RE: FPML-CWG Collateral WG Meeting - August 11 Wed @ 10am New York / 3pm London

["Sammy Lee" <SLee@xxxxxxxxxxx>]

Hi Richard,

I have a question but not related to FPML

If a cds is terminated and settlement fee settle T+3 in this case does
Sell side include the settlement fee as marks to market because of
settlement risk
Of the exposure to Sell side.

Is that the case?

We have a research recently about the market practice, some sell side
include some don't.
And some client want to include and some don't.

Do you have the same experience?

Please advise


Thanks

Sam 

-----Original Message-----
From: richard.barton@xxxxxxxxxxxxxxxx
[mailto:richard.barton@xxxxxxxxxxxxxxxx]
Sent: Wednesday, August 11, 2010 9:23 AM
To: colwg@xxxxxxxx
Subject: FPML-CWG Collateral WG Meeting - August 11 Wed @ 10am New York
/ 3pm London


Some parts of this message were removed because they violated your mail
server's policies.


fpml-51wd1-reporting-spec-collateral-draft/displayToc.js was removed
from the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocParas.js was removed from
the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocTab1.js was removed from
the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocTab1_1.js was removed from
the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocTab2.js was removed from
the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocTab3.js was removed from
the message because it violates your mail server's policy.
fpml-51wd1-reporting-spec-collateral-draft/tocTab4.js was removed from
the message because it violates your mail server's policy.


--------------------------------------------------------------------------
This email with all information contained herein or attached hereto may contain confidential and/or privileged information intended for the addressee(s) only. If you have received this email in error, please contact the sender and immediately delete this email in its entirety and any attachments thereto.

-------------------------------------------------------------------------------
To unsubscribe: Email majordomo@xxxxxxxx with a blank subject line
In the body include the line: unsubscribe colwg youremail@address
To view archives: http://www.fpml.org/_wgmail/_colwgmail/threads.html