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FPML-CWG Collateral WG Meeting Minutes - July 28, 2010



Please find the minutes from today’s July 28 meeting.

 

Participants

1.       Jesse Nolan (UBS)

2.       Simone Milani-Foglia (LCH Clearnet)

3.       Irina Yermakova (ISDA)

4.       Lyteck Lynhiavu (ISDA)

5.       Marc Gratacos (ISDA)

6.       Richard Barton (Algorithmics)

 

Apologies:

1.       Anil Panchal (GlobeOp)

2.       Kaizad Bhathena (GlobeOp)

3.       Sammy Lee (GlobeOp)

4.       Evelyne Piron (Swift)

5.       Tom Brown (OMGEO)

 

Summary

·         Richard reviewed the draft documentation he developed for publication in FpML version 5.1 (1st working draft). Feedback was positive on the documentation.

·         Richard noted minor adjustments that will need to be made to the schema and coding schemes (e.g., the model for expected collateral should be made consistent between the margin call request and the collateral acceptance)

·         We will complete the documentation, build the 5.1 specification next week and submit to the group for review.

è Everyone to review the documentation (latest draft attached) and send feedback to Richard.

 

 



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Attachment: FpML_Collateral_Documentation_(FpML5 1WD1)_draft2.doc
Description: FpML_Collateral_Documentation_(FpML5 1WD1)_draft2.doc