FpML Training Course

Introduction to FpML and Regulatory Reporting

Wednesday, December 4, 2019

Member US$600.00

Non-Member US$750.00

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

Prerequisites: Exposure to computer systems analysis, software design, interface design or data modelling is helpful. Some experience with XML or OTC derivatives will be helpful but is not mandatory.

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

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Wednesday, December 4, 2019

Print Agenda FpML Training Course for

8:15 AM Registration and Continental Breakfast

8:40 AM Welcoming Remarks and Course Overview Karel Engelen

Karel Engelen, Senior Director and Co-head of Data, Reporting and FpML, ISDA

8:50 AM Introduction to OTC Derivatives and FpML Marc Gratacos

This session will address the purpose, mission and scope of FpML and provide background on the OTC derivatives markets. The relation with XML, other XML standards and non XML standards will be covered. The FpML governance will be explained and the current priorities and evolution of the standard will be discussed.

Marc Gratacos, Managing Partner, TradeHeader

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

Demonstrate how FpML is constructed by taking a simple trade and translating it into FpML.

Marc Gratacos, Managing Partner, TradeHeader

10:00 AM Morning Break

10:15 AM FpML Foundations Marc Gratacos

In this session the instructor will review key XML and XML schema concepts and how they are applied in the FpML architecture framework.

Marc Gratacos, Managing Partner, TradeHeader

10:50 AM Top-Level and Shared Components Marc Gratacos

In this session the group will discuss the most common cross asset FpML building blocks and look at examples of how they are used.

Marc Gratacos, Managing Partner, TradeHeader

12:00 PM Validation Marc Gratacos

An introduction to the validation rules and methods.

Marc Gratacos, Managing Partner, TradeHeader

12:15 PM Luncheon

1:15 PM Interest Rate Derivatives Harry McAllister

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

2:30 PM Messaging and Views Marc Gratacos

In this session the group will focus on the breadth of regulatory reporting requirements in MiFID II. We will discuss as well practical industry experience on how regulatory reporting is being implemented in the industry with a focus on MiFID II.

Marc Gratacos, Managing Partner, TradeHeader

3:00 PM Afternoon Break

3:15 PM Regulatory Reporting Marc Gratacos

During this session we will explain the latest regulatory reporting developments in FpML with a focus on the reporting redesign work in version 5.11. In addition we will cover regulatory reporting requirements in the EU under EMIR, the EMIR refit work, MiFID II/MiFIR and discuss the potential Brexit impact on reporting. The presentation will also cover international developments, in particular the work from CPMI-IOSCO on Critical Data Elements, and other International identifier work.

Marc Gratacos, Managing Partner, TradeHeader

4:15 PM Repo and Securities Lending Marc Gratacos

In this session we will provide an overview of the Repo and Security Lending coverage being developed in FpML 5.11.

Marc Gratacos, Managing Partner, TradeHeader

5:00 PM Conference Concludes

Agenda is subject to change.

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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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Karel Engelen

Senior Director and Co-head of Data, Reporting and FpML



Marc Gratacos

Managing Partner



Harry McAllister

Chair, FpML Standards Committee

Information Architect, BNP Paribas Corporate & Institutional Banking (CIB)

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Registration fee is for one person to attend the entire event. Pass may not be split between multiple attendees.
Groups of three or more attendees from the same firm can receive a 20% discount on most event registrations. Groups must be registered together, in advance of the event. To register your group, please email conferences@isda.org

Member US$600.00

Non-Member US$750.00

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Basic knowledge of derivatives is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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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

FpML is a registered trademark of the International Swaps and Derivatives Association, Inc.