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MFA Comment Letters

› Issues & Policy

Topic: Market Abuse

Comment Letter Responding to OFR’s Policy Statement and Request for Comments on a Uniform System of Legal Entity Identification for Financial Contracts01.31.11


MFA, along with several other financial services trade associations, filed a joint comment letter in response to the Office of […]

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Topics: Clearing House Association L.L.C. TCH, Enterprise Data Management Council, EDM Council, Financial Services Roundtable, FSR, Futures Industry Association, FIA, International Swaps and Derivatives Association, Inc., ISDA, Investment Company Institute, ICI, Managed Funds Association, MFA, Securities Industry and Financial Markets Association, SIFMA, Department of the Treasury's Legal Entity Identification for Financial Contracts, LEI Statement, Office of Financial Research, OFR, systemic risk, counterparty risk, LEI Working Group, Self-Registration Model, U.S. Securities and Exchange Commission, Large-Trader Reporting System, LTRS, Consolidated Audit Trail System, CATS, Swap Data Recordkeeping Rules, Swap Data Repository Rules, Swap Transactions, Account Ownership, flash crash, Linchpin Report, Market Abuse, Europe, Asia, US-Based Parent Companies, Foreign Parent Companies, US Financial Institution Susbsidiaries, American National Standards Institute (ANSI) Essential Requirements, Legal Domicile, Systemically Significant Entities,

MFA Comments to FSA Regarding Proposed Temporary Short Selling Measures01.09.09


MFA submitted a letter to the U.K. Financial Services Authority responding to its proposed temporary short selling measures. The FSA […]

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Topics: Financial Services Authority FSA, FSA Consultation Pay 09/1 Temporary Short Selling Measures, short selling, manipulative conduct, short selling bans, Securities and Exchange Commission, SEC, International Organization of Securities Commissions, IOSCO, IOSCO Technical Committee, market volatility, volatility, Market Abuse, market participants, risk management, hedging, liquidity, capital markets, price formation, market efficiency, capital formation, upward market manipulations, price discovery, Christine Kung, Hong Kong, Securities and Futures Commission, Christopher Cox, naked short selling, listed derivatives, over-the-counter derivatives, OTC derivatives, institutional investors, derivatives hedging strategies, market manipulation, public disclosure of short positions, Proprietary Trading Strategy, pension plans, endowments, foundations, scaremongering, chilling effect, prime brokers, clearing brokers, financial institutions, short positions, headline risk, diversification, alternative investment vehicles, transparency, disclosable amount, Reverse Engineered, confidentiality of information, aggregated anonymised data, De Minimis Amount, de minimis, issued share capital, stocks,

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 […]

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