FpML-CD materials for today's call

["Ben Lis" <Ben.Lis@xxxxxxxxx>]

 

Just opening up the call right now – wanted to put all the materials for today’s agenda in one e-mail.

 

 

1. scheme updates (1^st three attachments) and these comments from Marc:

 

Changes include:

• Added EmergingEuropeanCorporateLPN to the credit-matrix-transaction type and the broker-confirmation type schemes.
• Added ABX and CMBX codes to the contractual supplement scheme.
• Changed the existing ABX.HH code to ABX in the broker confirmation and credit matrix transaction type schemes.
• Added ISDA2003AdditionalProvisionsLPN to the contractual supplement scheme.

 

Should we document the relationship between the values in the broker confirmation type scheme with the matrix term and the other schemes? I think this will help to keep consistency.

 

Also, regarding matrix term scheme http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-2-2.xml , why do we have values for ABX.HH and CMBX for this scheme if they don’t appear in the ISDA matrix as transaction types?

 

 

2. credit events processing – attachment 4 – zip file from Andrew

 

3. CDS on MBS – confirm from Robert Stowsky

 

4.   no materials

 

5. URLs to issue updates:

http://www.fpml.org/issues/view.php?id=362

http://www.fpml.org/issues/view.php?id=298

http://www.fpml.org/issues/view.php?id=294

http://www.fpml.org/issues/view.php?id=293

http://www.fpml.org/issues/view.php?id=289

http://www.fpml.org/issues/view.php?id=288

http://www.fpml.org/issues/view.php?id=287

 

 

 

Ben Lis

Head of Product Management & Integration

T-Zero

 

212.323.6041

www.tzero.com

 

 

 

 

---

From: cdwg@xxxxxxxx [mailto:cdwg@xxxxxxxx] On Behalf Of Ben Lis
Sent: Sunday, November 25, 2007 10:23 PM
To: cdwg@xxxxxxxx
Subject: FpML-CD next call: Wednesday, November 28th 9am NY/2pm LDN

 

Time:

9:00 – 10:30AM, NY

2:00 –  3:30PM , LDN

 

Call-In details:

US: 1 888 - 481 – 3032

Intl: 1 617- 801- 9600

UK: 0800- 904-7961

Part. Code: 52016709

 

Proposed Agenda (please raise additional issues you’d like to see covered on the mailing list):

1. scheme updates
2. credit events processing
3. CDS on MBS – enhancements required?
4. modification to rule cd1-b
5. enhanced definitions for XML types (next steps on issues reviewed at last meeting)

 

Ben Lis

Head of Product Management & Integration

T-Zero

 

212.323.6041

www.tzero.com

 

 

 

 

 

Attachment: credit-matrix-transaction-type-3-0.xml
Description: credit-matrix-transaction-type-3-0.xml

Attachment: broker-confirmation-type-4-0.xml
Description: broker-confirmation-type-4-0.xml

Attachment: contractual-supplement-6-4.xml
Description: contractual-supplement-6-4.xml

Attachment: cen2-schema-r2782.zip
Description: cen2-schema-r2782.zip

Attachment: cds on mbs.pdf
Description: cds on mbs.pdf