FpML® Training Course

Introduction to FpML and Regulatory Reporting

Wednesday, October 2, 2019
ISDA Conference Center
New York

Member $600 U.S.

Non-Member $750 U.S.

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Wednesday, October 2, 2019

Print Agenda FpML® Training Course for

8:15 AM Registration and Continental Breakfast

8:45 AM Welcoming Remarks and Course Overview

8:50 AM Introduction to OTC Derivatives and FpML

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.

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

In this session the instructor will 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

In this session the group will 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

1:20 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.

2:30 PM Messaging and Views

This session will focus on the messaging framework in FpML and provide an overview of the concept of views.

3:00 PM Afternoon Break

3:15 PM Regulatory Reporting

During this session we will explain the latest regulatory reporting developments in FpML and focus on the reporting redesign work in version 5.11. In addition we will cover regulatory reporting developments in the US (CFTC reporting rules rewrite and SEC reporting), the EU (EMIR Refit) and international developments such as the work from CPMI-IOSCO on Critical Data Elements.

4:15 PM Repo and Securities Lending

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

5:00 PM Conference Concludes

Agenda is subject to change.

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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 +1 800-843-6664 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. Groups must be registered together, in advance of the event. To register your group, please email conferences@isda.org.

Government Agencies and Financial Hardship Policy

Member $600 U.S.

Non-Member $750 U.S.

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Introductory

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

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

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Follow us @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.