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December 17, 2019
ISDA publishes the Recommendation for FpML version 5.11
The International Swaps and Derivatives Association, Inc. (ISDA) has published the Recommendation for Financial products Markup Language (FpML) version 5.11.
The Recommendation is the final step in the publication of the version.
FpML 5.11 Highlights
The main enhancements compared to version 5.10 are:
Regulatory Reporting Redesign (Recordkeeping and Transparency Views)
Added support for Securities Lending
SFTR coverage for Securities Lending and Repos
Refactoring of syndicated loan processes and notifications. Redefined business validation rules (Confirmation View)
Support for Inflation Rate linked Asset Swap product as an extension of the Inflation Rate model.
The FpML 5.11 Recommendation is available on the FpML website in the Specifications section at: https://www.fpml.org/spec/fpml-5-11-7-rec-1/Changes in version 5.11 Recommendation compared to FpML 5.11 Trial Recommendation (published October 31, 2019):
Further enhancements to the Repo product to support SFTR reporting
Updated the Repo and Security Lending documentation
Updated the FpML to SFTR fields mapping
Added a new set of Interest Rate Derivatives confirmation examples
Streamlined the Syndicated Loans documentation to HTML format.
A more detailed overview of the changes in version 5.11 can be found in Section 18 of the online documentation.
The FpML Team