1 / 27

EBA Data Point Model

EBA Data Point Model. 18 th EuroFiling Workshop 10 December 2013 | Luxembourg Carlos Martins | EBA. Outline. EBA mandate DPM statistics DPM database DPM products. EBA regulatory tasks. ITS on supervisory reporting – scope.

santo
Download Presentation

EBA Data Point Model

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. EBA Data Point Model 18thEuroFiling Workshop 10 December 2013|Luxembourg Carlos Martins| EBA

  2. Outline • EBA mandate • DPM statistics • DPM database • DPM products

  3. EBA regulatory tasks

  4. ITS on supervisory reporting – scope • EBA to deliver ITS in the following areas of the Capital Requirement Regulation (CRR): • Art 99 Solvency reporting, Financial reporting • Art 100 Asset encumbrance • Art 101 Mortgage exposures reporting • Art 394 Large exposures reporting • Art 415 Liquidity ratios reporting • Art 430 Leverage ratio reporting • Integrated approach to ITS development • Several ITS packaged as one EU Regulation which is directly applicable to all credit institutions and investment firms • Use of common structure/conventions/concepts/definitions

  5. ITS on supervisory reporting - benefits • Directly applicable • No implementation, or interpretation of the Regulation on national level ensures common definitions and instructions • Technical translation of reporting requirements • Data Point Model and XBRL taxonomy • Common validation rules • Truly harmonised supervisory data • Helps supervisors to assess asset quality, risk concentrations, liquidity positions, conduct peer analysis, analyse risk parameters across institutions • Harmonised definitions, especially on forbearance, non-performing loans and asset encumbrance significantly enhance identification of potential systemic risks

  6. Reporting framework development 2011 2012 2013 2014 EBA mandate Business I T

  7. ITS Templates, Tables, Data Points

  8. COREP Templates vs Tables

  9. COREP Templates and Data Points

  10. COREP tables with open Y axis (repeatable rows)

  11. COREP tables with open Z axis (repeatable sheets)

  12. COREP tables with open Z axis (repeatable sheets)

  13. COREP use of dimensions (per table group)

  14. COREP most/less used dimensions TOP BOTTOM

  15. DPM Database high level structure Templates Dictionary Dimensional Modelling Framework Domain Table Group Dimension Table Member Table Version Ordinate Categorisation Axis Hierarchy Node Ordinate Metric Cell Data Points Validations References Data Point Data Point Version Validation Rule Legal Document Context Pre-Condition Article/Paragraph Data Point Categorisation Expression Text Variable Translations Reference Categorisation Language Scope Dictionary Concept

  16. Tables structure

  17. Dictionary - Dimensional concepts

  18. Dimensional categorisation of tables rows/columns/sheets

  19. Data Points

  20. Validation rules

  21. Taxonomy

  22. DPM products (business user views) • DPM Dictionary • DPM Member hierarchy • DPM Analysis matrix • Useful for reviewing data point definition for a related group of data • Data point definition (ITS Annex XIV) • List of all data points in the ITS package using exclusively DPM Dictionary concepts • Validation formulae (ITS Annex XV) • List of formulae expressed as relations between template cells • directly defined by business experts • derived from DPM hierarchies of members • DPM table layout and data point categorisation • Combination of data templates (ITS Annexes I, III, IV, VI, VIII, X, XII) and data point definition (Annex XIV) • Useful for exploring data point definition and user-friendly presentation of DPM

  23. DPM document - Table Layout and Data Point Categorisation

  24. DPM document - Validation Formulas

  25. DPM document - Data Point Definition - FINREP

  26. Thank you for your attention • Carlos Martins • IT Information Manager • +44 (0) 20 7382 1766 • carlos.martins@eba.europa.eu

More Related