Date

13 Oct 2023

Attendees

Agenda

1) Use Case reminder

2) Where we are on our road map.

3) Open Action Items

4) JIRA Issues Review - https://jira.edmcouncil.org/projects/SEC/issues/SEC-7?filter=allopenissues

5) Todays content discussion.

SMIF OWL-UML

SKOS

RDF/S

6) For next week.

Proceedings:

Today we continued looking at DER-138, to determine where and how to define attachment and detachment points. These should be defined as percentages of the value of the collateral for the tranche as of some point in time, and are determined with respect to the value of the collateral when the instrument was issued. They define tolerances with respect to cumulative collateral loss during the lifetime of the instrument. We need to capture both the starting point total collateral value for the subset of the pool at the outset and then the attachment points, as well as the credit rating for the members of the tranche. These values probably should be defined in the pool-backed securities ontology, as they apply to various sorts of pool backed instruments that are based on tranches of some pool.

Reminder: There will be no DER call next Tuesday, 10/17, due to the TED AI conference, but we will have our regular SEC call on Friday, 10/20.

Decisions:

Action items

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