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 Second 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 for Regulatory Reporting – Design Improvement Ideas Discussion Paper Published!
- Lessons Learned from five years of regulatory reporting using FpML
- Paper discusses ways to improve regulatory reporting with FpML
- FpML support for CFTC, SEC (Dodd Frank) ESMA (EMIR / MiFID), CSA, HKMA and other global jurisdictions
- Identifiers and Taxonomy