MFA Comment Letters

Topic: Investment Policy

MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories11.11.10


MFAs Response to Proposed Regulation of OTC Derivatives, Central Counterparties and Trade Repositories

Click to expand relevant topics

Topics: Admissable Clearing Members Alternative Investment Fund, Bottom Up, capital formation, capital requirements, CCPs, Central Banks, central clearing, central counterparties, Central Counterparties and Trade Repositories, Class of Derivatives, clearing, clearing obligation, client collateral, Co-Operation Arrangement, Collateral Posting, competent authorities, competition, confidentiality, Coordination with Third-Country Regulators, Council of Ministers, Council on OTC Derivatives, counterparty risk, credit risk, Cross-Border Efficiency and Consistency, default, default procedures, Denominated in G7 Currencies, Derivative Contract's Lifecycle, Derivative Contracts, derivatives market, Determination Process, Effective Supervision, Equivalency Test, ESMA, European Commission, European Parliament, European Policymakers, European Securities and Markets Authority, European Union, financial counterparty, Financial Strength, Follow-on Effects, Government Securities, Highly Liquid, Highly Liquid Collateral, Highly Liquid Financial Instruments, Hold Capital, initial margin, Insolvency Regimes, interest rate swaps, Interoperability, investment manager, Investment Policy, IRS, Manadatory Clearing Obligation, Mark-to-Market Changes, Market Exposure, Market Particpants, market risk, Maximum Time Lag for Confirmation, Minimal Credit Risk, nexus, non-discriminatory access, Non-European Countries, operational risk, Optimal Netting, OTC, Over-the-counter Derivative Market, Particpation Requirements, portability, Proportionate Holding of Capital, Proposed Regulation of OTC Derivatives, Protection of Client Positions and Collateral, reasonable threshold, risk committees, Risk Management Activities, risk mitigation techniques, Risk Profiles, Segregate and Exchange Margin, Segregated Exchange of Collateral, segregation, Shortfall, Standard Capital Requirements, Swiftly Collapse Offsetting Positions, systemic risk, third country CCPs, Top Down, Trade Reporting Obligations, trade repositories, transparency, Trigger, U.K. House of Lords, U.S. House of Representatives Committee on Financial Services, U.S. Treasury and U.S. Commodity Futures Trading Commission, Unmanageable Risk, Unwinding Costs, variation margin,

MFA Comments to the U.K. Hedge Fund Working Group’s Consultation Paper12.14.07


Today, MFA submitted the following response letter to the U.K. Hedge Fund Working Group on its Consultation Paper. The overall […]

Click to expand relevant topics

Topics: AIMA Alternative Investment Management Association, AML, audited annual accounts, board of directors, board of trustees, Borrowed Stock, bright line test, Chartered Financial Analyst Institute, cherry picking, client confidentiality, collateral agreements, collateral calls/two way collateral posting, commercial terms, compliance, compliance procedures, Comply or Explain, conflicts of interest, consultation paper, counterparties, counterparty risk, cross-market particpant working group, Derivative posistions, Difficult-to-Value Assets, Disclosure, disclosure thresholds, exchange traded posistions, exposure, Fair Value, Federal Reserve Bank of New York for OTC equity derivatives, fire sale, fund governing bodies, Fund Governing Body, funds of funds, global alternative investment industry, Global Investment Performance Standards, global relevance, Governance of Operational Risk, Hedge Fund Working Group, hedge funds, HFWG, illiquid securities, independent in-house functions, independent third parties, independent valuation services providers, inside information, Insider Dealing, Investment Policy, investor groups, investors, Irish Stock Exchange, jurisdictional requirements, Key man risk, Key Performance indicators (KPis) Fund Governance Disclosure, legal risks, Lenders/Prime Brokers/Dealers, Luxembourg Stock Exchange, managed futures funds, managers, Market Abuse, market price, market risk, marketable securities, Model Risk, net asset value, netting agreements, non-marketable, non-U.S. exchanges, offshore, one-stop shop, OTC derivatives transactions, OTC electronic transaction posistions, OTC market particpants, Outsourcing Risk, performance fee, Performance Measurement Disclosure, portfolio, portfolio management, potential conflicts, potential liability, President's Working Group on Private Pools of Capital (PWG), price sources, prime brokers, proxy voting policy, reconciliation errors, Regulators, regulatory implicationsm Websites, regulatory risks, Risk Disclosure, scenario analyses, Securities and Exchange Commission (SEC), segregation, service legal agreement, side letters, side pocket, soft limits, Sound Practices for Hedge Fund Managers, spectrum, stock lender, stress testing, third parties, Third Party Administrators, trade association, U.S. based funds, U.S. securities law, UK, uncertainity, United Kingdom, valuation, valuation determinations,
Results 1 - 2 of 2