MFA Comment Letters

Topic: investor

MFA Submits Letter in Response to SEC Investor Advisory Committee Recommendations on Implementation of the JOBS Act03.22.13


MFA submitted a comment letter to the Securities and Exchange Commission (SEC) in response to its proposed implementation of Section […]

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,

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 […]

Comment Letter in Response to the FDICs Interim Final Rule Implementing Certain Provisions of the Orderly Liquidation Authority (OLA),03.28.11


MFA filed a comment letter in response to the FDICs interim final rule implementing certain provisions of the orderly liquidation […]

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Topics: allocation of capital Bankruptcy Code, Board of Directors of FDIC, bond holders, bridge financial company, chapter 7 liquidation, claim disallowance, contingent claims, covered financial institution, creditor involvement, creditor losses, creditor participation, critical vendors, debt instrument, default, Disclosure, distress, doctrine of necessity, equality of distribution, estate, fair market value, favored creditors, FDIC, Federal Deposit Insurance Corporation, Federal Rules of Bankruptcy Procedure, financial market meltdown, insolvency laws, insolvency proceeding, investor, judicial review, Liquidation Authority provisions, liquidation framework, liquidation process, liquidation value, longer-term financing, market data, market discipline, market expertise, market fluctuations, moral hazard, non-statutory considerations, OLA, orderly liquid authority, preferred creditors, providers of lines of credit, publicly traded securities, quotes, ratable payments, receivership, receivership estate, repurchase agreements, secured creditor, securities contracts, shareholder losses, short-term creditors, short-term financing, short-term lenders, swaps, systemic risk, systemically significant firm, third-party market participants, transparency, true market valuation, underlying collateral, unduly delay, Union Bank v. Wolas, unsecured claim, unsecured creditors, unsecured deficiency claim, US government securities, valuation date, valuation of collateral, valuation rules, volatility,

Letter to Mary Schapiro; Attachments: (Industry Letter on Buy Side Access to Clearing) and (Recommended Timeline for Adoption and Implementation of Final Rules Pursuant to Title VII of The Dodd-Frank Act)03.24.11


MFA submitted a letter to Chairmen Schapiro and Gensler, and each of the SEC and CFTC Commissioners, providing our recommendations […]

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Topics: 14d order 17f6 order, alternative margin segregation schemes, asset manager accounts, asset managers, back loading facility, back-office processing, Bankruptcy Code, Basel I capital requirements, big bang approach, bilateral swaps, block trade. swap initial margin, block trading, Bloomberg, broad industry clearing, broad-based index credit default swaps, Business Conduct Standards, buy-side access, buy-side participants, capital requirements, CCP implementation period, CCP risk management, CCPs, CDS, CDS books, central clearing, CFTC rules, clearable contracts, cleared OTC derivatives, cleared settlement, cleared swaps, clearing, clearing agreement, clearing members, clearinghouses, ClearPort, CME, CME rules, CMs, collateral, commission fee, commodity contracts, complex instruments, compression, counterparty risk, credit, current clearable swaps, customer clearing services, customer funds, DCO governance, DCO registration, dealer-to-dealer clearing, default waterfall, derivatives clearing organizations, direct clearing participants, Dodd-Frank clearing requirements, DTCC data, efficiency, electronic data, eligible contract participant, end to end production testing, end-to-end systems flow, end-user exemptions, end-users, English law CSAs, exchange trading, execution agreement, fallback processing, FCMs, FIA, financial disclosure requirements, FINRA exemptions, front-office processing, future clearable swaps, futures, give up process, give-up agreements, global financial system, hedge funds, ICELink, IIGC, indirect clearing participants, individual risk concentrations, industry-level metrics, interdealer reporting, interest rate markets, interest rate swaps, investor, ISDA Governance Committee, liquid contracts, liquid swap transactions, liquidity, long-only accounts, mandatory clearing date, margin methodology, margin regime, margin requirements, margin segregation, MarkitWire, middle-office processing, migration, milestones, mixed swap, MSP recordkeeping requirements, MSPs, net client omnibus margin account, New York Fed, non-US bankruptcy, non-US bankruptcy laws, non-US CM's default, onboarding, onboarding work streams, open interest caps, OTC derivatives, OTC derivatives market, OTC derivatives reform, Phase 1 mandatory cleared products, phase-in approach, phase-in period, position limits, post-default portability, post-trade reporting, pre-default portability, pre-trade reporting, price challenge protocol, price transparency, public reporting, real-time reporting, reform, Regulators, risk compression, risk waterfall process, roll-out schedule, scale readiness, SD recordkeeping requirements, SEC exemptions, SEC rules, Securities and Exchange Commission, SEF trading, segregation framework, sell-side firms, simpler instruments, single-name CDS, standardized documentation, standardizing contracts, streamlined netting process, swap dealer, systemic counterparty risk, systemic risk, TBF, tear-ups, title transfer regime, trade compression, trade rejection rights, trade repositories, trade repository data, trade transparency, trading annex, transparency, uncleared settlement, US bank CM, US banking regulators, US bankruptcy, vendor, volume targets, voluntary back loading, voluntary period, voluntary targets, waterfalls,
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