MFA Comment Letters

Topic: client confidentiality

MFA Comments to the U.K. Hedge Fund Working Group’s Consultation Paper12.14.07


Today, MFA submitted the following response letter to the U.K. Hedge Fund Working Group on its Consultation Paper. The overall […]

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Topics: AIMA Alternative Investment Management Association, AML, audited annual accounts, board of directors, board of trustees, Borrowed Stock, bright line test, Chartered Financial Analyst Institute, cherry picking, client confidentiality, collateral agreements, collateral calls/two way collateral posting, commercial terms, compliance, compliance procedures, Comply or Explain, conflicts of interest, consultation paper, counterparties, counterparty risk, cross-market particpant working group, Derivative posistions, Difficult-to-Value Assets, Disclosure, disclosure thresholds, exchange traded posistions, exposure, Fair Value, Federal Reserve Bank of New York for OTC equity derivatives, fire sale, fund governing bodies, Fund Governing Body, funds of funds, global alternative investment industry, Global Investment Performance Standards, global relevance, Governance of Operational Risk, Hedge Fund Working Group, hedge funds, HFWG, illiquid securities, independent in-house functions, independent third parties, independent valuation services providers, inside information, Insider Dealing, Investment Policy, investor groups, investors, Irish Stock Exchange, jurisdictional requirements, Key man risk, Key Performance indicators (KPis) Fund Governance Disclosure, legal risks, Lenders/Prime Brokers/Dealers, Luxembourg Stock Exchange, managed futures funds, managers, Market Abuse, market price, market risk, marketable securities, Model Risk, net asset value, netting agreements, non-marketable, non-U.S. exchanges, offshore, one-stop shop, OTC derivatives transactions, OTC electronic transaction posistions, OTC market particpants, Outsourcing Risk, performance fee, Performance Measurement Disclosure, portfolio, portfolio management, potential conflicts, potential liability, President's Working Group on Private Pools of Capital (PWG), price sources, prime brokers, proxy voting policy, reconciliation errors, Regulators, regulatory implicationsm Websites, regulatory risks, Risk Disclosure, scenario analyses, Securities and Exchange Commission (SEC), segregation, service legal agreement, side letters, side pocket, soft limits, Sound Practices for Hedge Fund Managers, spectrum, stock lender, stress testing, third parties, Third Party Administrators, trade association, U.S. based funds, U.S. securities law, UK, uncertainity, United Kingdom, valuation, valuation determinations,

MFA Submits Joint Letter to SEC on Proposed Revisions to Rules to Shorten Restricted Security Holding Periods09.21.07


MFA submits comments to the SEC in a joint letter with the Securities Industry and Financial Markets Association and the […]

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Topics: account managers actual knowledge standard, affiliates, aggregate resales, Aggression, alternative trading systems, asset managers, asset-backed securities, banks, basket, Baskets of Securities or Indices, bids, broker dealers, brokerage firms, business continuity, business units, buy-side, capital, Cashless Exercises, CDS, Chicago Board Options exchange, class relief, clearing brokers, client confidentiality, client driven, compliance, convertible debt, credit default swap, credit exposures, de-legending, deminimis exercise prices, derivative positions, director, disaster recovery, doctrine of fungibility, domestic issuers, equity securities, exchange traded index funds (ETF), executioms, executive officer, Financial Industry Regulatory Authority, FINRA, FINRA/NASD rule 2320, Fixed Income Exchange, Form 10 information, Form 144, Form 4, Form D filing, Former Shell Company, forward and option contractsm sales, fund of funds, Goldman Sachs & Co., Goldman Sachs II, hedge funds, hedging activities, hedging periods, holder, Holding Period, holding periods, index, information sharing, institutional holders, institutional investors, inter-dealer quotation systems, internal information barrier, International Swaps and Derivatives Association, Investor Protections, ISDA, Issuer, Jesse M. Brill, liquidity, long posistion, long-equivalent, managed futures funds, market, market makers, monitor, multiple accounts, Net Notional Amounts, New York Stock Exchange, nominal exercise prices, Nonconvertible Debt Securities, noncovertible debt, OTC derivatives, over-the-counter derivatives, Partial Hedging, pennies per share, pilot basis, portfolio managers, Portfolios, Powershares Exchange-Traded Fund Trust (ETF), pre-paid forward contracts, preferred stock, prime brokers, private capital formation, private placement, privately negotiated derivatives industry, public markets, public resales, qualified institutional buyers, Reasonale Belief, record, regulatory requirements, relevant unit, Reliance on Represenatons, resecuritization, restricted debt securities, restricted security holders, restricted security holding periods, Restrictive legends, risk management strategies, S&P 500 securities, safe harbor, SEC, securities, Securities and Exchange Commission, Securities Industry and Financial Markets Association, Securities Industry Association, security-holders, sell side, seller, shares, shell companies, short, short call option posistion, short-equivalent, SIA, SIFMA, significant costs, Single Trading Strategy, Staff Interpretive Posistions, ten percent beneficial owner, tolling, track, trading desks, transaction, Transfer Restrictions, transparency, unaffiliated seller, underwriter, usual and customary, verify, volume limitations, volume-weighted average prices, VWAP Trades,
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