MFA Comment Letters

Topic: net short positions

MFA Submits Comments to ESMA on Short Selling and Sovereign CDS03.09.12


MFA submitted comments in response to ESMAs public consultation on possible delegated acts concerning the Regulation on short selling and […]

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Topics: aggregation of positions AIFMD, Alternative Investment Fund Managers Directive, anti-avoidance provision, anticipated correlation, asset managers, Austria, bank name CDS, Belgium, BNP Paribas, broad-based indices, buffer periods, Buttersworth Journal of International Banking and Financial Law, CDS transaction, central clearing, CESR, civil law, clearing house, consolidated accounts, contract of insurance, convertible bond positions, convertible bonds, convertible debt, convertible debt securities, corporate bonds, correlation test, credit default swap, credit protection, credit quality, debt instruments, default risk, delegate, delta adjusted method, derivative instrument, disaggregation, emergent systemic risk, ESMA, ETF, EU Member State, European Securities and Markets Authority, Eurostoxx, eurozone, Financial Agency of Spain, financial institutions, financial instrument, forward rate agreement, France, FSA, fund management activities, future, Greece, group, hedged portfolios, holding a share, ICO, illiquid shares, indices, indirect exposures, Instituto de Credito Oficial, insurable interest, interest rate swap, interest rates, intra-Member State correlation, Ireland, IRS, IRS curve, issued share capital, Italian CDS, Italian CONSOB, Italian lira, Italy, legitimate market operations, Leonard Ng, Level 2 process, liquid market price, listed securities, long positions, margin level, market participants, Markit iTraxx SovX Western Europe Index, maturity bucket, Member State regulator, Ministry of Economy and Finance, money market instruments, narrow-based indices/baskets, natural or legal person, net short positions, netting, notional basis, option, OTC instruments, pan-European short selling disclosure regime, Portugal, proprietary models, publicly available information, quantitative threshold for high correlation, RBS, redenomination, reference asset, Regulation on short selling and certain aspects of credit default swaps, Secretariat of State for the Economy, sector-specific, securities law, sensitivity adjusted method, severe market turmoil, short sale, short selling, short selling bans, Societe Generale, sovereign bonds, sovereign CDS, sovereign CDS transactions, sovereign debt, sovereign issuer, Spain, static or dynamic hedging strategy, subordinated debt, supra-national European body, swap, tail risk, tail risk hedging, threshold of liquidity, trust preferred securities, UCITS, UK Financial Services Authority, uncovered credit default swap, uncovered position, uncovered short sales and credit default swaps, underlying shares, yield curve,

MFA Comments on Consultation on Increasing Short Position Transparency10.09.09


MFA submitted a letter to the Hong Kong Securities and Futures Commission (SFC) today in response to its Consultation Paper […]

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Topics: alternative investment classes anonymised disclosure, bid-ask spreads, capital formation, capital raising, cash markets, CESR, chilling effect, close out indicators, confidentiality, convertible arbitrage, convertible bonds, copycat behavior, delta adjusted, derivatives, designated securities, dual-listed securities, efficiency, endowments, exchange trading, Financial Services Authority, financial services sector, financial stocks, foundations, FSA, global equity markets, hedging strategies, herding, Hong Kong, Hong Kong market, institutional investors, investment managers, Journal of Finance, liquidity, listed corporations, manipulative conduct, market efficiency, market liquidity, market making, market participants, market volatility, net long position, net short positions, non-designated securities, non-public disclosure, off-exchange transaction, on-market transactions, OTC transaction, pan-European short selling disclosure regime, pensions, price discovery, price formation, price volatility, primary market, private reporting, proprietary research, public disclosure of short positions, reporting threshold, retail investors, risk management, SEC, Securities and Exchange Commission, Securities and Futures Commission, SEHK, settlement, SFC, short positions, short sellers, short selling, short selling bans, short selling disclosure regime, short squeeze, stocks, transaction costs, transitory short position, transparency, turnover ratio, volatility,
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