Share This Conference


FpML®

Training Course

 Introduction to FpML and Regulatory Reporting


Tuesday, October 10, 2017
ISDA 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 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 Instructors:
Lyteck Lynhiavu,
Senior Technical Analyst, ISDA
Irina Yermakova, Senior Technical Analyst, ISDA

 

 

 

8:15 AM

 

Registration and Continental Breakfast

 

 

 

8:45 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

 

 

Learn the purpose, mission and scope of FpML. Touch upon the relation with XML and other XML standards. Discuss the FpML change guidelines, and the evolution of the standard.

 

 

 

9:30 AM

 

Let’s Try Some FpML – An FpML Sample Problem

 

 

Demonstrate how FpML is constructed by taking a simple trade and translating it into FpML.

 

 

 

10:00 AM

 

Morning Break

 

 

 

10:15 AM

 

FpML Foundations

 

 

Review key XML and XML schema concepts and how they are applied in the FpML architecture framework.

 

 

 

10:50 AM

 

Top-Level and Shared Components

 

 

Discuss the most common cross asset FpML building blocks and look 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

 

 

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.

 

 

 

2:15 PM

 

Regulatory Reporting – Session 1

 

 

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

 

 

Focus on the latest regulatory reporting developments, including coverage of the MiFID II requirements in FpML. We will provide an update on the ISO 20022 status and developments for MiFID II.

 

 

 

4:00 PM 

 

Regulatory Reporting in Practice

 

 

Practitioners discuss practical industry experience on current regulatory reporting implementation.

 

 

 

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.

 

ISDA Conference Center, 10 East 53rd Street (entrance on 52nd and 53rd Street), 8th Floor, New York, NY 10022, Phone: +1 (212) 901-6000. Please find a map to the venue here.

 


 

 


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.