FPML-CWG RE: Collateral WG Meeting: Wed 16 June 2010

Hi Lyteck,

Could you also add my colleague’s email in the distribution list as she will also work with me on the ISO20022 Col Mgt project.

Tks a lot

Rgs

Evelyne PIRON

Lead Business Analyst

Securities Standards Development

þ Please consider environmental impact before printing documents
Tel: + 32 2 655 3560
Fax: + 32 2 655 4552
S.W.I.F.T. SCRL

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From: owner-colwg@xxxxxxxx [mailto:owner-colwg@xxxxxxxx] On Behalf Of Lyteck Lynhiavu
Sent: Wednesday, June 16, 2010 3:55 PM
To: 'colwg@xxxxxxxx'
Subject: FPML-CWG RE: Collateral WG Meeting: Wed 16 June 2010

The annotated Word version of the MC3c example may help understanding the new structures

(The zip file is the same as last sent)

From: Lyteck Lynhiavu
Sent: Tuesday, June 15, 2010 11:19 PM
To: colwg@xxxxxxxx
Subject: Collateral WG Meeting: Wed 16 June 2010

REMINDER - we'll have a meeting today as usual. Please find the dial-in details.

(The attached zip contains the latest schema and examples - rename from .zip-email to .zip)

Next Meeting Today – Wednesday June 16, 2010 @ 10am New York / 3pm London (1h30)

Dial-in details

1. Please join the web presentation:

https://www2.gotomeeting.com/join/976684059

Meeting ID: 976-684-059

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.

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

Agenda

- collateral proposal (MC3c): discuss the refactored <security> model and supporting <movement> structure (see MC3c example: msg-ex-MC3c-propose-collateral.xml)

- Accept (MC7) / Reject (MC8) proposed collateral: choose between:

- option 1 (combined MC7/MC8 message: msg-ex-MC78-collateral-proposal-response (Option 1).xml), OR

- option 2 (separate messages: msg-ex-MC7-collateral-proposal-response-accept (Option 2).xml and msg-ex-MC8-collateral-proposal-response-reject (Option 2).xml)

Action Items (in preparation for the publication of the draft messages in FpML 5.1 First Working Draft at the end of June)

1. All firms to validate the schema/content model by creating their own XML examples (e.g., based on the included XML examples or by providing margin call examples which we can translate to XML.

2. GlobeOp / Richard to put together a list of definitions (i.e., glossary of collateral terms) that will be used to document the schema

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

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