RE: *** RESCHEDULE ***: FpML-IRD NDS clause extension - Schedule of fixing dates

["Lamy, Pierre" <pierre.lamy@xxxxxx>]

Works for me.

-----Original Message-----
From: harry.mcallister@xxxxxxxxxxxxxxxxx
[mailto:harry.mcallister@xxxxxxxxxxxxxxxxx] 
Sent: Friday, July 25, 2008 10:45 AM
To: irdwg@xxxxxxxx
Cc: mgratacos@xxxxxxxx; iyermakova@xxxxxxxx; Lamy, Pierre; Ruperto,
Daniel; Thangaraj, Asokumar
Subject: *** RESCHEDULE ***: FpML-IRD NDS clause extension - Schedule of
fixing dates

Guy Gurden has pointed out that the proposed time for this call clashes
with an OTCDerivNet meeting on Tuesday, so I propose to re-schedule to:

      *Wednesday 30* July at 0900 New York/1400 London.

(In fact, this is the time slot we should be using for IRD-WG meetings
in general).

Agenda as before.

Apologies for any inconvenience.

Best regards,

Harry McAllister
Chair, IRD-WG


----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 25/07/2008 15:29
-----
 

           Harry

           MCALLISTER

 
To 
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           Architect
cc 
           Fixed Income           mgratacoas@xxxxxxxx,

           Architecture           iyermakova@xxxxxxxx,
pierre.lamy@xxxxxx, 
           10 Harewood            daniel.ruperto@xxxxxx,

           Avenue, London         Asokumar.Thangaraj@xxxxxx

           NW1 6AA
Subject 
           Phone: +44             Fw: FpML-IRD NDS clause extension -

           (0)20 7595             Schedule of fixing dates

           3416

 

           24/07/2008

           17:32

 

 




I would like to call a meeting of the Interest Rates Working Group for
next Tuesday 29 July, at 0900 New York/1400 London.

Agenda

   Proposal on Fixing Date Schedule extension to
NonDeliverableSettlement
   provisions (Pierre Lamy, Goldman Sachs)
   AOB

Please see proposal materials, attached.

I appreciate that this is relatively short notice, however this is our
best opportunity to discuss the proposal from Goldman Sachs in the short
term (I am on vacation the following week, beginning 4 August).
I would be grateful if you could indicate your availability to attend
Tuesday's call in advance.

Call in details to be notified.

Best regards,

Harry McAllister
Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416



----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 24/07/2008 17:20
-----
 

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           pierre.lamy@gs

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           Sent by:
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           irdwg@xxxxxxxx         daniel.ruperto@xxxxxx,

                                  Asokumar.Thangaraj@xxxxxx

           23/07/2008
Subject 
           16:21                  FpML-IRD NDS clause extension -
Schedule 
                                  of fixing dates

 

           Please respond

                 to

           irdwg@xxxxxxxx

 

 





Harry,


Goldman Sachs would like to propose an extension to the NDS clause to
provide the ability to support a schedule of fixing dates.


<<NDS Extension - Valuation Date.doc>>


Can you please let us know whether this could be discussed in a very
near future, as we have an urgent implementation need to align our
confirmation process with what is currently the most common practice.


Regards,


Pierre(See attached file: NDS Extension - Valuation Date.doc)


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