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 governance of FpML will be explained. The current priorities and evolution of the standard will be discussed.
Demonstrate how FpML is constructed by taking a simple trade and translating it into FpML.
In this session the instructor will review key XML and XML schema concepts and how they are applied in the FpML architecture framework.
In this session the group will discuss the most common cross asset FpML building blocks and look at examples of how they are used.
This session will focus on the messaging framework in FpML and provide an overview of the concept of views.
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.
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 2021 Interest Rate Derivatives Definitions.
During this session we will explain the latest regulatory reporting developments in FpML and focus on the reporting redesign work in version 5.11 through 5.13. 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.