MFA Comment Letters

Topic: distressed debt

MFA Submits Amicus Brief on Issue of Creditor Coordination06.29.12


On June 29, MFA filed an amicus brief in the 11th Circuit en banc review of the CompuCredit case.  At […]

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Topics: Aidan Synnott Ali Stoeppelwerth, alternative investment industry, anticompetitive, Arizona v. Maricopa County Medical Society, Bankruptcy Code, Bankruptcy Filing, banks, bilateral monopoly, Board of Governors of the Federal Reserve System, Bondholder, bonds, borrowers, Brendy Kuehne, Broad. Music Inc. v. Columbia Broadcasting Sys. Inc, broker-dealer, Bus. Elecs. Corp. v. Sharp Elecs. Corp., capital, capital formation, chilling effect, Classic Cheesecake Co. Inc. v. JPMorgan Chase Bank NA, collective action risks, competition, Compucredit Holdings Corporation v. Akanthos Capital Management LLC, Conrad Duberstein, contract, contractual relationship, corporate bonds, credit market, credit squeeze, creditor, creditor coordination, Daniel Crane, debt instruments, debtor, distressed debt, Edward Altman, Falstaff Brewing Corp. v. New York Life Ins. Co., FDIC, Federal Deposit Insurance Corporation, Federal Trade Commission v. Brown Shoe Co., Federal Trade Commission v. Indiana Federation of Dentists, Federal Trade Commission v. Superior Court Trial Lawyers Association, Financial Crisis Inquiry Commission, Finnegan v. Campeau Corp., Glenn Merrick, hedge funds, high-velocity market, institutional lender, interest rates, investment banks, Ireland v. Craggs, John Coffee Jr., Judge Easterbrook, Leegin Creative Leather Products Inc. v. PSKS Inc., leverage, Loan Syndications and Trading Association, low-velocity market, Marcel Kahan, Maris Distrib. Co. v. Anheuser-Busch Inc., market power, maturity date, Michael MacKenzie, Moses Silverman, National Collegiate Athletic Association v. Board of Regents, New York University Salomon Center, Nicole Bullock, Northwest Wholesale Stationers Inc. v. Pacific Stationery & Printing Co., Office of the Comptroller of the Currency, Palmyra Park Hosp. Inc. v. Phoebe Putney Memorial Hospital, par value, per se rules, pre-packaged bankruptcy, price competition, price-fixing, primary market, Reisner v. General Motors Corp., Reiter v. Sonotone Corp., risk portfolio, secondary loan markets, securities firms, Securities Industry and Financial Markets Association, Shared National Credit Review, Sharon Steel Corp. v. Chase Manhattan Bank NA, SIFMA, Smith v. The Ferncliff, State Farm Mutual Auto. Ins. Co. v. Physicians Injury Care Center Inc., Stern School of Business, syndicated loan market, systemic risk, Tomotaka Fujita, Twin City Pipe Line Co. v. Harding Glass Co., U.S. Court of Appeals for the Eleventh Circuit, U.S. Court of Appeals for the Second Circuit, U.S. Court of Appeals for the Seventh Circuit, Unijax Inc. v. Champion International Inc., United Airlines Inc. v. U.S. Bank NA, United States v. Giordano, United States v. Topco Assocs Inc., Volt Info. Scis. Inc. v. Board of Trs. of Leland Stanford Jr. University, William Klein,

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,
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