MFA Comment Letters

Topic: MarkitWire

Supervisory Commitment Letter on OTC Derivatives Initiatives03.31.11


The MFA, along with several other major financial institutions, submitted this letter to William C. Dudley of the Federal Reserve […]

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Topics: 2011 EDDs ACP, affirmation, aggregate compression yields, Alliance Bernstein, Allocations, amortizing swaps, Anglo Irish Bank Corporation Limited, Asset Management Group of the Securities Industry and Financial Markets Association, automated processing, automatic compression, Autorite de Control Prudential, Bank of America-Merrill Lynch, Bank of England, Barclays Capital, baseline metrics, bilateral risk management, Blackrock Inc, Blue Mountain Capital Management LLC, BNP Paribas, buy-side institutions, caps, Cash Flow Matching for Equity Derivative Transactions, CCP, CDD, CDS, CDS central counterparties, CDX Untranched Swaption transactions, central clearing, CFTC, CIG, Citadel LLC, Citi, clearing agreement, client collateral, client data confidentiality, client onboarding, CLS, CLS Aggregation Service, CMD, collateral disputes, column-wise functional area, Committee on Payment and Settlement Systems, Commodities Major Dealers, Commodities Steering Committee, commodity derivatives, Commodity Futures Trading Commission, Complex Exotic Instruments, compression MIS, compression requirements, Connecticut Banking Department, Continuous Linked Settlement system, copper records, Core FX, Core FX settlement processing, COSC, cost-recovery, CPSS-IOSCO, credit, credit default swap, Credit Derivative Tranche Transactions, Credit Derivatives 2010 Documentation Update Working Group, Credit Implementation Group, Credit Suisse, Cross-Currency Guide, cross-currency swaps, currently eligible transactions, CZK, D.E. Shaw & Co L.P., data reporting, DC, dealer to dealer clearing, derivatives, Deutche Bank AG, direct buy-side clearing models, dispute reporting, Dispute Resolution, dispute resolution procedures, disputed margin calls, DTCC, DW Investment Management LP, DWG, EDC, EDRR, EFET, electronic messaging, electronically eligible conformations, EMEA EM Interdealer Options, EMIR legislation, end user clearing, enhanced clearing penetration, enhanced financial safeguards, equity, equity derivative, Equity Derivative Reporting Repository, Equity Derivatives Definitions, Equity Determinations Committee, Equity Steering Committee, ESC, European Central Bank, European Commission, European Interdealer Fair Value Swap, European Interdealer Index Swap, European MBS, European Securities Markets Authority, European swaptions, extending operating hours, Federal Deposit Insurance Corporation, Federal Reserve Bank of New York, Federal Reserve Bank of Richmond, Federal Reserve System, Financial Markets lawyers Group, Financial Stability Board, Fixed Recovery Swaps, flexibility, floors, flow/activity data, FMLG, foreign exchange derivatives, Foreign Exchange/Currency Derivatives Major Dealers, FpML Standards Committee, FRAs, functionality, FX derivatives, FX Novation Protocol, FX Volatility Swap, FXMD, G-14, G20, German Federal Financial Supervisory Authority, Global Compression, global derivatives, Goldman, Goldman Sachs Asset Management L.P., granularity, HSBC Group, HUF, ICE Clear Europe, ICE Trust, IETA, IGC Data Working Group, indirect buy-side clearing models, inflation swaps, infrastructure providers, inter alia, Interest Rate Derivative, interest rate derivatives, Interest Rate Derivatives Trade Reporting Repository, interest rates, international data standards, International Organization of Securities Commissions, international regulatory coordination, International Swaps and Derivatives Association Inc, Interoperability, IOSCO, IRRR, ISDA, ISDA 2011 convention on Portfolio Reconciliation and the Investigation of Disputed Margin Calls, ISDA 2011 Formal Market Polling Procedure, ISDA Credit Derivatives Determinations Committees, ISDA Credit Derivatives Physical Settlement Matrix, ISDA Minimum Market Standards for Portfolio Reconciliation, iTraxx Europe Untranched Swaption transactions, J.P. Morgan, Japan Financial Services Agency, LCH.Swapclear, LEAP, legal entity identifiers, LEI, lifecycle events, liquidity, LMBA, Managed Funds Association, margin requirement, market participants, market regulation, market structure, MarkitSERV, MarkitWire, Master Confirmation Agreements, matching and confirmation, Matrix Working Group, MCA, middleware platforms, Morgan Stanley, NDFs, NDOs, New "Gold" Products, New York State Banking Department, novation consent, Novation Consent Platform, ODRF, ODSG, Office of the Comptroller of the Currency, offsetting CDS hedge, operation efficiency targets, operational performance targets, OTC, OTC Derivatives Regulatory Forum, OTC derivatives risk management, OTC Derivatives Supervisors Group, Over-the-Counter, Pacific Investment Management Company LLC, Phase II Repository Reporting Expectations, platform convergence, portfolio compression, portfolio reconciliation, product pipeline, prudential regulator, quantitative stock, Rates TRR aggregate reporting, recovery lock transactions, regular compression cycles, reporting, Request for Proposal, residual risk position, Restructuring Credit Event, RFP, risk issues, Sachs & Co, SEC, Securities and Exchange Commission, SGD, signatories, Simple Exotic Options, Simple instruments, single currency basis swaps, Small Bang Protocol, Societe Generale, sovereigns, standardization, standardization benchmarking, standardization matrix, standardization narrative, standardized representation, statutory clearing requirements, steady state, submission targets, Sukuk Corporate, Swaptions on Indices, Swiss Financial Market Supervisory Authority, tear-up algorithms, The Royal Bank of Scotland Group, tradable instruments, Trade Affirmation, trade date repositories, Trade Date submission, Trade Information Warehouse, trade lifecycle event processing, trade pairing process, trade repositories, trade repository infrastructure, transaction level data submissions, Transaction Supplement, transparency, trickle down effect, UBS AG, uncleared transactions, uncollateralized payable, unique product identifiers, United Kingdom Financial Services Authority, Vanilla Options, Warehouse Trust, Wellington Management Company LLP, Wells Fargo Bank N.A., zero coupon swaps,

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: 14d order 17f6 order, alternative margin segregation schemes, asset manager accounts, asset managers, back loading facility, back-office processing, Bankruptcy Code, Basel I capital requirements, big bang approach, bilateral swaps, block trade. swap initial margin, block trading, Bloomberg, broad industry clearing, broad-based index credit default swaps, Business Conduct Standards, buy-side access, buy-side participants, capital requirements, CCP implementation period, CCP risk management, CCPs, CDS, CDS books, central clearing, CFTC rules, clearable contracts, cleared OTC derivatives, cleared settlement, cleared swaps, clearing, clearing agreement, clearing members, clearinghouses, ClearPort, CME, CME rules, CMs, collateral, commission fee, commodity contracts, complex instruments, compression, counterparty risk, credit, current clearable swaps, customer clearing services, customer funds, DCO governance, DCO registration, dealer-to-dealer clearing, default waterfall, derivatives clearing organizations, direct clearing participants, Dodd-Frank clearing requirements, DTCC data, efficiency, electronic data, eligible contract participant, end to end production testing, end-to-end systems flow, end-user exemptions, end-users, English law CSAs, exchange trading, execution agreement, fallback processing, FCMs, FIA, financial disclosure requirements, FINRA exemptions, front-office processing, future clearable swaps, futures, give up process, give-up agreements, global financial system, hedge funds, ICELink, IIGC, indirect clearing participants, individual risk concentrations, industry-level metrics, interdealer reporting, interest rate markets, interest rate swaps, investor, ISDA Governance Committee, liquid contracts, liquid swap transactions, liquidity, long-only accounts, mandatory clearing date, margin methodology, margin regime, margin requirements, margin segregation, MarkitWire, middle-office processing, migration, milestones, mixed swap, MSP recordkeeping requirements, MSPs, net client omnibus margin account, New York Fed, non-US bankruptcy, non-US bankruptcy laws, non-US CM's default, onboarding, onboarding work streams, open interest caps, OTC derivatives, OTC derivatives market, OTC derivatives reform, Phase 1 mandatory cleared products, phase-in approach, phase-in period, position limits, post-default portability, post-trade reporting, pre-default portability, pre-trade reporting, price challenge protocol, price transparency, public reporting, real-time reporting, reform, Regulators, risk compression, risk waterfall process, roll-out schedule, scale readiness, SD recordkeeping requirements, SEC exemptions, SEC rules, Securities and Exchange Commission, SEF trading, segregation framework, sell-side firms, simpler instruments, single-name CDS, standardized documentation, standardizing contracts, streamlined netting process, swap dealer, systemic counterparty risk, systemic risk, TBF, tear-ups, title transfer regime, trade compression, trade rejection rights, trade repositories, trade repository data, trade transparency, trading annex, transparency, uncleared settlement, US bank CM, US banking regulators, US bankruptcy, vendor, volume targets, voluntary back loading, voluntary period, voluntary targets, waterfalls,

MFA Letter to GAO Following Telephone Interview on January 15, 200902.06.09


MFA submitted a letter to the Government Accountability Office (GAO) following its telephone interview on January 15, which was held […]

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