ISDA is organizing in-person in training courses in New York.

• Introduction to FpML, June 21
• Extending FpML: An Advanced FpML Training Course, June 22

Early Bird Pricing Until May 31st, 2023

In support of the overall ISDA 2021 Definitions initiative, the new FpML Version 5.12 and the legacy FpML Version 4.2, include the following changes:

• The new cash settlement methods included in the ISDA 2021 Definitions, such as the mid-market valuation and the replacement value methods.
• Modular daily calculated rates e.g. lookback compounded and observation period shift calculation rates, that are being developed for the 2006 Definitions and included in the 2021 Definitions.
• Defining fallback rates to help facilitate internal Straight Through Processing.

In addition, Version 5-12 includes several new fields to better support CFTC Amendments to Part 45 regulatory reporting and Loans enhancements.

• ISDA is introducing new Definitions to address changes in the market, and FpML is supporting that by

• Creating new versions of the standard to support new features such as new cash settlement methods, modular calculated rates, and fallback rates

• Updating reference data to support the new types of floating rate indexes that are being developed

• Helping developers to understand how to support the changes