MFA Comment Letters

Topic: portability

MFA and AIMA Submit Joint Letter on FSB Consultation on Key Attributes of Resolution Regimes for Non-Bank Financial Institutions10.15.13


MFA and AIMA submitted a joint letter to the Financial Stability Board (IOSCO) in response to its consultative document on […]

MFA Submits Letter to SEC on Proposed Capital, Margin, and Segregation Rules02.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) on its proposed rules on “Capital, Margin, and […]

Click to expand relevant topics

Topics: "too big to fail \, 111th Congress, accounting, AIG, American International Group, asset class, asymmetrical initial margin exchange, asymmetry, bankruptcy, bankruptcy estate, Bart Chilton, Basel Committee on Banking Supervision, Ben Bernanke, best practices, bilateral exchange of variation margin, Broker, broker-dealer, buy-side firms, capital, capital charge, capital formation, capital inefficiency, capital requirements, Cash Flow, CCP, CDS, central clearing, central counterparty, CFTC, Chicago Mercantile Exchange Holdings Inc., Chicago Trading Company, collateral, collateral management, collateral management stystems, commodity broker, Commodity Futures Trading Commission, complexity, compliance, compliance date, Council of the European Union, counterparties, counterparty risk, credit default swap, credit risk, creditworthiness, cross-margining, cross-product master netting agreements, customer collateral, customer protection, customer replicability, customized risk management tools, Darrell Duffie, DCO, Dealer, dealers, default, default segregation model, derivatives, derivatives clearing organization, Division of Clearing and Intermediary Oversight, Dodd-Frank Act, efficiency, eligible collateral, endowments, enhanced protections, Eric Chern, European Commission, European Parliament, federal register, Federal Reserve Bank of New York, Federal Reserve Bank of New York Staff Report No. 424, Federal Reserve Board, fellow customer risk, financial contagion, financial crisis, Financial Industry Regulatory Authority, financial institutions, financial instrument, financial system, FINRA, forwards, Fraud, haircuts, hedge funds, House Committee on Financial Services, ICE Clear Europe Limited, ICI, independent third party custodian, Individual Segregation, initial margin, insolvency, international harmonization of regulations, International Organization of Securities Commissions, international regulatory standards, Investment Company Institute, investment risk, Investor Protection, IOSCO, ISDA, ISDA Margin Survey 2012, LCH.Clearnet Ltd., legal segregation with operation commingling, Lehman Brothers, leverage, liquidation, liquidation time horizon, liquidity, LSOC, Major Security-Based Swap Participant, Major Swap Participant, mandatory clearing, margin, margin requirements, margining, market participants, market practice, market risk, MF Global Inc., money market instruments, multiplier, netting, New York Portfolio Clearing LLC, non-commercial end-users, Notice of Exclusive Control, omnibus segregation, operational and legal commingling, operational costs, operational risk, Options Clearing Corporation, OTC derivatives, out-of-the-money, pension, Peregrine Financial Group, portability, portfolio compression, portfolio margining, portfolio reconciliation, Private Funds Managers, pro-cyclical effects, product type, proprietary information, prudential regulators, reconciliation, reform, registered clearing agencies, regulation, regulatory arbitrage, repurchase agreements, risk, risk management, Robert Wasserman, Russell Wasendorf, SEC, securities, Securities and Exchange Commission, Securities Industry and Financial Markets Association, Security-Based Swap Dealer, Security-Based Swap Transactions, security-based swaps, segregation, segregation model, sell-side firms, settlement, settlement risk, SIFMA, state and federal laws, state bank regulator, swap dealer, swap dealers, Swap Trading Relationship Documentation, systemic risk, tentative net capital, third-party custody arrangement, too interconnected to fail, trade repositories, trading costs, transparency, tri-party custodial arrangements, two-way margining, U.S. dollar, university endowment, Value at Risk, VaR, variation margin, White Paper, Working Group on Margining Requirements,

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 […]

Click to expand relevant topics

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

MFA Submits Comments to ESMA in Response to Draft Technical Standards on OTC Derivatives, CCPs and Trade Repositories03.19.12


MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) in response to its Discussion Paper on […]

Click to expand relevant topics

Topics: ADR aggregation, alternative liquidity providers, American Depository Receipt, back testing, back-to-back arrangements, bespoke and customized transactions, Cayman Islands, CCP, CCP Board, CCP committee, CCP data, CCP governance arragements, CCP's margin models, CCPs governance structure, central clearing, central counterparty, CFTC, chief compliance officer, chief risk officer, chief technology officer, clearing, clearing member, clearing members, clearing obligation, client clearing models, clients, Commodity Futures Trading Commission, competitive execution, confidence interval, confidentiality agreements, confidentiality of counterparty identities, conflicts of interest, counterparty and operational risk, counterparty credit risk, credit intermediary, credit intermediation, default, derivatives market, disclosure requirements, disclosure thresholds, Dodd-Frank Act, electronic trading, electronically processed, EMIR, ESMA, ESMA Discussion Paper on Draft Technical Stanards for the Regulation on OTC Derivatives CCPs and Trade Repositories, EU, EU member currency, Euro, European Securities and Markets Authority, European Union, executing counterparty, execution documentation, execution platform, extraterritorial application of EMIR, FCM, FIA, FIA-ISDA Cleared Derivatives Execution Agreement, foreign exchange derivatives, fund domicile, futures commission merchant, Futures Industry Association, guarantor, Hong Kong, indirect clearing, indirect clearing models, indirect contractual arrangements, interest rate derivatives, international harmonization of regulations, International Swap Derivatives Association, ISDA, liquidation period, lookback period, manager domicile, margin levels, margin requirements, market integrity, market location, market oversight, non-dealer representatives, non-default clearing members, notional amount, OTC derivatives, OTC derivatives market, over-the-counter derivatives, portability, principal of business, privacy and confidentiality of information, public dissemination of information, real-time processing, reasonably liquid traded instruments, record keeping, reference entity domicile, reference security, risk committees, risk management expertise, SD, SEC, Securities and Exchange Commission, security-based swaps, segregation, settlement currency, sound governance requirements, straight-through processing, stress tesing, sublimit, swap dealer, systemic risk, technical standards, third country counterparities, third country entities, trade acknowledgment, transaction volumes, underlying instrument,

Comment Letter on CFTCs Proposed Rule Related to Requirements for Derivatives Clearing Organizations, Designated Contract Markets, and Swap Execution Facilities Regarding the Mitigation of Conflicts of Interest11.17.10


On November 17, MFA submitted a comment letter on the CFTCs proposed rule related to Requirements for Derivatives Clearing Organizations, […]

MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories11.11.10


MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories

Click to expand relevant topics

Topics: Admissable Clearing Members Alternative Investment Fund, Bottom Up, capital formation, capital requirements, CCPs, Central Banks, central clearing, central counterparties, Central Counterparties and Trade Repositories, Class of Derivatives, clearing, clearing obligation, client collateral, Co-Operation Arrangement, Collateral Posting, competent authorities, competition, confidentiality, Coordination with Third-Country Regulators, Council of Ministers, Council on OTC Derivatives, counterparty risk, credit risk, Cross-Border Efficiency and Consistency, default, default procedures, Denominated in G7 Currencies, Derivative Contract's Lifecycle, Derivative Contracts, derivatives market, Determination Process, Effective Supervision, Equivalency Test, ESMA, European Commission, European Parliament, European Policymakers, European Securities and Markets Authority, European Union, financial counterparty, Financial Strength, Follow-on Effects, Government Securities, Highly Liquid, Highly Liquid Collateral, Highly Liquid Financial Instruments, Hold Capital, initial margin, Insolvency Regimes, interest rate swaps, Interoperability, investment manager, Investment Policy, IRS, Manadatory Clearing Obligation, Mark-to-Market Changes, Market Exposure, Market Particpants, market risk, Maximum Time Lag for Confirmation, Minimal Credit Risk, nexus, non-discriminatory access, Non-European Countries, operational risk, Optimal Netting, OTC, Over-the-counter Derivative Market, Particpation Requirements, portability, Proportionate Holding of Capital, Proposed Regulation of OTC Derivatives, Protection of Client Positions and Collateral, reasonable threshold, risk committees, Risk Management Activities, risk mitigation techniques, Risk Profiles, Segregate and Exchange Margin, Segregated Exchange of Collateral, segregation, Shortfall, Standard Capital Requirements, Swiftly Collapse Offsetting Positions, systemic risk, third country CCPs, Top Down, Trade Reporting Obligations, trade repositories, transparency, Trigger, U.K. House of Lords, U.S. House of Representatives Committee on Financial Services, U.S. Treasury and U.S. Commodity Futures Trading Commission, Unmanageable Risk, Unwinding Costs, variation margin,

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

Click to expand relevant topics

Topics: 2009 ISDA Credit Derivatives Determinations Committees Allocation Industry Working Group, asset class, Auction Settlement and Restructuring CDS Protocol, bilateral collateralization arrangements, bilateral derivatives transactions, buy-side firms, buy-side institution, caps, cash flow matching, CCP, CDS, CDS clearing, central clearing, central counterparties, central settlement, clearing house, collateralized portfolios, commodities, Confirmable LIfecycle Events, confirmation backlog reduction, credit default swap, credit derivatives, cross-currency swaps, DC, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, default management, Depository Trust & Clearing Corporation, Dispute Resolution Procedure, dispute resolution procedures, DRP, DTCC, electronic allocation delivery functionality, electronic confirmation targest, Electronically Eligible Products, electronification, eligible trades, EMEA EM Options Annex, Equity Derivatives Markets, Europe, European Interdealer Fair Value Swap Annex, European Interdealer Index Swap Annex, European swaptions, Feasibility Study for Extending Collateralized Portfolio Reconciliations, floors, foreign exchange, forward rate agreements, G-14, G-20, global data repositories, global Interest Rate Reporting Repository, Implemenation Plan for Wider Market Roll-out, inflation swaps, initial margin, inter-dealer service, interest rate derivatives, International Swaps and Derivatives Association, Interoperability, IRRR, ISDA Credit Derivatives Determinations Committees, ISDA Governance framework, legal standardization, margin calls, Market Review of Collateralization, Master Confirmation Agreement, matching, MCA, mitigating operational risk, Modified Regstructuring Credit Event, netting, novation consent process, OIS, operational efficiency, OTC bilateral collateral processes, OTC derivatives, over-the-counter derivatives, Overnight Index Swaps, portability, processing standardization, product standardization, Raodmap for Collateral Management, rates allocation commitment, risk management, Roadmap for Collateral Management, segregation, settlement automation, single currency basis swaps, single name clearing, Small Bang, submission timeliness, Thomson Restructuring, trade date matching, transparency, Warehouse Trust, zero coupon swaps,
Results 1 - 10 of 10