MFA Comment Letters

Topic: risk mitigation techniques

MFA Submits Comments to European Supervisory Authorities in Response to Joint Discussion Paper on Risk Mitigation Techniques04.02.12


MFA submitted a comment letter to the European Supervisory Authorities in response to their Discussion Paper on Draft Regulatory Technical […]

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Topics: assurance undertakings asymmetry, bankruptcy-remote, Basel Committee on Banking Supervision, Basel II, Basel III, Basel rules, best practices, bilateral arrangements, bilateral exchange, bilateral initial margin arrangements, buy-side firms, capital, CDS, central clearing, CFTC, collateralization, Commodity Futures Trading Commission, competitive advantages, counterparty credit risk, covered swap entities, credit default swap, credit exposure, credit institutions, creditworthiness, current market practice, daily valuation of collateral, de minimi exception, deep and liquid markets, derivatives markets, discriminatory distortions, dispute resolution procedures, due diligence, eligible collateral, EMIR, ESA, ESMA, EU, Eurodollar futures, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Securities and Markets Authority, European Supervisory Authorities, European Union, exposures, haircuts, hedging, highly correlated assets, incremental compliance costs, independent third party custodian, initial margin, insolvency estate, institutions for occupational retirement provision, insurance undertakings, interest rate swap, internal model method, internal models, international harmonization of regulations, intraday change, investment firms, Joint Committee of the European Supervisory Authorities, legally required transparency, liquidity, major swap participants, margin, margin calculations, mark-to-market, market transparency, net margin, netting, NFCs+, non financial counterparties above the clearing threshold, non-cleared derivative contracts, non-cleared derivatives, non-cleared OTC derivatives, non-financial assets, non-prudentially regulated financial counterparties, NPRFC, OTC derivatives, over-collateralization, over-the-counter derivatives, party-specific variables, perceived systemic relevance, physically-settling forwards, posting party, PRFC, prudential regulators, prudentially regulated financial counterparties, receiving party, regulatory arbitrage, reinsurance undertakings, repurchase agreements, revaluation, risk mitigation techniques, risk-based margin requirements, security lending agreements, segregated account, segregation, segregation of counterparty assets, segregation regime, standardized method, substantial counterparty exposure, substantial position in swaps, systemic importance, tri-party custodial arrangements, uncollateralized, uniformity of application, variation margin,

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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