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FpML-RPTWG FpML Reporting Minutes, 2010-01-04



Attendees

========

Miriam Steinberg, Chatham

Chuck Kahl, HSBC

Martin Sexton, London Market Systems

Irina Yermakova, ISDA

Sreedhar Segu, DTCC

Stephen White, State Street

Matt Simpson, CME

Brian Lynn GEM

Mark Taretko, KPMG

Ludvig Henriksson, TriOptima

 

1) Review status of actions

 

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

>> Martin will follow up with her

 

b) Brian to update model based on last meeting's decisions and Miriam's suggestions.

>> distributed with invitations

 

c) Martin S. had a list of ratings agencies, etc.

>> Brian to work with Irina to incorporate when we get a chance.

 

 

2) Review entity model, discuss refinements

>> should partyName have a coding scheme attribute?  We should raise this to coordination committee.

>> Miriam will try to find some more realistic sample information for parties to improve the examples

>> how should we model branches? are they simply units of the party (legal entities?)

We discussed the type/role of the parties . . .

>> Matt S: how do we represent the type of institution?  (broker/dealer, investment advisors #, etc.)

>> can we add a party type field?  (e.g. is it a broker/dealer, investment manager, etc.)

>> Miriam – party ID could be broker/dealer # or IA # - the coding scheme would identify the type of org

>> Regulators need to work out how much of the investments are for themselves vs. for investors

>> IA can trade for its own account or for another firm – there should be a way to identify this

>> Matt:  FIX uses the PartyRole code to specify this

 

core types

- IA

- Asset Manager (is there a difference?)

- broker dealer

- what roles can they behave in?

 

We concluded that we probably should create an optional party type and/or role element to describe the type of party and the role(s) that it can play.

 

We began discussing related parties and the type of credit support provided, but didn’t have enough time to complete the discussion.

 

 

2) Update on WD#4 publication schedule.

>> This should be published in the next 2-3 weeks – currently in internal review.  There will be a presentation later in February to go over it.

 

 

3) AOB

 

>> Next meeting will be next Monday.  We will continue discussing related parties and credit support types.  We may drop to a lower meeting frequency in a few weeks.