MFA Comment Letters

Topic: index

MFA and AIMA Submit Joint Letter to ESMA in Response to Call for Evidence on Short Selling Regulation03.15.13


MFA and AIMA jointly submitted a comment letter to ESMA responding to its Call for Evidence regarding its evaluation of […]

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Topics: AIFMD AIMA, Alternative Investment Management Association, assets under management, AUM, BaFin, Belgium, bid-ask spreads, bond, Bundesanstalt fur Finanzdienstleistungsaufsicht, capital, CDS, CESR, Commissione Nazionale per le Societa e la Borsa, Committee of European Securities Regulators, competent authorities, compliance, corporate issuer, Council of the European Union, credit default swap, delta, depositary receipts, derivative instrument, derivatives, duration, efficiency, EMIR, equity, ESMA, EU Member State, Europe, European Commission, European Parliament, European Securities and Markets Authority, eurozone, extraterritoriality, Finland, France, futures, futures market, Germany, harmonization, hedge funds, hedging, index, index derivatives, interpretive guidance, issued share capital, Italy, Latvia, Lehman Brothers, liquidity, locate, London Stock Exchange, mark-to-market, market disruption, market distortions, market participants, MiFID, net short position, Netherlands, non-EU investment firms, operational challenges, price discovery, price efficiency, price formation, prime broker, PRNewswire, public disclosure, reasonable expectation, reporting obligation, reporting requirements, reverse engineer, risk, securities, settlement, share capital, short positions, short selling, short selling bans, short selling regulation, short squeeze, single-name CDS, sovereign bonds, sovereign debt, sovereign issuer, Spain, Steven Maijoor, stock, Stock Exchange Daily Official List, T+1 reporting, T+2, technical standards, third party managers, trading volume, uncovered sovereign CDS, United Kingdom, volatility,

MFA Submits Letter to ESMA on Draft Technical Standards on OTC Derivatives08.05.12


MFA submitted a comment letter to the European Securities and Markets Authority (“ESMA”) in response to its Consultation Paper on “Draft Technical […]

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Topics: "delta" hedge administrator, affiliated market participants, agency basis, Asia, back testing, Basel Committee on Banking Supervision, Basel III, bespoke non-cleared trades, bilateral counterparty credit risk, bilateral non-cleared OTC derivatives transactions, capital, CCP, CCP governing bodies, CDS, central clearing, central counterparty, CFTC, clearing member, client protections, close-out, collateral, Commodity Futures Trading Commission, compliance, confidence interval, conflicts of interest, contractual relationship, Council of the European Union, counterparty risk, coupon, CPSS-IOSCO, CPSS-IOSCO standards, credit default swap, credit institutions, credit risk, Cross-Border, currency, Dealer, debt-security based swaps, default, default fund, Derivative Contracts, derivatives, derivatives contracts, direct client, Dodd-Frank Wall Street Reform and Consumer Protection Act, duplicative regulation, EMIR, ESMA, EU, EU Member State, Euro, Europe, European Parliament, European Securities and Markets Authority, European Union, execution, extraterritorial application of EMIR, extraterritoriality, fiduciary duty, financial instrument, floating rate payment, foreign exchange, gross basis, hedging, in-the-money swap, index, indirect clearing, indirect client, initial margin, interest rate derivatives, interest rate swaps, interlocking governance arrangements, internal controls, International Organization of Securities Commissions, interpretive guidance, IOSCO, LCH Clearnet, Lee Underwood, liquidation horizons, liquidity fragmentation, major swap participants, margin, margin requirements, margin valuation, market participants, maturity, money market instruments, mutual recognition, negative correlation, net basis, netting, non-cleared OTC derivatives, non-linear products, omnibus account, OTC derivatives, OTC derivatives market, OTC derivatives transactions, over-collateralization, over-the-counter derivatives, portability, portfolio compression, portfolio reconciliation, posted collateral, principal basis, Proprietary Trading Strategy, proprietary trading tools, public disclosure, Regulators, regulatory arbitrage, regulatory technical standards, risk committee, risk management, risk management framework, risk mitigation, risk profile, SEC, Securities and Exchange Commission, security-based swaps, segregation, self-regulatory organization, settlement prices, SRO, Stan Ivanov, straight-through processing, stress testing, swap dealers, swaps, systemic risk, third country regime, total return swaps, trade repositories, trading costs, trading venues, transaction fees, transparency, upfront payment, variation margin,

Comment Letter to ESMA on Short Selling and Credit Default Swap Regulation01.10.12


MFA submitted a comment letter on January 10 to the European Securities and Markets Authority (ESMA) regarding the implementation of […]

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 Joint Letter to SEC on Proposed Revisions to Rules to Shorten Restricted Security Holding Periods09.21.07


MFA submits comments to the SEC in a joint letter with the Securities Industry and Financial Markets Association and the […]

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Topics: account managers actual knowledge standard, affiliates, aggregate resales, Aggression, alternative trading systems, asset managers, asset-backed securities, banks, basket, Baskets of Securities or Indices, bids, broker dealers, brokerage firms, business continuity, business units, buy-side, capital, Cashless Exercises, CDS, Chicago Board Options exchange, class relief, clearing brokers, client confidentiality, client driven, compliance, convertible debt, credit default swap, credit exposures, de-legending, deminimis exercise prices, derivative positions, director, disaster recovery, doctrine of fungibility, domestic issuers, equity securities, exchange traded index funds (ETF), executioms, executive officer, Financial Industry Regulatory Authority, FINRA, FINRA/NASD rule 2320, Fixed Income Exchange, Form 10 information, Form 144, Form 4, Form D filing, Former Shell Company, forward and option contractsm sales, fund of funds, Goldman Sachs & Co., Goldman Sachs II, hedge funds, hedging activities, hedging periods, holder, Holding Period, holding periods, index, information sharing, institutional holders, institutional investors, inter-dealer quotation systems, internal information barrier, International Swaps and Derivatives Association, Investor Protections, ISDA, Issuer, Jesse M. Brill, liquidity, long posistion, long-equivalent, managed futures funds, market, market makers, monitor, multiple accounts, Net Notional Amounts, New York Stock Exchange, nominal exercise prices, Nonconvertible Debt Securities, noncovertible debt, OTC derivatives, over-the-counter derivatives, Partial Hedging, pennies per share, pilot basis, portfolio managers, Portfolios, Powershares Exchange-Traded Fund Trust (ETF), pre-paid forward contracts, preferred stock, prime brokers, private capital formation, private placement, privately negotiated derivatives industry, public markets, public resales, qualified institutional buyers, Reasonale Belief, record, regulatory requirements, relevant unit, Reliance on Represenatons, resecuritization, restricted debt securities, restricted security holders, restricted security holding periods, Restrictive legends, risk management strategies, S&P 500 securities, safe harbor, SEC, securities, Securities and Exchange Commission, Securities Industry and Financial Markets Association, Securities Industry Association, security-holders, sell side, seller, shares, shell companies, short, short call option posistion, short-equivalent, SIA, SIFMA, significant costs, Single Trading Strategy, Staff Interpretive Posistions, ten percent beneficial owner, tolling, track, trading desks, transaction, Transfer Restrictions, transparency, unaffiliated seller, underwriter, usual and customary, verify, volume limitations, volume-weighted average prices, VWAP Trades,
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