MFA Comment Letters

Related Legislation: Title VII of Dodd-Frank

Comment Letter to SEC and CFTC on Proposed Rules Defining ‘Swap,’ ‘Security-Based Swap,’ and ‘Security-Based Swap Agreement,’ and Guidance on Mixed Swaps and Security-Based Swap Agreement Recordkeeping07.22.11


MFA submitted comments to the SEC and CFTC in response to their request for comments on their proposal on the […]

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Topics: 1993 energy exemption alternative delivery procedures, alternative transfer structure, antifraud liabilities, assignment and assumption agreements, bankruptcy estate, beneficial ownership interest, book-out contracts, business conduct requirements, capital, central clearing, CFTC, commodities, Commodity Futures Trading Commission, current debtor-creditor relationship, deferred shipment, delivery, direct or indirect ownership, eligible contract participants, energy commodities, exchange trading, Federal Securities Laws, forward contract exclusion, further definitions of swap, grantor, institutional investors, lender of record, liquidity, LMA, loan agreement, loan arrangers, loan market association, loan markets, loan participants, loan participations, loan payments, Loan Syndications and Trading Association, loan total return swaps, loan transfer mechanism, LSTA, margin, market participants, material non-public information, mixed swaps, netting, non-U.S. counterparties, nonfinancial commodity, oil, OTC derivatives, participant, participation agreements, physical commodity, physically settled, primary loan markets, private market, recordkeeping, reference loan, reporting, SEC, secondary loan markets, Securities and Exchange Commission, security, Security-Based Swap, security-based swap agreement, security-based swap agreement recordkeeping, syndicated loan market, synthetic exposure, systemic risk, total return payer, total return receiver, true participants, true participation, true sale, U.S. domiciled counterparties,

Comment Letter on Proposed Rule and Interpretation on Registration and Regulation of Security Based Swap Execution Facilities04.04.11


MFA submitted a comment letter to the SEC on its proposed rule and proposed interpretation on Registration and Regulation of […]

Supplementary Letter to the SEC in Response to its Proposed Antifraud Rule with Respect to Security-Based Swaps03.29.11


MFA submitted a letter to supplement our December 23, 2010 letter to the SEC in response to its proposed antifraud […]

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Topics: anti-fraud rule assignment, assignments, automatic stay provisions, Bank of International Settlements, Bankruptcy Code, bankruptcy proceedings, bilateral contracts, BIS, capital formation, CDS market, clearing agreement, collateral, competition, context, conveyance of rights/obligations, corporate actions, corporate loans, cost-benefit analysis, counterparty defaults, credit default swaps, credit events, credit exposure, Deception, definitions, derivatives market, disruption events, equity exposure, equity linked forwards, equity-linked swaps, exchange, execution, extinguishment of rights/obligations, fair dealing, FCIC, financial crisis, Financial Crisis Inquiry Commission, Financial Stability Board, Fraud, high yield bonds, honest markets, institutional leveraged loans, interim payments, International Swaps and Derivatives Association Inc, investment grade bonds, investment grade loans, investor confidence, ISDA master agreement, LBO-related loans, legitimate market activity, legitimate market participation, leveraged loans, Loan market Review, Manipulation, material dislocation, material non-public information, maturity date, non-index multi-name credit default swaps, novations, premium payments, price discovery, price discovery process, price efficiency, primary debt issuance, primary participant, purchase, Reuters, sale, SEC, SEC v. Rotech, secondary participant, Securities and Exchange Commission, Securities Industry and Financial Markets Association, security based swap anti-fraud rule, security based swaps market, security-based swaps, single name credit default swaps, spread payments, statutory authorization, swap market, swaps market, systemic risk, termination, termination events, The Loan Syndications and Trading Association, total return swaps, transfer of rights/obligations, transferor, unallocated swaps, underlying shares, unwinds, US OTC derivatives market,

Comment Letter to the SEC and CFTC on Definitions of “Swap Dealer, Security-Based Swap Dealer (together, SDs), Major Swap Participant, Major Security-Based Swap Participant (together MSPs) and Eligible Contract Participant (ECP)02.22.11


MFA submitted a comment letter to the SEC and CFTC on their joint proposed rule to further define swap dealer, […]

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Topics: abnormal price movement acknowledgment requirements, applicable MSP thresholds, asset mix, bank capital standards, capital markets, cash settled swaptions, CDS, CDS protection, central clearing, centrally cleared positions, CFTC, Chicago mercantile exchange, clearing member defaults, clearinghouse, CME, commercial hedging, commercial loans, Commodity Futures Trading Commission, counterparty domicile, counterparty exposure, credit default swaps, credit ratings, credit spreads, creditworthiness, currency based institutions, current uncollateralized outward exposure test, daily mark requirements, daily variation margin calls, daily volatility, Dealer, dealers, default risk, delta weighting, deregistration period, discount factor, ECP, eligible contract participant, end-users, feeder fund, financial counterparty, Financial Industry Regulatory Authority Inc., Financial Stability Oversight Council, FINRA, fixed downside risk, Form PF, Form PQR, FSOC, fund domicile, future exposure discount, hedge fund managers, hedge funds, high yield credit swaps, high-grade corporate securities, highly leveraged, highly liquid assets, independent amount of collateral, independent variable, index CDS, index derivatives, index reference entity, inflation, initial margin, interest rate swap, investment grade, investment-grade credit swaps, ISDA master agreements, jump-to-default risk, know your counterparty requirements, large private fund, liabilities to equity, LIBOR, limited purpose designations, liquidity, liquidity rights, longer-term leverage, Major Security-Based Swap Participant, Major Swap Participant, manager domicile, margin methodologies, mark-to-market exposure, market activity, market growth, market location, market-standard discount rate, master-feeder fund, minimum duration of status, mitigating commercial risk, msp, MSP definitions, MSP determination, MSP test, MSP thresholds, multiplier, non-ECP, non-investment grade, non-U.S. market, non-U.S. regulators., non-US domiciled fund, non-US entities, non-US securities, offshore fund, option expiration date, options on a swap, over-collateralization, overnight borrowing, physically settled swaptions, portfolio risk, potential future exposure calculation, potential future exposure test, potential systemic risk impact, Proposed Form PF section 1b, proposed form PF section 2(a), proposed form PF section 3, proposed form PF section 4, proposed Form PQR, quarters, question 11, question 27, question 38, question 47, question 5, question 68, reevaluation period, reference entity domicile, reproducible test, retail cash, Retail Forex Pool, risk factor multiplier, risk factor multipliers, risk mutualization, risk-mitigating tools, schedule B, SD, SD obligations, SEC, secured debt, Securities Exchange Commission, Security-Based Swap Dealer, security-based swaps, Senator Hagan, Senator Lincoln, short-term financing, short-term leverage, single-name CDS, smaller private fund, spread bank designation, substantial counterparty exposure, substantial position, swap rate, swap underlier, Swaps dealer, swaptions, systemic risk, systemically important, systemically important financial institution, term borrowings, threshold levels, tools of credit protection, trade verification, trading entity, traditional commodity pool, U.S. banking system, uncollateralized exposure, underlying instrument, undiversified market participant, United States financial markets, unpaid premiums, unsecured debt, upward adjustment, US entities, US Treasuries, valuation of collateral, variation margin, volatility,

Comment Letter Regarding SEC Study on the Whether the Establishment of a Self-Regulatory Organization Would Improve the Frequency of Examinations of Investment Advisers12.16.10


MFA submitted a letter today providing comments to the SEC on Section 914 of the Dodd-Frank Act, which requires the […]

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Topics: assets under management broker dealers, broker-dealer, capital formation, CFTC, check-the-box, chief compliance officer, clearing, clearing agencies, Committee on Financial Services, Commodities Futures Trading Commission, compliance, Compliance Policies, counterparties, custody, Department of Labor, Department of the Treasury, derivative, derivatives trading activities, Disclosure, Dodd-Frank Act, fiduciary duty, Financial Industry Regulatory Authority, financial planners, Financial Stability Oversight Council, FINRA, forensic accounting, FSOC, hedge fund managers, initial margin, insider trading, investment activity, Investment Adviser Association and National Regulatory Services, investment adviser examination, investment advisory firm, Investor Protection, leverage, liquidation, major swap participants, msp, mutual fund, NASD, National Association of Securities Dealers, nregistered securities, Obama Administration's Financial Regulatory Reform Proposals, OCIE, Office of Compliance Inspections and Examinations, OTC derivatives, over-the-counter derivatives, over-the-counter securities markets, oversight, pension, private fund manager, purchase, registration, reporting, sale, SEC, Securities and Exchange Commission, securities lending, securities market, securities transactions, self-regulatory organization, short selling, small advisers, SRO, swap dealers, swaps, systemic risk, trading positions, traditional asset management firm, Transaction Reporting, transparency, U.S. House of Representatives, variation margin, wealth managers,
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