MFA Comment Letters

Related Legislation: Section 404 of the Dodd-Frank Act

MFA Submits Letter and White Paper on Protection of Non-Public, Sensitive, and Proprietary Information by FSOC Members05.22.13


MFA submitted a cover letter and white paper to each member of the Financial Stability Oversight Council (FSOC) on the […]

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Topics: Adam Clark-Joseph adviser registration, Andrei Kirilenko, Board of Governors of the Federal Reserve System, broker-dealer, CFTC, CIGFO, clearinghouses, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, confidentiality, Consumer Financial Protection Bureau, Council of Inspectors General on Financial Oversight, CPO, CTA, data collection, data repositories, DCO, Department of the Treasury, Designated Clearing Organizations, Dodd-Frank Act, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Housing Finance Agency, Federal Insurance Office, financial stability, Financial Stability Oversight Council, Form CPO-PQR, Form CTA-PR, Form PF, front running, FSOC, futures commission merchants, harmonization, high frequency trading, information security program, inspector general reports, intermediary, investment advisers, Jaksa Cvitanic, legal entity identifiers, liquidation, Managed Funds Association, market participants, market structure, National Credit Union Administration, National Institute of Standards and Technology, NIST, Office of Financial Research, Office of the Comptroller of the Currency, President Obama, registered investment adviser, reporting, research, Reverse Engineered, Richard A. Shilts, Richard H. Baker, Rulemaking, SBSDR, SDR, SEC, SEC Office of Inspector General, Securities and Exchange Commission, Security-Based Swap Data Repositories, self-regulatory organization, SRO, substituted compliance, swap data repository, systemic risk, Trade Secrets, trade sectrets, Trading Activities, U.S. House of Representatives Committee on Financial Services, U.S. securities law,

MFA Response to FSA Discussion Paper on Implementation of the AIFMD03.23.12


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Topics: Advanced Method AIFMD, AIFMD firm, Alternative Investment Fund Managers Directive, audit function, CAD-defined terms, capital requirements, CDS, CESR Guidelines on Risk Management and the Calculation of Global Exposure and Coutnerparty Risk for UCITS, chief compliance officer, compliance function, conflicts of interest, CRD3 framework, depositary, depositary liability, Dodd-Frank Act, ESMA, EU Passport, EUR denominated bonds, European Central Bank, European Securities and Markets Authority, exchanges, external valuer, family investment vehicle, family relationship, FCA, FCA Approach Document, Final Advice on the AIFMD, Financial Services Authority, foreign exchange, Form PF, FSA, FSA Discussion Paper "Implementation of the Alternative Investment Fund Managers Directive", FSA Principles for Business, FSA Remuneration Code, functional and hierarchal independence, functional and hierarchical separation, hedge funds, hedging arragements, institutional investors, interest alignment, interest rate risk, internally managed AIF, internationally coordinated approach to reporting, investor capital, IPRU (INV), less than fully invested, letter-box entity, leverage, limited partnership, liquidity requirements, marketing, Member State competent authorities, MiFID, MiFID firm, MiFID investment services, MiFID portfolio managers, NAV, NAV per share, net asset value, net assets under management, non-EU AIFM, PII requirements, portfolio management, portfolio management personnel, portfolio risk, preferential treatment, prime brokers, private placement, professional indemnity insurance, professional investors, professional negligence, proportionality principle, proprietary business information, public offers, QIS disclosure requirements, qualitative risk limit, redemption terms, regulatory requirements, regulatory risks, remuneration guidelines, remuneration provisions, retail consumers, retail customers, retail investors, reverse solicitation process, risk management, risk/return profile, SEC, Securities and Exchange Commission, segregated account, side letters, single AIFM, swap data warehouses, SYSC 10 of the FSA Handbook, third country, third country managers, tier 4 firm, UCITS Directive, UCITS investors, UK AIFM, unregulated CIS, valuation oversight duties, valuation procedures, Value at Risk, VaR methodology,

Comment Letter to ESMA on its Draft Technical Advice to the European Commission for Implementing AIFMD09.13.11


MFA submitted comments to ESMA on its consultation on possible implementing measures of the Alternative Investment Fund Managers Directive (AIFMD). […]

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Topics: Advanced Method Advisers Act, AIF, AIFMD, Article 3(2), Article 61, Article 9(3), AUM, AUM Calculations, bespoke system, Box 1, Box 106, Box 13, Box 19, Box 2, Box 29, Box 78, Box 79, Box 81, Box 86, Box 88, Box 89, Box 93, Box 95, Box 99, CDS, CESR Guidelines, collateral, collateral directive, Commitment Method, Committee on European Securities Regulators, confidentiality, consultation paper, counterparties, counterparty exposures, credit default swap, depositaries, depositary, diligence requirement, Dodd-Frank, due diligence, ECB, EU investors, EU Passport, European Central Bank, European Commission, exposure, Financial Services Authority, foreign exchange hedging position, Form PF, FSA, G-20, gates, generally accepted accounting principles (GAAP), Gross Method, interest rate hedging position, international coordination, Investment Advisers Act of 1940, Level 2, Level 2 inputs, Level 3 inputs, leverage, liability regime, liability standards, liquidity risk, mark-to-market, market risk, marketing, MiFID, NAV, net asset value, omnibus accounts, operational risk, OTC transaction, passport regime, portfolio management, portfolio risk, prime brokers, private funds, professional indemnity insurance requirements, professional investors, proprietary information, re-hypothecation provisions, redemption policy, registration, remuneration, reporting period, repurchase agreement, retail investors, risk limits, risk management, safe-keeping function, SEC, securities lending agreement, segregation, semi-annual reporting, side pockets, sub-custodian, sub-investment managers, systemic risk, the directive, third party managers, transparency, U.S. Securities and Exchange Commission, UCITS Directive, underwriters, unobservable, valuation agents, Value at Risk, VaR,

Comment Letter on Joint Release Regarding Reporting by Investment Advisors to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors on Form PF04.08.11


MFA filed a comment letter with the SEC and CFTC in response to their joint proposal to require private fund […]

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Topics: absolute return strategies aggregate borrowings, aggregate gross asset value, alternative methodology, asset-backed securities, assets under management, audited financial statements, balance sheet value, beneficial owners, bespoke contracts, Bloomberg, borrowing arrangements, CCPs, CDS, CDX, central clearing counterparties, CFTC, clause (iii), collateral, collateral practices, commodity pool operators, commodity trading advisors, confidentiality of information, confidentiality protections, corporate bonds, Council and Office of Financial Research, counterparty exposures, CR01, creditor, currency rates, CUSIP number, DCMs, de minimis, debt securities, default rates, delta adjusted, direct clearing members, direct investments, distressed debt, Dodd-Frank Act, duration, DV01, equity derivatives, equity exposure, equity prices, FCMs, Federal Reserve System, Financial Accounting Standards Board, Financial Stability Oversight Council, five-year option, fixed advisory fees, foreign currency contracts, foreign exchange derivatives, Form 10-K, Form 10-Q, Form 13F, Form ADV, Form CPO, Form CTA-PR, Form PF, Form PF question 36, form PF questions 28 and 35, Form PQR, FSA, funds of funds, futures commission merchants, futures contracts, GAAP, generally accepted accounting principles, global regulators, GMV, gross asset value, hedge fund assets under management, hedge fund defaults, illiquid assets, inadvertent disclosure, inception class, individual certification, interconnectedness, interest rates, interpretive guidance, Investment Adviser Registration Depository, investment advisers, investment expenses, large private fund manager, lending institutions, Level 2 inputs, Level 3 inputs, leverage, liquidity management, liquidity risk, LMV, loan commitments, long positions, managed futures, margin requirements, market noise, market participants, market value, master agreement, master-feeder, maturity brackets, maturity mismatch, NAV, net asset value, net assets under management, net borrowings, non-bank financial companies, non-rated issues, notional amount, notional value of derivatives, offsetting exposure, OFR, operational capabilities, operational efficiency, other quantitative strategies, overcounting, parallel funds, parallel managed accounts, performance fees, portfolio management, prime brokers, private equity, private fund managers, private funds, privately issued convertible bonds, proposed reporting thresholds, proprietary information, proprietary methodology, public companies, qualifying fund, record owners, recordkeeping requirements, regulatory assets under management, regulatory scrutiny, rehypothecated initial margin, reporting period, repos, risk capital allocation, risk methodology, Schedule 13G, SEC, section 404, semi-annual reporting, sensitivity analyses, short borrowing, short positions, short term high quality corporate debt, short-term interest rate, short-term market fluctuations, side pocket arrangement, SMV, statistical arbitrage-equity, strategy exposure, swap contracts, synthetic borrowing, systemic risk, systemically significant, targeted requests, ten-year option, the Fed, threshold, threshold for enhanced performance, tiered reporting system, trading and investment strategies, tri-party collateral accounts, turnover rate, UK Financial Services Authority, unaffiliated third party sources, uncommitted lines of credit, undercounting, valuation methodology, Value at Risk, VaR, variation margin,

Comment Letter on Proposed Rulemaking for Systemically Significant Institutions02.25.11


MFA submitted a letter to the Financial Stability Oversight Council in response to the Councils proposed rule regarding the criteria […]

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

MFA Comments on SEC Regulatory Initiatives Under the Dodd-Frank Act09.22.10


MFA submitted initial comments to the SEC and the CFTC on regulatory initiatives in each agencys purview under the Dodd-Frank […]

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Topics: "too big to fail accredited investor, AIFs, AIG, alternative investment funds, Bad Actors, bankruptcy law, beneficial ownership, Bondholder, Broker, business risk, capital formation, capital markets, CCP, central clearing, central counterparties, CFTC, cleared swaps, clearing, client, collateral, Columbia University, commercial paper, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, Comptroller General of the United States, Confidential Information, contract market, Counterparty, covered financial institution, credit exposure, creditor, CTA, CUSIP number, customer asset, customer protection, depositor, Designated Contract Market, Disclosure, disqalifying felons, EC, endowments, EP, equity market, EU, European Commission, European Commissioner Michel Barnier, European Council of Finance Ministers, European Parliament, European Union, executive compensation, family office, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Financial Institutions Examination Council, Federal Reserve, fiduciary, fiduciary standard, financial crisis, financial entities, financial regulatory system, financial risk, Financial Stability Oversight Council, Form SH, FSOC, futures, futures commission merchant, futures market, global banks, global market, hedge funds, herding, Incentive-Based Compensation Arrangements, individual account, initial margin, institutional investors, international coordination, investment adviser, investment adviser examination, Investment Company Institute, investment portfolio, Investor Advisory Committee, investor confidence, Investor Protection, knowledgeable employees, leverage, liquidity, Major Security-Based Swap Participant, Major Swap Participant, managed funds, many-to-many platform, margin requirement, market discipline, market integrity, market maker, market makers, market stability, msp, MSSP, mutual fund, non-bank financial companies, non-bank MSP, non-swap dealer, OCIE, Office of Compliance Inspections and Examinations, Office of Financial Research, offsetting position, omnibus account, operational risk, OTC derivatives market, over-the-counter derivatives market, owned funds, Peavey Commodity Futures Fund no-action letter, pension plans, performance reports, physical market, pooled investment vehicle, pooled vehicle, position limits, price discovery, Price Manipulation, private funds, private investment funds, proprietary asset, proprietary information, proprietary strategies, qualified client, registration, Regulation D, regulatory capital requirements, reporting, residual value, retail clients, retail funds, risk capital, risk committee, risk management, risk model, risk profile, roll-over, SEC, SEC-registered advisers, Secretary Geithner, Securities and Exchange Commission, security-based swaps, SEF, segregation, self-regulatory organization, short selling, short swing profit reporting, SRO, substantial position, swap, swap dealer, Swap Execution Facility, systemic risk, TARP, third party custodian, Tier 1 capital, transitional relief, transparency, Troubled Asset Relief Program, U.K. Chancellor of the Exchequer Alistair Darling, U.S. Banking Industry, uncleared swaps, variation margin, Venture Capital Fund, volatility,
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