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FpML-RPTWG CCP for Credit derivatives
- To: <rptwg@xxxxxxxx>
- Subject: FpML-RPTWG CCP for Credit derivatives
- From: "White, Stephen M" <SMWhite@xxxxxxxxxxxxxxx>
- Date: Thu, 8 Oct 2009 19:53:28 -0400
- Reply-to: rptwg@xxxxxxxx
- Sender: owner-rptwg@xxxxxxxx
- Thread-index: AcoBivstVZsFcLkSQ6q/VZSPf56pzACLnClwAJh3LNAAysxAUACgdOEQAMFAwzAAj9oYMAFecj9wAZPp9fABYDI+8AErXaZQAi7QvrAAlr/VAAFkbjiwAV26X3AAwz4NEACc8xcwAXEq21AAAnKmig==
- Thread-topic: FpML-RPTWG Meeting invitation - Monday 11 am NY time
Is anyone's organization working on requirements for the upcoming CCP's for credit derivatives? If so, I would appreciate if you, or someone involved with this reg in your organization, reached out as I would like to discuss challenges/opportunities etc.
My role with State Street is from a business perspective but would also like to share ideas from other perspectives as well.
Thanks,
Stephen
----- Original Message -----
From: owner-rptwg@xxxxxxxx <owner-rptwg@xxxxxxxx>
To: rptwg@xxxxxxxx <rptwg@xxxxxxxx>
Sent: Thu Oct 08 18:48:57 2009
Subject: FpML-RPTWG Meeting invitation - Monday 11 am NY time
We’ll meet again on Monday, at the usual time. (I only had one or two
people report a problem with the date.)
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) Bruce Tupper to propose NPV values and some other commodity-specific
values to include for the commodity trades.
b) Brian to start developing XML examples
>> More examples to follow
c) Marc Gratacos to provide example of how to combine positions and
activity/events.
3) Review issues (issues document, to be distributed).
- Continue discussion on "generic product".
- discuss reset report (example to follow)
- categorization of trades
4) Discuss aggregate reporting
5) AOB
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