Question on Pricing and Risk Working Group

[fpmladmin]

Hello Can you please tell me if the Pricing and Risk Working Group is still active ? I have previously sent emails to prchair/@/fpml.org asking if the group was still active, looking complete additional developments or in need of more participants? I additional wanted to know if there are any active users of the Pricing and Risk components of the FpML specification? I am looking at mechanisms for representing pricing and risk data for use in the development of distributed VaR processing for Market Risk and I would be interested to gain the perspective of any existing users. Do you know of any vendor products that are using this area of the specification ? Any comments or redirection would be most welcome thanks tony

[fpmladmin]

Hi Tony, The group is still active but it hasn’t met for a few months. We always welcome new participants to the group, specially participants that have experience or want to implement the specifications and/or have any feedback. Let me know if you want to be added to the mailing list. I am copying Andrew on this e-mail. He has done some work using the pricing and risk spec internally at JPMorgan. I am not aware of vendors using it yet. Hope this helps. Best regards, Marc

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