MFA Comment Letters

Topic: S&P 500

MFA Coalition Submits Joint Letter to SEC and CFTC on CDS Customer Portfolio Margining05.10.13


MFA, the American Council of Life Insurers (ACLI), and the Alternative Investment Management Association (AIMA) (collectively, the “Associations”) submitted a […]

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Topics: ACLI American Council of Life Insurers, AIMA, Alternative Investment Management Association, Mary Jo White, Gary Gensler, SEC, CFTC, Securities and Exchange Commission, Commodity Futures Trading Commission, portfolio margining, clearing, ICE Clear Credit LLC, security-based swaps, swaps, credit default swaps, CDS, buy-side participants, sell-side firms, margin, central clearing, Investor Protection, market efficiency, derivatives, hedging, FCM, futures commission merchants, broker-dealer, single-name CDS, economic barriers, systemic risk, counterparty credit risk, credit risk, offsetting position, collateral, price distortion, broad-based indices, narrow-based index credit default swap, initial margin, initial margin requirements, margin requirements, registered clearing agencies, derivatives clearing organization, DCO, clearinghouse, capital, segregation, clearing agency, self-clearing members, dealers, Financial Industry Regulatory Authority, FINRA, end-users, regulatory framework, interconnectedness, ICE Trust, Federal Reserve Bank of New York, settlement, New York State Banking Department, risk management, variation margin, long-short strategies, interest rate swaps, market participants, clearing mandate, master netting agreements, voluntary clearing, backloading, iTraxx Europe, liquidity, liquidity requirements, tri-party segregation arrangements, custody bank, institutional custodian, excess margin, legal segregation with operation commingling, LSOC, LSOC with excess, directional portfolio, insolvency, equity markets, arbitrage, S&P 500, price competition, direct clearing members, DCM, liquidation, proprietary strategies, volatility, net margin, margining, straight-through processing, counterparty risk, speculative position, Options Clearing Corporation, OCC, short straddles, capital formation,

Letter to ERISA Advisory Council on Hedge Funds’ Benefit to Pensions and Beneficiaries11.01.11


MFA submitted a written statement to the ERISA Advisory Council in connection with an Advisory Council meeting on November 8 […]

MFA Submits Comments to IOSCO on Consultation Report on Hedge Funds Offered to Retail Investors05.31.06


MFA Submits Comments to IOSCO’s “Regulatory Environment for Hedge Funds” survey

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Topics: Consultation Report on Hedge Funds Offered to Retail Investors hedge funds, The Regulatory Environment for Hedge Funds, hedge fund industry, alternative investment industry, fund of funds, managed futures funds, Securities and Exchange Commission, SEC, Commodity Futures Trading Commission, CFTC, Federal Reserve System, Department of the Treasury, United States Congress, MFA's Sound Practices for Hedge Fund Managers, MFA's 2005 Sound Practices, dealers, credit derivatives, investor, valuation, regulation, single-manager hedge funds, IOSCO, International Organization of Securities Commissions, IOSCO Technical Committe Standing Committee on Investment Management, SC5 2003 Report, Federal Securities Laws, hedge fund managers, Code of Ethics, pooled investment vehicle, private equity, venture capital, real estate funds, sophisticated investors, institutional investors, due diligence, absolute return strategies, FTSE-250, S&P 500, investment advisers, registered investment companies, RICs, private fund, client, Look Through, investment company, assets under management, AUM, commodity pool operator, CPO, futures, options contracts, futures exchange, commodity trading advisor, CTA, National Futures Association, NFA, reporting requirements, Regulation D, accredited investors, registered public offerings, implications of the growth of hedge funds, fraudulent behavior, Senate Banking Subcommittee on Securities, Fair Value, net asset value, NAV, pricing, illiquid investments, derivatives, hard-to-v, side pocket, conflict of interest,

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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