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

["Brian Lynn" <brian.lynn@xxxxxxxxxxxxxxxxxxx>]

Thanks, Ludvig, this is exactly the kind of feedback I was looking for.
Yes, I can see these are reversed; thanks for catching this.

-Brian

-----Original Message-----
From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Ludvig
Henriksson
Sent: Monday, October 05, 2009 5:47 AM
To: rptwg@xxxxxxxx
Subject: RE: FpML-RPTWG Meeting invitation - Monday 11 am NY time

Hi Brian,

I have reviewed the CDS example and I actually found an error in the Tranche
example, where the FX conversion of the notional and MtM value was done
incorrectly on row 58 and row 93, column N. It was divided by 1.4304, but it
should be multiplied instead.

Find attached a new version where I have adjusted this.

Best regards
Ludvig

Ludvig Henriksson
Product Manager, triResolve
support: +46 8 545 25 144 :: direct: +46 8 545 25 363 TriOptima AB ::
Regeringsgatan 45 :: 111 56 Stockholm :: Sweden Please see the disclaimer:
http://www.trioptima.com/email

-----Original Message-----
From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Brian
Lynn
Sent: den 5 oktober 2009 01:31
To: rptwg@xxxxxxxx
Subject: RE: FpML-RPTWG Meeting invitation - Monday 11 am NY time

Here are some materials for tomorrow's meeting.

-----Original Message-----
From: owner-rptwg@xxxxxxxx [mailto:owner-rptwg@xxxxxxxx] On Behalf Of Brian
Lynn
Sent: Thursday, October 01, 2009 10:37 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) Bruno, Bruce, Ludwig, and Chris to review example information on
spreadsheet
- Bruno Beccaria will investigate the meaning of local MTM vs. reporting MTM
and why the values don't appear consistent  => info provided
- Bruce Tupper will propose NPV values and some other commodity-specific
values to include for the commodity trades.
- Ludwig Henrikson will review the CDS examples
- Chris Funck will review the IRS and FX examples

b) Brian to start developing XML examples
>> Examples to follow

c) Marc Gratacos to provide example of how to combine positions and
activity/events.


Brian to update treatment of a couple of issues in the "issues" paper
>> Will distribute an update prior to the meeting


3) Review issues (issues document, to be updated).
- Discuss representing status on positions in the position report
- Continue discussion on "generic product".

4) Other processes/report types
- reset reporting
>> Proposed message to follow

5) AOB
  
         





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