MFA Comment Letters

Topic: mark-to-market

MFA Letter on PFIC Reporting03.27.14


On March 28, MFA submitted a letter to the IRS encouraging the IRS to exclude funds that mark their assets […]

MFA and AIMA Submit Joint Letter on FSB Consultation on Key Attributes of Resolution Regimes for Non-Bank Financial Institutions10.15.13


MFA and AIMA submitted a joint letter to the Financial Stability Board (IOSCO) in response to its consultative document on […]

MFA and AIMA Submit Joint Letter on CPSS-IOSCO Consultative Report on Financial Market Infrastructure Recovery10.11.13


MFA and AIMA submitted a joint letter to the Committee of Payment and Settlement Systems (CPSS) and the International Organisation […]

Click to expand relevant topics

Topics: AIMA Alternative Investment Management Association, bail-in, Bank for International Settlements, Bank for International Settlements Committee on Payments, bankruptcy, broker-dealer, buy-side firms, capital requirements, CCP, central counterparty, CFTC, clearing, clearing member, collateral, Commodity Futures Trading Commission, competition, conflict of interest, consultation paper, contagion, default, default management committees, default waterfall, Dodd-Frank Act, EMIR, ESMA, European Securities and Markets Authority, European Union, ex ante measures, exchange-traded, exchange-traded derivatives, financial stability, financial system, G20, haircuts, hedge, initial margin, International Organization of Securities Commissions, IOSCO, liquidity, majory security-based swap participant, mandatory clearing, margin, margin haircut, mark-to-market, market infrastructures, market participants, orderly liquidation, OTC derivatives, over-the-counter derivatives, physical commodity, portfolio, prudential regulators, regulatory framework, risk committees, risk management, security arragements, security-based swap clearing agencies, Security-Based Swap Dealer, security-based swap execution facility, sell-side firms, shareholders, stress-testing methodologies, systemic risk, systemically important financial market infrastructure, title transfer collateral arrangements, trading venues, trading volume, transparency, uncleared derivative, Unwind, variation margin,

MFA Submits Comments on Basel-IOSCO Second Consultative Document on Margin Requirements for Uncleared Derivatives03.15.13


MFA submitted a comment letter to the Working Group on Margining Requirements (WGMR) of the Basel Committee on Banking Supervision […]

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 […]

Click to expand relevant topics

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 Comments to European Supervisory Authorities in Response to Joint Discussion Paper on Risk Mitigation Techniques04.02.12


MFA submitted a comment letter to the European Supervisory Authorities in response to their Discussion Paper on Draft Regulatory Technical […]

Click to expand relevant topics

Topics: assurance undertakings asymmetry, bankruptcy-remote, Basel Committee on Banking Supervision, Basel II, Basel III, Basel rules, best practices, bilateral arrangements, bilateral exchange, bilateral initial margin arrangements, buy-side firms, capital, CDS, central clearing, CFTC, collateralization, Commodity Futures Trading Commission, competitive advantages, counterparty credit risk, covered swap entities, credit default swap, credit exposure, credit institutions, creditworthiness, current market practice, daily valuation of collateral, de minimi exception, deep and liquid markets, derivatives markets, discriminatory distortions, dispute resolution procedures, due diligence, eligible collateral, EMIR, ESA, ESMA, EU, Eurodollar futures, European Banking Authority, European Commission, European Insurance and Occupational Pension Authority, European Securities and Markets Authority, European Supervisory Authorities, European Union, exposures, haircuts, hedging, highly correlated assets, incremental compliance costs, independent third party custodian, initial margin, insolvency estate, institutions for occupational retirement provision, insurance undertakings, interest rate swap, internal model method, internal models, international harmonization of regulations, intraday change, investment firms, Joint Committee of the European Supervisory Authorities, legally required transparency, liquidity, major swap participants, margin, margin calculations, mark-to-market, market transparency, net margin, netting, NFCs+, non financial counterparties above the clearing threshold, non-cleared derivative contracts, non-cleared derivatives, non-cleared OTC derivatives, non-financial assets, non-prudentially regulated financial counterparties, NPRFC, OTC derivatives, over-collateralization, over-the-counter derivatives, party-specific variables, perceived systemic relevance, physically-settling forwards, posting party, PRFC, prudential regulators, prudentially regulated financial counterparties, receiving party, regulatory arbitrage, reinsurance undertakings, repurchase agreements, revaluation, risk mitigation techniques, risk-based margin requirements, security lending agreements, segregated account, segregation, segregation of counterparty assets, segregation regime, standardized method, substantial counterparty exposure, substantial position in swaps, systemic importance, tri-party custodial arrangements, uncollateralized, uniformity of application, variation margin,

Comment Letter to ESMA on its Draft Technical Advice to the European Commission for Implementing AIFMD09.13.11


MFA submitted comments to ESMA on its consultation on possible implementing measures of the Alternative Investment Fund Managers Directive (AIFMD). […]

Click to expand relevant topics

Topics: Advanced Method Advisers Act, AIF, AIFMD, Article 3(2), Article 61, Article 9(3), AUM, AUM Calculations, bespoke system, Box 1, Box 106, Box 13, Box 19, Box 2, Box 29, Box 78, Box 79, Box 81, Box 86, Box 88, Box 89, Box 93, Box 95, Box 99, CDS, CESR Guidelines, collateral, collateral directive, Commitment Method, Committee on European Securities Regulators, confidentiality, consultation paper, counterparties, counterparty exposures, credit default swap, depositaries, depositary, diligence requirement, Dodd-Frank, due diligence, ECB, EU investors, EU Passport, European Central Bank, European Commission, exposure, Financial Services Authority, foreign exchange hedging position, Form PF, FSA, G-20, gates, generally accepted accounting principles (GAAP), Gross Method, interest rate hedging position, international coordination, Investment Advisers Act of 1940, Level 2, Level 2 inputs, Level 3 inputs, leverage, liability regime, liability standards, liquidity risk, mark-to-market, market risk, marketing, MiFID, NAV, net asset value, omnibus accounts, operational risk, OTC transaction, passport regime, portfolio management, portfolio risk, prime brokers, private funds, professional indemnity insurance requirements, professional investors, proprietary information, re-hypothecation provisions, redemption policy, registration, remuneration, reporting period, repurchase agreement, retail investors, risk limits, risk management, safe-keeping function, SEC, securities lending agreement, segregation, semi-annual reporting, side pockets, sub-custodian, sub-investment managers, systemic risk, the directive, third party managers, transparency, U.S. Securities and Exchange Commission, UCITS Directive, underwriters, unobservable, valuation agents, Value at Risk, VaR,
Results 1 - 10 of 14