RE: FpML-RPTWG Meeting invitation - Monday 11 am NY time

["White, Stephen M" <SMWhite@xxxxxxxxxxxxxxx>]

Brian,

Just a follow up on the naming convention for the generic product - perhaps we should consider adding to the name something that describes a characteristic of the instrument.  This would have to be at a high level so as not to make it to cumbersome by having many options.  One approach could be to provide 5 or 6 risk categories, a la FAS 161 suggestions, such as IR, Credit, FX, Commodity, Equity and Other.  So you would have a name like "Generic Commodity Product".  Another option could be simply to include whether it is and "Exchange Traded OTC" or an "OTC" product.  With all of the rules coming into play this may work as well. 

This approach would provide added clarity to the type of generic product.

Stephen

-----Original Message-----
From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Brian Lynn
Sent: Thursday, September 17, 2009 11:42 AM
To: rptwg@xxxxxxxx
Subject: FpML-RPTWG Meeting invitation - Monday 11 am NY time


We'll meet again on Monday, at the usual time.


Time: 11:00-12:00 NY time

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

Participant passcode:   #52016709

Agenda:

1) Review actions

a) Chris to research multi-regulator issues.
b) Chris to find an example of a non-deliverable product (e. NDF or
non-deliverable swap).

Brian to develop some examples based on input from Chris, Henrik, Bruno, and
Bruce
>> still in progress, this will probably take a couple more weeks to
complete as we work through other issues
>> see attached update to the data fields spreadsheet including a
consolidated list of example data. Sorry about the format, this is still a
work in progress.

Brian to update treatment of a couple of issues in the "issues" paper
>> see attached



2) Briefly review the example data in the spreadsheet.
>> discuss next steps (values in various currencies, etc.)


3) Review issues (see attached issues document).
We will focus on issues #4 (reporting roles) and #6 (generic product).


4) AOB
  
         





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