MFA Comment Letters

Topic: bid-ask spread

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 Response to CESR Consultation Paper on a Proposal for a Pan-European Short Selling Disclosure Regime10.01.09


MFA submitted a letter to the Committee of European Securities Regulators (CESR) today in response to its Consultation Paper on a […]

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Topics: Committee of European Securities Regulators CESR, CESR Proposal for a Pan-European Short Selling Disclosure Regime, alternative investment managers, hedge funds, fund of funds, hybrid funds, 130/30 funds, managed futures funds, industry service providers, alternative investment industry, absolute return strategies, short selling, manipulative conduct, Market Confidence, stability, public disclosure of short positions, short positions, market volatility, price discovery, risk management, risk management function, significant adverse effect, financial services sector, investors, Issuer, market participants, de minimis, aggregated anonymised data, timeframe for reporting, transparency directive, meaningful data, short selling bans, global equity markets, academics, liquidity, bid-ask spread, price declines, materially negative impacts, market efficiency, short selling disclosure regime, equity markets, enhanced transparency, investment managers, abusive short selling practices, abusive practices, financial institutions, herding, institutional investors, retail investors, transaction costs, capital markets, free flow of information, chilling effect, alternative investment classes, Pension Funds, endowments, foundations, alternative investment vehicles, hedging strategies, capital formation, hedge, convertible arbitrage, short equity position, convertible bonds, traditional bond issuance, convertible securities, short squeeze, Reverse Engineered, trading strategies, long equity positions, exposures, Unwind, financial stocks, pricing efficiency, short selling prohibitions, European markets, large-scale short selling, extreme market conditions, negative returns, UK Financial Services Authority, FSA, securities prices, naked short selling, Journal of Finance, Credit Suisse, market stability, disclosure thresholds, private reporting, flagging short sales, Financial Regulatory Authority, FINRA, flagging regime, disproportionate costs, real time information, over-the-counter transactions, exchanges, trading platform, settlement, physical short sales transactions, EEA stock, extraterritoriality, European Union, EU, EEA equities, two-tier disclosure model, price amplification, market testing, MiFID, competent authorities, Member State competent authorities, professional secrecy, confidentiality, freedom of information regimes, harmonization, net economic short positions, transitory short position, abusive behavior, share issues, capital raising, index trading, basket trade, reporting regimes, net economic short position, asset management company, aggregation, prudential regulators, T+1 reporting, derivatives, derivative positions, delta adjusted, cumulative compliance costs, global capital markets, EU Member State, market maker, market making,
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