MFA Comment Letters

Topic: Dodd-Frank Wall Street Reform and Consumer Protection Act

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,

MFA Submits Comments to SEC Supporting ICE Clear Credit’s Portfolio Margining Petition06.13.12


MFA submitted a comment letter to the SEC in support of ICE Clear Credit LLC’s portfolio margining petition.  In the […]

MFA Submits White Paper to European Commission on Shadow Banking06.01.12


On June 1, MFA submitted a white paper on hedge funds and shadow banking in response to the European Commission’s […]

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Topics: "too big to fail ABCP conduits, absolute risk, AIFMD, Alternative Investment Fund Managers Directive, asset classes, asset-backed commercial paper conduits, asset-backed securities, assets under management, AUM, Background Note, Background Note "Shadow Banking: Scoping the Issues", bank-like activities, bank-like regulation, bankruptcy, banks, Board of Governors of the Federal Reserve System, broker-dealer, Brookings Institution, Bureau of Economic Analysis, central clearing, CFTC, chief compliance officer, collateral, Columbia University, commodity futures contracts, Commodity Futures Trading Commission, commodity pool, commodity trading advisor, convertible arbitrage, corporate bonds, corporate fixed income instrument, counter-cyclical, counterparties, credit arbitrage strategies, credit cards, credit hedge funds, credit intermediation, creditor, CTA, demand deposit accounts, Department of the Treasury, deposit-like characteristics, derivative transactions, derivatives, derivatives market, direct lending, direct loan market, discount windows, distressed restructuring strategies, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, Doug Elliott, EMIR, equity investors, EU, EU Member State, European Commission, European Market Infrastructure Regulation, European Union, financial industries, financial institutions, financial market, Financial Services Authority, Financial Stability Board, Financial Stability Oversight Council, fixed income - asset backed, fixed income - convertible arbitrage, fixed income - corporate, fixed income instruments, Form ADV, Form PF, FSA, FSB, FSOC, fundamental credit analysis, G20, gates, government bonds, government insurance, Green Paper "Shadow Banking", hedge fund counterparties, hedge fund industry, hedge fund managers, Hedge Fund Research, hidden leverage, House Financial Services Subcommittee on Financial Institutions and Consumer Credit, ICI, initial margin, insider trading, instant liquidity funds, institutional investment manager, investment advisers, Investment Company Institute, investment strategies, investor, leverage, leverage ratio, leveraged loan markets, liquidity, liquidity protections, liquidity transformation, loans, lock-up periods, Long Term Capital Management, Lord Adair Turner, major swap participants, margin, market based regulations, Markets in Financial Instruments Directive, Master Limited Partnership, maturity tra, maturity transformation, MiFID, money market funds, mutual funds, mutual funds management, non-bank financial insitutions, nonbank credit intermediation, Office of Financial Research, OFR, originator, OTC derivatives, over-the-counter derivatives, PIPE, pricing discrepancy, private equity, private investment in public equity, private issue/Regulation D strategies, property-casualty insurance, prudential regulation, public company equity securities, quantitative strategies, RAUM, real estate, receivables, redemption terms, Regulation D, regulatory arbitrage, regulatory assets under management, regulatory framework, relative value, relative value - multi-strategies, risk analysis, risk management, SEC, secured borrowings, secured financing, Securities and Exchange Commission, segregation, shadow banking, shadow banking system, side pockets, SIFI, SIV, small and medium-sized enterprises, SME, sophisticated investors, state securities regulators, structured investment vehicles, swap dealers, swaps, systemic risk, systemically important financial institution, tangible financial commitments, taxpayer, the Fed, total return swaps, transparency, U.S. Securities Laws, uncollateralized loans, United Kingdom, variation margin, venture capital funds, Volcker Rule,

MFA Submits Comments to the Monetary Authority of Singapore on Proposed Regulations on OTC Derivatives03.26.12


MFA submitted a comment letter to the Monetary Authority of Singapore (MAS) in response to its Consultation Paper on Proposed […]

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Topics: aggregate counterparty credit risk average notional value, backloading, barriers to entry, bilateral market, buy-side clearing, CCP, central clearing, central counterparty, CFTC, clearing, clearing arrangements, clearing facilities, clearing house, clearing threshold, client access to clearing, commercial banks, Commodity Futures Trading Commission, confidentiality, Consultation Paper on Proposed Regulation of OTC Derivatives, counterparty identification, counterparty risk, customized and proprietary investment strategies, dealers, derivatives transactions, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, duplicative regulation, efficient capital flows, ESMA, EU, European Commission, European Union, financial entities, Financial Stability Board, foreign regulator, Form PF, fragmentation of liquidity, FSB, G20, G20 commitments, Gary Gensler, Honk Kong Monetary Authority, intellectual property, international harmonization of regulations, International Organization of Securities Commissions, IOSCO, legal entity identifiers, liquid and standardized transactions, liquidation horizons, mandary clearing, margin determinations, margin methodologies, margin requirements, market participants, Mary Schapiro, MAS, Monetary Authority of Singapore, money changers, netting, non-centrally cleared derivatives transactions, non-dealer client representation, non-financial entities, OTC derivatives, OTC derivatives market, over-the-counter derivatives, real-time processing, recognized clearing houses, registered insurers, regulatory regime, risk committees, risk management, Securities and Exchange Commission, Securities and Futures Commission, settlement risk, Singapore, straight-through processing, swaps, systemic risk, trade repositories, trading costs, trading mandate, transaction data, U.S. Federal Reserve Bank of New York, U.S. Senate Committee on Agriculture Nutrition and Forestry,
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