MFA Comment Letters

Topic: net assets under management

MFA Response to FSA Discussion Paper on Implementation of the AIFMD03.23.12


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Topics: Advanced Method AIFMD, AIFMD firm, Alternative Investment Fund Managers Directive, audit function, CAD-defined terms, capital requirements, CDS, CESR Guidelines on Risk Management and the Calculation of Global Exposure and Coutnerparty Risk for UCITS, chief compliance officer, compliance function, conflicts of interest, CRD3 framework, depositary, depositary liability, Dodd-Frank Act, ESMA, EU Passport, EUR denominated bonds, European Central Bank, European Securities and Markets Authority, exchanges, external valuer, family investment vehicle, family relationship, FCA, FCA Approach Document, Final Advice on the AIFMD, Financial Services Authority, foreign exchange, Form PF, FSA, FSA Discussion Paper "Implementation of the Alternative Investment Fund Managers Directive", FSA Principles for Business, FSA Remuneration Code, functional and hierarchal independence, functional and hierarchical separation, hedge funds, hedging arragements, institutional investors, interest alignment, interest rate risk, internally managed AIF, internationally coordinated approach to reporting, investor capital, IPRU (INV), less than fully invested, letter-box entity, leverage, limited partnership, liquidity requirements, marketing, Member State competent authorities, MiFID, MiFID firm, MiFID investment services, MiFID portfolio managers, NAV, NAV per share, net asset value, net assets under management, non-EU AIFM, PII requirements, portfolio management, portfolio management personnel, portfolio risk, preferential treatment, prime brokers, private placement, professional indemnity insurance, professional investors, professional negligence, proportionality principle, proprietary business information, public offers, QIS disclosure requirements, qualitative risk limit, redemption terms, regulatory requirements, regulatory risks, remuneration guidelines, remuneration provisions, retail consumers, retail customers, retail investors, reverse solicitation process, risk management, risk/return profile, SEC, Securities and Exchange Commission, segregated account, side letters, single AIFM, swap data warehouses, SYSC 10 of the FSA Handbook, third country, third country managers, tier 4 firm, UCITS Directive, UCITS investors, UK AIFM, unregulated CIS, valuation oversight duties, valuation procedures, Value at Risk, VaR methodology,

Comment Letter on Joint Release Regarding Reporting by Investment Advisors to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors on Form PF04.08.11


MFA filed a comment letter with the SEC and CFTC in response to their joint proposal to require private fund […]

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Topics: absolute return strategies aggregate borrowings, aggregate gross asset value, alternative methodology, asset-backed securities, assets under management, audited financial statements, balance sheet value, beneficial owners, bespoke contracts, Bloomberg, borrowing arrangements, CCPs, CDS, CDX, central clearing counterparties, CFTC, clause (iii), collateral, collateral practices, commodity pool operators, commodity trading advisors, confidentiality of information, confidentiality protections, corporate bonds, Council and Office of Financial Research, counterparty exposures, CR01, creditor, currency rates, CUSIP number, DCMs, de minimis, debt securities, default rates, delta adjusted, direct clearing members, direct investments, distressed debt, Dodd-Frank Act, duration, DV01, equity derivatives, equity exposure, equity prices, FCMs, Federal Reserve System, Financial Accounting Standards Board, Financial Stability Oversight Council, five-year option, fixed advisory fees, foreign currency contracts, foreign exchange derivatives, Form 10-K, Form 10-Q, Form 13F, Form ADV, Form CPO, Form CTA-PR, Form PF, Form PF question 36, form PF questions 28 and 35, Form PQR, FSA, funds of funds, futures commission merchants, futures contracts, GAAP, generally accepted accounting principles, global regulators, GMV, gross asset value, hedge fund assets under management, hedge fund defaults, illiquid assets, inadvertent disclosure, inception class, individual certification, interconnectedness, interest rates, interpretive guidance, Investment Adviser Registration Depository, investment advisers, investment expenses, large private fund manager, lending institutions, Level 2 inputs, Level 3 inputs, leverage, liquidity management, liquidity risk, LMV, loan commitments, long positions, managed futures, margin requirements, market noise, market participants, market value, master agreement, master-feeder, maturity brackets, maturity mismatch, NAV, net asset value, net assets under management, net borrowings, non-bank financial companies, non-rated issues, notional amount, notional value of derivatives, offsetting exposure, OFR, operational capabilities, operational efficiency, other quantitative strategies, overcounting, parallel funds, parallel managed accounts, performance fees, portfolio management, prime brokers, private equity, private fund managers, private funds, privately issued convertible bonds, proposed reporting thresholds, proprietary information, proprietary methodology, public companies, qualifying fund, record owners, recordkeeping requirements, regulatory assets under management, regulatory scrutiny, rehypothecated initial margin, reporting period, repos, risk capital allocation, risk methodology, Schedule 13G, SEC, section 404, semi-annual reporting, sensitivity analyses, short borrowing, short positions, short term high quality corporate debt, short-term interest rate, short-term market fluctuations, side pocket arrangement, SMV, statistical arbitrage-equity, strategy exposure, swap contracts, synthetic borrowing, systemic risk, systemically significant, targeted requests, ten-year option, the Fed, threshold, threshold for enhanced performance, tiered reporting system, trading and investment strategies, tri-party collateral accounts, turnover rate, UK Financial Services Authority, unaffiliated third party sources, uncommitted lines of credit, undercounting, valuation methodology, Value at Risk, VaR, variation margin,
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