- Credit Derivatives:
- Added additional support for 2014 ISDA Credit Derivatives Definitions: an optional Boolean indicator standardReferenceObligation within the existing ReferenceObligation component. It indicates if the reference obligation is a Standard Reference Obligation. ISDA 2014 Term: Standard Reference Obligation.
- Business Process:
- Enhanced Package Transactions representation:
- Updated examples and schemes.
- Within the packageHeader, added package type, size and originatingEvent
- Within the tradeHeader, added originatingPackage including package id, size and sequence number: these will provide more information about the originating package and how this trade relates to it once the trade is separated from the package.
- Pretrade view: Within tradePackage/allocations, added the “allocatingPartyReference” and changed the multiplicity of the allocations element to allow up to 2 instances of it
- Partial termination of a TRS – Added an id attribute to the equity derivative “ActualPrice” type to allow price references to be made to it (See example #100 in confirmation/business-processes/execution-advice of a partial termination of a TRS)
- Reporting:
- Entity Classification: Within the reportingRegime, added partyEntityClassification as an improved way to relate an entity classification to a party (e.g., Financial/NonFinancial, Dealer/NonDealer, LocalParty/NonLocalParty)
- Within the reportingRegime, added tradePartyRelationshipType to specify intragroup (ESMA), inter-affiliate (CSA). (See recordkeeping examples ex140, ex141, ex142)
- Removed the now redundant intragroup flag introduced in WD1. Renamed isCompressedTrade to compressedTrade.
- Confirmation view: Correction: Made ReportingRegime/supervisorRegistration optional when reportingRegime/Name is supplied. It had been made mandatory in Confirmation view in error since version 5.3. The original intention under recordkeeping was to mandate the existence of at-least-one-of (name, supervisorRegistration).
- Predetermined Clearing: renamed specifiedClearingOrganizationPartyReference to predeterminedClearingOrganizationPartyReference to match last agreed working group documents/emails.
- The following issues have been resolved:
View PDF for details on schema changes
View PDF for details on validation rules changes
View SCHEME DEFINITIONS for details on coding schemes changes