ISDA/FIA Clearing Certainty WG. FpML Messaging Subgroup Gap Analysis October 2012. ® ISDA is a registered trademark of the International Swaps & Derivatives Association, Inc. ® FpML is a registered trademark of the International Swaps & Derivatives Association, Inc. Gap Analysis Overview. - PowerPoint PPT Presentation
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®ISDA is a registered trademark of the International Swaps & Derivatives Association, Inc.®FpML is a registered trademark of the International Swaps & Derivatives Association, Inc.
October 2012- SLIDE 2FpML Messaging Subgroup
• 11 messages defined in a new FpML pretrade view to support clearing certainty workflows
• Sample messages and supporting schema developed• Verified against uses cases (some open questions)
Gap Analysis Overview
October 2012- SLIDE 3FpML Messaging Subgroup
Next Steps
• Harmonization with FIX messages (through October/November)
• Timeframe for publication– FpML 5.5 WD1 – A first draft of the messages maybe available end of October 2012 for industry implementation
– FpML 5.5 REC planned January 2013
• Review of the messages by FpML bodies:– FpML Business Process Working Group– FpML Coordination Committee (detailed review by LCWD)– FpML Standards Committee (approval for TR / REC)