Hi Lyteck
Kaizad and myself will not be
joining todays call.
Sorry for informing you late.
Thanks
& Regards
Anil
Panchal
Phone : (91-22) - 40948635
P Please
consider the environment before printing this e-mail.
From:
owner-colwg@xxxxxxxx [mailto:owner-colwg@xxxxxxxx] On Behalf Of Lyteck
Lynhiavu
Sent: Wednesday, September 08, 2010 5:17 PM
To: 'colwg@xxxxxxxx'
Subject: FPML-CWG FW: Collateral WG Meeting: Wed September 8, 2010 @
10am New York / 3pm London
Please find the latest schema and
updated ex22 (IN1 - Interest Notification) example with the addition of an
optional calculationFrequency (of FpML type Period). Thanks,
<calculationFrequency>
<periodMultiplier>1</periodMultiplier>
<period>M</period>
</calculationFrequency>
(rename .zip-email to .zip)
From:
owner-colwg@xxxxxxxx [mailto:owner-colwg@xxxxxxxx] On Behalf Of Lyteck
Lynhiavu
Sent: Tuesday, September 07, 2010 12:47 PM
To: colwg@xxxxxxxx
Subject: FPML-CWG Collateral WG Meeting: Wed September 8, 2010 @ 10am
New York / 3pm London
We’ll have a meeting Wednesday as usual. (updated schema
and examples will follow)
Next Meeting – Wednesday September
8, 2010 @ 10am New York / 3pm London
Agenda:
1.
IN1 – Interest Notification (special scenario):
Richard started discussing a special scenario that we may want to support in
the messages: In the case that a specific cash collateral is
both held and posted during a period the parties need to decide whether to roll
in the respective interest or physically settle the interest. (please review the attached Word doc)
2.
Any open questions (e.g., implementation, FpML syntax,
feedback…) on the Margin Call, Substitution or Interest Processes?
Dial
in details:
-
Please
join the web conference
https://www2.gotomeeting.com/join/151660907
Meeting ID:
151-660-907
-
Join
the conference call:
US
Dial-in:
888-481-3032
UK Toll
Free:
0800 904 7961
International
Dial-in: 617-801-9600
Passcode:
8682747
Scenario
1 - Interest Message Exchange – utilizing matching service
Illustration
2 – Interest Message Exchange – not utilizing matching service:
(Ref http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf
p.9)
Substitution
Process – outstanding question:
·
Do
we need to distinguish between variation margin and segregated
independent amount for a substitution request? The distinction
was originally made for the margin call process and kept in the proposed
substitution messages. This is an open question for the group.
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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
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