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RE: FpML-ASTF Asset swap/total return swap



I unfortunately already have a commitment on the 20th from 10am to 11:30am
NY time that I cannot move.

-----Original Message-----
From: Karel Engelen [mailto:KEngelen@xxxxxxxx] 
Sent: Wednesday, April 13, 2005 2:53 PM
To: astf@xxxxxxxxxxxxxxxxxxxx
Subject: FpML-ASTF Asset swap/total return swap



Attached documents give an overview of the points discussed in the 2
meetings with the group. At the last call the discussion was taken in the
direction of representing the Total Return type of swaps within the Equity
structure and create a separate structure for asset swaps. The second
document contains the asset swap proposal starting from the proposal GS
submitted to the task force. It would be helpful to get feedback from the
institutions not present at the last call on the approach taken.

 

I would like to organize a next meeting, Wednesday April 20th at 10:30
a.m. NY time to confirm the approach, go over the outstanding questions
and talk about the next steps for the proposal to the Standards Committee.
Please let me know if date and time work for you.

 

Karel

 

 

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