MFA Comment Letters

Topic: credit derivatives

MFA Submits Comments on Basel-IOSCO Second Consultative Document on Margin Requirements for Uncleared Derivatives03.15.13


MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

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Topics: 2009 ISDA Credit Derivatives Determinations Committees Allocation Industry Working Group, asset class, Auction Settlement and Restructuring CDS Protocol, bilateral collateralization arrangements, bilateral derivatives transactions, buy-side firms, buy-side institution, caps, cash flow matching, CCP, CDS, CDS clearing, central clearing, central counterparties, central settlement, clearing house, collateralized portfolios, commodities, Confirmable LIfecycle Events, confirmation backlog reduction, credit default swap, credit derivatives, cross-currency swaps, DC, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, default management, Depository Trust & Clearing Corporation, Dispute Resolution Procedure, dispute resolution procedures, DRP, DTCC, electronic allocation delivery functionality, electronic confirmation targest, Electronically Eligible Products, electronification, eligible trades, EMEA EM Options Annex, Equity Derivatives Markets, Europe, European Interdealer Fair Value Swap Annex, European Interdealer Index Swap Annex, European swaptions, Feasibility Study for Extending Collateralized Portfolio Reconciliations, floors, foreign exchange, forward rate agreements, G-14, G-20, global data repositories, global Interest Rate Reporting Repository, Implemenation Plan for Wider Market Roll-out, inflation swaps, initial margin, inter-dealer service, interest rate derivatives, International Swaps and Derivatives Association, Interoperability, IRRR, ISDA Credit Derivatives Determinations Committees, ISDA Governance framework, legal standardization, margin calls, Market Review of Collateralization, Master Confirmation Agreement, matching, MCA, mitigating operational risk, Modified Regstructuring Credit Event, netting, novation consent process, OIS, operational efficiency, OTC bilateral collateral processes, OTC derivatives, over-the-counter derivatives, Overnight Index Swaps, portability, processing standardization, product standardization, Raodmap for Collateral Management, rates allocation commitment, risk management, Roadmap for Collateral Management, segregation, settlement automation, single currency basis swaps, single name clearing, Small Bang, submission timeliness, Thomson Restructuring, trade date matching, transparency, Warehouse Trust, zero coupon swaps,

MFA Letter to GAO Following Telephone Interview on January 15, 200902.06.09


MFA submitted a letter to the Government Accountability Office (GAO) following its telephone interview on January 15, which was held […]

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

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: absolute return Absolute Return Magazine, absolute return strategies, AIMA, alternative investment industry, Alternative Investment Management Association, assets under management, AUM, bank, Ben Bernanke, Board of Governors of the Federal Reserve System, Canada, Cash Flow, cash management, CFTC, collateral, Commodity Futures Trading Commission, compliance burden, counterparties, counterparty risk management policy, credit derivatives, credit risk, dealers, Delaware, Department of the Treasury, derivatives, derivatives markets, derivatives transactions, disclosures, drawdown, due diligence, Fair Value, financial instrument, Financial Services Authority, Fraud, FSA, FTSE-250, fund of funds, GAAP, generally accepted accounting principles, global financial marketplace, Greenwich Roundtable, Guide to Sound Practices for European Hedge Fund Managers, hard-to-value, hedge fund administrator, hedge fund adviser, hedge fund industry, hedge fund managers, hedge funds, high net worth requirements, illiquidity, implications of the growth of hedge funds, industry-led initiatives, institutional investors, internal controls, internal trading controls, International Organization of Securities Commissions, International Swaps and Dealers Association, investment bank, investors, IOSCO, ISDA, leverage, liquidity, liquidity risk, London, Long Term Capital Management, managed futures funds, market participants, market risk, MFA's 2005 Sound Practices, MFA's Sound Practices for Hedge Fund Managers, NAV, net asset value, net worth, New York, novation protocol, novations, Office of Risk Assessment, offshore, operational risk, Policy Makers, pooled investment vehicle, Portfolio Diversification, portfolio manager, President's Working Group on Financial Markets, price discovery, private equity, private funds, PWG, real estate funds, Redemption, regulatory arbitrage, regulatory framework, regulatory oversight, retail funds, risk, risk management, risk position, Robert Jaeger, Roel Campos, S&P 500, SEC, Securities and Exchange Commission, segregation, self-regulatory organization, short selling, side pockets, single-manager hedge funds, soft commission, sophisticated investors, Sound Practices, SRO, stress testing, trade associations, Transactional Practices, United Kingdom, United States, valuation, venture capital,
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