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RE: FpML-IRD Reminder: IRDWG Call Wednesday 1 July



Apologies for the last minute notice, but I will not be able to attend.


From: irdwg@xxxxxxxx [mailto:irdwg@xxxxxxxx] On Behalf Of harry.mcallister@xxxxxxxxxxxxxxxxx
Sent: Tuesday, June 30, 2009 12:16 PM
To: irdwg@xxxxxxxx
Cc: mgratacos@xxxxxxxx
Subject: FpML-IRD Reminder: IRDWG Call Wednesday 1 July


There will be a meeting of the Interest Rates Working Group on Wednesday 1 July , at the usual time of 0900 New York/1400 London - dial in details below.

Agenda
  1. News: introduction of a new compounding method in the 2006 ISDA Definitions
  2. Proposal on changes to the FRA model (Philip Leach, DTCC)
  3. Proposal on Digital cap/floors (Harry McAllister, BNP Paribas)
  4. Discussion on extending IRD product coverage: Range Accrual and other product variants
  5. AOB
Best regards,
Harry McAllister

Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416


--- Dial-in details--------
US: 888 481 3032
Intl: 617 801 9600
UK: 0800 904 7961

Participant Code: 28413758
-----------------------------

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BNP Paribas Wealth Management London Branch is subject to limited regulation by the Financial Services Authority.  Details about the extent of our authorisation and regulation by the Financial Services Authority are available from us on request.  

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BNP Paribas Commodity Futures Limited is registered in England and Wales (registered no. 2391477) at registered office 10 Harewood Avenue, London NW1 6AA.

BNP Paribas Asset Management UK Limited is registered in England and Wales (registered no. 2474627) at registered office 10 Harewood Avenue, London NW1 6AA.

Investment Fund Services Limited is registered in England and Wales (registered no. 6110770) at registered office 55 Moorgate, London EC2R 6PA.

BNP Paribas London Branch is registered in England and Wales (registered no. FC13447) at registered office 10 Harewood Avenue, London NW1 6AA.

BNP Paribas Wealth Management London Branch is registered in England and Wales (registered no. FC023926) at registered office 10 Harewood Avenue, London NW1 6AA.

BNP Paribas Securities Services London Branch is registered in England and Wales (registered no. BR006393) at registered office 55 Moorgate, London, EC2R 6PA.