MFA Comment Letters

Topic: Reverse Engineered

MFA Submits Letter and White Paper on Protection of Non-Public, Sensitive, and Proprietary Information by FSOC Members05.22.13


MFA submitted a cover letter and white paper to each member of the Financial Stability Oversight Council (FSOC) on the […]

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Topics: Adam Clark-Joseph adviser registration, Andrei Kirilenko, Board of Governors of the Federal Reserve System, broker-dealer, CFTC, CIGFO, clearinghouses, Commodity Futures Trading Commission, commodity pool operator, commodity trading advisor, confidentiality, Consumer Financial Protection Bureau, Council of Inspectors General on Financial Oversight, CPO, CTA, data collection, data repositories, DCO, Department of the Treasury, Designated Clearing Organizations, Dodd-Frank Act, FCM, FDIC, Federal Deposit Insurance Corporation, Federal Housing Finance Agency, Federal Insurance Office, financial stability, Financial Stability Oversight Council, Form CPO-PQR, Form CTA-PR, Form PF, front running, FSOC, futures commission merchants, harmonization, high frequency trading, information security program, inspector general reports, intermediary, investment advisers, Jaksa Cvitanic, legal entity identifiers, liquidation, Managed Funds Association, market participants, market structure, National Credit Union Administration, National Institute of Standards and Technology, NIST, Office of Financial Research, Office of the Comptroller of the Currency, President Obama, registered investment adviser, reporting, research, Reverse Engineered, Richard A. Shilts, Richard H. Baker, Rulemaking, SBSDR, SDR, SEC, SEC Office of Inspector General, Securities and Exchange Commission, Security-Based Swap Data Repositories, self-regulatory organization, SRO, substituted compliance, swap data repository, systemic risk, Trade Secrets, trade sectrets, Trading Activities, U.S. House of Representatives Committee on Financial Services, U.S. securities law,

Comment Letter to Responding to ESMA’s Call for Evidence Regarding Level 2 Implementation of the Alternative Investment Fund Managers Directive01.14.11


On January 14, MFA submitted comments to the European Securities and Markets Authority (ESMA) in response to a call for […]

MFA Response to CESR Consultation Paper on a Proposal for a Pan-European Short Selling Disclosure Regime10.01.09


MFA submitted a letter to the Committee of European Securities Regulators (CESR) today in response to its Consultation Paper on a […]

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Topics: 130/30 funds absolute return strategies, abusive behavior, abusive practices, abusive short selling practices, academics, aggregated anonymised data, aggregation, alternative investment classes, alternative investment industry, alternative investment managers, alternative investment vehicles, asset management company, basket trade, bid-ask spread, capital formation, capital markets, capital raising, CESR, CESR Proposal for a Pan-European Short Selling Disclosure Regime, chilling effect, Committee of European Securities Regulators, competent authorities, confidentiality, convertible arbitrage, convertible bonds, convertible securities, Credit Suisse, cumulative compliance costs, de minimis, delta adjusted, derivative positions, derivatives, disclosure thresholds, disproportionate costs, EEA equities, EEA stock, endowments, enhanced transparency, equity markets, EU, EU Member State, European markets, European Union, exchanges, exposures, extraterritoriality, extreme market conditions, financial institutions, Financial Regulatory Authority, financial services sector, financial stocks, FINRA, flagging regime, flagging short sales, foundations, free flow of information, freedom of information regimes, FSA, fund of funds, global capital markets, global equity markets, harmonization, hedge, hedge funds, hedging strategies, herding, hybrid funds, index trading, industry service providers, institutional investors, investment managers, investors, Issuer, Journal of Finance, large-scale short selling, liquidity, long equity positions, managed futures funds, manipulative conduct, Market Confidence, market efficiency, market maker, market making, market participants, market stability, market testing, market volatility, materially negative impacts, meaningful data, Member State competent authorities, MiFID, naked short selling, negative returns, net economic short position, net economic short positions, over-the-counter transactions, Pension Funds, physical short sales transactions, price amplification, price declines, price discovery, pricing efficiency, private reporting, professional secrecy, prudential regulators, public disclosure of short positions, real time information, reporting regimes, retail investors, Reverse Engineered, risk management, risk management function, securities prices, settlement, share issues, short equity position, short positions, short selling, short selling bans, short selling disclosure regime, short selling prohibitions, short squeeze, significant adverse effect, stability, T+1 reporting, timeframe for reporting, trading platform, trading strategies, traditional bond issuance, transaction costs, transitory short position, transparency directive, two-tier disclosure model, UK Financial Services Authority, Unwind,
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