Marc
I would like to raise the following issues on point 2.
2. 1 BondReference is a reference to a singular bond. This does not
support multiple bonds, or diverse assets
2.2 Relationship between Assets behind an Asset Swap and those behind an
Asset Backed Security ( ABS )
and add the following to the agenda
4. Discuss Inflation Swap Proposal from GS/JPM ( we will distribute this
later today )
5. Discuss Mortgage Backed Securities ( MBS ), representation of Mortgage
Pools
Regards
"Marc Gratacos" <MGratacos@xxxxxxxx>
22/08/2005 19:16
Please respond to ird
To: <ird@xxxxxxxxxxxxxxxxxxxxxx>, <astf@xxxxxxxxxxxxxxxxxxxx>
cc:
Subject: FpML-IRD40 Next IRDWG/AssetTask Force meeting
All,
A joint meeting of the FpML Asset Swaps Task Force and the Interest Rates
Working Group will be held on Thursday 25th of August, at 0830-1000 New
York time, 1330-1500 London.
Agenda:
ASTF (see updated document ? comments from the Standards Committee Offsite
on June 28):
1. Final decision on implementation in order to support Return Swaps
2. Final decision on implementation of Asset Swaps.
IRD-WG:
3. Discuss and approve the proposal on non-deliverable settlement
provisions
4. AOB
Call in details:
US: 888 481 3032
Intl: 617 801 9600
Code: 751365
Regards,
-Marc
-----Original Message-----
From: harry.mcallister@xxxxxxxxxxxxxxxxx
[mailto:harry.mcallister@xxxxxxxxxxxxxxxxx]
Sent: Tuesday, August 16, 2005 10:13 AM
To: ird@xxxxxxxxxxxxxxxxxxxxxx
Cc: Marc Gratacos; pierre.lamy@xxxxxx
Subject: IRD-WG next meeting
All,
By popular demand, the next meeting of the Interest rates Working Group
is
scheduled for Thursday, 25 August 0830 - 1000 New York time, 1330-1500
London.
We need to formally approve the proposal on non-deliverable settlement
provisions, with the object of recommending it to the Coordination
committee for inclusion in the FpML Standard.
There is one outstanding issue, on the referencing of principal exchanges
in cases where the cashflows representation is not produced (please see
recent mail discussion within the IRD group). I hope that we can gain
resolution on this at or before the meeting.
Best regards,
Harry McAllister
Chair, FpML IRD-WG
+44 (0)20 7595 4467
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