MFA Comment Letters

Topic: risk committees

MFA and AIMA Submit Joint Letter on CPSS-IOSCO Consultative Report on Financial Market Infrastructure Recovery10.11.13


MFA and AIMA submitted a joint letter to the Committee of Payment and Settlement Systems (CPSS) and the International Organisation […]

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Topics: AIMA Alternative Investment Management Association, bail-in, Bank for International Settlements, Bank for International Settlements Committee on Payments, bankruptcy, broker-dealer, buy-side firms, capital requirements, CCP, central counterparty, CFTC, clearing, clearing member, collateral, Commodity Futures Trading Commission, competition, conflict of interest, consultation paper, contagion, default, default management committees, default waterfall, Dodd-Frank Act, EMIR, ESMA, European Securities and Markets Authority, European Union, ex ante measures, exchange-traded, exchange-traded derivatives, financial stability, financial system, G20, haircuts, hedge, initial margin, International Organization of Securities Commissions, IOSCO, liquidity, majory security-based swap participant, mandatory clearing, margin, margin haircut, mark-to-market, market infrastructures, market participants, orderly liquidation, OTC derivatives, over-the-counter derivatives, physical commodity, portfolio, prudential regulators, regulatory framework, risk committees, risk management, security arragements, security-based swap clearing agencies, Security-Based Swap Dealer, security-based swap execution facility, sell-side firms, shareholders, stress-testing methodologies, systemic risk, systemically important financial market infrastructure, title transfer collateral arrangements, trading venues, trading volume, transparency, uncleared derivative, Unwind, variation margin,

MFA Submits Comments to the Monetary Authority of Singapore on Proposed Regulations on OTC Derivatives03.26.12


MFA submitted a comment letter to the Monetary Authority of Singapore (MAS) in response to its Consultation Paper on Proposed […]

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Topics: aggregate counterparty credit risk average notional value, backloading, barriers to entry, bilateral market, buy-side clearing, CCP, central clearing, central counterparty, CFTC, clearing, clearing arrangements, clearing facilities, clearing house, clearing threshold, client access to clearing, commercial banks, Commodity Futures Trading Commission, confidentiality, Consultation Paper on Proposed Regulation of OTC Derivatives, counterparty identification, counterparty risk, customized and proprietary investment strategies, dealers, derivatives transactions, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, duplicative regulation, efficient capital flows, ESMA, EU, European Commission, European Union, financial entities, Financial Stability Board, foreign regulator, Form PF, fragmentation of liquidity, FSB, G20, G20 commitments, Gary Gensler, Honk Kong Monetary Authority, intellectual property, international harmonization of regulations, International Organization of Securities Commissions, IOSCO, legal entity identifiers, liquid and standardized transactions, liquidation horizons, mandary clearing, margin determinations, margin methodologies, margin requirements, market participants, Mary Schapiro, MAS, Monetary Authority of Singapore, money changers, netting, non-centrally cleared derivatives transactions, non-dealer client representation, non-financial entities, OTC derivatives, OTC derivatives market, over-the-counter derivatives, real-time processing, recognized clearing houses, registered insurers, regulatory regime, risk committees, risk management, Securities and Exchange Commission, Securities and Futures Commission, settlement risk, Singapore, straight-through processing, swaps, systemic risk, trade repositories, trading costs, trading mandate, transaction data, U.S. Federal Reserve Bank of New York, U.S. Senate Committee on Agriculture Nutrition and Forestry,

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 […]

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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,

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

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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,
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