CDM: An Overview

View an overview of the CDM

Initial Margin Reporting using CDM – Marc Gratacos, TradeHeader

Presented at Open Source In Finance Forum 2023 – NYCPresented by Marc Gratacos – TradeHeaderTitle: Initial Margin Reporting using CDMAbstract: Initial Margin Reporting using CDM The International Swaps Derivatives Association, Inc. created the Standard Initial Margin Methodology (SIMM) to harmonize the calculation of guarantees and help market participants to comply with regulations. Specifically, to comply with the BCBS-IOSCO (Basel Committee on Banking Supervision and the International Organization of Securities Commissions) margin framework for non-cleared derivatives. ISDA developed the Common Risk Interchange Format (CRIF), and together with the Common Domain Model (CDM), create a powerful solution to standardize and automate the exchange of risk data. The CRIF is the standard template to hold and report risk data, it enables the exchange of risk data between firms and facilitates the initial margin reconciliations. The SIMM methodology applies sensitivity-based calculations across four product groups: Interest rates and FX, Credit, Equity and Commodities. Applying the CDM will help to automate the creation of CRIF files and ensure their validity, as well as enable automation of risk data reporting to regulators. The presentation will show how CDM can be used to standardize the generation of CRIF files.Slides can be found here: https://osff2023.sched.com/event/1PzGF/initial-margin-reporting-using-cdm-marc-gratacos-tradeheaderFind more info about FINOS:On the web: https://www.finos.org/Twitter: https://twitter.com/finosfoundationLinkedIn: https://www.linkedin.com/company/finosfoundation/OSFF NYC: https://events.linuxfoundation.org/open-source-finance-forum-new-york/

CDM Collateral Representation – Amy Caruso & Vernon Alden Smith, ISDA & Tom Healey, ICMA

Presented at Open Source In Finance Forum 2023 – NYCPresented by Amy Caruso & Vernon Alden Smith – ISDA & Tom Healey – ICMATitle: CDM Collateral RepresentationAbstract: Reduce manual input to collateral management systems and decrease collateral disputes with CDM. Learn more about CDM’s collateral representation and the Object Builder, which can be used to create digital eligible collateral schedules and automate eligibility of collateral processing.Slides can be found here: https://osff2023.sched.com/event/1Q2Lu/cdm-collateral-representation-amy-caruso-vernon-alden-smith-isda-tom-healey-icmaFind more info about FINOS:On the web: https://www.finos.org/Twitter: https://twitter.com/finosfoundationLinkedIn: https://www.linkedin.com/company/finosfoundation/OSFF NYC: https://events.linuxfoundation.org/open-source-finance-forum-new-york/

The CDM: Common Domain Module – Adrian Dale – ISLA, David Shone – ISDA, Jane Gavronsky – FINOS

In this episode of the podcast, our FINOS COO, Jane Gavronsky sits down with Adrian Dale of ISLA and David Shone of ISDA to discuss the associations contribution and backing of the FINOS Common Domain Model (CDM) to the FINOS open source community.

A Discussion of “The Future of the Securities Lending Market: An Agenda for Change” - Adrian Dale

ISLA published a paper entitled ‘The Future of the Securities Lending Market | An Agenda for Change’ in September 2019, looking at the conjunction of market complexity, technical architecture and regulatory impacts. The conclusion reached was that a transformation was overdue and the solution would be underpinned by common standards.

Solving Collateral Challenges Using CDM and FDC3 - Amy Caruso & Lyteck Lynhiavu (ISDA)

Watch this demo video from our 2023 BMO Hackathon

CDM Now Available in Python

Click image to read. A recent contribution to the CDM project makes it available in the Python programming language for the first time, which will allow a new community of developers to use the CDM in their projects. Python consistently ranks as one of the most popular programming languages, so this represents a major boon to CDM development and adoption across the industry!

Interview: Common Domain Model hits the “who is using it and for what?” phase – Finadium

Click image to read. In a recent blog post, the International Securities Lending Association (ISLA) reminded market participants that “if you are still working on the assumption that adding bodies to a challenge is the way to fix things, I do hope you realise that the old approach has run its course”. One of the new approaches highlighted at...

Community Spotlight: Common Domain Model (CDM) - March 2023

Click image to read. For this month’s Community Spotlight feature, we're excited to highlight the CDM Project and the participants who have enabled the launch of the FINOS CDM project.

Barclays demonstration of interest rate swap processing using Common Domain Model (CDM)

Barclays demonstration of interest rate swap processing using the Common Domain Model (CDM) open standard. Introduced by Lee Braine (Managing Director, Chief...

Download and build the CDM

This is "Download and build the CDM" by REGnosys on Vimeo, the home for high quality videos and the people who love them.

SD Times: FINOS introduces open source Common Domain Model project

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Securities Finance Times: CDM resources now available as open source in FINOS

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