MFA Comment Letters

Topic: dispute resolution procedures

MFA Letter to ESAs on EMIR Risk Mitigation Regulatory Technical Standards07.14.14


MFA submitted a comment letter to the European Supervisory Authorities (ESAs) on their joint consultation paper on “Draft regulatory technical […]

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Topics: AIMA alternative investment funds, Alternative Investment Management Association, base currency, Basel Committee for Banking Supervision, Canada, Cayman Islands, clearing threshold, collateral, collateral currency, concentration limits, consultation paper, Council of the European Union, counterparties, counterparty credit risk, dispute resolution procedures, documentation, duplicative regulation, efficiency, EMIR, equivalence, ESMA, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Market Infrastructure Regulation, European Parliament, European Securities and Markets Authority, European Supervisory Authorities, financial counterparties, France, G7, Germany, haircuts, harmonization, in-scope entity, Individual Segregation, initial margin, International Organization of Securities Commissions, International Swaps and Derivatives Association, IOSCO, ISDA, Italy, Japan, legal opinion, liquidation, liquidity, mandatory margin requirements, margin, market participants, minimum notional threshold, netting, non-financial counterparty, OTC derivatives market, proportionality principle, regulatory arbitrage, regulatory requirements, regulatory technical standards, securities, segregation, settlement currency, settlement period, substituted compliance, systemic risk, third country, third party custodian, trade repositories, trading costs, transparency, uncleared derivative, United Kingdom, United States, US Treasuries, variation margin, verification requirement,

MFA Submits Comments to European Supervisory Authorities in Response to Joint Discussion Paper on Risk Mitigation Techniques04.02.12


MFA submitted a comment letter to the European Supervisory Authorities in response to their Discussion Paper on Draft Regulatory Technical […]

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Topics: assurance undertakings asymmetry, bankruptcy-remote, Basel Committee on Banking Supervision, Basel II, Basel III, Basel rules, best practices, bilateral arrangements, bilateral exchange, bilateral initial margin arrangements, buy-side firms, capital, CDS, central clearing, CFTC, collateralization, Commodity Futures Trading Commission, competitive advantages, counterparty credit risk, covered swap entities, credit default swap, credit exposure, credit institutions, creditworthiness, current market practice, daily valuation of collateral, de minimi exception, deep and liquid markets, derivatives markets, discriminatory distortions, dispute resolution procedures, due diligence, eligible collateral, EMIR, ESA, ESMA, EU, Eurodollar futures, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Securities and Markets Authority, European Supervisory Authorities, European Union, exposures, haircuts, hedging, highly correlated assets, incremental compliance costs, independent third party custodian, initial margin, insolvency estate, institutions for occupational retirement provision, insurance undertakings, interest rate swap, internal model method, internal models, international harmonization of regulations, intraday change, investment firms, Joint Committee of the European Supervisory Authorities, legally required transparency, liquidity, major swap participants, margin, margin calculations, mark-to-market, market transparency, net margin, netting, NFCs+, non financial counterparties above the clearing threshold, non-cleared derivative contracts, non-cleared derivatives, non-cleared OTC derivatives, non-financial assets, non-prudentially regulated financial counterparties, NPRFC, OTC derivatives, over-collateralization, over-the-counter derivatives, party-specific variables, perceived systemic relevance, physically-settling forwards, posting party, PRFC, prudential regulators, prudentially regulated financial counterparties, receiving party, regulatory arbitrage, reinsurance undertakings, repurchase agreements, revaluation, risk mitigation techniques, risk-based margin requirements, security lending agreements, segregated account, segregation, segregation of counterparty assets, segregation regime, standardized method, substantial counterparty exposure, substantial position in swaps, systemic importance, tri-party custodial arrangements, uncollateralized, uniformity of application, variation margin,

Supervisory Commitment Letter on OTC Derivatives Initiatives03.31.11


The MFA, along with several other major financial institutions, submitted this letter to William C. Dudley of the Federal Reserve […]

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Topics: 2011 EDDs ACP, affirmation, aggregate compression yields, Alliance Bernstein, Allocations, amortizing swaps, Anglo Irish Bank Corporation Limited, Asset Management Group of the Securities Industry and Financial Markets Association, automated processing, automatic compression, Autorite de Control Prudential, Bank of America-Merrill Lynch, Bank of England, Barclays Capital, baseline metrics, bilateral risk management, Blackrock Inc, Blue Mountain Capital Management LLC, BNP Paribas, buy-side institutions, caps, Cash Flow Matching for Equity Derivative Transactions, CCP, CDD, CDS, CDS central counterparties, CDX Untranched Swaption transactions, central clearing, CFTC, CIG, Citadel LLC, Citi, clearing agreement, client collateral, client data confidentiality, client onboarding, CLS, CLS Aggregation Service, CMD, collateral disputes, column-wise functional area, Committee on Payment and Settlement Systems, Commodities Major Dealers, Commodities Steering Committee, commodity derivatives, Commodity Futures Trading Commission, Complex Exotic Instruments, compression MIS, compression requirements, Connecticut Banking Department, Continuous Linked Settlement system, copper records, Core FX, Core FX settlement processing, COSC, cost-recovery, CPSS-IOSCO, credit, credit default swap, Credit Derivative Tranche Transactions, Credit Derivatives 2010 Documentation Update Working Group, Credit Implementation Group, Credit Suisse, Cross-Currency Guide, cross-currency swaps, currently eligible transactions, CZK, D.E. Shaw & Co L.P., data reporting, DC, dealer to dealer clearing, derivatives, Deutche Bank AG, direct buy-side clearing models, dispute reporting, Dispute Resolution, dispute resolution procedures, disputed margin calls, DTCC, DW Investment Management LP, DWG, EDC, EDRR, EFET, electronic messaging, electronically eligible conformations, EMEA EM Interdealer Options, EMIR legislation, end user clearing, enhanced clearing penetration, enhanced financial safeguards, equity, equity derivative, Equity Derivative Reporting Repository, Equity Derivatives Definitions, Equity Determinations Committee, Equity Steering Committee, ESC, European Central Bank, European Commission, European Interdealer Fair Value Swap, European Interdealer Index Swap, European MBS, European Securities Markets Authority, European swaptions, extending operating hours, Federal Deposit Insurance Corporation, Federal Reserve Bank of New York, Federal Reserve Bank of Richmond, Federal Reserve System, Financial Markets lawyers Group, Financial Stability Board, Fixed Recovery Swaps, flexibility, floors, flow/activity data, FMLG, foreign exchange derivatives, Foreign Exchange/Currency Derivatives Major Dealers, FpML Standards Committee, FRAs, functionality, FX derivatives, FX Novation Protocol, FX Volatility Swap, FXMD, G-14, G20, German Federal Financial Supervisory Authority, Global Compression, global derivatives, Goldman, Goldman Sachs Asset Management L.P., granularity, HSBC Group, HUF, ICE Clear Europe, ICE Trust, IETA, IGC Data Working Group, indirect buy-side clearing models, inflation swaps, infrastructure providers, inter alia, Interest Rate Derivative, interest rate derivatives, Interest Rate Derivatives Trade Reporting Repository, interest rates, international data standards, International Organization of Securities Commissions, international regulatory coordination, International Swaps and Derivatives Association Inc, Interoperability, IOSCO, IRRR, ISDA, ISDA 2011 convention on Portfolio Reconciliation and the Investigation of Disputed Margin Calls, ISDA 2011 Formal Market Polling Procedure, ISDA Credit Derivatives Determinations Committees, ISDA Credit Derivatives Physical Settlement Matrix, ISDA Minimum Market Standards for Portfolio Reconciliation, iTraxx Europe Untranched Swaption transactions, J.P. Morgan, Japan Financial Services Agency, LCH.Swapclear, LEAP, legal entity identifiers, LEI, lifecycle events, liquidity, LMBA, Managed Funds Association, margin requirement, market participants, market regulation, market structure, MarkitSERV, MarkitWire, Master Confirmation Agreements, matching and confirmation, Matrix Working Group, MCA, middleware platforms, Morgan Stanley, NDFs, NDOs, New "Gold" Products, New York State Banking Department, novation consent, Novation Consent Platform, ODRF, ODSG, Office of the Comptroller of the Currency, offsetting CDS hedge, operation efficiency targets, operational performance targets, OTC, OTC Derivatives Regulatory Forum, OTC derivatives risk management, OTC Derivatives Supervisors Group, Over-the-Counter, Pacific Investment Management Company LLC, Phase II Repository Reporting Expectations, platform convergence, portfolio compression, portfolio reconciliation, product pipeline, prudential regulator, quantitative stock, Rates TRR aggregate reporting, recovery lock transactions, regular compression cycles, reporting, Request for Proposal, residual risk position, Restructuring Credit Event, RFP, risk issues, Sachs & Co, SEC, Securities and Exchange Commission, SGD, signatories, Simple Exotic Options, Simple instruments, single currency basis swaps, Small Bang Protocol, Societe Generale, sovereigns, standardization, standardization benchmarking, standardization matrix, standardization narrative, standardized representation, statutory clearing requirements, steady state, submission targets, Sukuk Corporate, Swaptions on Indices, Swiss Financial Market Supervisory Authority, tear-up algorithms, The Royal Bank of Scotland Group, tradable instruments, Trade Affirmation, trade date repositories, Trade Date submission, Trade Information Warehouse, trade lifecycle event processing, trade pairing process, trade repositories, trade repository infrastructure, transaction level data submissions, Transaction Supplement, transparency, trickle down effect, UBS AG, uncleared transactions, uncollateralized payable, unique product identifiers, United Kingdom Financial Services Authority, Vanilla Options, Warehouse Trust, Wellington Management Company LLP, Wells Fargo Bank N.A., zero coupon swaps,

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

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Topics: 2009 ISDA Credit Derivatives Determinations Committees Allocation Industry Working Group, asset class, Auction Settlement and Restructuring CDS Protocol, bilateral collateralization arrangements, bilateral derivatives transactions, buy-side firms, buy-side institution, caps, cash flow matching, CCP, CDS, CDS clearing, central clearing, central counterparties, central settlement, clearing house, collateralized portfolios, commodities, Confirmable LIfecycle Events, confirmation backlog reduction, credit default swap, credit derivatives, cross-currency swaps, DC, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, default management, Depository Trust & Clearing Corporation, Dispute Resolution Procedure, dispute resolution procedures, DRP, DTCC, electronic allocation delivery functionality, electronic confirmation targest, Electronically Eligible Products, electronification, eligible trades, EMEA EM Options Annex, Equity Derivatives Markets, Europe, European Interdealer Fair Value Swap Annex, European Interdealer Index Swap Annex, European swaptions, Feasibility Study for Extending Collateralized Portfolio Reconciliations, floors, foreign exchange, forward rate agreements, G-14, G-20, global data repositories, global Interest Rate Reporting Repository, Implemenation Plan for Wider Market Roll-out, inflation swaps, initial margin, inter-dealer service, interest rate derivatives, International Swaps and Derivatives Association, Interoperability, IRRR, ISDA Credit Derivatives Determinations Committees, ISDA Governance framework, legal standardization, margin calls, Market Review of Collateralization, Master Confirmation Agreement, matching, MCA, mitigating operational risk, Modified Regstructuring Credit Event, netting, novation consent process, OIS, operational efficiency, OTC bilateral collateral processes, OTC derivatives, over-the-counter derivatives, Overnight Index Swaps, portability, processing standardization, product standardization, Raodmap for Collateral Management, rates allocation commitment, risk management, Roadmap for Collateral Management, segregation, settlement automation, single currency basis swaps, single name clearing, Small Bang, submission timeliness, Thomson Restructuring, trade date matching, transparency, Warehouse Trust, zero coupon swaps,
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