ACPR Publishes Version 2.1.0 of the CREDITHAB Taxonomy
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
Featured Experts

María Cañamero
Skilled market researcher; growth strategist; successful go-to-market campaign developer

Nicolas Degruson
Works with financial institutions, regulatory experts, business analysts, product managers, and software engineers to drive regulatory solutions across the globe.

David Fihrer
Skilled life insurance actuary; subject matter expert on IFRS 17 and source of earnings
Previous Article
ESMA Guides on Securitization Repository Data Consistency ThresholdsRelated Articles
EBA Clarifies Use of COVID-19-Impacted Data for IRB Credit Risk Models
The European Banking Authority (EBA) published four draft principles to support supervisory efforts in assessing the representativeness of COVID-19-impacted data for banks using the internal ratings based (IRB) credit risk models.
EP Reaches Agreement on Corporate Sustainability Reporting Directive
The European Council and the European Parliament (EP) reached a provisional political agreement on the Corporate Sustainability Reporting Directive (CSRD).
PRA Consults on Model Risk Management Principles for Banks
The Prudential Regulation Authority (PRA) launched a consultation (CP6/22) that sets out proposal for a new Supervisory Statement on expectations for management of model risk by banks.
EC Regulation Amends Standards for Calculating Credit Risk Adjustments
The European Commission (EC) published the Delegated Regulation 2022/954, which amends regulatory technical standards on specification of the calculation of specific and general credit risk adjustments.
HKMA Announces Launch of Data Repository on Sustainable Finance
The Hong Kong Monetary Authority (HKMA) announced that the Green and Sustainable Finance (GSF) Cross-Agency Steering Group has launched the information and data repositories and outlined the progress made in advancing the development of green and sustainable finance in Hong Kong.
BIS Hub Updates Work Program for 2022, Announces New Projects
The Bank for International Settlements (BIS) Innovation Hub updated its work program, announcing a set of projects across various centers.
EIOPA Issues Cyber Underwriting Proposal, Statement on Open Insurance
The European Insurance and Occupational Pensions Authority (EIOPA) published two consultation papers—one on the supervisory statement on exclusions related to systemic events and the other on the supervisory statement on the management of non-affirmative cyber exposures.
NGFS Report on Integration of G-Cubed Model into NGFS Scenarios
The Network for Greening the Financial System (NGFS) published a report that explores the feasibility of integrating the G-Cubed general equilibrium model into the NGFS suite of models.
US Senate Members Seek Details on SEC Proposed Climate Disclosure Rule
Certain members of the U.S. Senate Committee on Banking, Housing, and Urban Affairs issued a letter to the Securities and Exchange Commission (SEC)
EIOPA Consults on Review of Securitization Framework in Solvency II
The European Insurance and Occupational Pensions Authority (EIOPA) published a consultation paper on the advice on the review of the securitization prudential framework in Solvency II.