FpML Issues Tracker
5.13 Second Working Draft (Build 2)
Examples of EBA portfolio benchmarking for FRTB
Propose the inclusion of the EBA Portfolio as FPML examples.
07/05/23 9:51 am
One known issue: In the FpML representation (ex14_equity_eqo_short_bayer.xml) of
FRTB Example 14 – Short 100 call options on Bayer, June year T, 10% OTM
the numberOfOptions is -100, which is disallowed.
Instead the number should be 100, with reversal of the buyer and seller references/identifiers.
07/06/23 6:59 am
XAPWG: discussion about whether FPML should host examples from this and other Market Infrastructures.
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