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Hi all, Does anyone has any concerns with the Mortgage CDO Implied
Writedown credit and floating payment event proposal ? Please let us know if this
is any concern as we would like to move this proposal forward. Thanks, Tony From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On
Behalf Of Ben Lis Thanks for circulating your
proposal, Tony. I ask the other CDWG members to post any comments on it via
this email thread. From: cdwg@xxxxxxxx
<cdwg@xxxxxxxx> Hi
all, We
would like to propose
a change
to the
Credit
FpML schema to support
Implied
Writedown
Credit Event
and Floating Rate Payment Event. Implied Writedown is already defined in the
ISDA doc to support confirmation for CDS on CDO. Please
find attached the
proposal
document as
well as updated 4.6 FpML
schema with
the proposed changes. Proposed
changes: <<impliedWritedown proposal to support CDS on
CDO.doc>> FpML
4.6 Schema with the proposed changes: <<fpml-option-shared-4-6.xsd>>
<<fpml-cd-4-6.xsd>> Here
is a link to ISDA
doc on CDS on CDO: http://www.isda.org/publications/isdacredit-deri-def-sup-comm.aspx#rc Please
let us
know if you
need more information. Thanks, Tony
Kao Goldman,
Sachs & Co. 85
Broad Street |
New York, NY 10004 Tel:
+1 (212)
357-6111 Email:
tony.kao@xxxxxx This message may contain
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