MFA Comment Letters

Topic: funding costs

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

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