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RE: FpML-EQD FpML EQD WG Agenda 14:00 LDN Fri 04 Dec 2009



I will not be able to attend tomorrow’s WG as I will be on holiday – apologies.

 

·         Regarding the currency elements within dividendConditions, I missed the last couple of discussions but my understanding is that so long as SettlementCurrency and IssuerPaymentCurrency values are added to the determinationMethod, the cases where the dividend settlement currency is different from either the reference currency or the main settlement currency will be covered. I have had some communications with Irena recently regarding this. (However, where determinationMethod is used as is, the fact that dividend settlement currency is being specified here can only be deduced from the value, not from the structure or element name – potentially the meaning of the element morphs at run-time? I don’t currently see it as a big issue.)

 

·         As for MEIA/MEIA II, further to James’s comment in recent private email communication to Andrew, I am happy to make my previously provisional/private FpML suggestion an official proposal – it’s only a minor tweak.

 

·         As for the MCA and MCA Annex issue, I have not had a chance to examine Irena’s email but I assume it is still in progress?

 

Regards,

Takeo

 

 


From: eqdwg@xxxxxxxx [mailto:eqdwg@xxxxxxxx] On Behalf Of Andrew P Parry
Sent: 03 December 2009 09:17
To: fpml eqdwg (eqdwg@xxxxxxxx)
Subject: FpML-EQD FpML EQD WG Agenda 14:00 LDN Fri 04 Dec 2009
Importance: High

 

* Telephone Conference

 

US: 1 888 481 3032

UK: 0 800 904 7961

Intl: 1 617 801 9600

 

Participant code: 8682747

 

 

* Agenda

 

1. Action items from our last meeting 14:00 LDN Fri 06 Nov 2009

 

All feedback on usage of ( curreny instance, currency reference, determination method )

 

IY add Venkat Krishnamurthy as an Observer for Oracle to the email group

IY add values SettlementCurrency and IssuerPaymentCurrency to determination-method coding scheme

IY obtain from CA and ISDA legal

1. Annex publication dates

2. All valid pairs of MCA and MCA Annex

 

2. ISDA Legal Drafting

 

Progress, implications for FpML

 

3. NY Fed OTC Commitments

 

Discussion

 

4. Actions for the remainder of 2009

 

Schedule any urgent actions, agree meeting times for remainder of this year

 

5. AOB

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