MFA Comment Letters

Topic: T+2

MFA and AIMA Submit Joint Letter to ESMA in Response to Call for Evidence on Short Selling Regulation03.15.13


MFA and AIMA jointly submitted a comment letter to ESMA responding to its Call for Evidence regarding its evaluation of […]

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Topics: AIFMD AIMA, Alternative Investment Management Association, assets under management, AUM, BaFin, Belgium, bid-ask spreads, bond, Bundesanstalt fur Finanzdienstleistungsaufsicht, capital, CDS, CESR, Commissione Nazionale per le Societa e la Borsa, Committee of European Securities Regulators, competent authorities, compliance, corporate issuer, Council of the European Union, credit default swap, delta, depositary receipts, derivative instrument, derivatives, duration, efficiency, EMIR, equity, ESMA, EU Member State, Europe, European Commission, European Parliament, European Securities and Markets Authority, eurozone, extraterritoriality, Finland, France, futures, futures market, Germany, harmonization, hedge funds, hedging, index, index derivatives, interpretive guidance, issued share capital, Italy, Latvia, Lehman Brothers, liquidity, locate, London Stock Exchange, mark-to-market, market disruption, market distortions, market participants, MiFID, net short position, Netherlands, non-EU investment firms, operational challenges, price discovery, price efficiency, price formation, prime broker, PRNewswire, public disclosure, reasonable expectation, reporting obligation, reporting requirements, reverse engineer, risk, securities, settlement, share capital, short positions, short selling, short selling bans, short selling regulation, short squeeze, single-name CDS, sovereign bonds, sovereign debt, sovereign issuer, Spain, Steven Maijoor, stock, Stock Exchange Daily Official List, T+1 reporting, T+2, technical standards, third party managers, trading volume, uncovered sovereign CDS, United Kingdom, volatility,

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