RE: FpML-REPO Security Lending Proposal

["Longridge, Rob" <rob.longridge@xxxxxxxxx>]

I have been on the call for 20 mins and it has not been started. DST
issue?

Rob 

-----Original Message-----
From: repowg@xxxxxxxx [mailto:repowg@xxxxxxxx] On Behalf Of
sylvain.benoist@xxxxxxxxxxxx
Sent: Tuesday, March 20, 2007 6:08 AM
To: repowg@xxxxxxxx
Subject: FpML-REPO Security Lending Proposal


All,

here is the *much awaited* proposal I put together for the Securities
Lending model. I have tried to keep the model as close as possible to
the repo one; hopefully the content model will be familiar enough for
most of you.

an example of sec vs fee
(See attached file: repo_ex11_security_vs_fee_trade_created.xml)
an example of sec versus security

(See attached file: repo_ex15_security_vs_sec_trade_created.xml)

and the modified schema

(See attached file: fpml-repo.xsd)

This model is, of course, completely up for discussion - I expect each
and everyone of you to criticize it and tell me if it is solid or not.

In the TBD list :
- See what needs to be done to support collateral such as Letter of
credit and other related assets
- Verify that the minimum information required in the samples is really
minimal ( are there things we need to remove, or make optional?)
- See what refactorings we can do to share more components with the repo
model ( at the moment, it is very much a cut'n'paste with local changes)

regards
-s

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