DNB published an overview of the additional data requests, including semi-recurring as well as ad hoc data requests to banks, from DNB and European agencies. In its overview of additional data requests, DNB has indicated that it expects to begin first reporting of COVID-related data, via additional FINREP templates, in September (though final decision not conveyed yet). DNB also published the additional data-quality checks related to reference period June 2020 (run from July 01, 2020).
Banks will need to submit COVID-related data within the scope of the EBA guidelines on legislative and non-legislative moratoria on loan repayments (EBA/GL/2020/02). The report frequency will be quarterly with the reference date of data from the second quarter of 2020 onward. DNB explains that the goal of this exercise is to investigate the impact of COVID-19. Reporting templates are based on FINREP (Annex V) definitions and instructions. Banks in scope will be contacted by email with instructions.
Ad-hoc requests will remain listed on the overview of additional data requests for three months after the ultimate reporting date. The following data reports and data requests have been excluded from the overview of additional data requests:
- All regular reports on the basis of European and national regulations and laws
- Regular data reports based on the "Regeling Staten" as registered in the WFT
- Bank-specific requests
- Other requests such as surveys and qualitative questionnaires
- News Release on Additional Data Requests
- Overview of Additional Data Requests (PDF)
- EBA Guidelines (PDF)
- News on Data Quality Checks
- Data Quality Checks (XLSX)
Keywords: Europe, EU, Netherlands, Banking, COVID-19, Reporting, Data Quality Checks, FINREP, DNB
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ECB published a decision allowing the euro area banks under its direct supervision to exclude certain central bank exposures from the leverage ratio.
ESAs launched a survey seeking feedback on the presentational aspects of product templates under the Sustainable Finance Disclosure Regulation (SFDR or Regulation 2019/2088).
ECB published input of the European System of Central Banks (ESCB) into the EBA feasibility report on reducing the reporting burden for banks in EU.
ECB finalized the guide on assessment methodology for the internal model method for calculating exposure to counterparty credit risk (CCR) and the advanced method for own funds requirements for credit valuation adjustment (A-CVA) risk.
EBA published an Opinion addressed to EC to raise awareness about the opportunity to clarify certain issues related to the definition of credit institution in the upcoming review of the Capital Requirements Directive and Regulation (CRD and CRR).
APRA is consulting on updates to ARS 210.0, the reporting standard that sets out requirements for provision of information on liquidity and funding of an authorized deposit-taking institution.
FED released hypothetical scenarios for a second round of stress tests for banks.
FED is proposing to temporarily revise the capital assessments and stress testing reports (FR Y-14A/Q/M) to implement the changes necessary to conduct stressed analysis in connection with the re-submission of capital plans, using data as of June 30, 2020.
FED adopted a proposal to extend for three years, with revision, the information collection under the market risk capital rule (FR 4201; OMB No. 7100-0314).
EBA published a voluntary online survey seeking input from credit institutions on their practices and future plans for Pillar 3 disclosures on the environmental, social, and governance (ESG) risks.