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
BCBS is consulting on two technical amendments to the rules on minimum haircut floors for securities financing transactions, or SFTs.
EC launched a targeted consultation on the review of crisis management and deposit insurance framework in EU.
EIOPA published a paper that sets out the methodological principles of insurance stress testing with a focus on the liquidity component.
BIS launched a EUR-denominated, open-ended fund for green bond investments by central banks and official institutions, following the launch of the first BIS green bond fund denominated in USD in September 2019.
EBA announced that it will launch the 2021 EU-wide stress test exercise, with the publication of the macroeconomic scenarios on January 29, 2021.
BoE announced that the reporting entities are no longer required to report Form CX after the fourth quarter of 2020 reference period, with the last collection on January 29, 2021.
PRA published Version 3 of the questions and answers (Q&A) on the Branch Return form, with this version superseding the version published in October 2020.
IAIS is consulting on a draft application paper on the supervision of control functions.
CFTC published a final rule to amend the margin requirements for uncleared swaps for swap dealers and major swap participants for which there is not a prudential regulator (CFTC Margin Rule).
ECB published a letter in which the President Christine Lagarde answered questions, from a Member of the European Parliament, on the application of the EU taxonomy on sustainable finance.