MFA Comment Letters

Topic: pricing efficiency

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,

MFA Comment Letter to the Committee of European Securities Regulators in Response to its Call for Evidence on Mutual Recognition with Non-European Union Jurisdictions09.04.09


MFA submitted a letter to the Committee of European Securities Regulators today in response to its Call for Evidence on mutual […]

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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