MFA Comment Letters

Topic: derivatives transactions

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 Submits Letter to IRS on Proposed Rules on Dividend Equivalent Payments04.06.12


MFA submitted a comment letter to the Internal Revenue Service on the IRS proposed rules under Section 871(m) of the […]

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Topics: Internal Revenue Service IRS, dividend equivalent, tax avoidance, market participants, contractual representations, undue market disruption, swaps, delta-one instruments, customized index, derivatives, equity linked derivatives markets, in connection with standard, in the market, crossing transactions, short-term trades, high-frequency trading, gross witholding, cascading witholding taxes, special dividends, witholding agent, FATCA, specified notional principal contracts, SNPC, outstanding positions, dividend equivalent payments, abusive practices, non-U.S. persons, out-of-the-money, equity-linked swaps, options, futures, underlying security, strike price, dividend payment, dividend swaps, long-party, short-party, future dividend flow, anti-abuse rule, delta-one, International Swaps and Dealers Association, ISDA, delta, delta one instrument, non-delta one instrument, 90-Day Rule, retested, market forces, broad-based indices, market sector, credit, leverage, trading strategies, recognized independent index publisher, options contracts, proprietary index, preferred stock, common stock, illiquid securities, derivatives transactions, private funds, public float, hedge, synthetic exposure, offsetting position, individual trade determinations, investment algorithms, compliance restrictions, long equity swap, investment fund, single strategy fund, multi-strategy fund, average daily trading volume, ADTV, public float test, Bloomberg, direct or indirect "cross", crossing, full notional amount, internal tax review system, real-time identification of offsetting positions, 30 day liquidity, Department of the Treasury, overwitholding, extraordinary dividend, Options Clearing Corporation, OCC, ordinary divident, special dividend, OTC option, options market,

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

MFA Comments to the “Over-the-Counter Derivatives Markets Act of 2009”11.09.09


MFA submitted a letter to the Department of the Treasury regarding the Obama administration’s legislative proposal titled the “Over-the-Counter Derivatives […]

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Topics: Department of the Treasury Obama Administration, regulatory framework, over-the-counter derivatives, OTC derivatives, institutional investors, commodity, securities market, OTC derivatives market, derivatives transactions, central clearinghouse, segregation, initial margin, variation margin, trade and position reporting, swap dealers, securities dealers, Major Swap Participant, AIG, end-users, substantial net position, substantial unsecured net position, AAA credit rating, Securities and Exchange Commission, SEC, Commodity Futures Trading Commission, CFTC, security-based swaps, dealers, credit risk, insurance companies, energy companies, airline, utilities, private funds, local governmental entities, non-dealer entities, capital restrictions, swap market participant, Long Term Capital Management, Enron Corporation, thrift and insurance holding company, American International Group, unsecured current credit exposure, central clearing, derivatives clearing organizations, proprietary assets, legacy standardized swaps, non-clearable trade, Gary Gensler, Lehman Brothers, LBIE, collateral segregation, bankruptcy-remote, Bankruptcy Code, risk management, Pension Funds, endowments, hedge funds, custodian, ISDA product definitions, registered derivatives clearing organization, non-cleared swap transactions, exchange trading, hybrid market, exchange-traded products, market manipulation, position limits, physically-delivered commodities, cash-settled contracts, pre-merger notification regime, capital formation,

MFA Submits Comment Letter to FSA Regarding Discussion Paper “Hedge funds: A discussion of risk and regulatory engagement”10.28.05


MFA Comment Letter to UK’s FSA re: Discussion Paper on Hedge Funds

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Topics: Financial Services Authority FSA, hedge funds, risk, regulatory oversight, alternative investment industry, United Kingdom, fund of funds, managed futures funds, hedge fund industry, assets under management, AUM, United States, Canada, New York, London, Delaware, soft commission, short selling, Securities and Exchange Commission, SEC, hedge fund adviser, Roel Campos, hedge fund managers, market participants, self-regulatory organization, SRO, regulatory framework, offshore, regulatory arbitrage, liquidity, valuation, derivatives, derivatives transactions, Fraud, implications of the growth of hedge funds, MFA's Sound Practices for Hedge Fund Managers, MFA's 2005 Sound Practices, AIMA, Alternative Investment Management Association, internal trading controls, investors, Transactional Practices, single-manager hedge funds, President's Working Group on Financial Markets, PWG, Sound Practices, risk management, internal controls, segregation, collateral, Department of the Treasury, Board of Governors of the Federal Reserve System, Ben Bernanke, Commodity Futures Trading Commission, CFTC, Guide to Sound Practices for European Hedge Fund Managers, industry-led initiatives, counterparty risk management policy, Policy Makers, pooled investment vehicle, private equity, venture capital, real estate funds, bank, investment bank, private funds, retail funds, sophisticated investors, net worth, due diligence, absolute return strategies, S&P 500, FTSE-250, Long Term Capital Management, financial instrument, leverage, global financial marketplace, market risk, credit risk, liquidity risk, risk position, portfolio manager, stress testing, cash management, Cash Flow, drawdown, Redemption, counterparties, International Organization of Securities Commissions, IOSCO, hedge fund administrator, GAAP, generally accepted accounting principles, Fair Value, net asset value, NAV, illiquidity, hard-to-value, side pockets, absolute return, Portfolio Diversification, institutional investors, high net worth requirements, price discovery, Absolute Return Magazine, Robert Jaeger, operational risk, disclosures, Greenwich Roundtable, credit derivatives, derivatives markets, International Swaps and Dealers Association, ISDA, novation protocol, dealers, novations, trade associations, Office of Risk Assessment, compliance burden,
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