MFA Comment Letters

Topic: reform

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 […]

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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,

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,
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