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

Thursday, July 9 to Friday, August 21, 2020
Online


This is a pre-recorded Virtual Conference

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Recording available until August 21, 2020 

 

This conference provides a general introduction to FpML and then focuses on the Interest Rate Derivatives coverage and how the new ISDA 2020 Interest Rate Definitions will impact FpML implementations.

This is an pre-recorded ISDA Virtual Conference:

  • This is a recording of the ISDA Virtual Conference: FpML and the Impact of the 2020 Interest Rate Definitions that took place on July 9, 2020
  • Registrants will have access to the recording until 5:00 PM EST on August 21, 2020
  • After submitting your registration you will receive a confirmation email with a link to view the documents and recording

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Thursday, July 9, 2020

Print Agenda Recording: 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 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.

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

Register Now for Recording: 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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