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Attendees ======== Philip Leach, DTCC Chuck Kael, HSBC Irina Y, ISDA Steve Adler, IBM Marc G, ISDA Mike Kopcak, DTCC Lucio Iida, BGI Martin Sexton, London Market Systems Matt Simpson, CME Subash, DTCC Sreedhar Segu, DTCC Chris Funck, Chatham Dinesh, BBG Brian Lynn, GEM Jai Subrahmanyam, Goldman Sachs Marisol Collazo, DTCC Regrets ====== Mark Taratko, KPMG Karel Engelen, ISDA Stephen White, State Streeet Ludvig Henriksson, TriOptima Bruno Beccaria, Citadel Actions ====== - Brian has updated the
examples to include all NPV info from the spreadsheet; look at example file #7
included in the schema. - Marc G. will produce an
example of combining positions and events in a single report. >> Brian will retrieve
DSWG activity report example to circulate to the group, as it is a similar
concept. Not discussed: Sreedhar
Segu is developing a proposal for aggregate reporting, possibly based on
existing valuation reports. Standards Committee Update ======================= Marc reported that we
anticipate publishing a working draft #4 with our changes in the next couple of
weeks, and an LCWD around a month later. Brian reported that the SC
discussed and approved a proposal to ask the RPTWG to expand its scope to cover
reporting on relationships between entities (such as subsidiary and guarantor
relationships). See attached paper for more details. We will
discuss this in more detail next week. Jai S. said he would be able to
get information about regulatory reporting requirements/specifications in this
area from his firm. Issues ===== We discussed the naming of
the “generic” product. Brian’s proposed name (“nonSchemaProduct”)
was accepted. Clearing fields =========== Matt Simpson of CME proposed
adding 2 new fields: - settlement cycle – to
indicate whether a report is for end of day or intra-day – this would be
part of the report header - clearedDate – to indicate
the date that a trade was cleared – this would be part of the trade
header. The group asked for a
specific proposal, which we will discuss next week if it is available.
Brian commented that the clearedDate would affect the tradeHeader and would
probably require CoordinationCommittee approval. OMG Collateral Recon Field
List ======================== We discussed the request from
Martin Bilton. Brian asked members to review the proposed field
list. He also said that he believed that all of the included fields were probably
already representable in the standard, but he would review this over the course
of the next several weeks. Next meeting =========== Oct. 26 – ongoing work
on examples, CME proposals |
Attachment:
Entity Modeling In FpML.DOC
Description: MS-Word document