[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FPML-CWG Collateral Margin Call support now available in FpML 5.1 working draft



We are pleased to announce the support for Collateral Management (Margin Call Process) in FpML 5.1 WD1.

 

The first working draft is now publicly available on the FpML website at www.FpML.org.

 

The FpML Schema, sample margin call messages and collateral documentation are available at http://www.fpml.org/spec/fpml-5-1-1-wd-1/. Specifically, you will find collateral support in the Reporting schema (and section 17 of the Reporting documentation).

 

Feel free to send feedback and questions to the mailing list or directly to Richard. Your feedback can help improve, refine and validate the model. The plan is to publish a second draft at the end of September with added support for substitution and interest processes.

 

Thank you all for your participation and contributions.

 

Best,

Lyteck

ISDA



The information contained in either this email and, if applicable, the attachment, are confidential and are intended only for the recipient. The contents of either the email or the attachment may not be disclosed or used by anyone other than the addressee. If you are not the intended recipient(s), any use, disclosure, copying, or distribution is prohibited and may be unlawful. If you have received this communication in error, please notify us by e-mail at isda@xxxxxxxx <mailto:isda@xxxxxxxx> then delete the e-mail and all attachments and any copies thereof. This communication is part of an ISDA process and is not intended for unauthorized use or distribution.