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Re: FpML-CD proposed date for next meeting: September 5th
Ben
Apologies, I will be on vacation, but would like to get an answer from my
email questions of 29 June 2007 arising from my credit event notice
proposal, current handling of credit events does conceptually or
technically match what is in the contracts
"I would especially like to reach a definitive answer on
1. What things currently called credit events, and modelled as such, are
not truly credit events ?
2. If credit events do not apply at the level of reference obligation,
what is the reason for the presence of reference obligations in credit
derivative contracts ?"
Where 1. is partly covered by the excellent PAUG presentation, but answers
to both should be provided
Regards
Andrew Parry
+44 20 7325 1486
Exotics and Hybrids Architecture
JP Morgan
"Ben Lis" <Ben.Lis@xxxxxxxxx>
Sent by: cdwg@xxxxxxxx
15/08/2007 05:29
Please respond to
cdwg@xxxxxxxx
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Subject
FpML-CD proposed date for next meeting: September 5th
Hi –
Since there are no pressing items before the group and no agenda items
have been put forth on the mailing list, I suggest we have our next call
on September 5th. Any objections or concerns?
Ben Lis
Head of Product Management & Integration
T-Zero
212.323.6041
www.tzero.com
From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Ben Lis
Sent: Tuesday, August 07, 2007 10:31 PM
To: cdwg@xxxxxxxx
Subject: RE: FpML-CD Call for Wed Aug 07 -> Cancelled
Thanks, Rupali.
We are actually going to cancel the call for Wednesday the 8th. The only
open item on the agenda that I am aware of is a further pass on the
validation rules. We can certainly meet on the 15th, but I would suggest
that before we agree to do so that members forward off items they would
like added to the agenda for that meeting.
Ben Lis
Head of Product Management & Integration
T-Zero
212.323.6041
www.tzero.com
From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Parab, Rupali J.
Sent: Tuesday, August 07, 2007 4:40 PM
To: cdwg@xxxxxxxx
Subject: FpML-CD Call for Wed Aug 07
Apologies. I will not be able to join the group tomorrow.
Thanks.
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