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FPML-CWG Collateral WG Meeting Minutes - November 17, 2010

Please find the minutes for the November 17 meeting. Let me know if I missed anything. Thanks, Lyteck



1.       Alex Ravenel (Deloitte & Touche)

2.       Sammy Lee (GlobeOp)

3.       Anil Panchal (GlobeOp)

4.       Jesse Nolan (UBS)

5.       Lyteck Lynhiavu (ISDA)

6.       Richard Barton (Algorithmics)



1.       Nishith Bhatt (GlobeOp)

2.       Kaizad Bhathena (GlobeOp)

3.       Tom Brown (OMGEO)

4.       Joe Novellino (DB)

5.       Harry McAllister (BNPP)

6.       Irina Yermakova (ISDA)

7.       Marc Gratacos (ISDA)



·         Deliverables: the collateral schema and examples will be published in FpML 5.1 Working Draft 3 on November 18 (see www.FpML.org/spec website). The documentation is available under section 17 of the FpML 5.1 reporting view: http://www.fpml.org/spec/fpml-5-1-3-wd-3/html/reporting/

è Firms may test/implement the messages and provide feedback.


·         Collateral Validation Rules The group reviewed the first set of business validation rules (download early draft). More rules will be developed and reviewed next week. Once reviewed and finalized by the FpML Validation WG, the collateral rules will be published in section 4 of the FpML specification 5.1 LCWD (planned mid-December)

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