Featured Product

    ECB Updates Documentation on SHS Reporting by Banks

    April 06, 2020

    ECB updated the documentation for banking groups subject to direct reporting of Securities Holdings Statistics Group (SHSG) data to ECB. The updated documents are Excel views of the reporting templates, code list repository, documentation on reporting format, and data validation rules. The Securities Holdings Statistics or SHS, which are collected on a security-by-security basis, provide information on securities held by selected categories of euro area investors, broken down by instrument type, issuer country, and further classifications. The SHSG data collection provides information on holdings of securities by individual banking groups.

    The reporting templates specify and describe the attributes of the input fields for the SHSG data collection. All attributes flagged as mandatory must be filled in the files to be submitted (except where stated otherwise in the respective templates). Some attributes are coded (that is, only values from the corresponding code list can be reported) while other attributes only have to comply with certain formats (for example, the format for securities with an International Securities Identification Number or ISIN). This recent update includes changes to sheets named RepSchemeforISINs, RepSchemeforNonISINs, and RepSchemeHolderInfEntity.

    The updates in the code list repository include inclusion of code 99 for the identification of assets not recognized on the balance sheet, inclusion of code 99 for the identification of positions deducted from own funds, among others updates. The reporting format documentation provides guidance and more detailed information on the requirements for the direct reporting on securities holdings, including any additional requirements that may not be included in the guidance notes on the SHS Regulation. The material complements the reporting templates and the code list repository. The changes in the reporting format document includes changes in "SHSG input feed - Holdings of ISIN securities" section of the document. Also updated are the data validation rules, with the overall three main types of data validation checks being formal validity, internal validity, and external validity. 

     

    Related Links

    Keywords: Europe, EU, Banking, Securities, SHS, SHS Regulation, Code List, Validation Checks, Data Collection, Reporting, Templates Statistics, ECB

    Related Articles
    News

    IAIS on Package for 2020 Data Collection on ICS and Aggregation Method

    IAIS published technical specifications, questionnaires, and templates for 2020 Insurance Capital Standard (ICS) and Aggregation Method data collections.

    June 30, 2020 WebPage Regulatory News
    News

    BIS to Establish More Innovation Hubs in Europe and North America

    BIS announced that it will establish new Innovation Hub centers across Europe and in North America in cooperation with member central banks.

    June 30, 2020 WebPage Regulatory News
    News

    FED Updates Form FR 2052a for LCR Reporting by Banks

    FED updated the reporting form for FR 2052a, which is used to monitor the overall liquidity profile of certain supervised institutions.

    June 30, 2020 WebPage Regulatory News
    News

    PRA Statement on Changes to CRR in Response to COVID-19 Crisis

    PRA published a statement that sets out its views on certain amendments made to Capital Requirements Regulations (CRR and CRR2) via EU Regulation 2020/873 (CRR "Quick Fix"), including some guidance for firms.

    June 30, 2020 WebPage Regulatory News
    News

    CFRF Publishes Guide for Addressing Climate-Related Financial Risks

    The Climate Financial Risk Forum (CFRF), which is a joint climate risk forum of FCA and PRA, published a guide written by the industry for the industry to help firms approach and address climate-related financial risks.

    June 29, 2020 WebPage Regulatory News
    News

    IAIS Paper Provides Guidance on Liquidity Risk Management for Insurers

    IAIS published an application paper on liquidity risk management for insurers.

    June 29, 2020 WebPage Regulatory News
    News

    EBA Responds to EC Consultation on Digital Finance Strategy for Europe

    EBA published its response to the EC consultation on a new Digital Finance Strategy for Europe.

    June 29, 2020 WebPage Regulatory News
    News

    EIOPA Responds to EC Consultation on Digital Finance Strategy

    EIOPA responded to the EC consultation on a new digital finance strategy for Europe.

    June 29, 2020 WebPage Regulatory News
    News

    ESMA Responds to EC Consultation on Digital Finance Strategy

    ESMA published its response to the EC consultation on the new digital finance strategy for EU.

    June 29, 2020 WebPage Regulatory News
    News

    FSB Report Identifies Gaps in Too-Big-To-Fail Reforms

    FSB published, for consultation, a report on evaluation of the too-big-to-fail (TBTF) reforms for systemically important banks.

    June 28, 2020 WebPage Regulatory News
    RESULTS 1 - 10 OF 5404