MFA Comment Letters

Topic: "delta" hedge

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,

Comment Letter to ESMA on Short Selling and Credit Default Swap Regulation01.10.12


MFA submitted a comment letter on January 10 to the European Securities and Markets Authority (ESMA) regarding the implementation of […]

MFA Letter to IOSCO Technical Committee Short Selling Task Force on Regulatory Approaches to Short Selling12.23.08


MFA sent a letter to the IOSCO Technical Committee Short Selling Task Force providing comments to regulatory approaches to short […]

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Topics: International Organization of Securities Commissions Technical Committee of the International Organization of Securities Commissions, Martin Wheatley, John G. Gaine, short selling, international harmonization of regulations, Securities and Exchange Commission, SEC, market participants, institutional investors, Florence Harmon, price discovery, market bubbles, market liquidity, liquidity, hedging, risk management, upward market manipulations, derivatives, derivatives trading, capital markets, over-the-counter derivatives, OTC derivatives, listed derivatives, convertible bond, distressed companies, "delta" hedge, capital raising, naked short selling, locate, settlement, settlement date, FINRA, Financial Industry Regulatory Authority, broker-dealer, systematic disturbances, risk, closed-out, trade reconciliation, prime broker, algorithmic trading, executing brokers, registered market centers, threshold security, bid-ask spreads, uptick rule, decimal pricing, high-volume trading, sub-penny quotes, Equity Security, sell-side firms, buy-side firms, hard to borrow shares, easy to borrow shares, long positions, reconciliation, exchanges, short squeeze, pre-borrow requirement, market efficiency, Pre-borrow Emergency Order, automated systems, manual trading, securities depositaries, custodian banks, Continuous Net Settlement, CNS, European Corporate Governance Institute, Yale International Center for Finance, National Securities Clearing Corporation, NSCC, clearing brokers, artificial price movements, short sale reporting, fraudulent short selling activity, manipulative naked short selling, unintentional failures to deliver, proprietary investment strategies, OTC equity securities, short interest positions, Regulation Filing Applications, Order Audit Trail System Rules, OATS, Order Tracking System, OTS, Nasdaq-listed securities, NYSE-listed securities, NYSE, Electronic Blue Sheet system, public disclosure, pensions, endowments, foundations, headline risk, alternative investment vehicles, chilling effect, transparency, reverse engineer, money managers, aggregate basis, synthetic positions, bilateral swaps, hedge, swap,

MFA Comments to SEC on Interim Final Temporary Amendments to Regulation SHO12.15.08


MFA sent a letter to the SEC providing comments to the Commission’s interim final temporary rule on amendments to Reg […]

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Topics: Securities and Exchange Commission SEC, emergency orders, short selling, manipulative naked short selling, market dislocations, market participants, liquidity, public interest, efficiency, competition, capital formation, Financial Industry Regulatory Authority, FINRA, broker-dealer, naked short selling, pricing efficiency, Short Selling Activity in Financial Stocks, SEC July 15 Emergency Order, Arturo Bris, European Corporate Governance Institute, Yale International Center for Finance, three-day settlement cycle, capital raising, risk management, derivatives hedging strategies, hedging, distressed companies, capital, market risk, "delta" hedge, volatility, public companies, fails to deliver, securities, close-out, Voting Rights, prime broker, algorithmic trading, automated trading, manual trading, short selling regulation, clearing, settlement, uptick rule, sell-side firms, buy-side firms, hard to borrow shares, easy to borrow shares, locate, threshold securities list, threshold securities, self-regulatory organization, SRO, short positions, short squeeze, operational efficiency, bid-ask spreads, options, market maker, long sales, market efficiency, market liquidity, delivery, securities depositaries, custodian banks, executing brokers, Continuous Net Settlement, National Securities Clearing Corporation, NSCC, clearing agency, settlement date, market distortions, order to purchase, artificial buying pressure, borrowing costs, G19, G19 securities, Wall St. Journal, regulatory efficiencies, mandatory close-out, T+5, T+2, T+4, pre-fail credit, NYSE, New York Stock Exchange, debt securities, arrangement to borrow,
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