FpML® Training Course

Introduction to FpML and Regulatory Reporting

Tuesday, October 16, 2018
New York

Member $750 U.S.

Non-Member $875 U.S.

Register for FpML® Training Course

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.

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 Instructors:
Lyteck Lynhiavu,
Senior Technical Analyst, ISDA
Irina Yermakova,
Senior Technical Analyst, ISDA

This course will be held in New York again on: February 27, 2019

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Tuesday, October 16, 2018

8:15 AM Registration and Continental Breakfast

8:45 AM Welcoming Remarks and Course Overview

8:50 AM Introduction to OTC Derivatives and FpML

Learn the purpose, mission and scope of FpML. Touch upon the relation with XML and other XML standards. Discuss the FpML change guidelines, and the evolution of the standard.

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

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

10:00 AM Morning Break

10:15 AM FpML Foundations

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

10:50 AM Top-Level and Shared Components

Discuss the most common cross asset FpML building blocks and look 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

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.

2:15 PM Regulatory Reporting – Session 1

Provide an overview of the messaging framework and reporting view with a focus on US reporting.

3:00 PM Afternoon Break

3:15 PM Regulatory Reporting – Session 2

Focus on the latest regulatory reporting developments, including coverage of the MiFID II requirements in FpML. We will provide an update on the ISO 20022 status and developments for MiFID II.

4:00 PM Regulatory Reporting in Practice

Practitioners discuss practical industry experience on current regulatory reporting implementation.

4:45 PM Conference Concludes

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ISDA Conference Center, 10 East 53rd Street (entrance on 52nd and 53rd Street), 8th Floor, New York, NY 10022, Phone: +1 (212) 901-6000. Please find a map to the venue here.

ISDA has a special rate available at the Omni Berkshire Place21 East 52nd Street, New York, NY 10022, +1 212-753-5800, located on the same block as the ISDA Conference Center. For reservations online click here OR call the Reservation Center at +1 888-843-6664 and mention the International Swaps and Derivatives Association, Inc. (ISDA) special rate. ISDA’s special rate is based on availability at the time of booking.

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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 event registrations. To register your group, please email conferences@isda.org

Member $750 U.S.

Non-Member $875 U.S.

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This is an introductory course covering fundamentals and the basic structure of FpML, product coverage, messaging, extensions, validation, and regulatory reporting.

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Follow us on Twitter @isdaconferences for the latest on upcoming events. For general questions, including exhibition/sponsorship opportunities, conference topics or location suggestions contact us: conferences@isda.org | +1 212-901-6000

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