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FpML-RPTWG FpML reporting minutes, 2009-12-21



Attendees

=========

Martin Sexton, London Market Systems

Bruno Beccaria, Citadel

Lucio Iida, Blackrock

Miriam Steinberg, Chatham

Chris Funck, Chatham

Sreedhar Segu, DTCC

Ludvig Henriksson, TriOptima

Mike Kopcak, DTCC

Marc Gratacos, ISDA

Brian Lynn, GEM

Jai S. GS

 

Regrets

=======

Chuck Kahl, HSBC

Irina Yermakova, ISDA

 

 

 

1) Review status of actions

 

a) Brian to slightly update Entity modeling plan/requirements

>> distributed minor updates to party information and discussion of

modeling agreements with the meeting invitation

 

 

b) Miriam Steinberg from Chatham to identify credit support agreement types.

>> distributed an first cut prior to the meeting.

 

c) Marcelle von Wendland from Fincore to provide list of ECB party roles, and of guarantee types.

>> not available this week.

 

 

2) Update on WD#4 publication schedule.  (Marc/Brian)

>> ISDA is building it this week, will distribute internally over the holidays, will publish externally in the new year.

>> There will be a session in January to present the new features in v5 wd#4 to cover both reporting and the new messaging framework.

 

 

3) Review updated party information and related party models  (see attached diagrams and example)

a) Party Information

- should sector be renamed "classification"?

>> we will rename to classification

>> hierarchy should be implied by the number

>> Martin will look up some of the schemes

>> Martin will also look up credit rating schemes.

 

>> We should add jurisdiction of the entity (where they’re incorporated)

>> party name – decided to keep the same for now

>> Action: ask the OMG cross-asset reporting group whether need for multiple names is an issue

 

 

b) Related party/documentation

- review date range

>> There were no comments

- review generic agreement identification

>> There were no comments on this

- discuss how credit support agreements relate to guarantors. Do we need to consider different guarantors for different trading partners?

>> We discussed Miriam’s paper.  Brian proposed to update the model to try to incorporate her content.

- do we need to represent a more extended hierarchy?  (e.g. parent of

parent)

>> Not discussed.

>> Brian agreed to remove irrelevant options from related party documentation.

 

 

4) Proposal from Martin Sexton to allow multiple partyName elements to support multiple languages.

>> tabled for now

 

 

5) AOB 

>> There was no other business.

 

 

Next meeting

============

No meeting next week due to the holidays.  Next meeting will be January 4.