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During the industry update today, Karel mentioned a couple of collateral documents of interest: ·
ISDA Market Review of OTC Derivative Bilateral Collateralization Practices (March 1, 2010) http://www.isda.org/c_and_a/pdf/Collateral-Market-Review.pdf
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ISDA Independent Amount Whitepaper (March 1, 2010) http://www.isda.org/c_and_a/pdf/Independent-Amount-WhitePaper-Final.pdf
We’ll try to invite someone involved with these papers to provide a summary at the next meeting. Lyteck Sent: Tuesday, March 02, 2010 12:53 PM Please find below the link to the
Federal Reserve Bank of New York press release, the commitment letter (including the collateral commitments): http://www.ny.frb.org/newsevents/news/markets/2010/ma100301.html The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution. |