MFA Comment Letters

Topic: internal trading controls

MFA Comments to IOSCO on Consultation Report on Principles for the Valuation of Hedge Fund Portfolios06.21.07


MFA submits comment letter to IOSCO on its Consultation Report on Principles for the Valuation of Hedge Fund Portfolios.

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Topics: absolute return strategies advisory, advocate, anti-money laundering, business continuity, Business Continutiy and Disaster Recovery, CFTC, Checklist for Code of Ethics, Checklist for Compliance Manuals, Commodity Futures Trading Commision, conflicts of interest, Congress, consistency, data vendors, Department of the Treasury, derivative market practices, disaster recovery, Fair Value, Federal Reserve, financial instruments, financial statement close process, FSA, global alternative investment industry, global capital markets, global set of principles, governing body, government bodies, hedge fund management, hedge fund managers, hedge funds, independence, India, Instrument, internal trading controls, investment portfolio, Investment Portfolios, Investor Protection, investors, IOSCO, IOSCO Report, IOSCO's 2007 32nd Annual Conference, key market soundness, macro-level guidance, major dealers, Management and Internal Trading Controls, market prices, material obstacles, MFA's 2005 Sound Practices, mission-critical, Mumbai., NAV, net asset value, operational framework, organized exchanges, portfolio strategies, President's Working Group on Financial Markets, price validation, pricing poliies and sources, private sector, public, PWG, Regulatory Controls, Responsibilites to Investors, risk management, risk monitoring, SEC, Securities and Exchange Committee, Securities Exchange Board of India, state agencies, third parties, Third Party Service Providers, Transactional Practices, transparency, U.S. regulatory Filings, United Kingdom's Financial Services Authority, United States, valuation, valuation of investments, Valuation Policies and Procedures,

MFA Submits Comment Letter to FSA Regarding Discussion Paper “Hedge funds: A discussion of risk and regulatory engagement”10.28.05


MFA Comment Letter to UK’s FSA re: Discussion Paper on Hedge Funds

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Topics: absolute return Absolute Return Magazine, absolute return strategies, AIMA, alternative investment industry, Alternative Investment Management Association, assets under management, AUM, bank, Ben Bernanke, Board of Governors of the Federal Reserve System, Canada, Cash Flow, cash management, CFTC, collateral, Commodity Futures Trading Commission, compliance burden, counterparties, counterparty risk management policy, credit derivatives, credit risk, dealers, Delaware, Department of the Treasury, derivatives, derivatives markets, derivatives transactions, disclosures, drawdown, due diligence, Fair Value, financial instrument, Financial Services Authority, Fraud, FSA, FTSE-250, fund of funds, GAAP, generally accepted accounting principles, global financial marketplace, Greenwich Roundtable, Guide to Sound Practices for European Hedge Fund Managers, hard-to-value, hedge fund administrator, hedge fund adviser, hedge fund industry, hedge fund managers, hedge funds, high net worth requirements, illiquidity, implications of the growth of hedge funds, industry-led initiatives, institutional investors, internal controls, internal trading controls, International Organization of Securities Commissions, International Swaps and Dealers Association, investment bank, investors, IOSCO, ISDA, leverage, liquidity, liquidity risk, London, Long Term Capital Management, managed futures funds, market participants, market risk, MFA's 2005 Sound Practices, MFA's Sound Practices for Hedge Fund Managers, NAV, net asset value, net worth, New York, novation protocol, novations, Office of Risk Assessment, offshore, operational risk, Policy Makers, pooled investment vehicle, Portfolio Diversification, portfolio manager, President's Working Group on Financial Markets, price discovery, private equity, private funds, PWG, real estate funds, Redemption, regulatory arbitrage, regulatory framework, regulatory oversight, retail funds, risk, risk management, risk position, Robert Jaeger, Roel Campos, S&P 500, SEC, Securities and Exchange Commission, segregation, self-regulatory organization, short selling, side pockets, single-manager hedge funds, soft commission, sophisticated investors, Sound Practices, SRO, stress testing, trade associations, Transactional Practices, United Kingdom, United States, valuation, venture capital,
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