FpML 5.9 Recommendation 2 Released!
- Recommendation # 2 includes corrections > Read the announcement
- Version 5.9 includes coverage of SEC SBSR, ESMA RTS, MIFID II/MIFIR, and EMIR regulatory requirements, and CFTC amendments for cleared swaps
- Improvements to Data Quality: The reporting framework, examples and coding schemes have been enhanced and refined
- Additional products are now supported in pre-trade view
FpML 5.10 Last Call Working Draft Released!
- The Redesigned Regulatory Reporting Messages have been removed from 5.10 LCWD and will be published in parallel version 5.10a
- Syndicated Loan – expanded coverage (including non-backward compatible changes)
- The party identification scheme made mandatory (non-backward compatible change). Going forward (5.10 and above) implementers will be forced to qualify the type of identification scheme e.g. BIC, LEI.
- GenericProduct underlyer extended with IndexReferenceInformation (to support of CDS index products that are not covered by the standardized CDS templates e.g. Credit TRS on index).
- Loan asset underlyer extended with CreditSeniority to support e.g. senior, senior secured, etc. loan.
FpML 5.10a Last Call Working Draft Published!
Version 5.10a is a parallel version to 5.10. It contains a redesigned reporting process that provides the following benefits:
- simplify the submission and updating process for reporting parties, and reduce implementation effort
- simplify internal processes for trade repositories (such as mapping and validation)
- align the reporting framework more closely with requirements from regulators, reducing errors and uncertainties in reporting to regulators, and
- improve reporting data quality.
- FpML support for CFTC, SEC (Dodd Frank) ESMA (EMIR / MiFID), CSA, HKMA and other global jurisdictions
- Identifiers and Taxonomy