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FpML®

Training Course


Wednesday, June 14, 2017
Global Financial Conference Center
New York

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 change guidelines. 

 

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

 

 

 

8:15 AM

 

Registration and Continental Breakfast

 

 

 

8:40 AM

 

Welcoming Remarks and Course Overview

 

 

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

 

 

 

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.

 

 

 

12:15 PM

 

Luncheon

 

 

 

1:15 PM

 

Interest Rate Derivatives

 

 

A detailed walk through of the Interest Rate product specifications, including the most recent additions to the standard. A description of the interest swap components covering differences in FpML between fixed and floating legs, inflation swaps, compounding, and others.

 

 

 

2:15 PM

 

Regulatory Reporting – Session 1

 

 

This session will provide an overview of the messaging framework and reporting view with a focus on US reporting.

 

 

 

3:00 PM

 

Afternoon Break

 

 

 

3:15 PM

 

Regulatory Reporting – Session 2

 

 

This session will focus on the latest regulatory reporting developments. Coverage of the MiFID II requirements in FpML will be discussed and we will provide an update on the ISO 20022 status and developments for MiFID II.

 

 

 

4:00 PM 

 

Regulatory Reporting in Practice

 

 

In the last session, a panel of practitioners will discuss practical industry experience on how regulatory reporting is being implemented in the industry.

 

 

 

4:45 PM

 

Conference 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.

 

Global Financial Conference Center, 360 Madison Avenue (entrance on 45th Street), 17th Floor, New York, NY 10017 Phone: (212) 901-6000.

 

 


 


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.