MFA Comment Letters

Topic: mandatory clearing requirements

MFA and AIMA Submit Joint Letter to CFTC on Further Proposed Cross-Border Guidance02.06.13


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

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Topics: adviser registration AIMA, Alternative Investment Management Association, buy-side market participants, CCP, central clearing, central counterparty, CFTC, clearing, collective investment vehicles, commodities, Commodity Futures Trading Commission, commodity pool, commodity pool operator, Corporation, Council of the European Union, CPO, CPPSS-IOSCO, Cross-Border, de minimis, Dealer, derivatives, direct or indirect ownership, Dodd-Frank Act, duplicative regulation, ESMA, estate, EU, European Parliament, European Securities and Markets Authority, European Union, execution, foreign regulators, Form CPO-PQR, fund of funds, G20, G20 commitments, Gary Gensler, hedge fund managers, Hong Kong, Hong Kong Monetary Authority, income tax, international harmonization of regulations, International Organization of Securities Commissions, interpretive guidance, investment fund, investment manager, IOSCO, joint-stock company, Limited Liability Company, limited liability partnership, listed entity, LLC, LLP, Look Through, Major Swap Participant, majority ownership, mandatory clearing requirements, market participants, Mary Schapiro, MAS, Monetary Authority of Singapore, msp, OCC, Office of the Comptroller of the Currency, OTC derivatives, OTC derivatives market, OTC derivatives reform, over-the-counter derivatives, ownership test, partnership, pension, phase-in period, pooled accounts, prime brokers, principal place of business test, registration, regulatory framework, SEC, Securities and Exchange Commission, Singapore, swap dealer, swaps, systemic risk, trade repositories, transparency, Trust, U.S. person,

MFA Submits Letter to SEC on Sequencing Roadmap for Final Title VII Rules08.13.12


MFA submitted a comment letter to the SEC in response to its Sequencing Roadmap Policy Statement on the compliance dates […]

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,
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