MFA Comment Letters

Topic: leverage ratio

MFA Submits Comments to the FSB/IOSCO on Assessment Methodologies for Non-Bank Non-Insurer Global SIFIs04.07.14


MFA submitted a comment letter to the Financial Stability Board and the International Organization of Securities Commissions in response to […]

MFA Submits White Paper to European Commission on Shadow Banking06.01.12


On June 1, MFA submitted a white paper on hedge funds and shadow banking in response to the European Commission’s […]

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Topics: European Commission European Union, EU, Green Paper "Shadow Banking", shadow banking, shadow banking system, systemic risk, Background Note, Background Note "Shadow Banking: Scoping the Issues", Financial Stability Board, FSB, hedge fund industry, credit hedge funds, leverage, investor, counterparties, regulatory framework, regulatory arbitrage, financial industries, mutual funds, banks, financial market, investment strategies, asset classes, liquidity transformation, maturity transformation, risk analysis, liquidity protections, liquidity, equity investors, financial institutions, demand deposit accounts, collateral, margin, deposit-like characteristics, redemption terms, secured borrowings, direct lending, direct loan market, AIFMD, Alternative Investment Fund Managers Directive, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, originator, derivative transactions, total return swaps, secured financing, credit intermediation, non-bank financial insitutions, bank-like activities, maturity tra, G20, nonbank credit intermediation, hedge fund counterparties, broker-dealer, risk management, hidden leverage, bank-like regulation, assets under management, AUM, Securities and Exchange Commission, SEC, state securities regulators, regulatory assets under management, RAUM, U.S. Securities Laws, chief compliance officer, hedge fund managers, Form ADV, investment advisers, Form PF, Commodity Futures Trading Commission, CFTC, Financial Stability Oversight Council, FSOC, commodity futures contracts, swaps, commodity pool, commodity trading advisor, CTA, over-the-counter derivatives, OTC derivatives, central clearing, derivatives, segregation, transparency, major swap participants, swap dealers, derivatives market, Office of Financial Research, OFR, systemically important financial institution, SIFI, Board of Governors of the Federal Reserve System, the Fed, prudential regulation, Doug Elliott, Brookings Institution, absolute risk, Volcker Rule, Long Term Capital Management, "too big to fail, government insurance, market based regulations, House Financial Services Subcommittee on Financial Institutions and Consumer Credit, private equity, venture capital funds, property-casualty insurance, mutual funds management, money market funds, public company equity securities, institutional investment manager, insider trading, Department of the Treasury, Bureau of Economic Analysis, EU Member State, MiFID, Markets in Financial Instruments Directive, European Market Infrastructure Regulation, EMIR, Investment Company Institute, ICI, United Kingdom, counter-cyclical, creditor, taxpayer, sophisticated investors, instant liquidity funds, discount windows, gates, lock-up periods, side pockets, Financial Services Authority, FSA, uncollateralized loans, initial margin, variation margin, asset-backed commercial paper conduits, ABCP conduits, structured investment vehicles, SIV, Columbia University, leverage ratio, Lord Adair Turner, Hedge Fund Research, asset-backed securities, corporate bonds, government bonds, small and medium-sized enterprises, SME, leveraged loan markets, quantitative strategies, credit arbitrage strategies, fundamental credit analysis, distressed restructuring strategies, fixed income instruments, bankruptcy, private issue/Regulation D strategies, Regulation D, private investment in public equity, PIPE, relative value, pricing discrepancy, fixed income - asset backed, loans, credit cards, receivables, real estate, tangible financial commitments, fixed income - convertible arbitrage, convertible arbitrage, fixed income - corporate, corporate fixed income instrument, relative value - multi-strategies, Master Limited Partnership,

Comment Letter to the CFTC on its Proposed Rules on Risk Management Requirements for Derivatives Clearing Organizations03.21.11


MFA submitted a comment letter to the CFTC on its proposed rules on Risk Management Requirements for Derivatives Clearing Organizations. […]

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Topics: Commodity Futures Trading Commission CFTC, Risk Management Requirements, derivatives clearing organizations, DCO, participant eligibility, eligibility standards, fair and open access, clearing member, DCO concentration risk, diversity of market participants, competition, capital requirements, clearinghouses, swap portfolio size, transaction volume, antitrust considerations, $50 million upper limit, minimum capital requirements, net capital obligation, risk exposure, risk-based methodologies, stress and default scenarios, tiers, threshold guaranty fund contribution, direct clearing members, DCO margin methodologies, guaranty fund scaling methodologies, margin, obligations, cleared trade volumes, scaling requirements, Chicago Board of Trade, committee on payment and settlement systems and technical committee of the International Organization of Securities Commissions, CPSS-IOSCO standards, product eligibility, Designated Contract Market, DCM, Swap Execution Facility, SEF, electronic execution, connectivity, standard two-way protocols, executing counterparty, risk management, margin requirements, market liquidity, initial margin, five-day liquidation horizon, highly liquid instruments, market volatility, on-the-run 10 year interest rate swaps, initial margin requirements, excess margin, default management framework, customer initial margin, direct clearing members' initial margin, credit risk, Columbia University, leverage ratio, investment banks, hedge fund industry, non-hedge positions, product portfolio, swap portfolio, margin methodology, creditworthiness, counterparty credit assessment practices, margin calls, mark-to-market variations, volatility, bilateral trades, greater market concentration, systemic risk mitigation, Bank of America-Merrill Lynch, The Turner Review, global banking crisis, margin calculation utility, effective date, phase-in period, mandatory central clearing, differentiated margining, portfolio margining, cross product margin, swaps, futures, federal register, Federal Reserve Bank of New York, ISDA, SEC, Securities and Exchange Commission,

Comment Letter Responding to the Financial Stability Oversight Council’s Advance Notice and Request for Comment on the Criteria for Designating a Nonbank Financial Company as Systemically Important.11.05.10


MFA submitted a comment letter to the Financial Stability Oversight Council in response to the Councils advance notice and request […]

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Topics: Systemically Important Institutions Financial Stability Oversight Council, FSOC, Nonbank Financial Company, Systemically Important Financial Companies, market participants, Systemic Risk Monitoring, Board of Governors, Federal Reserve System, Systemically Relevant Firms, Congress, "too big to fail, U.S. Financial Stability, hedge funds, Financial Market Participants, counterparty risk management, banks, broker-dealer, hedge fund industry, collateral, Borrowing, counterparties, capital markets, financial system, global mutual fund industry, U.S. Banking Industry, systemic risk, assets under management, leverage, Colombia University, Investment Company Institute, Federal Financial Institutions Examination Council, BofA Merrill Lynch, risk monitoring, due diligence, Collateral Posting, credit exposure, Structure of the Industry, Financial Assets, investment portfolio, sophisticated investors, ultra-high net worth individuals, retail investors, diversified portfolio, Liquidity Restrictions, Periods of Redemption, Redemptions, gates, Side Pocket Vehicles, Highly Illiquid Assets, alignment of interests, performance fees, high water marks, risk-adjusted returns, Legally Distinct Funds, Common Adviser, financial institutions, insurance companies, Long Term Capital Managment, LTCM, Position Size, Inadequate Counterparty Risk, leverage ratio, OTC Derivatives Trades, OTC, Counterparty Risk Management Policy Group, Fed Chairman Bernanke, Securities Exchange Commission, SEC, regulatory regime, over-the-counter derivatives, Standardized Transactions, swap dealers, major swap participants, CFTC, Cleared Transaction, Uncleared Transaction, margin requirements, prime brokerage, Short-Term Funding, overnight borrowing, asset mix, off-balance sheet exposures, bank holding companies, Equity Capital Stability, FDIC, FDIC deposit insurance, Debt Guarantees, Government-Issed Charter, Government-Funded Capital, Troubled Asset Relief Program, TARP, Federal Reserve's Discount Window,
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