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MFA Comment Letters

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Topic: equity swaps

MFA Comments on Net Stable Funding Ratio Consultative Document09.21.14


MFA submitted a comment letter to the Basel Committee on Banking Supervision on its proposed Net Stable Funding Ratio (“Revised NSFR”) […]

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Topics: Basel Committee for Banking Supervision Bank for International Settlements, BCBS Working Group, Net Stable Funding Ratio, NSFR, securities lending, repo transaction, broker-dealer, transaction settlement, capital formation, equity swaps, required stable funding, RSF, repo markets,

Comment Letter on Proposed Rules for Margin Requirements for Uncleared Swaps and Capital Requirements for Swap Dealers and Major Swap Participants07.11.11


MFA submitted a comment letter to the CFTC in response to both their notice of proposed rulemaking on Capital Requirements […]

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Topics: Commodity Futures Trading Commission CFTC, "Proposed Capital Rules, " "Proposed Margin Rules, margin, liquidity, swap markets, prudential regulator, CSE, buy-side firms, central clearing, uncleared swaps, customized transactions, unsecured counterparty credit risk, transparency, margin practices, two-way exchange of variation margin, netting, safeguards. designated clearing organization, DCO, Timothy Geithner, Gary Gensler, counterparties, trading costs, adverse pricing, funding costs, variation margin, collateral management practices, financial entities, non-cash collateral, Office of the Currency, Office of the Treasury, Board of Governors of the Federal Reserve System, Federal Deposit Insurance Corporation, Farm Credit Administration, Federal Housing Finance Agency, systemic risk, shielding assets, pension plans, university endowments, bilateral variation margin exchange, unsecured obligations, one-sided variation margin arrangements, SEC, "too big to fail, " uncollateralized swap positions, margin exchange, swap portfolio, counterparty credit quality, Hon. Ben S. Bernanke, risk management, asset classes, interest rate swaps, commodity swaps, equity swaps, referenced bond, Eurodollar futures, physically-settling forwards, repurchase agreements, security lending agreements, liened account assets, initial margin model, portfolio offsets, Alternative Method, net counterparty exposure, out-of-the-money swap, in-the-money swap, initial and variation margin transfers, futures commission merchant, asset class, multi-lateral agreements, cross-product netting agreements, non-cleared commodity options, liquidation value, paired products, trading contracts, capital planning, multiplier of 2.0, multiplier of 4.4, reference cleared swap, grid-based method, proprietary models, ten-day liquidation time horizon, five-day time horizon, segregation of customer assets, custodian, Capital Rules, capital requirements, Mr. Eric Chern, Chicago Trading Company, Joint Commission-SEC Staff Roundtable on Proposed Dealer and major Participant Definitions Under the Dodd-Frank Act, tailored products, Reporting of Capital Requirements, collateral delivery, counterparty exposure, Capital Relief for Cleared Swaps,

Comment Letters to Prudential Regulators on their Proposed Rules for Margin and Capital Requirements for Covered Swap Entities07.11.11


MFA submitted a comment letter to the Prudential Regulators in response to their notice of proposed rulemaking on Margin and […]

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Topics: Notice of Proposed Rulemaking on Margin and Capital Requirements for Covered Swap Entities Treasury, swap markets, central clearing, risk-based margin requirements, minimize risk, liquidity, swap dealers, SDs, major swap participants, covered swap participants, CSEs, uncleared swaps, delivery of margin, counterparties, operational costs, adverse pricing, robust netting arrangements, funding costs, customized transactions, Securities and Exchange Commission, SEC, Commodity Futures Trading Commission, unsecured counterparty credit risk, consistency, transparency, variation margin, Timothy Geithner, mandatory clearing requirements, central clearinghouse, clearing eligible, non-cash collateral, Gary Gensler, asset class, financial entity counterparties, bilateral exchange of variation margin, pension plans, university endowments, counterparty risk, systemic risk, "too big to fail, uncollaterized swap positions, indirect transmission, House Committee on Financial Services, Ben S. Bernanke, swap portfolio, risk management, cleared swap transactions, risk reduction tool, interest rate swaps, commodity swaps, FCM, credit default swap, referenced bond, interest rate swap, Eurodollar futures, security-based swaps, physically-settling forwards, repurchase agreements, security lending agreements, over-collateralization, futures commission merchant, liquidation value, cross-product netting agreements, multi-lateral netting agreements, non-cleared commodity options, paired products, trading contracts, proprietary models, equity swaps, call option, total return swap, illiquid security, ten-day liquidation time horizon, five-day time horizon, valuation formulas, swap documents, Capital Relief for Cleared Swaps, DCO, capital charge, derivatives clearing organizations, Office of the Comptroller of the Currency, Federal Housing Finance Agency, Board of Governors of the Federal Reserve System, Farm Credit Administration, Federal Deposit Insurance Corporation, FDIC, CFTC,

MFA Letter to FASB Requesting a Rule Adoption to Exempt Hedge Funds and Certain Private Investment Funds from FASB Interpretation No. 4808.20.08


MFA sent a comment letter to the Financial Accounting Standards Board (FASB), requesting that FASB adopt a rule exempting hedge […]

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Topics: Managed Funds Association Financial Accounting Standards Board, FASB, generally accepted accounting principles, GAAP, International Accounting Standards Board, IASB, Securities and Exchange Commission, SEC, tax-exempt entities, net asset value, NAV, due diligence, Internal Revenue Service, pro-rata share, regulated futures contracts, credit derivatives, equity swaps, principal contracts, wash sales, straddles, interest, carrying cost, Private Company Financial Reporting Committee, PCFRC, compliance, IRS,

MFA Joint Letter to New York Federal Reserve President Geithner on New Commitments to Improve Operational Efficiency Across Financial Markets07.31.08


MFA announced that it is joining the 17 major derivatives dealers as a signatory to a letter to global regulators […]

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Topics: Credit and Equity Derivative market participant practices Operations Management Group, scalability, International Swaps and Derivatives Association, Asset Management Group of the Securities Industry and Financial Markets Association, SIFMA, buy-side participants, Credit Steering Committee, CSC, Electronic Novation Consent Processing, novation requests, trade compression, index product compression, single name compression, central clearing, clearing platform, collateral, Dispute Resolution, operational requirements, Bank for International Settlements Committee on Payments, IOSCO, central counterparties, auction hardwiring, buy-side implementation, ISDA, equity derivatives, electronic matching, buy-side institution, variance swap, ISDA Master Confirmation agreement, aged Outstanding Confirmations, equity swaps, derivative confirmation, trade volume, ISDA Best Practice Guidance fro Collateralized Portfolio Reconciliation Between Derivative Market Professionals, Best Practice Guidance, OTC derivative, over-the-counter derivatives, margin dispute resolution,
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