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FpML®

Training Course


Tuesday, April 4, 2017
One Bishops Square
London

PROGRAM AGENDA

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 Instructor:
Marc Gratacos,
Consultant at ISDA and Managing Partner, TradeHeader

 

 

 

8:15 AM

 

Registration and Continental Breakfast

 

 

 

8:40 AM

 

Welcoming Remarks and Course Overview

 

 

 

8:50 AM

 

Introduction to OTC Derivatives and FpML
This session explains the purpose, mission and scope of FpML and touches on the relation with XML and other XML standards. It also discusses the FpML change guidelines, and an overview of the evolution of the standard.

 

 

 

9:30 AM

 

Let’s Try Some FpML – An FpML Sample Problem
To demonstrate how FpML is constructed this session takes a simple trade and translates it into FpML.

 

 

 

10:00 AM

 

Morning Break

 

 

 

10:15 AM

 

FpML Foundations
Review of key XML and XML schema concepts and how these are applied in the FpML architecture framework.

 

 

 

10:50 AM

 

Top-Level and Shared Components
This session describes the most common cross asset FpML building blocks and looks at examples of how they are used.

 

 

 

12:00 PM

 

Validation
An introduction to the validation rules and methods.
Andrew Jacobs, FpML Lead Architect, HSBC

 

 

 

12:15 PM

 

Luncheon

 

 

 

1:15 PM

 

Interest Rate Derivatives
A detailed walk through 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.
Harry McAllister, Information Architect, Global Markets IT, BNP Paribas

 

 

 

2:15 PM

 

Messaging and Views
A general overview of the FpML messaging framework and business process coverage. The session explains topics such as messaging correlation, views, generic business processes, updates, acknowledgements and exceptions.

 

 

 

3:00 PM

 

Afternoon Break

 

 

 

3:15 PM

 

Regulatory Reporting
In this session the group will look at the Regulatory Reporting coverage in FpML combined with practical industry experience on how regulatory reporting is being implemented in the industry.

  • The Recorkeeping view (reporting to trade repositories) and the Transparency view (Public reporting) in FpML
  • Industry experiences

 

 

 

5:00 PM

 

Course Concludes

 


Agenda is subject to change

- REGISTRATION FEE* -
$ 750 U.S. (member) / $ 875 U.S. (non-member)
*The invoice total must be paid in full - registration fees are net of tax and wire transfer fees are not included.

We suggest registering at least two weeks in advance to ensure your seat.

Please click here for the Conference Registration Form.

 

Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 808 9700. 
A map to the venue can be found here
You will be required to provide photo identification in order to enter the venue. Please ensure you present this at the ground floor reception or you may be refused entry.


 


For more information regarding conferences or exhibition opportunities, please contact the ISDA conference department

at +1 212-901-6000  or e-mail conferences@isda.org


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