MFA Comment Letters

Topic: European Central Bank

MFA Response to FSA Discussion Paper on Implementation of the AIFMD03.23.12


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Topics: Advanced Method AIFMD, AIFMD firm, Alternative Investment Fund Managers Directive, audit function, CAD-defined terms, capital requirements, CDS, CESR Guidelines on Risk Management and the Calculation of Global Exposure and Coutnerparty Risk for UCITS, chief compliance officer, compliance function, conflicts of interest, CRD3 framework, depositary, depositary liability, Dodd-Frank Act, ESMA, EU Passport, EUR denominated bonds, European Central Bank, European Securities and Markets Authority, exchanges, external valuer, family investment vehicle, family relationship, FCA, FCA Approach Document, Final Advice on the AIFMD, Financial Services Authority, foreign exchange, Form PF, FSA, FSA Discussion Paper "Implementation of the Alternative Investment Fund Managers Directive", FSA Principles for Business, FSA Remuneration Code, functional and hierarchal independence, functional and hierarchical separation, hedge funds, hedging arragements, institutional investors, interest alignment, interest rate risk, internally managed AIF, internationally coordinated approach to reporting, investor capital, IPRU (INV), less than fully invested, letter-box entity, leverage, limited partnership, liquidity requirements, marketing, Member State competent authorities, MiFID, MiFID firm, MiFID investment services, MiFID portfolio managers, NAV, NAV per share, net asset value, net assets under management, non-EU AIFM, PII requirements, portfolio management, portfolio management personnel, portfolio risk, preferential treatment, prime brokers, private placement, professional indemnity insurance, professional investors, professional negligence, proportionality principle, proprietary business information, public offers, QIS disclosure requirements, qualitative risk limit, redemption terms, regulatory requirements, regulatory risks, remuneration guidelines, remuneration provisions, retail consumers, retail customers, retail investors, reverse solicitation process, risk management, risk/return profile, SEC, Securities and Exchange Commission, segregated account, side letters, single AIFM, swap data warehouses, SYSC 10 of the FSA Handbook, third country, third country managers, tier 4 firm, UCITS Directive, UCITS investors, UK AIFM, unregulated CIS, valuation oversight duties, valuation procedures, Value at Risk, VaR methodology,

Comment Letter to ESMA on its Draft Technical Advice to the European Commission for Implementing AIFMD09.13.11


MFA submitted comments to ESMA on its consultation on possible implementing measures of the Alternative Investment Fund Managers Directive (AIFMD). […]

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Topics: Advanced Method Advisers Act, AIF, AIFMD, Article 3(2), Article 61, Article 9(3), AUM, AUM Calculations, bespoke system, Box 1, Box 106, Box 13, Box 19, Box 2, Box 29, Box 78, Box 79, Box 81, Box 86, Box 88, Box 89, Box 93, Box 95, Box 99, CDS, CESR Guidelines, collateral, collateral directive, Commitment Method, Committee on European Securities Regulators, confidentiality, consultation paper, counterparties, counterparty exposures, credit default swap, depositaries, depositary, diligence requirement, Dodd-Frank, due diligence, ECB, EU investors, EU Passport, European Central Bank, European Commission, exposure, Financial Services Authority, foreign exchange hedging position, Form PF, FSA, G-20, gates, generally accepted accounting principles (GAAP), Gross Method, interest rate hedging position, international coordination, Investment Advisers Act of 1940, Level 2, Level 2 inputs, Level 3 inputs, leverage, liability regime, liability standards, liquidity risk, mark-to-market, market risk, marketing, MiFID, NAV, net asset value, omnibus accounts, operational risk, OTC transaction, passport regime, portfolio management, portfolio risk, prime brokers, private funds, professional indemnity insurance requirements, professional investors, proprietary information, re-hypothecation provisions, redemption policy, registration, remuneration, reporting period, repurchase agreement, retail investors, risk limits, risk management, safe-keeping function, SEC, securities lending agreement, segregation, semi-annual reporting, side pockets, sub-custodian, sub-investment managers, systemic risk, the directive, third party managers, transparency, U.S. Securities and Exchange Commission, UCITS Directive, underwriters, unobservable, valuation agents, Value at Risk, VaR,

Supervisory Commitment Letter on OTC Derivatives Initiatives03.31.11


The MFA, along with several other major financial institutions, submitted this letter to William C. Dudley of the Federal Reserve […]

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Topics: 2011 EDDs ACP, affirmation, aggregate compression yields, Alliance Bernstein, Allocations, amortizing swaps, Anglo Irish Bank Corporation Limited, Asset Management Group of the Securities Industry and Financial Markets Association, automated processing, automatic compression, Autorite de Control Prudential, Bank of America-Merrill Lynch, Bank of England, Barclays Capital, baseline metrics, bilateral risk management, Blackrock Inc, Blue Mountain Capital Management LLC, BNP Paribas, buy-side institutions, caps, Cash Flow Matching for Equity Derivative Transactions, CCP, CDD, CDS, CDS central counterparties, CDX Untranched Swaption transactions, central clearing, CFTC, CIG, Citadel LLC, Citi, clearing agreement, client collateral, client data confidentiality, client onboarding, CLS, CLS Aggregation Service, CMD, collateral disputes, column-wise functional area, Committee on Payment and Settlement Systems, Commodities Major Dealers, Commodities Steering Committee, commodity derivatives, Commodity Futures Trading Commission, Complex Exotic Instruments, compression MIS, compression requirements, Connecticut Banking Department, Continuous Linked Settlement system, copper records, Core FX, Core FX settlement processing, COSC, cost-recovery, CPSS-IOSCO, credit, credit default swap, Credit Derivative Tranche Transactions, Credit Derivatives 2010 Documentation Update Working Group, Credit Implementation Group, Credit Suisse, Cross-Currency Guide, cross-currency swaps, currently eligible transactions, CZK, D.E. Shaw & Co L.P., data reporting, DC, dealer to dealer clearing, derivatives, Deutche Bank AG, direct buy-side clearing models, dispute reporting, Dispute Resolution, dispute resolution procedures, disputed margin calls, DTCC, DW Investment Management LP, DWG, EDC, EDRR, EFET, electronic messaging, electronically eligible conformations, EMEA EM Interdealer Options, EMIR legislation, end user clearing, enhanced clearing penetration, enhanced financial safeguards, equity, equity derivative, Equity Derivative Reporting Repository, Equity Derivatives Definitions, Equity Determinations Committee, Equity Steering Committee, ESC, European Central Bank, European Commission, European Interdealer Fair Value Swap, European Interdealer Index Swap, European MBS, European Securities Markets Authority, European swaptions, extending operating hours, Federal Deposit Insurance Corporation, Federal Reserve Bank of New York, Federal Reserve Bank of Richmond, Federal Reserve System, Financial Markets lawyers Group, Financial Stability Board, Fixed Recovery Swaps, flexibility, floors, flow/activity data, FMLG, foreign exchange derivatives, Foreign Exchange/Currency Derivatives Major Dealers, FpML Standards Committee, FRAs, functionality, FX derivatives, FX Novation Protocol, FX Volatility Swap, FXMD, G-14, G20, German Federal Financial Supervisory Authority, Global Compression, global derivatives, Goldman, Goldman Sachs Asset Management L.P., granularity, HSBC Group, HUF, ICE Clear Europe, ICE Trust, IETA, IGC Data Working Group, indirect buy-side clearing models, inflation swaps, infrastructure providers, inter alia, Interest Rate Derivative, interest rate derivatives, Interest Rate Derivatives Trade Reporting Repository, interest rates, international data standards, International Organization of Securities Commissions, international regulatory coordination, International Swaps and Derivatives Association Inc, Interoperability, IOSCO, IRRR, ISDA, ISDA 2011 convention on Portfolio Reconciliation and the Investigation of Disputed Margin Calls, ISDA 2011 Formal Market Polling Procedure, ISDA Credit Derivatives Determinations Committees, ISDA Credit Derivatives Physical Settlement Matrix, ISDA Minimum Market Standards for Portfolio Reconciliation, iTraxx Europe Untranched Swaption transactions, J.P. Morgan, Japan Financial Services Agency, LCH.Swapclear, LEAP, legal entity identifiers, LEI, lifecycle events, liquidity, LMBA, Managed Funds Association, margin requirement, market participants, market regulation, market structure, MarkitSERV, MarkitWire, Master Confirmation Agreements, matching and confirmation, Matrix Working Group, MCA, middleware platforms, Morgan Stanley, NDFs, NDOs, New "Gold" Products, New York State Banking Department, novation consent, Novation Consent Platform, ODRF, ODSG, Office of the Comptroller of the Currency, offsetting CDS hedge, operation efficiency targets, operational performance targets, OTC, OTC Derivatives Regulatory Forum, OTC derivatives risk management, OTC Derivatives Supervisors Group, Over-the-Counter, Pacific Investment Management Company LLC, Phase II Repository Reporting Expectations, platform convergence, portfolio compression, portfolio reconciliation, product pipeline, prudential regulator, quantitative stock, Rates TRR aggregate reporting, recovery lock transactions, regular compression cycles, reporting, Request for Proposal, residual risk position, Restructuring Credit Event, RFP, risk issues, Sachs & Co, SEC, Securities and Exchange Commission, SGD, signatories, Simple Exotic Options, Simple instruments, single currency basis swaps, Small Bang Protocol, Societe Generale, sovereigns, standardization, standardization benchmarking, standardization matrix, standardization narrative, standardized representation, statutory clearing requirements, steady state, submission targets, Sukuk Corporate, Swaptions on Indices, Swiss Financial Market Supervisory Authority, tear-up algorithms, The Royal Bank of Scotland Group, tradable instruments, Trade Affirmation, trade date repositories, Trade Date submission, Trade Information Warehouse, trade lifecycle event processing, trade pairing process, trade repositories, trade repository infrastructure, transaction level data submissions, Transaction Supplement, transparency, trickle down effect, UBS AG, uncleared transactions, uncollateralized payable, unique product identifiers, United Kingdom Financial Services Authority, Vanilla Options, Warehouse Trust, Wellington Management Company LLP, Wells Fargo Bank N.A., zero coupon swaps,

Comment Letter Responding to SEC’s Proposal to Implement Amendments to the Advisers Act Contained in Title IV of the Dodd-Frank Act01.24.11


MFA submitted a comment letter todayto the SEC on its proposal to implement amendments to the Advisers Act contained in […]

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Topics: $1 Billion 11 and 12, 13 and 29, 15, 17, 5.D and 5.F, assets, assets under management, Bank of America-Merrill Lynch, banks, Basel Committee on Banking Supervision, beneficial owners, broker dealers, collateral, Columbia University, Commission on Form ADV, Committee on Financial Services, Compensation Structure, Compliance Risks, counterparties, Credit Unions, De Minimis Amount, Debt-to-Equity, Definition, Depository Institutions, Difficult-to-Value Assets, Duplicative Filing, effective date, Effective Date of Title IV, equity owner, European Central Bank, Excessive Compensation, Exemption, Fair Valu Hierarchy, Fair Value Methodology, Family Accounts, Form ADV, Form ADV Part 1A, Form ADV-T, FSA, GAAP, generally accepted accounting principles, Grandfathering Provisions, gross assets, Hearing on Industry Perspectives on the Obama Administration's Financial Regulatory Reform Proposals, hedge fund industry, Hedge Fund Manager Registration Rul, hedge fund managers, hedge funds, IARD, IARD System, Incentive-Based, Incentive-Based Compensation Arrangements, Income Thresholds, Instruction 5.b., Instruction 5.b(4), International Accounting Standards, investment adviser, Investment Adviser Registration Depository, Investment Management, Investor Protection Benefits, leverage, Leverage Ratios, Mid-Sized Manager, Mid-Sized Managers, National Securities Exchanges, net assets, NSMIA, Part 1A, performance fee, pooled investment vehicle, Portfolios, private adviser exemption, Private Fund Information, private fund managers, Proposed Instruction 1.b., Proposed Items 14, Proposed Items 5.A, Proprietary Accounts, Proprietary Accounts of the Manager, proprietary information, public disclosure, qualified client standard, qualified purchaser, registration, Registration Process, registration requirements, regulatory assets under management, Richard H. Baker, Schedule D, SEC, SEC-registered investment advisers, SEC-Registered Managers, SEC's Contract, Section 7.B.1, Securities and Exchange Commission, Securities Commissioner, state securities commission, Substantive Provision, systemic risk, Taxpayer Money, The Turner Review, threshold, Threshold of $25 Million, Tier 1 Financial Holding Company, transitional relief, U.S. House of Representatives, Unit-Linked Life Insurance, Unregistered Managers, Valuation Information, valuation methodology, venture capital funds, Wealth and Income Requirements,

MFA’s Comments to IOSCO on the Consultation Report on Unregulated Financial Markets and Products06.15.09


MFA submitted a letter to the International Organization of Securities Commissions (IOSCO) in response to its Consultation Report on Unregulated […]

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