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RE: FpML-IM-Custodian FpML IM custodian - meeting agenda



Marc,
 
As I am at Sibos, I will notbe able to participate.
 
Kind regards,
Marie-Paule
 

Marie-Paule Dumont
FX & Derivatives Market Management


Tel: +32 2 6553732
Mobile: +32 474 994094
Fax: +32 2 6554766
S.W.I.F.T. s.c.r.l.

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From: im-custodian@xxxxxxxx [mailto:im-custodian@xxxxxxxx] On Behalf Of Marc Gratacos
Sent: Tuesday, October 02, 2007 6:27 PM
To: im-custodian@xxxxxxxx
Cc: Karel Engelen; Irina Yermakova
Subject: FpML-IM-Custodian FpML IM custodian - meeting agenda

Dial in details for the meeting tomorrow, Wednesday October 3 at 11:00 a.m.:

Us: 888 481 3032

Non US: 617 801 9600

Code: 28413758

 

Agenda:

-          Factor for CDS after credit event

-          Questions (see below)

-          Progress on allocations

-          AOB

 

Kind regards,

Marc

 

Hi All,

 

Adding further to the below query,

 

- Would it possible to have a seperate set of validation rules for different products falling under each category of IRD, CDS etc. 

 

for instance, currently- when we need to identify only the validation rules w.r.t Plain vanilla IRS - single currency/fixed vs float swap,

we need to take the entire set of Validation Rules - Rules for Interest Rate Derivatives (IRD) and

individually identify as to which one is relevant to the above swap, or we need to take the main schema - IRS

and mark which one is relevant.

(Kindly advise if there is any other method to do identify the relevant validation rules for different products.)

 

 

Thanks,

Bhargavi

WIPRO Technologies

91-80-9980088904

 


From: im-custodian@xxxxxxxx on behalf of vinod.jain@xxxxxxxxx
Sent: Tue 9/18/2007 10:28 PM
To: im-custodian@xxxxxxxx
Subject: RE: FpML-IM-Custodian Working group meeting

Dear all

 

I have couple of queries

 

1)       Should the implementation of FpML be driven case sensitive

 

2)       Why did the Novation message need to have the full details of the Original Trade

 

3)       Since there is no standard definition of Plain vanilla swap, How do we decide what are out of scope messages. Or is it left to counter parties to identify what is in scope and what is not.

 

4)       The tool on the FpML website to validate the 4.2 message for schema validation is not case sensitive.

 

Please advise

 

Regards

Vinod Jain

Wipro Technologies

212 815 5202

 

 

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