Before revision: The paper develops an asymptotic expansion method for forward-backward SDEs (FBSDEs)  driven by the random Poisson measures with sigma-finite compensators . The expansion is performed  around the small-variance limit of the forward SDE and does not necessarily require a small size of the non-linearity in the BSDE's driver, which was actually the case for the linearization method proposed by the current authors in a Brownian setup before.
After revision: The paper develops an asymptotic expansion method for forward-backward SDEs (FBSDEs) driven by the random Poisson measures with \sigma around the small-variance limit of the forward SDE and does not necessarily require a small size of the non-linearity in the BSDE's driver, which was actually the case for the linearization method proposed by the current authors in a Brownian setup before.