MFA Comment Letters

Topic: dealer-to-dealer clearing

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,

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: 14d order 17f6 order, alternative margin segregation schemes, asset manager accounts, asset managers, back loading facility, back-office processing, Bankruptcy Code, Basel I capital requirements, big bang approach, bilateral swaps, block trade. swap initial margin, block trading, Bloomberg, broad industry clearing, broad-based index credit default swaps, Business Conduct Standards, buy-side access, buy-side participants, capital requirements, CCP implementation period, CCP risk management, CCPs, CDS, CDS books, central clearing, CFTC rules, clearable contracts, cleared OTC derivatives, cleared settlement, cleared swaps, clearing, clearing agreement, clearing members, clearinghouses, ClearPort, CME, CME rules, CMs, collateral, commission fee, commodity contracts, complex instruments, compression, counterparty risk, credit, current clearable swaps, customer clearing services, customer funds, DCO governance, DCO registration, dealer-to-dealer clearing, default waterfall, derivatives clearing organizations, direct clearing participants, Dodd-Frank clearing requirements, DTCC data, efficiency, electronic data, eligible contract participant, end to end production testing, end-to-end systems flow, end-user exemptions, end-users, English law CSAs, exchange trading, execution agreement, fallback processing, FCMs, FIA, financial disclosure requirements, FINRA exemptions, front-office processing, future clearable swaps, futures, give up process, give-up agreements, global financial system, hedge funds, ICELink, IIGC, indirect clearing participants, individual risk concentrations, industry-level metrics, interdealer reporting, interest rate markets, interest rate swaps, investor, ISDA Governance Committee, liquid contracts, liquid swap transactions, liquidity, long-only accounts, mandatory clearing date, margin methodology, margin regime, margin requirements, margin segregation, MarkitWire, middle-office processing, migration, milestones, mixed swap, MSP recordkeeping requirements, MSPs, net client omnibus margin account, New York Fed, non-US bankruptcy, non-US bankruptcy laws, non-US CM's default, onboarding, onboarding work streams, open interest caps, OTC derivatives, OTC derivatives market, OTC derivatives reform, Phase 1 mandatory cleared products, phase-in approach, phase-in period, position limits, post-default portability, post-trade reporting, pre-default portability, pre-trade reporting, price challenge protocol, price transparency, public reporting, real-time reporting, reform, Regulators, risk compression, risk waterfall process, roll-out schedule, scale readiness, SD recordkeeping requirements, SEC exemptions, SEC rules, Securities and Exchange Commission, SEF trading, segregation framework, sell-side firms, simpler instruments, single-name CDS, standardized documentation, standardizing contracts, streamlined netting process, swap dealer, systemic counterparty risk, systemic risk, TBF, tear-ups, title transfer regime, trade compression, trade rejection rights, trade repositories, trade repository data, trade transparency, trading annex, transparency, uncleared settlement, US bank CM, US banking regulators, US bankruptcy, vendor, volume targets, voluntary back loading, voluntary period, voluntary targets, waterfalls,
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