MFA Comment Letters

Topic: novation

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 Submits Comments to USTR on Mexican Bankruptcy Law for Trade Negotiations09.04.12


MFA submitted comments to the U.S. Trade Representative (“USTR”) raising concerns with the Mexican Business Reorganization Act as demonstrated by […]

Comment Letter to the CFTC on Confirmation, Portfolio Reconciliation, and Portfolio Compression Requirements for Swap Dealers and Major Swap Participants02.28.11


MFA submitted a comment letter to the CFTC on its proposal on Confirmation, Portfolio Reconciliation, and Portfolio Compression Requirements for […]

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Topics: banks best practices, bid spreads, bilateral portfolio compression exercise, bilateral portfolio reconciliation exercise, broader markets, calendar day, CFTC, clearance, clearing satisfying requirements, collateral management, collateral steering committee of the International Swaps and Derivatives Association Inc., Commodity Futures Trading Commission, complex swap, compliance period, confirmation, confirmation periods, confirmation requirement, consistent timing, Counterparty, counterparty risk, customized swaps, DCM, DCO, derivatives clearing organization, Designated Contract Market, dividend payment, dollar threshold, electronic matching platforms, electronic matching process, electronic processing, exchange execution, financial entities, financial entity, heavily negotiated swaps, hedging risk, insurance companies, ISDA, legal risks, life cycle events, limiting parties, liquidity, major swap participants, mandated timeframes, margin disputes, market disruption, market participants, market risk, market-driven solution, merger, modification, MSPs, multilateral compression, multilateral portfolio compression exercises, multilateral portfolio reconciliation exercise, nominal value, novation, offer spreads, operational abilities, operational risk, over-the-counter derivatives, partial termination, pension plans, portfolio compression requirements, portfolio compression rule, portfolio reconciliation, position level discrepancies, position level portfolio reconciliation, post-trade exercises, pre-trade draft acknowledgement requirement, private funds, rights, risk mitigation benefits, SDs, SEC, Securities and Exchange Commission, SEF, swap dealers, Swap Execution Facility, swap markets, swap portfolio trade confirmation, swaps portfolio, time-sensitive swaps, timing requirements, trade acknowledgment, trade capture system, trade execution, valuation data, valuation discrepancy, Valuation Disputes, volatility,
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