capital requirements, net capital obligation, non-hedge positions, obligations, on-the-run 10 year interest rate swaps, participant eligibility, phase-in period, portfolio margining, product eligibility, product portfolio, risk exposure, risk management, Risk Management Requirements, risk-based methodologies, scaling requirements, SEC, Securities and Exchange Commission, SEF, standard two-way protocols, stress and default scenarios, Swap Execution Facility, swap portfolio, swap portfolio size, swaps, systemic risk mitigation, The Turner Review, threshold guaranty fund contribution, tiers, transaction volume, volatility,
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