major swap participants Archives - Managed Funds Association

MFA Submits Comments to FinCEN on Customer Due Diligence Proposals10.02.14

MFA submitted a letter to the Financial Crimes Enforcement Network (FinCEN) in response to its customer due diligence proposals for […]

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Topics: Financial Crimes Enfor Advanced Notice of Proposed Rulemaking, due diligence, RIN 1506-AB25, FINCEN-2014-0001, FinCEN, pooled investment vehicles, beneficial ownership requirement, registered investment companies, investment advisor, registered entities, commodity pool operators, commodity trading advisors, CTA, retail foreign exchange (FX), swap dealers, major swap participants, CFTC, Form ADV, Form PF, KYC,

MFA Submits Comments to the FSB/IOSCO on Assessment Methodologies for Non-Bank Non-Insurer Global SIFIs04.07.14

MFA submitted a comment letter to the Financial Stability Board and the International Organization of Securities Commissions in response to […]

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Topics: FSB Financial Stability Board, International Organization of Securities Commissions, IOSCO, consultation paper, non-bank non-insurer globally systemically important financial institutions, systemic risk, financial institutions, asset manager, gross notional exposure, GNE, assets under management, AUM, market risk, counterparty exposure, asset class, tenor, netting, margining, clearing, hedge fund industry, hedge funds, mutual funds, financial markets, investment strategies, liquidity, Broker, European Commission, FSOC, Financial Stability Oversight Council, collateral, risk analysis, Redemptions, leverage, market participant, systemically important financial institution, SIFI, interconnectedness, leverage ratio, interest rate swap, single-name CDS, delta, SEC, CFTC, Securities and Exchange Commission, Commodity Futures Trading Commission, Form PF, Form PQR, options, clearinghouse, major swap participants, central counterparty, CCP, Basel-IOSCO Working Group on Margin Requirements, non-centrally cleared derivatives transactions, portfolio liquidity, investor liquidity, trade volume, initial margin, short selling, re-hypothecation, high frequency trading, cross-jurisdictional activities, prime broker, counterparty risk, diversification,

MFA Submits Comments on CFTC Concept Release on Risk Controls and System Safeguards for Automated Trading Environments12.11.13

MFA submitted comments to the CFTC regarding a concept release on risk controls and system safeguards for automated trading environments. […]

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Topics: CFTC Commodity Futures Trading Commission, high frequency trading, automated trading, derivatives market, derivatives, automated trading system, trading software, HFT, transaction delivery, market disruptions, operational risk, infrastructure risk, security risk, clearing member, market participant, futures commission merchant, FCM, swap dealer, major swap participants, derivatives clearing organization, DCO, hedgers, hedging, liquidity, execution, market efficiencies, transaction costs, technology, designated contract markets, DCM, swap data repositories, swap execution facilities, SEF, trading platforms, commodity trading advisor, CTA, commodity pool operator, CPO, Securities and Exchange Committee, SEC, risk controls, limit up-limit down measure, self-regulatory organization, SRO, circuit breaker, CME Group, self-regulatory responsibilities, execution rate throttle, volatility, volatility awareness alert, Joint Advisory Committee on Emerging Regulatory Issues, contract market, self-match prevention, Broker, price collar, market volatility, futures market, Melissa Jurgens, NYSE Euronext, flash crash, direct market access order, Presidential Task Force on Market Mechanisms, price limits, Trading Pause, credit risk limits, FINRA, Financial Industry Regulatory Authority, kill-switch, trading platform, National Futures Association, NFA, proprietary information, FSOC, Financial Stability Oversight Council,

MFA-SIFMA AMG Submit Request Letter to CFTC for Interpretive Guidance and Relief on Rule 1.35(a)12.10.13

MFA and the Asset Management Group of SIFMA (SIFMA AMG) submitted comments to the Commodity Futures Trading Commission (CFTC) requesting […]

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Topics: SIFMA AMG Commodity Futures Trading Commission, CFTC, interpretive guidance, interpretive relief, Securities Industry and Financial Markets Association, asset manager, SEC, Securities and Exchange Commission, commodity trading advisor, CTA, commodity pool operator, CPO, investment adviser, adviser registration, recordkeeping, cost-benefit analysis, futures commission merchant, FCM, Dealer, introducing broker, designated contract markets, DCM, swap dealer, major swap participants, market participant, trading privileges, Gary Gensler, Dodd-Frank Act, exemptive relief, market intermediaries, liquidity, market maker, exchange, swaps, commodity interests, organized exchange, Security-Based Swap Dealer, Major Security-Based Swap Participant, eligible contract participant, over-the-counter derviatives, uncleared swaps, National Futures Association, NFA, execution, buy-side, United States Congress,

MFA Submits Comments on Basel-IOSCO Second Consultative Document on Margin Requirements for Uncleared Derivatives03.15.13

MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

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Topics: Basel Committee on Banking Supervision International Organization of Securities Commissions, margin, margin requirements, non-centrally cleared derivatives transactions, Working Group on Margining Requirements, consultation paper, market participants, financial system, bilateral exchange, bilateral exchange of initial margin, bilateral exchange of variation margin, initial margin, variation margin, risk management, customized risk management tools, international harmonization of regulations, derivatives, physically-settling forwards, re-hypothecation, Counterparty, systemically-important non-financial entities, quantitative impact study, collateral, efficiency, master netting agreements, financial instruments, liquidity, counterparty credit risk, regulatory arbitrage, mark-to-market, banks, foreign exchange transactions, U.S. dollar, Euro, emerging market, credit derivatives, haircuts, hedging, Dodd-Frank Act, segregation, receiving party, risk, margining, central clearing, clearing, swap dealer, major swap participants, third-party custody arrangement, MF Global Inc., systemic risk, Risk Profiles, customer replicability, transparency, Broker, assets, commodities, asset class, netting, regulatory regime, diversification, netting agreements,

Buy-Side Associations Submit Requests to CFTC on Foreign Exchange Swaps and Forwards09.28.12

MFA jointly with several other buy-side trade associations (the “Associations”), sent CFTC Chairman Gensler a letter requesting that the CFTC […]

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Topics: Gary Gensler FX forwards, FX swaps, swaps, Commodity Futures Trading Commission, CFTC, SIFMA's Asset Management Group, Investment Company Institute, ICI, Managed Funds Association, MFA, Investment Adviser Association, IAA, Department of the Treasury, compliance date, endowments, Pension Funds, institutional investors, ERISA, asset managers, foreign exchange, Dodd-Frank Act, commodity trading advisor, CTA, commodity pool operator, CPO, major swap participants, MSPs, registered investment companies, registration, market participants, portfolio risk, currency risk, Securities and Exchange Commission, SEC, Barney Frank, House Committee on Financial Services,

Buy-Side Associations Submit Requests to Treasury on Foreign Exchange Swaps and Forwards09.28.12

MFA jointly with several other buy-side trade associations (the “Associations”), sent Treasury Secretary Geithner a letter requesting that he make […]

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Topics: Timothy Geithner forwards, swaps, FX forwards, FX swaps, Department of the Treasury, SIFMA's Asset Management Group, Investment Company Institute, ICI, Managed Funds Association, MFA, Investment Adviser Association, IAA, foreign exchange, derivatives, commodity trading advisor, CTA, commodity pool, commodity pool operator, CPO, major swap participants, MSPs, registered investment companies, private funds, endowments, pension fund, ERISA, institutional investors, asset managers, Dodd-Frank Act, product definition rules, Commodity Futures Trading Commission, CFTC, Securities and Exchange Commission, SEC, compliance, asset management firms, registration, investment advisers, National Futures Association, NFA, swap positions, Associated Persons, principal, regulatory costs, United States Congress, safe harbor, market participants, Unwind, FX Products, hedge, currency risk, liquidity, Security-Based Swap Dealer, Major Security-Based Swap Participant, eligible contract participant, ECP, Barney Frank, House Committee on Financial Services,

MFA Submits Comment Letter in Response to Basel-IOSCO’s Consultative Document on Margin Requirements for Non-Cleared Derivatives09.28.12

MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

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Topics: Basel Committee on Banking Supervision International Organization of Securities Commissions, IOSCO, margin, margin requirements, non-centrally cleared derivatives transactions, Working Group on Margining Requirements, derivatives, derivatives markets, margining, clearing, market participants, central clearing, risk management, initial margin, variation margin, best practices, liquidity, mandatory clearing, bilateral exchange, buy-side firms, segregated account, custodian accounts, hedge, hedge funds, netting, eligible collateral, portfolio margining, over-collateralization, mutually offsetting transactions, margin threshold, harmonization, uniformity, non-compliance, regulatory arbitrage, market advantage, phase-in period, implementation timeline, non-cleared derivatives, regulatory authorities, foreign exchange, swaps, forwards, risk profile, market infrastructures, liquidity characteristics, currency, Denominated in G7 Currencies, G7, cleared derivatives, systemic risk, systemic importance, systemically important, systemically important non-financial firm, liquidity costs, unlevel playing field, transparency, SIFI, systemic risk level, credit, unsecured credit extension, minimum transfer amount, MTA, prudentially regulated financial counterparties, two-way margining, standard practice, credit risk, clearing house, bilateral exchange of variation margin, market liquidity, credit default swap, CDS, novation, remaining party, party stepping out, party stepping in, novating parties, market value, Regulators, novation arrangements, liquidity mechanism, asset classes, liquidation, Dodd-Frank Act, European Union, EU, United States, ISDA, International Swaps and Derivatives Association, replacement transaction, market practices, cross-product master netting agreements, risk offsets, financial instruments, U.S. Treasury futures, Eurodollar futures, non-cleared interest rate swaps, repurchase agreements, correlated financial instruments, quantitative impact study, Portfolios, central counterparty, CCP, hedged portfolios, prudential regulators, risk characteristics, risk/reward profile, diversification, concentration limits, haircuts, segregation, third-party segregation, re-hypothecation, cost mitigation, Commodity Futures Trading Commission, CFTC, swap dealers, major swap participants, equities, delta, interest rates, CDS spreads, notional value, commodities,

MFA and AIMA Submit Comments to CFTC on Cross-Border Guidance08.28.12

MFA and AIMA jointly submitted a comment letter to the Commodity Futures Trading Commission (“CFTC”) on its “Proposed Interpretive Guidance […]

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Topics: CFTC Commodity Futures Trading Commission, interpretive guidance, swaps, Alternative Investment Management Association, AIMA, financial crisis, over-the-counter derivatives, OTC derivatives, OTC derivatives market, hedge fund industry, fund of funds, hedge fund managers, prime brokers, hedge fund administrator, market participants, non-U.S. market participants, regulatory requirements, commodity pool, pooled accounts, collective investment vehicles, non-U.S. investment fund, Securities and Exchange Commission, SEC, international harmonization of regulations, regulatory framework, duplicative regulation, transaction cost, compliance costs, U.S. person, non-U.S. persons, derivatives, derivatives markets, Corporation, partnership, limited liability companies, joint-stock company, fund, pension plans, estate, Trust, income tax, Jill Sommers, Scott O'Malia, cost-benefit analysis, market impact, third country, European Securities and Markets Authority, ESMA, direct or indirect ownership, Look Through, shareholders, listed entity, foreign banks, banks, dealers, commodity pool operator, CPO, Form CPO-PQR, financial stability, financial system, chief compliance officer, risk management, swap data recordkeeping, swap data reporting, commodity swaps, clearing, swaps processing, margining, segregation, uncleared swaps, execution, portfolio reconciliation, real-time public reporting, trade confirmations, Business Conduct Standards, qualified eligible person, accredited investors, general partnerships, registration, CPO registration requirements, counterparties, swap dealer, major swap participants, MSPs, swap data repository, sell-side firms, buy-side firms, entity-level requirement, reporting party, comment letter, transaction-level requirements, majority ownership, G20, G20 commitments, substituted compliance, transparency, Policy Makers, European Parliament, Council of the European Union, Hong Kong, Hong Kong Monetary Authority, Securities and Futures Commission, Monetary Authority of Singapore, Singapore, International Organization of Securities Commissions, IOSCO, Department of the Treasury, natural person, foreign entity, Dealer, fiduciary, International Monetary Fund, International Bank for Reconstruction and Development, Inter-American Development Bank, Asian Development Bank, African Development Bank, United Nations,

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: European Securities and Markets Authority ESMA, over-the-counter derivatives, OTC derivatives, CCP, trade repositories, European Parliament, Council of the European Union, OTC derivatives transactions, central counterparty, EMIR, central clearing, systemic risk, transparency, collateral, segregation, regulatory technical standards, straight-through processing, OTC derivatives market, market participants, Dealer, portability, client protections, contractual relationship, clearing member, CPSS-IOSCO, CPSS-IOSCO standards, CCP governing bodies, margin valuation, margin, risk management, risk management framework, conflicts of interest, fiduciary duty, International Organization of Securities Commissions, IOSCO, proprietary trading tools, risk committee, derivatives contracts, derivatives, risk profile, interlocking governance arrangements, trading venues, Commodity Futures Trading Commission, CFTC, Securities and Exchange Commission, SEC, internal controls, over-collateralization, in-the-money swap, "delta" hedge, swaps, credit default swap, CDS, negative correlation, capital, trading costs, credit risk, indirect clearing, non-linear products, Europe, European Union, EU, administrator, omnibus account, default, principal basis, agency basis, gross basis, net basis, LCH Clearnet, indirect client, direct client, close-out, extraterritorial application of EMIR, extraterritoriality, risk mitigation, Dodd-Frank Wall Street Reform and Consumer Protection Act, Asia, regulatory arbitrage, Regulators, counterparty risk, duplicative regulation, mutual recognition, third country regime, interpretive guidance, Cross-Border, index, foreign exchange, Euro, currency, interest rate derivatives, EU Member State, non-cleared OTC derivatives, compliance, default fund, portfolio reconciliation, portfolio compression, self-regulatory organization, SRO, swap dealers, major swap participants, Derivative Contracts, bilateral non-cleared OTC derivatives transactions, execution, hedging, upfront payment, floating rate payment, coupon, maturity, bespoke non-cleared trades, security-based swaps, debt-security based swaps, total return swaps, settlement prices, Proprietary Trading Strategy, public disclosure, confidence interval, margin requirements, financial instrument, posted collateral, interest rate swaps, Stan Ivanov, Lee Underwood, variation margin, initial margin, Basel Committee on Banking Supervision, Basel III, liquidation horizons, bilateral counterparty credit risk, netting, transaction fees, liquidity fragmentation, affiliated market participants, money market instruments, credit institutions, stress testing, back testing,

MFA Comment Letters

Topic: major swap participants