|FpML Working Group Participation|
Sign up for any one of the listed active FpML Working Groups
(see Working Groups for more information).
|Sign-up for FpML Announcements|
As a member of the Announcements List you will receive up to date information on FpML related documents, events, and other source materials.|
|Give Feedback on FpML Product Coverage|
|Submit a call for interest to extend product coverage or business focuses in FpML.|
|FpML Repos and Stock Loans Working Group Call|
The Repos and Stock Loans Working Group will extend the product coverage of the FpML Standard to address contractual agreements to repurchase or lend/borrow securities. These are commonly called "repos" and "stock borrow" agreements.
(view the Repo Working Group charter for more information).
|FpML Reporting/Regulatory Reporting Working Group|
|The Reporting/Regulatory Reporting Working Group will extend the current FpML standard to define data elements to be used for reporting OTC derivative positions between market participants and to regulators. Focus on addressing areas that create the greatest cost, effort, and risk within and between participants’ firms. The reporting should support portfolio reconciliation, e.g. for collateral review, and regulatory reporting, including the industry-wide portfolio repository, industry wide collateral management approach, and regulatory and public reporting objectives mentioned in the OTC derivative industry commitments to the Fed.
Focus areas for 2011 will include developing simplified “flat” reports that correspond to and support industry initiatives such as the ISDA collateral committee portfolio reconciliation reports, and regulatory mandates. The group will work on tools and specifications for translating between the flat and nested FpML representations, and between flat FpML and CSV representations, to provide a variety of options for reporting on derivatives information.
The group is particularly interested in attracting people who have business knowledge of the data fields required for population reporting, portfolio reconciliation, and regulatory reporting. Technical knowledge of XML and FpML is not essential.
|FpML IM-Custodian Working Group Call|
|Within the Business Process Working Group, the IM-Custodian Working Group will look specifically at the currently defined contract notification business process and related messages; revisions needed based on the implementation experiences so far, and a further expansion of the business processes to be defined in FpML specific to Investment Managers and Custodians.|
|Sign-up for Specifications and Schema Updates|
|Subscribe to receive announcements when Specification documents and Schema changes are updated|
|FpML Modeling Task Force Call for Participation|
|The FpML Modeling Task Force will look at the different areas where product modeling has not been consistent across the asset classes and will propose whether or not to change these. In addition, the task force will work on product architecture and guidelines for product modeling that will assist current and new working groups in the decisions they take when modeling the products.|
|FpML Commodities Working Group Call for Participation|
The fundamental mission of the Commodities Working Group is to Develop FpML schemas and examples, coding schemes, and supporting documentation for commodity products that are commonly traded as OTC derivatives to support reporting and clearing.
(View the Commodities Working Group charter for more information).
|FpML Collateral Working Group Call for Participation|
|The FpML Collateral Working Group will extend the FpML standard with a definition of the standard messages to support the Collateral business processes, building on the work done by the ISDA Collateral Committee http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf, which described the business processes to support:
- Margin Call
- Interest Payment
|FpML FX Products Working Group Call for Participation|
|The FX Working Group will evaluate proposals, including the FX redesign proposal developed by the Modeling Task Force (MTF), and will deliver updates to the FpML specifications for the following FX Products:
(View the FX Working Group charter for more information)
- Basic FX Products
- FX Spots
- FX Forwards, including "Non-Deliverable Forward" (NDF)
- FX Swaps
- FX OTC Options
- Simple FX options (barrier, average rates)
- Digital options
- Range Accrual
- Term Deposits
- Money Market Deposits
- Dual Currency Deposits
- Trade Strategies (e.g., delta hedge, multiple options)
|FpML Business Process Working Group Call for Participation|
|The FpML Business Process Working Group will have the following objectives:
(View the Business Process Working Group charter for more information)
- Define messages to support new business process areas as requested by its members. Currently this is anticipated to include at least credit limit warning (e.g. for trading or clearing) and option exercise processes.
- Maintain existing “confirmation view” business processes as required by user feedback. Some areas where work may be required include new or recently changed processes such as clearing and allocation.
- Working with the FpML Architecture working group, maintain the FpML messaging framework.
|Title of the Working Group|
|Fill out the following information to subscribe to this FpML Technical Seminar.
An online demonstration of an off-the-shelf tool set to simplify mappings to/from FpML and generate Java transformation components on the fly
Date: Wednesday September 20th at 9:00 AM EST - 2:00 PM GMT
Summary: Mapping between FpML versions and all the other possible data sources and targets can be a complex, time consuming and laborious task often undertaken without the benefit of a tool set. The value gained can be substantial in the form of productivity improvements, re-use, traceability, timely and accurate documentation. See how a COTS tool set which has been specifically enhanced to handle highly complex xml schemas and can map even the most complex business logic can be used on a common FpML related mapping requirement. The online demonstration will show a mapping being written, tested and generated using Transformation Manager by ETL Solutions followed by a short Q&A session.
For further information contact: firstname.lastname@example.org
|FpML Standard Credit Support Annex Working Group||The mandate of the Standard CSA Working Group (the “Working Group”) will be two-fold:
Develop, as part of the FpML standard, an electronic data representation for the SCSA. As an input to this work, the SCSA Working Group intends to make available a legal representation of the SCSA in the course of January 2011. A draft version of this legal document is already available.
Actively participate, jointly with ISDA and SCSA Working Group members, to the definition of a framework to support an electronically executable platform for this SCSA agreement.
|Commodity Reporting Working Group||The working group will extend the current FpML standard to define reports covering the CFTC’s 17 CFR Part 20 regulations,
which require reporting of positions in a number of covered commodities resulting from OTC swaps and options trading activity.
|FpML - FIX Collaboration Working Group|
|The FpML-FIX Collaboration Working Group will focus on technical interoperability of FpML with the FIX messages for the trading of OTC derivatives with an initial focus on standardized Interest Rate Swaps (IRS) and standardized Credit Default Swaps (CDS).
The group seeks individuals having skills in at least some of the following areas:
o Understanding of FIX architecture and semantics
o Understanding of FpML architecture and semantics
o Understanding of the products and workflows in scope
|Dummy subscribe page to test NewFpMLWebsite||Subscribe to one or more of our newsletters using the form below (Test New FpMLWebsite)|
|FpML Credit Derivatives Working Group Call for Participation|
|The Credit Derivatives Working Group works to extend the FpML standard to expand its current product scope and to include product definitions for pre-trade messages.
|Russian FpML Implementation Working Group|
The Russian FpML Implementation Working Group will extend the current FpML standard to define data elements to be used for reporting OTC derivative positions to Trade Repositories in Russia. The working group will cover reporting processes described by the Order No. 11-68pz-n of the Federal Financial Markets Service of Russia as of 28 December 2011.
(View the Announcement - ISDA forms two working groups with focus on the Russian reporting requirements).
|The FpML Securities Working Group Call for Participation|
The mandate of the FpML Securities Working Group will be to extend the current FpML standard to define data elements to be used for supporting trade reporting and other business processes for securities.
The group will cover the following product areas:
1. Fixed income securities (bonds, credit bonds, mortgage-backed securities, etc.)
2. Equity securities (stocks, convertible bonds)
3. Repurchase agreements (repos) for securities
4. Stock borrows/loans
5. Other securities as agreed by the group and authorized by the FpML Standards Committee.
Working Group charter
|The FpML Listed Derivatives Working Group Call for Participation|
The mandate of the FpML Listed Derivatives Working Group will be to extend the current FpML standard to define data elements to be used for supporting trade reporting and other business processes for listed derivatives.
The group will cover the following product areas:
1. Exchange-traded futures in all asset classes (equities, commodities, fixed income, credit, FX)
2. Exchange-traded options in all asset classes
3. Exchange-traded swaps in all asset classes
4. Other listed derivatives as agreed by the group and authorized by the FpML Standards Committee.
Working Group charter
|FpML Architecture Working Group Call for Participation|
|ISDA relaunches the FpML Architecture Working Group The mandate of the group will be two-fold:
Please fill out the following form if you want to join the Architecture Working Group:
- Provide guidelines on how to communicate FpML between firms following an FpML-specific approach.
- Continue the development of the Architecture Specification, which provides the technical framework of the FpML standard.