ISDA Virtual Conference: FpML® and the Impact of the 2020 Interest Rate Definitions

Thursday, July 9, 2020
Online

Member US$275.00

Non-Member US$325.00

Register for ISDA Virtual Conference: FpML® and the Impact of the 2020 Interest Rate Definitions
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Registration for this event will close 2 hours before the live broadcast

 

This half-day conference will provide a general introduction to FpML and then focus on the Interest Rate Derivatives coverage and how the new ISDA 2020 Interest Rate Definitions will impact FpML implementations.

This is an ISDA Virtual Conference:

  • Event will be live on July 9, 2020 from 9:00 AM – 12:35 PM EST  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until August 9, 2020

The conference will be broadcast via GoToWebinar. Please click here to check your system requirements to ensure you are able to join this event: https://support.goto.com/webinar/system-check-attendee

 

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Thursday, July 9, 2020

Print Agenda ISDA Virtual Conference: FpML® and the Impact of the 2020 Interest Rate Definitions for

9:00 AM Introduction and Welcoming Remarks Karel Engelen

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

9:05 AM FpML – An Introduction Karel Engelen, Lyteck Lynhiavu

During this session the speakers will provide an overview of FpML’s scope, usage, governance and current focus and discuss how FpML relates to other standards. We will also demonstrate how FpML is constructed taking a simple trade and translating it into FpML.

Karel Engelen, Senior Director and Co-head of Data, Reporting and FpML, ISDA
Lyteck Lynhiavu, Senior Technical Analyst, ISDA

9:55 AM Break

10:05 AM FpML Components Marc Gratacos, Irina Yermakova

The speakers will discuss the general FpML architecture, present the most common FpML building blocks and provide examples of how they are used. During the session we will also touch on validation rules and tools.

Marc Gratacos, Managing Partner, TradeHeader
Irina Yermakova, Senior Technical Analyst, ISDA

10:55 AM Break

11:05 AM Interest Rate Derivatives in FpML and the Impact of the ISDA 2020 Interest Rate Definitions – part 1 Karel Engelen, Marc Gratacos

In this first product oriented part we will provide an overview of the Interest Rate derivatives coverage in FpML with a focus on those parts that might be impacted by the upcoming changes in the ISDA 2020 Interest Rate Derivatives Definitions.

Karel Engelen, Senior Director and Co-head of Data, Reporting and FpML, ISDA
Marc Gratacos, Managing Partner, TradeHeader

11:45 AM Break

11:55 AM Interest Rate Derivatives in FpML and the Impact of the ISDA 2020 Interest Rate Definitions – part 2 Karel Engelen, Guy Gurden, Brian Lynn, Rick Sandilands

In the second part a panel will focus on the upcoming ISDA 2020 Interest Rate derivatives changes, their impact on the existing Interest Rate product models and how and when we expect to cover these in FpML.

Karel Engelen, Senior Director and Co-head of Data, Reporting and FpML, ISDA
Guy Gurden, Managing Director, Derivatives Processing, IHS Markit
Brian Lynn, President and Chief Technology Officer, Global Electronic Markets, Inc.
Rick Sandilands, Senior Counsel, Europe, ISDA

12:35 PM Conference Concludes

Agenda is subject to change.

Register Now for ISDA Virtual Conference: FpML® and the Impact of the 2020 Interest Rate Definitions
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Karel Engelen

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

ISDA

ISDAConferences

Marc Gratacos

Managing Partner

TradeHeader

TradeHeader

Guy Gurden

Managing Director, Derivatives Processing

IHS Markit

IHSMarkit

Lyteck Lynhiavu

Senior Technical Analyst

ISDA

ISDAConferences

Brian Lynn

President and Chief Technology Officer

Global Electronic Markets, Inc.

Rick Sandilands

Senior Counsel, Europe

ISDA

ISDAConferences

Irina Yermakova

Senior Technical Analyst

ISDA

ISDAConferences

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ISDA is an accredited provider of continuing education credits by the following organizations:

  • CLE

    ISDA has been certified by the New York State Continuing Legal Education Board as an Accredited Provider of continuing legal education in the state of New York.

  • CPE Sponsory

    ISDA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors: 150 Fourth Avenue North, Suite 700, Nashville, TN 37219-2417. www.nasba.org

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