MFA Comment Letters

Topic: market liquidity

MFA Submits Accompanying Portfolio Margining Letter11.26.12


MFA submitted a supplemental comment letter to the U.S. prudential regulators during the reopened comment period for their proposed rulemaking […]

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Topics: affiliate-held collateral bankruptcy, Board of Governors of the Federal Reserve System, broker-dealer, buy-side, capital markets, capital requirements, caps, CCP, CDS, central counterparties, CFTC, Chevron Products Co. v. SemCrude L.P., Chicago mercantile exchange, Cleared Products, CME Clearport, CME Group, collateral, Collecting Futures Commission Merchant, commodity broker, Commodity Futures Trading Commission, covered swap entities, covered swap entity, credit default swap, cross-currency swaps, cross-margining, Dealer, debt obligation, Depositing Futures Commission Merchant, derivatives clearing organization, Dodd-Frank Act, eligible collateral, end-users, Farm Credit Administration, Farm Credit System, FCM, FDIC, Federal Agricultural Mortgage Corporation, Federal Deposit Insurance Corporation, Federal Home Loan Banks, Federal Home Loan Mortgage Corporation, Federal Housing Finance Agency, Federal National Mortgage Association, floors, futures, futures commission merchant, hedging, ICE Clear Credit, ICE Clear Europe, In re Lehman Brothers Holdings Inc et al, index CDS, inflation swaps, initial margin, insured obligation, LCH.Clearnet Ltd., liquidity, Major Security-Based Swap Participant, Major Swap Participant, mandatory clearing, margin, market liquidity, market participants, master netting agreements, New York Portfolio Clearing LLC, Office of the Comptroller of the Currency, options, Options Clearing Corporation, OTC derivatives, over-the-counter derivatives, portfolio margining, posted margin, prudential regulators, redundant margin, regulatory regime, risk, SEC, Securities and Exchange Commission, Security-Based Swap Dealer, security-based swaps, segmentation, swap dealer, swaps, swaptions, systemic risk, triangular setoff, uncleared swaps,

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

MFA, SIFMA and GFXD Submit Joint Letter to the CFTC with Proposed Safe Harbor for the ECP Definition01.19.12


On January 19, MFA, SIFMA, and GFXD submitted a joint letter to the CFTC with a proposed safe harbor from […]

Comment Letter to ESMA on Short Selling and Credit Default Swap Regulation01.10.12


MFA submitted a comment letter on January 10 to the European Securities and Markets Authority (ESMA) regarding the implementation of […]

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