FpML-CD meeting reminder -- December 19th, 9am NY/2pm LDN

To: <cdwg@xxxxxxxx>

Subject: FpML-CD meeting reminder -- December 19th, 9am NY/2pm LDN

From: "Ben Lis" <Ben.Lis@xxxxxxxxx>

Date: Tue, 18 Dec 2007 22:48:19 -0500

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Thread-topic: meeting reminder -- December 19th, 9am NY/2pm LDN

Time:

9:00 – 10:30AM, NY {Don’t think we will take anywhere near the full time!}

2:00 – 3:30PM , LDN

Call-In details:

US: 1 888 - 481 – 3032

Intl: 1 617- 801- 9600

UK: 0800- 904-7961

Part. Code: 52016709

Agenda:

1. Scheme Change Closeout

2. Comments on Additional Examples (Irina’s emails attached)

3. Credit Event Processing – Next Steps

Ben Lis

Head of Product Management & Integration

T-Zero

212.323.6041

www.tzero.com

--- Begin Message ---

To: <cdwg@xxxxxxxx>
Subject: FpML-CD CD Examples
From: "Irina Yermakova" <IYermakova@xxxxxxxx>
Date: Mon, 17 Dec 2007 12:03:44 -0500
Importance: high
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Thread-topic: CD Examples

All,

Attached are the examples in 4.3TR, and I’m not sure we’ve reviewed them as a group. If you have any issues can you raise them on the e-mail thread before Wednesday’s call.

Thank you,

Irina Yermakova

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Attachment: cds-mortgage-RMBS.xml
Description: cds-mortgage-RMBS.xml

Attachment: cds-mortgage-CMBS.xml
Description: cds-mortgage-CMBS.xml

Attachment: cdx-index-option.xml
Description: cdx-index-option.xml

Attachment: itraxx-index-option.xml
Description: itraxx-index-option.xml

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