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FW: FpML-CD AEJ and Japan Standard CDS in FpML STS/MCA schemes
Slight correction made below,
The definitions for the matrix additions should all be "STANDARD" (previous email had most without) - everything else remains the same.
Thanks,
Henri
________________________________
From: cdwg@xxxxxxxx on behalf of Henri Pegeron
Sent: Mon 10/12/2009 10:44 AM
To: cdwg@xxxxxxxx
Subject: FpML-CD AEJ and Japan Standard CDS in FpML STS/MCA schemes
Ben/All,
Another round of Standard Credit Templates is being introduced to the market and set to be traded in December. To support the new templates, we're proposing to add the following values to the applicable schemes in FpML:
Additions to
http://www.fpml.org/coding-scheme/master-confirmation-type
http://www.fpml.org/coding-scheme/broker-confirmation-type:
StandardAsiaCorporate
Matrix Transaction Type of STANDARD ASIA CORPORATE.
StandardAsiaSovereign
Matrix Transaction Type of STANDARD ASIA SOVEREIGN.
StandardSingaporeCorporate
Matrix Transaction Type of STANDARD SINGAPORE CORPORATE.
StandardSingaporeSovereign
Matrix Transaction Type of STANDARD SINGAPORE SOVEREIGN.
StandardJapanCorporate
Matrix Transaction Type of STANDARD JAPAN CORPORATE.
StandardJapanSovereign
Matrix Transaction Type of STANDARD JAPAN SOVEREIGN.
Additions to
http://www.fpml.org/coding-scheme/matrix-type <http://www.fpml.org/coding-scheme/matrix-type>
<http://www.fpml.org/coding-scheme/broker-confirmation-type> http://www.fpml.org/coding-scheme/broker-confirmation-type <http://www.fpml.org/coding-scheme/broker-confirmation-type:> :
ISDA2003StandardCreditAsia
Dummy MCA value mirroring the matrix term values StandardAsiaCorporate
ISDA2004StandardCreditSovereignAsia
Dummy MCA value mirroring the matrix term values StandardAsiaSovereign
ISDA2003StandardCreditSingapore
Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign
ISDA2003StandardCreditJapan
Dummy MCA value mirroring the matrix term values StandardJapanCorporate
ISDA2004StandardCreditSovereignJapan
Dummy MCA value mirroring the matrix term values StandardJapanSovereign
The definition for each of these values is based on the correlated Novation rules for moving from MCA to Matrix or visa versa. Given the December go-live, we would like to have these values added/finalized by the CDWG as soon as possible.
Thanks,
Henri Pegeron
Vice President
Business Analysis and Platform Integration
MarkitSERV
55 Water Street, 22nd Floor
NY, NY 10041
+1 212 855 1682 Office
+1 212 855 1020 Fax
henri.pegeron@xxxxxxxxxxxxxx
www.markitserv.com <http://www.markitserv.com/>
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