MFA Comment Letters

Topic: equities

MFA Submits Comment Letter in Response to Basel-IOSCO’s Consultative Document on Margin Requirements for Non-Cleared Derivatives09.28.12


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

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Topics: asset classes Basel Committee on Banking Supervision, best practices, bilateral exchange, bilateral exchange of variation margin, buy-side firms, CCP, CDS, CDS spreads, central clearing, central counterparty, CFTC, cleared derivatives, clearing, clearing house, commodities, Commodity Futures Trading Commission, concentration limits, correlated financial instruments, cost mitigation, credit, credit default swap, credit risk, cross-product master netting agreements, currency, custodian accounts, delta, Denominated in G7 Currencies, derivatives, derivatives markets, diversification, Dodd-Frank Act, eligible collateral, equities, EU, Eurodollar futures, European Union, financial instruments, foreign exchange, forwards, G7, haircuts, harmonization, hedge, hedge funds, hedged portfolios, implementation timeline, initial margin, interest rates, International Organization of Securities Commissions, International Swaps and Derivatives Association, IOSCO, ISDA, liquidation, liquidity, liquidity characteristics, liquidity costs, liquidity mechanism, major swap participants, mandatory clearing, margin, margin requirements, margin threshold, margining, market advantage, market infrastructures, market liquidity, market participants, market practices, market value, minimum transfer amount, MTA, mutually offsetting transactions, netting, non-centrally cleared derivatives transactions, non-cleared derivatives, non-cleared interest rate swaps, non-compliance, notional value, novating parties, novation, novation arrangements, over-collateralization, party stepping in, party stepping out, phase-in period, portfolio margining, Portfolios, prudential regulators, prudentially regulated financial counterparties, quantitative impact study, re-hypothecation, Regulators, regulatory arbitrage, regulatory authorities, remaining party, replacement transaction, repurchase agreements, risk characteristics, risk management, risk offsets, risk profile, risk/reward profile, segregated account, segregation, SIFI, standard practice, swap dealers, swaps, systemic importance, systemic risk, systemic risk level, systemically important, systemically important non-financial firm, third-party segregation, transparency, two-way margining, U.S. Treasury futures, uniformity, United States, unlevel playing field, unsecured credit extension, variation margin, Working Group on Margining Requirements,

MFA Comments in Response to the IOSCO Consultation Report on Hedge Funds Oversight04.30.09


MFA submitted a written response to the IOSCO Consultation Report on Hedge Funds Oversight. MFA’s comments focused on four key […]

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Topics: absolute return advisory relationships, alternative investment fund managers, Alternative Investment Management Association, Anti-Fraud Provisions, banking, best practices, bilateral solutions, business-process objectives, buyers, capital, capital markets, CDS, centralized clearing, clearinghouse platforms, Commission Bancaire of France, counter-cyclical force, credit default swaps, customer collateral, diligence process, distressed assets, EC, endowments, equities, equity derivative confirmations, European Commission, Fannie Mae, Federal Reserve Bank of New York, Financial Research Corp. counterparties, Financial Stability Forum, Freddie Mac, FSA, G-20, global crisis, global integration, Hedge Fund Standards Board, hedge funds, Hedge Funds Oversight: Consulation Report, high-water mark, insider trading, investor confidence, Investor Protection, IOSCO, Lehman Brothers, liquidity, Long Term Capital Management, Lord Adair Turner, management fee, Market Confidence, market integrity, MFA's Sound Practices for Hedge Fund Managers, minimum capital requirements, moral hazards, mutual fund, OMG, Operations Management Group, orderly dissolution, OTC derivatives, over-the-counter derivatives, pension plans, performance compensation, President's Working Group's Asset Managers' Committee, price efficiency, prime brokers, private pools, proprietary information, public disclosure, regulation, residential mortgage lending, Rulemaking, securities laws, sellers, selling short, stability, standardized disclosures, systemic risk, Task Force on Unregulated Financial Entities, Technical Committee of the Internationl Organization of Securities Comissions, transparency, U.K. Financial Services Authority,
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