ACPR published Version 2.1.0 of the CREDITHAB taxonomy for monthly reporting of indicators for monitoring the risk associated with mortgage loans in France. Along with the taxonomy, ACPR has published description and delivery notes, data point model dictionary, instructions, taxonomy controls, and a test instance file related to the CREDITHAB taxonomy. The delivery note states that this version of the CREDITHAB taxonomy includes minor changes in comparison to the draft version, which was published in April 2020. The taxonomy applies to the banking sector and comes into force from October 2020.
It is the first taxonomy that results from regulations related to monthly indicators for monitoring the risk of mortgage loans in France and will use the Euro-filing architecture. This taxonomy has an architecture and structure similar to that of the Capital Requirements Regulation (CRR)/Capital Requirements Directive (CRD) IV taxonomies from EBA and Solvency II taxonomy from EIOPA.
Related Links (in French)
Effective Date: October 2020
Keywords: Europe, France, Banking, Taxonomy, CREDITHAB Taxonomy, Credit Risk, CRR/CRD, DPM, XBRL, RRE, Reporting, Mortgage Loans, ACPR
Previous ArticleESMA Guides on Securitization Repository Data Consistency Thresholds
The three European Supervisory Authorities (ESAs) issued a letter to inform about delay in the Sustainable Finance Disclosure Regulation (SFDR) mandate, along with a Call for Evidence on greenwashing practices.
The International Sustainability Standards Board (ISSB) of the IFRS Foundations made several announcements at COP27 and with respect to its work on the sustainability standards.
The International Organization for Securities Commissions (IOSCO), at COP27, outlined the regulatory priorities for sustainability disclosures, mitigation of greenwashing, and promotion of integrity in carbon markets.
The European Banking Authority (EBA) issued a statement in the context of COP27, clarified the operationalization of intermediate EU parent undertakings (IPUs) of third-country groups
The Office of the Superintendent of Financial Institutions (OSFI) published an annual report on its activities, a report on forward-looking work.
The Australian Prudential Regulation Authority (APRA) finalized amendments to the capital framework, announced a review of the prudential framework for groups.
The Bank for International Settlements (BIS) Innovation Hubs and several central banks are working together on various central bank digital currency (CBDC) pilots.
The European Central Bank (ECB) published the results of its thematic review, which shows that banks are still far from adequately managing climate and environmental risks.
Among its recent publications, the European Banking Authority (EBA) published the final standards and guidelines on interest rate risk arising from non-trading book activities (IRRBB)
The European Commission (EC) recently adopted regulations with respect to the calculation of own funds requirements for market risk, the prudential treatment of global systemically important institutions (G-SIIs)