MFA Comment Letters

Topic: proprietary strategies

MFA Coalition Submits Joint Letter to SEC and CFTC on CDS Customer Portfolio Margining05.10.13


MFA, the American Council of Life Insurers (ACLI), and the Alternative Investment Management Association (AIMA) (collectively, the “Associations”) submitted a […]

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Topics: ACLI AIMA, Alternative Investment Management Association, American Council of Life Insurers, arbitrage, backloading, broad-based indices, broker-dealer, buy-side participants, capital, capital formation, CDS, central clearing, CFTC, clearing, clearing agency, clearing mandate, clearinghouse, collateral, Commodity Futures Trading Commission, counterparty credit risk, counterparty risk, credit default swaps, credit risk, custody bank, DCM, DCO, dealers, derivatives, derivatives clearing organization, direct clearing members, directional portfolio, economic barriers, end-users, equity markets, excess margin, FCM, Federal Reserve Bank of New York, Financial Industry Regulatory Authority, FINRA, futures commission merchants, Gary Gensler, hedging, ICE Clear Credit LLC, ICE Trust, initial margin, initial margin requirements, insolvency, institutional custodian, interconnectedness, interest rate swaps, Investor Protection, iTraxx Europe, legal segregation with operation commingling, liquidation, liquidity, liquidity requirements, long-short strategies, LSOC, LSOC with excess, margin, margin requirements, margining, market efficiency, market participants, Mary Jo White, master netting agreements, narrow-based index credit default swap, net margin, New York State Banking Department, OCC, offsetting position, Options Clearing Corporation, portfolio margining, price competition, price distortion, proprietary strategies, registered clearing agencies, regulatory framework, risk management, S&P 500, SEC, Securities and Exchange Commission, security-based swaps, segregation, self-clearing members, sell-side firms, settlement, short straddles, single-name CDS, speculative position, straight-through processing, swaps, systemic risk, tri-party segregation arrangements, variation margin, volatility, voluntary clearing,

Letter to the European Commission in Response to its Consultation Paper, Review of the Markets in Financial Instruments Directive (MiFID)02.02.11


MFA submitted comments to the European Commission in response to its Consultation Paper, Review of the Markets in Financial Instruments […]

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Topics: "strict equivalence" regime accurate price discovery, actionable IOIs, affirmative and negative obligations, aggregate open interest/notional amount, AIFM directive, algorithmic trading, alternative investment fund managers, alternative trading systems, APAs, approved publication arrangements, arbitraging, article 4(8) of MiFID, Asian Markets, asset managers, ATSs, automated execution technology, automated trading, banks, block sized trades, Bloomberg L.P., broker dealers, broker-dealer capital, brokers, capital flows, capital formation, cash balance, CCP, CDS market, certificates, CESR, circuit breakers, client identifier, co-location facilities, commodity derivatives, commodity derivatives market, composite quotation system, comprehensive notional data, comprehensive price date, concentrated risk solution, confidentiality obligation, conflicts of interest, Congress, consolidated core data, Consolidated Tape, Consolidated Tape Association, consolidated transaction reporting system, consultation papers, contract, core date, cost-effective manner, cost/benefit analysis, CQ plan, credit default swaps, credit flows, daily trading volume threshold, dark pools, data consolidation, deep market, depositary receipts, depth of market quotations, depth-of-market fees, derivatives position, direct market access, Disclosure, due diligence obligations, electronic market-making, electronic trading platforms, EMIR, equity investors, equity markets, equivalence mechanism, ESMA, EU, European Commission, European Commission on Standardisation and Organised Platform Trading of OTC Derivatives, European Commission Request for Additional Information in relation to the Review of MiFID, European Commission's report of Sovereign CDS, European Consolidated Tape, European Market Infrastructure Regulation, European OTC derivatives markets, European Union, ex-ante disclosure, ex-post disclosure, exchange traded funds, exchange trading, exchange-traded products, financial institutions, financial regulatory system, Financial Stability Board, flash crash, fleeting arbitrage opportunities, G20, global connectivity infrastructure, Google, hard position limits, harmonised position information, hedge funds, hedgers, HFT, HFT trades, high frequency trading, horizon strategies, indications of interest, information requirements, insurance companies, inter-market arbitrage, International Swaps and Derivatives Association, inventory risk, investment strategies, investor confidence, Investor Protection, IOIs, ISDA, latency, lending flows, level playing field, limit down system, limit orders, limit up system, liquid derivatives, liquid market, liquidity, liquidity provision requirements, low latency technology, low latency technology chain, margin requirements, market connectivity intermediaries, market data, market disorder, market efficiency, market impact, market makers, market manipulation, market stability, market turmoil, market-wide single stock circuit breakers, Markets in Financial Instruments Directive, mechanical imposition, member states, MiFID, MiFID framework directive, minimum duration of orders, minimum quantitative threshold, minimum tick sizes, national best bid and offer, National Market System, NetCoalition, NetCoalition v. Securities and Exchange Commission, nexus, non-equity instruments, non-EU asset managers, non-EU investment firms, non-EU markets, non-hedging, non-HFT trade, non-retail clients, opaque market centers, order flow, order stubs, order-slicing methodologies, Organised Trading Venues, OTC, OTC contract, physical commodity markets, portfolio manager, position management, position-level data, post-trade reporting proposals, post-trade transparency, pre-trade checks, pre-trade transparency, pre-trade transparency waivers, price discovery, price movement, proprietary strategies, quotations, reasonable threshold, reduced transaction costs, regulatory "tax, regulatory authorities, regulatory framework, regulatory transparency thresholds, reporting obligations, reporting protocols, reporting regimes, retail client, risk capital, risk controls, risk exposure, risk management, risk warnings, safeguards, SEC, Securities and Exchange Commission, securities financing transaction, Securities Industry and Financial Markets Association, security-based derivatives, sharp shoot, short-term price swings, sovereign CDS, specified maximum execution speeds, speed bumps, stale orders, statutory obligation, strategy holding periods, strict equivalence, sufficiently liquid, summary disclosure, surveillance tools, systemic risk, systemic risk grounds, technological innovation, technology-driven market makers, third country firms, third country regime, third party information vendors, title transfer collateral arrangement, title transfer collateral arrangements, trade repository, trader ID, trading delays, transaction report, transparency directive, UCITS, UCITS Directive, UK Treasury and Financial Services Authority, ultra low-latency technology, unilateral bans, US markets, US Securities Industry Automation Corporation, volatility, waivers, Yahoo Inc,

MFA Comments on CFTC Regulatory Intitiatives Under the Dodd-Frank Act09.22.10


MFA submitted initial comments to the SEC and the CFTC on regulatory initiatives in each agencys purview under the Dodd-Frank […]

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Topics: "too big to fail AIG, bankruptcy law, Bondholder, business risk, capital markets, CCP, central clearing, central counterparties, CFTC, cleared swaps, clearing, collateral, Columbia University, commercial paper, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, contract market, Counterparty, credit exposure, creditor, CTA, customer asset, customer protection, depositor, Designated Contract Market, endowments, equity market, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Financial Institutions Examination Council, Federal Reserve, financial crisis, financial regulatory system, financial risk, Financial Stability Oversight Council, FSOC, futures, futures commission merchant, futures market, hedge funds, individual account, initial margin, institutional investors, international coordination, investment adviser, Investment Company Institute, investment portfolio, investor confidence, Investor Protection, leverage, liquidity, Major Swap Participant, managed funds, market discipline, market integrity, market maker, market stability, msp, non-bank MSP, non-swap dealer, Office of Financial Research, offsetting position, omnibus account, operational risk, OTC derivatives market, over-the-counter derivatives market, owned funds, Peavey Commodity Futures Fund no-action letter, pension plans, physical market, position limits, private investment funds, proprietary asset, proprietary strategies, regulatory capital requirements, reporting, residual value, risk capital, risk committee, risk management, risk model, roll-over, SEC, Securities and Exchange Commission, security-based swaps, SEF, segregation, substantial position, swap, swap dealer, Swap Execution Facility, systemic risk, TARP, third party custodian, Tier 1 capital, transparency, Troubled Asset Relief Program, U.S. Banking Industry, uncleared swaps, variation margin,

MFA Comments on SEC Regulatory Initiatives Under the Dodd-Frank Act09.22.10


MFA submitted initial comments to the SEC and the CFTC on regulatory initiatives in each agencys purview under the Dodd-Frank […]

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Topics: "too big to fail accredited investor, AIFs, AIG, alternative investment funds, Bad Actors, bankruptcy law, beneficial ownership, Bondholder, Broker, business risk, capital formation, capital markets, CCP, central clearing, central counterparties, CFTC, cleared swaps, clearing, client, collateral, Columbia University, commercial paper, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, Comptroller General of the United States, Confidential Information, contract market, Counterparty, covered financial institution, credit exposure, creditor, CTA, CUSIP number, customer asset, customer protection, depositor, Designated Contract Market, Disclosure, disqalifying felons, EC, endowments, EP, equity market, EU, European Commission, European Commissioner Michel Barnier, European Council of Finance Ministers, European Parliament, European Union, executive compensation, family office, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Financial Institutions Examination Council, Federal Reserve, fiduciary, fiduciary standard, financial crisis, financial entities, financial regulatory system, financial risk, Financial Stability Oversight Council, Form SH, FSOC, futures, futures commission merchant, futures market, global banks, global market, hedge funds, herding, Incentive-Based Compensation Arrangements, individual account, initial margin, institutional investors, international coordination, investment adviser, investment adviser examination, Investment Company Institute, investment portfolio, Investor Advisory Committee, investor confidence, Investor Protection, knowledgeable employees, leverage, liquidity, Major Security-Based Swap Participant, Major Swap Participant, managed funds, many-to-many platform, margin requirement, market discipline, market integrity, market maker, market makers, market stability, msp, MSSP, mutual fund, non-bank financial companies, non-bank MSP, non-swap dealer, OCIE, Office of Compliance Inspections and Examinations, Office of Financial Research, offsetting position, omnibus account, operational risk, OTC derivatives market, over-the-counter derivatives market, owned funds, Peavey Commodity Futures Fund no-action letter, pension plans, performance reports, physical market, pooled investment vehicle, pooled vehicle, position limits, price discovery, Price Manipulation, private funds, private investment funds, proprietary asset, proprietary information, proprietary strategies, qualified client, registration, Regulation D, regulatory capital requirements, reporting, residual value, retail clients, retail funds, risk capital, risk committee, risk management, risk model, risk profile, roll-over, SEC, SEC-registered advisers, Secretary Geithner, Securities and Exchange Commission, security-based swaps, SEF, segregation, self-regulatory organization, short selling, short swing profit reporting, SRO, substantial position, swap, swap dealer, Swap Execution Facility, systemic risk, TARP, third party custodian, Tier 1 capital, transitional relief, transparency, Troubled Asset Relief Program, U.K. Chancellor of the Exchequer Alistair Darling, U.S. Banking Industry, uncleared swaps, variation margin, Venture Capital Fund, volatility,
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