MFA submitted comments in response to ESMAs public consultation on possible delegated acts concerning the Regulation on short selling and […]
MFA submitted a comment letter on January 10 to the European Securities and Markets Authority (ESMA) regarding the implementation of […]
Learn about the hedge fund industry and investing strategies through our monthly e-newsletter.
The latest news on legislative and regulatory issues affecting the hedge fund industry from Washington, D.C. and beyond.
Managed Funds Association's Hedge Fund Investor Map is a new and unique educational tool that offers a comprehensive look at the institutional hedge fund investor landscape in the U.S.
›
Issues & Policy 
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 […]
Topics: European Securities and Markets Authority ESMA, Regulation on short selling and certain aspects of credit default swaps, uncovered short sales and credit default swaps, Level 2 process, natural or legal person, short sale, civil law, securities law, sovereign issuer, EU Member State, net short positions, sovereign debt, long positions, convertible bond positions, France, Spain, Italy, Belgium, issued share capital, convertible debt securities, holding a share, financial instrument, short selling bans, quantitative threshold for high correlation, market participants, buffer periods, interest rates, Instituto de Credito Oficial, ICO, Ministry of Economy and Finance, Secretariat of State for the Economy, Financial Agency of Spain, liquid market price, maturity bucket, delta adjusted method, notional basis, convertible debt, broad-based indices, Eurostoxx, narrow-based indices/baskets, sector-specific, underlying shares, disaggregation, financial institutions, UK Financial Services Authority, FSA, anti-avoidance provision, publicly available information, debt instruments, Alternative Investment Fund Managers Directive, AIFMD, credit quality, yield curve, sensitivity adjusted method, ETF, fund management activities, aggregation of positions, netting, pan-European short selling disclosure regime, CESR, delegate, group, consolidated accounts, credit default swap, default risk, uncovered credit default swap, sovereign CDS, hedged portfolios, asset managers, correlation test, intra-Member State correlation, subordinated debt, trust preferred securities, RBS, BNP Paribas, Societe Generale, interest rate swap, IRS, bank name CDS, emergent systemic risk, Greece, Ireland, Austria, Portugal, IRS curve, Italian CDS, sovereign bonds, credit protection, anticipated correlation, tail risk hedging, tail risk, severe market turmoil, reference asset, contract of insurance, Leonard Ng, Buttersworth Journal of International Banking and Financial Law, insurable interest, indices, supra-national European body, Markit iTraxx SovX Western Europe Index, proprietary models, listed securities, CDS transaction, eurozone, Italian lira, redenomination, uncovered position, static or dynamic hedging strategy, indirect exposures, threshold of liquidity, OTC instruments, legitimate market operations, illiquid shares, corporate bonds, money market instruments, UCITS, short selling, margin level, clearing house, option, future, swap, forward rate agreement, derivative instrument, central clearing, Italian CONSOB, convertible bonds, Member State regulator, sovereign CDS transactions,