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FPML-CWG Collateral WG Meeting: Wed 23 June 2010 @ 10am New York / 3pm London

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 23, 2010 @ 10am New York / 3pm London (1h30)


Dial-in details

1.  Please join the web presentation:


Meeting ID: 428-595-714


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



Continue review of:

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

-          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)

-          Discuss how to proceed with last messages Dispute Notification (MC11) / Request Portfolio (MC12/13)


Action Items

1.       All firms to validate the schema/content model by creating their own XML examples (e.g., based on the included MC1 XML template msg-ex-MC1-request-margin-call_Template.xml) 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.

3.       Irina will inquire with the Loan WG if letter of credits and guarantees are the same thing

4.       All to suggest a better name for the new <movement> container

5.       Simone and Lyteck will suggest new collateral messages that comply to FpML message naming patterns


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


Thanks, Lyteck

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Attachment: electronic-messaging-pdf_MarginCallProcess.jpg
Description: electronic-messaging-pdf_MarginCallProcess.jpg

Attachment: FpML_collateral_xml_20100623.zip-email
Description: FpML_collateral_xml_20100623.zip-email

Attachment: msg-ex-MC3c-propose-collateral.doc
Description: msg-ex-MC3c-propose-collateral.doc