regulatory technical standards Archives - Managed Funds Association

MFA Submits Letter to European Commission on EMIR Clearing Phase-in and Frontloading Obligation10.21.14

MFA submitted a letter to the European Commission (EC) in response to the European Securities and Markets Authority’s (ESMA) final […]

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Topics: European Commission ESMA, frontloading, alternative investment funds, European Union, over the counter derivative markets, Notional threshold, regulatory technical standards, RTS, EMIR phase-in,

MFA Submits Response to ESMA on EMIR Clearing of Interest Rate Swaps08.18.14

MFA submitted a response to the European Securities and Markets Authority (ESMA) for its “Consultation Paper on the Clearing Obligation under EMIR […]

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Topics: EMIR ESMA, European Securities and Markets Authority, consultation paper, central clearing, mandatory clearing, derivatives market, systemic risk, clearing obligation, European Union, EU, market participants, substituted compliance, operational risk, transparency, central counterparties, CCP, third country, CFTC, Commodity Futures Trading Commission, Cross-Border, duplicative regulation, financial counterparty, non-financial counterparty, clearing threshold, NFCs+, European Commissioner Michel Barnier, European Commission, arbitrage, regulatory technical standards, alternative investment funds, Category 1 Entities, Category 2 Entities, frontloading, futures, interest rate swaps,

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

MFA and AIMA Submit Letter to ESMA on the EMIR Clearing Obligation09.12.13

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

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Topics: ESMA European Securities and Markets Authority, EMIR, European Market Infrastructure Regulation, clearing, AIMA, Alternative Investment Management Association, OTC derivatives, OTC derivatives market, clearing obligation, market participants, European Union, EU, mandatory clearing, OTC Derivatives Regulators Group, Cross-Border, substituted compliance, CFTC, Commodity Futures Trading Commission, central counterparty, CCP, asset class, consultation paper, regulatory technical standards, frontloading, credit risk, bilateral trading, index CDS, CDS, credit default swap, index, index series, National Competent Authorities, EU Member State, OTC derivative contract, liquidity, ISDA, ISDA Physical Settlement Matrix, International Swaps and Derivatives Association, international harmonization of regulations, interest rate derivatives, OTC equity securities, equity derivatives, systemic risk, FX swaps, FX forwards, Department of the Treasury, principal, settlement risk, market risk, risk management, transparency, electronic trading, counterparty credit risk, market infrastructures, regulatory regimes, market share, central clearing, competition, onboarding, clearing member, competent authorities, risk profile, bilateral trades,

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

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

MFA Comment Letters