How consistent is the HFDSWG asset swap proposal with the ASTF proposal?
I'm being asked to implement HFDSWG for clients and my concern is that the
two are aligned.
Matthew Rawlings
Prime Brokerage Strategy & Architecture
+44 791 539 7824
"Karel Engelen" <KEngelen@xxxxxxxx>
19/04/2005 21:01
Please respond to astf
To: <astf@xxxxxxxxxxxxxxxxxxxx>
cc:
Subject: FW: FpML-ASTF Asset swap/total return swap
Reminder - the next meeting is Wednesday April 20th 12:00 pm to 1:00 pmNY
time/ 5:00 pm to 6:00 pmLondontime
Call in details
US: 1888 481 3032
Intl: 617 801 9600
code: 751365
Karel
-----Original Message-----
From: Karel Engelen [mailto:KEngelen@xxxxxxxx]
Sent: Wednesday, April 13, 20052:53 PM
To: astf@xxxxxxxxxxxxxxxxxxxx
Subject: FpML-ASTF Asset swap/total return swap
Attached documents give an overview of the points discussed in the 2
meetings with the group. At the last call the discussion was taken in the
direction of representing the Total Return type of swaps within the Equity
structure and create a separate structure for asset swaps. The second
document contains the asset swap proposal starting from the proposal GS
submitted to the task force. It would be helpful to get feedback from the
institutions not present at the last call on the approach taken.
I would like to organize a next meeting, Wednesday April 20th at 10:30
a.m.NY time to confirm the approach, go over the outstanding questions and
talk about the next steps for the proposal to the Standards Committee.
Please let me know if date and time work for you.
Karel
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#### Asset Swap Task Force.doc has been removed from this note on April 19
2005 by Matthew D Rawlings
#### AssetSwapProposal_v10.doc has been removed from this note on April 19
2005 by Matthew D Rawlings
#### ATT4692614.txt has been removed from this note on April 19 2005 by
Matthew D Rawlings
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