|
Attendees ========= Philip Lee, DTCC Chris Funck, Chatham Mike Kopcak, DTCC Marisol Collazo DTCC Ludwig Henriksson, TriOptima Chuck Kael, HSBC Stephen White, State Street Subashree
Rajogopal DTCC Brian Lynn, GEM Irina Yermakova ISDA Bruno Beccaria, Citadel Mark Taratko, KPMG Matt Simpson, CME Marc Gratacos ISDA Saif Ahmed Karel Engelen - ISDA Martin Sexton, London Market Systems. Regrets ====== Alay Doshi, JPM Vinod Jain, Headstrong Actions ====== Chris F. is drafting an email on multi-jurisdiction
trades, needs to do some internal review first. Chris F. is drafting an email example of a
non-deliverable forward. Brian is still working on the examples; he provided an
updated version of the data fields spreadsheet showing progress to date. Data Fields Spreadsheet =================== Marisol Collazo, DTCC – to what extent would regulators
be looking for additional fields? Karel Engelen, ISDA – this group should go to the
regulators and ensure that their data requirements are included. Other groups
could perhaps then define which of those fields would be provided in any given
regulatory report. We can handle this as part of the sessions that are
planned to solicit feedback from regulators. Issues List ======== Activity reporting ---------------------- Marc Gratacos, ISDA – some firms are interested in
reporting on change in status in post-trade events. He will provide an
example of the type of information that people may be interested in seeing.
He also wonders if it is necessary to have separate reports for activities from
events. Brian said that he would try to find old activity report
formats that were originally developed in the DSWG (Data Standards Working
Group and/or FpML Business Process Working Group. Matt Simpson, CME – The position activity report looks
useful. Position activity report that hadn’t changed might not belong in
the position activity report. The reason for the change in position might
be valuable. There might be a separate report for static positions. Reporting roles ------------------- We discussed the representation of reporting roles and
firm-specific data fields. There was no feedback on the current
representation. Generic product -------------------- We discussed how the “generic” product might be
named, and guidelines for using a generic product. No decisions were
reached, but some additional ideas were captured in these areas. Brian
will update the issues document to capture these. Next meeting =========== Monday Sept 28 – Review progress on issues.
Review progress on examples. |