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MFA Comment Letters

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Topic: operational efficiency

MFA Submits Letter to European Commission on FX Spot Transactions05.09.14


MFA filed comments with the European Commission (“Commission”) in response to its consultation paper on FX financial instruments.  The consultation […]

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Topics: European Commission Richard H. Baker, FX swaps, market participants, EMIR, Cross-Border, counterparties, CFTC, Commodity Futures Trading Commission, MiFID II, harmonization, exchange trading, regulatory regime, settlement, T+2, settlement period, currency, Security-Based Swap, swaps, recordkeeping, derivative, forward, EU Member State, non-EU counterparties, European Union, EU, security, commodity, financial instrument, Administrative Burdens, foreign currency assets, CLS Bank International, payment-versus-payment, non-defaulting counterparty, netting, liquidity, operational efficiency, Committee on Payment and Settlement Services, CPSS, Basel Committee on Banking Supervision, customer protection, U.S. Department of the Treasury, central clearing, duplicative regulation, Bank for International Settlements, United Kingdom, Triennial Central Bank Survey, Dodd-Frank Act, mandatory clearing,

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

Comment Letter to Federal Reserve Bank of New York Outlining the Collaborative Work of Dealers and Buy-Side Institutions to Deliver Structural Improvements to the Global OTC Derivatives Market03.01.10


MFA, several buy-side firms, the major swap dealers and other industry trade associations jointly submitted a letter to global regulators, […]

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Topics: G-14 buy-side institution, over-the-counter derivatives, OTC derivatives, G-20, transparency, global data repositories, asset class, central clearing, segregation, credit default swap, CDS, portability, ISDA Credit Derivatives Determinations Committees, International Swaps and Derivatives Association, central counterparties, CCP, DC, product standardization, processing standardization, legal standardization, operational efficiency, mitigating operational risk, risk management, netting, bilateral collateralization arrangements, bilateral derivatives transactions, initial margin, electronification, credit derivatives, CDS clearing, Europe, buy-side firms, OTC bilateral collateral processes, ISDA Governance framework, 2009 ISDA Credit Derivatives Determinations Committees, Auction Settlement and Restructuring CDS Protocol, Small Bang, Modified Regstructuring Credit Event, Thomson Restructuring, DC External Review procedure for the Cemex S.A.B de C.V. Restructuring Credit Event, interest rate derivatives, Overnight Index Swaps, OIS, single name clearing, dispute resolution procedures, Raodmap for Collateral Management, collateralized portfolios, margin calls, Equity Derivatives Markets, commodities, foreign exchange, global Interest Rate Reporting Repository, IRRR, eligible trades, Depository Trust & Clearing Corporation, DTCC, Warehouse Trust, zero coupon swaps, single currency basis swaps, forward rate agreements, cross-currency swaps, caps, floors, European swaptions, inflation swaps, default management, inter-dealer service, clearing house, Master Confirmation Agreement, MCA, European Interdealer Index Swap Annex, EMEA EM Options Annex, European Interdealer Fair Value Swap Annex, Roadmap for Collateral Management, Dispute Resolution Procedure, DRP, Market Review of Collateralization, Feasibility Study for Extending Collateralized Portfolio Reconciliations, Implemenation Plan for Wider Market Roll-out, central settlement, settlement automation, Interoperability, trade date matching, novation consent process, Electronically Eligible Products, Confirmable LIfecycle Events, electronic confirmation targest, submission timeliness, matching, confirmation backlog reduction, cash flow matching, rates allocation commitment, electronic allocation delivery functionality, Allocation Industry Working Group,

MFA Letter to SEC re: Follow-up to Interagency Regulator Call with Managed Funds Association et al. on June 9, 200906.11.09


MFA submitted a letter following a call on June 9, 2009 among MFA staff, MFA members, the SEC, CFTC, New […]

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Topics: Securities and Exchange Commission SEC, Interagency Regulator Call, Working Group, standardization, clearing eligibility, Treasury, draft legislation, ISDA product definitions, T-30/T-60 effective date, 100/500 coupon, reference entity, reference obligations, established prices sources, ISDA's Commodity Reference Prices, market disruptions, adjustment events, common early termination provisions, novation protocol, eligibility, position portability, agency relationship, buy-side access, credit risk, transparency, operational efficiency, initial margin segregation, solvent dealer, Commodity Futures Trading Commission, CFTC, central repositories, DCC, Markit, over-the-counter derivatives, OTC derivatives, initial margin, established clearinghouse,

MFA Comments to SEC on Interim Final Temporary Amendments to Regulation SHO12.15.08


MFA sent a letter to the SEC providing comments to the Commission’s interim final temporary rule on amendments to Reg […]

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Topics: Securities and Exchange Commission SEC, emergency orders, short selling, manipulative naked short selling, market dislocations, market participants, liquidity, public interest, efficiency, competition, capital formation, Financial Industry Regulatory Authority, FINRA, broker-dealer, naked short selling, pricing efficiency, Short Selling Activity in Financial Stocks, SEC July 15 Emergency Order, Arturo Bris, European Corporate Governance Institute, Yale International Center for Finance, three-day settlement cycle, capital raising, risk management, derivatives hedging strategies, hedging, distressed companies, capital, market risk, "delta" hedge, volatility, public companies, fails to deliver, securities, close-out, Voting Rights, prime broker, algorithmic trading, automated trading, manual trading, short selling regulation, clearing, settlement, uptick rule, sell-side firms, buy-side firms, hard to borrow shares, easy to borrow shares, locate, threshold securities list, threshold securities, self-regulatory organization, SRO, short positions, short squeeze, operational efficiency, bid-ask spreads, options, market maker, long sales, market efficiency, market liquidity, delivery, securities depositaries, custodian banks, executing brokers, Continuous Net Settlement, National Securities Clearing Corporation, NSCC, clearing agency, settlement date, market distortions, order to purchase, artificial buying pressure, borrowing costs, G19, G19 securities, Wall St. Journal, regulatory efficiencies, mandatory close-out, T+5, T+2, T+4, pre-fail credit, NYSE, New York Stock Exchange, debt securities, arrangement to borrow,
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