MFA Comment Letters

Topic: International Swaps and Dealers Association

MFA Submits Letter to ESMA on Straight-Through-Processing08.05.12


On August 5, MFA submitted a comment letter to the European Securities and Markets Authority (ESMA) to advocate for the […]

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Topics: aggregate limit Allocations, alternative liquidity providers, anti-competitive effects, anti-competitive restrictions, bid-ask spread, bilateral credit agreement, bilateral derivatives transactions, bilateral market, bilateral master agreements, bilateral risk management, block transactions, breakage, bundled trade, CCP, CCP Requirements Task Force, CDS, central counterparty, central limit order books, CFTC, Chicago mercantile exchange, Christopher Seagon v. Deko Marty Belgium NV, clearing, clearing acceptance process, clearing agreement, clearing member, clearing obligation, clearinghouse, CME, Commission v. Council ERTA, Commodity Futures Trading Commission, competition, competitive liquidity, Continental Cans, cost-benefit analysis, Council of the European Union, counterparty credit risk, Court of Justice of the European Union, credit default swap, credit intermediation, credit limit, credit limit order bookc, credit limits, credit risk, customer clearing documentation, DCM, DCO, dealer-to-customer platforms, dealer-to-dealer clearing, dealers, delegated acts, derivatives, derivatives clearing organization, derivatives markets, derivatives transactions, Designated Contract Market, designation notice, direct clearing members, directive, documentation, Dodd-Frank Act, due diligence, efficiency, electronic trading, EMIR, endowments, energy derivatives, ESMA, ESMA Task Forces, EU, EU Member State, European Commission, European Parliament, European Securities and Markets Authority, European Union, executing counterparty, execution, execution platform, FIA, financial stability, Financial Stability Board, financial system, FSB, futures, Futures Industry Association, futures market, ICE Clear Credit LLC, ICE energy swaps, institutional investors, interconnectedness, interest rate swap, international harmonization of regulations, International Swaps and Dealers Association, investment managers, ISDA, latency, LCH Clearnet, limit check, liquidity, liquidity fragmentation, Liquidity Providers, Major Swap Participant, Managed Funds Association, mandatory clearing, market access, market participants, matched transactions, operational market processes, operational risk, OTC derivatives, OTC Derivatives Task Force, OTC derivatives transactions, over-the-counter derivatives, pension fund, real economy, real-time acceptance, real-time processing, regulatory technical standards, risk, risk management, risk-based, SEF, settlement, straight-through processing, swap dealer, Swap Execution Facility, systemic risk, technical standards, trade repositories, Trade Repositories Task Force, trading desk, trading venues, transaction capture facility, transparency, trilateral clearing agreements, trilateral documentation, underlying clients, United States, voice execution, volatility,

MFA Submits Letter to IRS on Proposed Rules on Dividend Equivalent Payments04.06.12


MFA submitted a comment letter to the Internal Revenue Service on the IRS proposed rules under Section 871(m) of the […]

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Topics: 30 day liquidity 90-Day Rule, abusive practices, ADTV, anti-abuse rule, average daily trading volume, Bloomberg, broad-based indices, cascading witholding taxes, common stock, compliance restrictions, contractual representations, credit, crossing, crossing transactions, customized index, delta, delta one instrument, delta-one, delta-one instruments, Department of the Treasury, derivatives, derivatives transactions, direct or indirect "cross", dividend equivalent, dividend equivalent payments, dividend payment, dividend swaps, equity linked derivatives markets, equity-linked swaps, extraordinary dividend, FATCA, full notional amount, future dividend flow, futures, gross witholding, hedge, high-frequency trading, illiquid securities, in connection with standard, in the market, individual trade determinations, Internal Revenue Service, internal tax review system, International Swaps and Dealers Association, investment algorithms, investment fund, IRS, ISDA, leverage, long equity swap, long-party, market forces, market participants, market sector, multi-strategy fund, non-delta one instrument, non-U.S. persons, OCC, offsetting position, options, Options Clearing Corporation, options contracts, options market, ordinary divident, OTC option, out-of-the-money, outstanding positions, overwitholding, preferred stock, private funds, proprietary index, public float, public float test, real-time identification of offsetting positions, recognized independent index publisher, retested, short-party, short-term trades, single strategy fund, SNPC, special dividend, special dividends, specified notional principal contracts, strike price, swaps, synthetic exposure, tax avoidance, trading strategies, underlying security, undue market disruption, witholding agent,

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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