[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

FpML-IRD Reminder: IRD-WG Call Wednesday 29 July 2009


This is a reminder for tomorrow's IRD-WG call, at 0900 New York/1400 London (agenda & dial-in details below).

Please see the attached zip, containing supporting materials for the DTCC proposal on extending the FRA model.

Also, I'd like to add one more item to the agenda:

5.        relative[Effective|Termination]Date: use cases & consistency rules - see FpML Issue #927 (http://www.fpml.org/issues/view.php?id=927)

Best regards,

Harry McAllister
Chair, IRD-WG

Fixed Income Architecture
BNP Paribas
+44 20 7595 3416




----- Forwarded by Harry MCALLISTER/UK/EUROPE/GROUP on 28/07/2009 16:44 -----
Harry MCALLISTER

Information Architect
Fixed Income Architecture
10 Harewood Avenue, London NW1 6AA
Phone: +44 (0)20 7595 3416

24/07/2009 18:30

To
irdwg@xxxxxxxx
cc
mgratacos@xxxxxxxx, iyermakova@xxxxxxxx
Subject
IRD-WG Call Wednesday 29 July 2009




I would like to call a meeting of the Interest Rates Working Group for Wednesday 29 July, at the usual time of 0900 New York/1400 London - see below for dial-in details.

Please confirm if you can attend the call, if you have not done so already.

Agenda
  1. Review minutes (2009-07-01)
  2. Proposal on changes to the FRA model (Philip Leach, DTCC)
  3. Follow up on Digital cap/floor proposal
  4. Follow up on extending IRD product coverage
  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
-----------------------------

--------

This communication is confidential, may be privileged and is meant only for the intended recipient. If you are not the intended recipient, please notify the sender by reply and delete the message from your system. Any unauthorised dissemination, distribution or copying hereof is prohibited.

BNP Paribas Trust Corporation UK Limited, BNP Paribas UK Limited, BNP Paribas Commodity Futures Limited, BNP Paribas Asset Management UK Limited and Investment Fund Services Limited are authorised and regulated by the Financial Services Authority.

BNP Paribas London Branch and BNP Paribas Wealth Management London Branch are authorised by the CECEI and supervised by the Commission Bancaire.  

BNP Paribas London Branch is authorised and 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. BNP Paribas is also a member of the London Stock Exchange.

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.  

BNP Paribas Securities Services London Branch is authorised by the CECEI and supervised by the AMF, and subject to limited regulation by the Financial Services Authority. Details on the extent of our regulation by the Financial Services Authority are available from us on request. BNP Paribas Securities Services is also a member of the London Stock Exchange.

BNP Paribas Trust Corporation UK Limited is registered in England and Wales (registered no. 4042668) at registered office 55 Moorgate, London EC2R 6PA.

BNP Paribas UK Limited is registered in England and Wales (registered no. 1488108) at registered office 10 Harewood Avenue, London NW1 6AA.

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.

Attachment: FRA+Proposal.zip
Description: Zip archive