MFA Comment Letters

Topic: regulatory technical standards

MFA Letter to ESAs on EMIR Risk Mitigation Regulatory Technical Standards07.14.14


MFA submitted a comment letter to the European Supervisory Authorities (ESAs) on their joint consultation paper on “Draft regulatory technical […]

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Topics: AIMA alternative investment funds, Alternative Investment Management Association, base currency, Basel Committee for Banking Supervision, Canada, Cayman Islands, clearing threshold, collateral, collateral currency, concentration limits, consultation paper, Council of the European Union, counterparties, counterparty credit risk, dispute resolution procedures, documentation, duplicative regulation, efficiency, EMIR, equivalence, ESMA, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Market Infrastructure Regulation, European Parliament, European Securities and Markets Authority, European Supervisory Authorities, financial counterparties, France, G7, Germany, haircuts, harmonization, in-scope entity, Individual Segregation, initial margin, International Organization of Securities Commissions, International Swaps and Derivatives Association, IOSCO, ISDA, Italy, Japan, legal opinion, liquidation, liquidity, mandatory margin requirements, margin, market participants, minimum notional threshold, netting, non-financial counterparty, OTC derivatives market, proportionality principle, regulatory arbitrage, regulatory requirements, regulatory technical standards, securities, segregation, settlement currency, settlement period, substituted compliance, systemic risk, third country, third party custodian, trade repositories, trading costs, transparency, uncleared derivative, United Kingdom, United States, US Treasuries, variation margin, verification requirement,

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 […]

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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 Letter to ESMA on Straight-Through-Processing08.05.12


On August 5, MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) to advocate for the […]

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Topics: aggregate limit Allocations, alternative liquidity providers, anti-competitive effects, anti-competitive restrictions, bid-ask spread, bilateral credit agreement, bilateral derivatives transactions, bilateral market, bilateral master agreements, bilateral risk management, block transactions, breakage, bundled trade, CCP, CCP Requirements Task Force, CDS, central counterparty, central limit order books, CFTC, Chicago mercantile exchange, Christopher Seagon v. Deko Marty Belgium NV, clearing, clearing acceptance process, clearing agreement, clearing member, clearing obligation, clearinghouse, CME, Commission v. Council ERTA, Commodity Futures Trading Commission, competition, competitive liquidity, Continental Cans, cost-benefit analysis, Council of the European Union, counterparty credit risk, Court of Justice of the European Union, credit default swap, credit intermediation, credit limit, credit limit order bookc, credit limits, credit risk, customer clearing documentation, DCM, DCO, dealer-to-customer platforms, dealer-to-dealer clearing, dealers, delegated acts, derivatives, derivatives clearing organization, derivatives markets, derivatives transactions, Designated Contract Market, designation notice, direct clearing members, directive, documentation, Dodd-Frank Act, due diligence, efficiency, electronic trading, EMIR, endowments, energy derivatives, ESMA, ESMA Task Forces, EU, EU Member State, European Commission, European Parliament, European Securities and Markets Authority, European Union, executing counterparty, execution, execution platform, FIA, financial stability, Financial Stability Board, financial system, FSB, futures, Futures Industry Association, futures market, ICE Clear Credit LLC, ICE energy swaps, institutional investors, interconnectedness, interest rate swap, international harmonization of regulations, International Swaps and Dealers Association, investment managers, ISDA, latency, LCH Clearnet, limit check, liquidity, liquidity fragmentation, Liquidity Providers, Major Swap Participant, Managed Funds Association, mandatory clearing, market access, market participants, matched transactions, operational market processes, operational risk, OTC derivatives, OTC Derivatives Task Force, OTC derivatives transactions, over-the-counter derivatives, pension fund, real economy, real-time acceptance, real-time processing, regulatory technical standards, risk, risk management, risk-based, SEF, settlement, straight-through processing, swap dealer, Swap Execution Facility, systemic risk, technical standards, trade repositories, Trade Repositories Task Force, trading desk, trading venues, transaction capture facility, transparency, trilateral clearing agreements, trilateral documentation, underlying clients, United States, voice execution, volatility,
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