MFA Comment Letters

Topic: European Market Infrastructure Regulation

MFA Letter to ESAs on EMIR Risk Mitigation Regulatory Technical Standards07.14.14


MFA submitted a comment letter to the European Supervisory Authorities (ESAs) on their joint consultation paper on “Draft regulatory technical […]

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Topics: AIMA alternative investment funds, Alternative Investment Management Association, base currency, Basel Committee for Banking Supervision, Canada, Cayman Islands, clearing threshold, collateral, collateral currency, concentration limits, consultation paper, Council of the European Union, counterparties, counterparty credit risk, dispute resolution procedures, documentation, duplicative regulation, efficiency, EMIR, equivalence, ESMA, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Market Infrastructure Regulation, European Parliament, European Securities and Markets Authority, European Supervisory Authorities, financial counterparties, France, G7, Germany, haircuts, harmonization, in-scope entity, Individual Segregation, initial margin, International Organization of Securities Commissions, International Swaps and Derivatives Association, IOSCO, ISDA, Italy, Japan, legal opinion, liquidation, liquidity, mandatory margin requirements, margin, market participants, minimum notional threshold, netting, non-financial counterparty, OTC derivatives market, proportionality principle, regulatory arbitrage, regulatory requirements, regulatory technical standards, securities, segregation, settlement currency, settlement period, substituted compliance, systemic risk, third country, third party custodian, trade repositories, trading costs, transparency, uncleared derivative, United Kingdom, United States, US Treasuries, variation margin, verification requirement,

MFA Submits White Paper to European Commission on Shadow Banking06.01.12


On June 1, MFA submitted a white paper on hedge funds and shadow banking in response to the European Commission’s […]

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Topics: "too big to fail ABCP conduits, absolute risk, AIFMD, Alternative Investment Fund Managers Directive, asset classes, asset-backed commercial paper conduits, asset-backed securities, assets under management, AUM, Background Note, Background Note "Shadow Banking: Scoping the Issues", bank-like activities, bank-like regulation, bankruptcy, banks, Board of Governors of the Federal Reserve System, broker-dealer, Brookings Institution, Bureau of Economic Analysis, central clearing, CFTC, chief compliance officer, collateral, Columbia University, commodity futures contracts, Commodity Futures Trading Commission, commodity pool, commodity trading advisor, convertible arbitrage, corporate bonds, corporate fixed income instrument, counter-cyclical, counterparties, credit arbitrage strategies, credit cards, credit hedge funds, credit intermediation, creditor, CTA, demand deposit accounts, Department of the Treasury, deposit-like characteristics, derivative transactions, derivatives, derivatives market, direct lending, direct loan market, discount windows, distressed restructuring strategies, Dodd-Frank Act, Dodd-Frank Wall Street Reform and Consumer Protection Act, Doug Elliott, EMIR, equity investors, EU, EU Member State, European Commission, European Market Infrastructure Regulation, European Union, financial industries, financial institutions, financial market, Financial Services Authority, Financial Stability Board, Financial Stability Oversight Council, fixed income - asset backed, fixed income - convertible arbitrage, fixed income - corporate, fixed income instruments, Form ADV, Form PF, FSA, FSB, FSOC, fundamental credit analysis, G20, gates, government bonds, government insurance, Green Paper "Shadow Banking", hedge fund counterparties, hedge fund industry, hedge fund managers, Hedge Fund Research, hidden leverage, House Financial Services Subcommittee on Financial Institutions and Consumer Credit, ICI, initial margin, insider trading, instant liquidity funds, institutional investment manager, investment advisers, Investment Company Institute, investment strategies, investor, leverage, leverage ratio, leveraged loan markets, liquidity, liquidity protections, liquidity transformation, loans, lock-up periods, Long Term Capital Management, Lord Adair Turner, major swap participants, margin, market based regulations, Markets in Financial Instruments Directive, Master Limited Partnership, maturity tra, maturity transformation, MiFID, money market funds, mutual funds, mutual funds management, non-bank financial insitutions, nonbank credit intermediation, Office of Financial Research, OFR, originator, OTC derivatives, over-the-counter derivatives, PIPE, pricing discrepancy, private equity, private investment in public equity, private issue/Regulation D strategies, property-casualty insurance, prudential regulation, public company equity securities, quantitative strategies, RAUM, real estate, receivables, redemption terms, Regulation D, regulatory arbitrage, regulatory assets under management, regulatory framework, relative value, relative value - multi-strategies, risk analysis, risk management, SEC, secured borrowings, secured financing, Securities and Exchange Commission, segregation, shadow banking, shadow banking system, side pockets, SIFI, SIV, small and medium-sized enterprises, SME, sophisticated investors, state securities regulators, structured investment vehicles, swap dealers, swaps, systemic risk, systemically important financial institution, tangible financial commitments, taxpayer, the Fed, total return swaps, transparency, U.S. Securities Laws, uncollateralized loans, United Kingdom, variation margin, venture capital funds, Volcker Rule,

MFA Responds to ECON’s MiFID Questionnaire01.13.12


MFA submitted responses to MEP Markus Ferbers Questionnaire on MiFID/MiFAR 2, which asks for further information on certain aspects of […]

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Topics: abnormal trading conditions algorithmic trading, alternative arrangements, alternative investment funds, alternative investment managers, APA, approved publication arragement, approved reporting mechanism, arbitrage trading, ARM, bilateral credit agreement, bilateral execution documentation, broker crossing network, broker dealers, broker liquidity, CCP, central limit order book, circuit breakers, clearing obligation, CLOB, co-location services, commodity derivatives, confidentiality requirements, confidentiality safeguards, conflicts of interest, consolidated tape provider, corporate governance, corporate governance rules, correlating instruments, counterbalancing benefits, CTP, custody, dark pools, DEA, depositary receipts, derivatives, derivatives trading venues, direct electronic access, ECON, Economic and Monetary Affairs Committee, EEA venues, eligible counterparties, EMIR, energy swaps, equivalence, ESA, ETF, European Commission, European Market Infrastructure Regulation, European Parliament, European Supervisory Authorities, exchange traded funds, financial activity, flash crash, hedging transactions, high frequency trading, high frequency/low latency, limit up-limit down measure, liquidity, listed equity derivatives, listed futures, management bodies, market-making activities, Markets in Financial Instruments Directive, Markus Ferber, MiFID passport, MTF SME, mutual funds, non-discriminatory access, non-discriminatory access to market infrastructure, non-structured UCITS, organized trading facility, organized venues, OTF, packaged retail investment product, position limits, position management powers, pre-trade market data, PRIP, professional clients, public consultation, Questionnaire on MiFID/MiFIR 2 by Markus Ferber MEP, real-time clearing, real-time registration, reciprocal access, reciprocal recognition, regulatory capital, regulatory investigation, relevant counterparties, request for quote system, retail clients, RFQ, risk caps, safekeeping, sanction, SEC, Securities and Exchange Commission, shares, SME, straight-through processing, structured UCITS, third country firms, third country trading venues, trading obligation, trading venues, transparency, UCITS IV, voice brokerage systems,

Letter to the European Commission in Response to its Consultation Paper, Review of the Markets in Financial Instruments Directive (MiFID)02.02.11


MFA submitted comments to the European Commission in response to its Consultation Paper, Review of the Markets in Financial Instruments […]

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Topics: "strict equivalence" regime accurate price discovery, actionable IOIs, affirmative and negative obligations, aggregate open interest/notional amount, AIFM directive, algorithmic trading, alternative investment fund managers, alternative trading systems, APAs, approved publication arrangements, arbitraging, article 4(8) of MiFID, Asian Markets, asset managers, ATSs, automated execution technology, automated trading, banks, block sized trades, Bloomberg L.P., broker dealers, broker-dealer capital, brokers, capital flows, capital formation, cash balance, CCP, CDS market, certificates, CESR, circuit breakers, client identifier, co-location facilities, commodity derivatives, commodity derivatives market, composite quotation system, comprehensive notional data, comprehensive price date, concentrated risk solution, confidentiality obligation, conflicts of interest, Congress, consolidated core data, Consolidated Tape, Consolidated Tape Association, consolidated transaction reporting system, consultation papers, contract, core date, cost-effective manner, cost/benefit analysis, CQ plan, credit default swaps, credit flows, daily trading volume threshold, dark pools, data consolidation, deep market, depositary receipts, depth of market quotations, depth-of-market fees, derivatives position, direct market access, Disclosure, due diligence obligations, electronic market-making, electronic trading platforms, EMIR, equity investors, equity markets, equivalence mechanism, ESMA, EU, European Commission, European Commission on Standardisation and Organised Platform Trading of OTC Derivatives, European Commission Request for Additional Information in relation to the Review of MiFID, European Commission's report of Sovereign CDS, European Consolidated Tape, European Market Infrastructure Regulation, European OTC derivatives markets, European Union, ex-ante disclosure, ex-post disclosure, exchange traded funds, exchange trading, exchange-traded products, financial institutions, financial regulatory system, Financial Stability Board, flash crash, fleeting arbitrage opportunities, G20, global connectivity infrastructure, Google, hard position limits, harmonised position information, hedge funds, hedgers, HFT, HFT trades, high frequency trading, horizon strategies, indications of interest, information requirements, insurance companies, inter-market arbitrage, International Swaps and Derivatives Association, inventory risk, investment strategies, investor confidence, Investor Protection, IOIs, ISDA, latency, lending flows, level playing field, limit down system, limit orders, limit up system, liquid derivatives, liquid market, liquidity, liquidity provision requirements, low latency technology, low latency technology chain, margin requirements, market connectivity intermediaries, market data, market disorder, market efficiency, market impact, market makers, market manipulation, market stability, market turmoil, market-wide single stock circuit breakers, Markets in Financial Instruments Directive, mechanical imposition, member states, MiFID, MiFID framework directive, minimum duration of orders, minimum quantitative threshold, minimum tick sizes, national best bid and offer, National Market System, NetCoalition, NetCoalition v. Securities and Exchange Commission, nexus, non-equity instruments, non-EU asset managers, non-EU investment firms, non-EU markets, non-hedging, non-HFT trade, non-retail clients, opaque market centers, order flow, order stubs, order-slicing methodologies, Organised Trading Venues, OTC, OTC contract, physical commodity markets, portfolio manager, position management, position-level data, post-trade reporting proposals, post-trade transparency, pre-trade checks, pre-trade transparency, pre-trade transparency waivers, price discovery, price movement, proprietary strategies, quotations, reasonable threshold, reduced transaction costs, regulatory "tax, regulatory authorities, regulatory framework, regulatory transparency thresholds, reporting obligations, reporting protocols, reporting regimes, retail client, risk capital, risk controls, risk exposure, risk management, risk warnings, safeguards, SEC, Securities and Exchange Commission, securities financing transaction, Securities Industry and Financial Markets Association, security-based derivatives, sharp shoot, short-term price swings, sovereign CDS, specified maximum execution speeds, speed bumps, stale orders, statutory obligation, strategy holding periods, strict equivalence, sufficiently liquid, summary disclosure, surveillance tools, systemic risk, systemic risk grounds, technological innovation, technology-driven market makers, third country firms, third country regime, third party information vendors, title transfer collateral arrangement, title transfer collateral arrangements, trade repository, trader ID, trading delays, transaction report, transparency directive, UCITS, UCITS Directive, UK Treasury and Financial Services Authority, ultra low-latency technology, unilateral bans, US markets, US Securities Industry Automation Corporation, volatility, waivers, Yahoo Inc,
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