MFA Comment Letters

Topic: trade acknowledgment

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,

Comment Letter to the CFTC on Confirmation, Portfolio Reconciliation, and Portfolio Compression Requirements for Swap Dealers and Major Swap Participants02.28.11


MFA submitted a comment letter to the CFTC on its proposal on Confirmation, Portfolio Reconciliation, and Portfolio Compression Requirements for […]

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Topics: banks best practices, bid spreads, bilateral portfolio compression exercise, bilateral portfolio reconciliation exercise, broader markets, calendar day, CFTC, clearance, clearing satisfying requirements, collateral management, collateral steering committee of the International Swaps and Derivatives Association Inc., Commodity Futures Trading Commission, complex swap, compliance period, confirmation, confirmation periods, confirmation requirement, consistent timing, Counterparty, counterparty risk, customized swaps, DCM, DCO, derivatives clearing organization, Designated Contract Market, dividend payment, dollar threshold, electronic matching platforms, electronic matching process, electronic processing, exchange execution, financial entities, financial entity, heavily negotiated swaps, hedging risk, insurance companies, ISDA, legal risks, life cycle events, limiting parties, liquidity, major swap participants, mandated timeframes, margin disputes, market disruption, market participants, market risk, market-driven solution, merger, modification, MSPs, multilateral compression, multilateral portfolio compression exercises, multilateral portfolio reconciliation exercise, nominal value, novation, offer spreads, operational abilities, operational risk, over-the-counter derivatives, partial termination, pension plans, portfolio compression requirements, portfolio compression rule, portfolio reconciliation, position level discrepancies, position level portfolio reconciliation, post-trade exercises, pre-trade draft acknowledgement requirement, private funds, rights, risk mitigation benefits, SDs, SEC, Securities and Exchange Commission, SEF, swap dealers, Swap Execution Facility, swap markets, swap portfolio trade confirmation, swaps portfolio, time-sensitive swaps, timing requirements, trade acknowledgment, trade capture system, trade execution, valuation data, valuation discrepancy, Valuation Disputes, volatility,
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