Training Course - Introduction to FpML and MiFID II reporting

Tuesday, June 19, 2018

Member $750 U.S.

Non-Member $875 U.S.

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Tuesday, June 19, 2018

Description: This is an introductory course covering a wide range of FpML topics, including fundamentals and the basic structure of FpML, product coverage, messaging, extensions, validation, and regulatory reporting with a focus on MiFID II reporting requirements.

Prerequisites: Course attendees should have some familiarity with privately negotiated derivatives, especially the products covered in detail. Attendees should have some exposure to computer systems analysis, software design, interface design or data modelling. Some experience with XML will be helpful but is not mandatory.

Course Instructor:
Marc Gratacos, Consultant at ISDA and Managing Partner, TradeHeader

8:15 AM Registration and Continental Breakfast

8:40 AM Welcoming Remarks and Course Overview Marc Gratacos

Marc Gratacos, Consultant at ISDA and Managing Partner, TradeHeader

8:50 AM Introduction to OTC Derivatives and FpML

This session explains the purpose, mission and scope of FpML and touches on the relation with XML and other XML standards. It also discusses the FpML change guidelines, and an overview of the evolution of the standard.

9:30 AM Let’s Try Some FpML – An FpML Sample Problem

To demonstrate how FpML is constructed this session takes a simple trade and translates it into FpML.

10:00 AM Morning Break

10:15 AM FpML Foundations

Review of key XML and XML schema concepts and how these are applied in the FpML architecture framework.

10:50 AM Top-Level and Shared Components

This session describes the most common cross asset FpML building blocks and looks at examples of how they are used.

12:00 PM Validation

An introduction to the validation rules and methods.

12:15 PM Luncheon

1:15 PM Interest Rate Derivatives Harry McAllister

A detailed walk through of Interest Rate product specifications, including the most recent additions to the standard. A description of the interest rate swap components covering differences in FpML between fixed and floating legs, inflation swaps, compounding, and others.

Harry McAllister, Information Architect, BNP Paribas Corporate & Institutional Banking (CIB), Chair, FpML Standards Committee

2:15 PM Regulatory reporting and MiFID II - session 1

This session will provide an overview of the messaging framework and reporting views with a focus on MiFID II reporting. The session will also cover the latest development, including the reporting redesign work and CPMI-IOSCO guidance.

3:00 PM Afternoon Break

3:15 PM Regulatory Reporting and MiFID II - session 2 Ian Sloyan

In this session the group will focus on the regulatory reporting requirements in MiFID II and how this is covered in FpML. We will discuss as well practical industry experience on how regulatory reporting is being implemented in the industry with a focus on MiFID II. Finally, we will cover the ISO 20022 developments for MiFID II.

Ian Sloyan, Director, Market Infrastructure and Technology, ISDA

5:00 PM Course Concludes

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Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 808 9700. A map to the venue can be found here. You will be required to provide photo identification in order to enter the venue. Please ensure you present this at the ground floor reception or you may be refused entry.

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Marc Gratacos

Consultant at ISDA and Managing Partner


Harry McAllister

Information Architect

BNP Paribas Corporate & Institutional Banking (CIB), Chair, FpML Standards Committee

Ian Sloyan

Director, Market Infrastructure and Technology


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For more information regarding conferences or exhibition opportunities, please contact the ISDA conference department at +1 212-901-6000  or e-mail conferences@isda.org