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RE: FPML-CWG Collateral WG Meeting: Wed 9 June 2010

Lytech -- Apologies, I will not be able to attend today.

From: owner-colwg@xxxxxxxx [mailto:owner-colwg@xxxxxxxx] On Behalf Of Lyteck Lynhiavu
Sent: Tuesday, June 08, 2010 8:39 PM
To: colwg@xxxxxxxx
Subject: FPML-CWG Collateral WG Meeting: Wed 9 June 2010

REMINDER - we'll have a call today Wednesday at the usual time - please find the dial-in details below


- Attached is the latest schema and sample messages (rename from .zip-email to .zip, changes are listed below *)

- Richard will send an updated zip prior to the meeting



Next Meeting: today – Wednesday June 9, 2010 @ 10am New York / 3pm London (1h30)


Going forward, we will use remote web sessions to make it easier to review the schema and examples during the calls.  Please note you may need to install a small module to view the meeting. Those who can’t install the module can also follow by opening the XML files directly (zip to follow).


1.  Please join the web presentation:


Meeting ID: 503-667-291


2.  Join the conference call:

US Dial-in:                           888-481-3032

UK Toll Free:                      0800 904 7961

International Dial-in:     617-801-9600

Passcode:                            8682747


Ref: http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf





* schema improvements based on last week's feedback:

·        <variation> changed consistently to <variationMargin>

·        <proposedCollateral> container was unecessary and discarded from the collateral proposal message (MC3c)

·        typo in the name of type "variationProposedCollateral" was corrected (should be initial cap)

·        containers that had two optional elements refactored to enforce the presence of at least one or the other child element

·        direction (giver/taker) added to <agreedAmount> in margin call responses MC3b/MC5/MC6

·        new collateral reason types created (independently of existing FpML <reason>) to allow optional reason codes, 3 coding schemes created

·        proposal for collateral proposal response (MC7/MC8)

·        schema sorted alphabetically


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