Featured Product

    DNB Publishes Taxonomy for Interest Rate Risk Reporting

    June 11, 2019

    DNB published the first release of the taxonomy for interest rate risk reporting and announced that the interest rate risk report will be revised as of June 30, 2019. The taxonomy has one entry point with two reporting forms. DNB also published the remuneration survey reporting templates on Digital Reporting Portal (Digitaal Loket Rapportages or DLR), with the reporting deadline of July 01, 2019. DNB published the template for collecting remuneration data for high earners and the template for information on remuneration for all identified staff, which is to be simultaneously submitted by a part of the banks in the scope of remuneration surveys.

    As per DNB, the introduction of the new reporting format for interest rate risk has no influence on the reporting periods. The revised interest rate risk report is to be submitted via DLR—both directly via XBRL and via an Excel input facility. The taxonomy Version 1.0 for interest rate risk reporting includes the following documents:

    • Release notes version 1.0
    • An Excel workbook with the reporting forms with the XBRL concepts, data points, hierarchies, and validations to be used
    • An Excel workbook with the complete data dictionary for all XBRL taxonomies compiled by DNB
    • The XBRL taxonomy version 1.0 as a taxonomy package
    • An example instance
    • A ZIP document with the Excel entry template available in DLR

     

    Related Links

    Keywords: Europe, Netherlands, Banking, Reporting, Digital Reporting Portal, Interest Rate Risk, Remuneration Survey, Taxonomy, XBRL, Operational Risk, DNB

    Featured Experts
    Related Articles
    News

    HKMA Finalizes Policy Modules on Group-Wide Approach and Remuneration

    The Hong Kong Monetary Authority (HKMA) revised the Supervisory Policy Manual module CG-5 that sets out guidelines on a sound remuneration system for authorized institutions.

    July 29, 2021 WebPage Regulatory News
    News

    EBA Guide to Monitor Threshold for Intermediate Parent Undertakings

    The European Banking Authority (EBA) published the final guidelines on the monitoring of the threshold and other procedural aspects on the establishment of intermediate parent undertakings in European Union (EU), as laid down in the Capital Requirements Directive (CRD).

    July 28, 2021 WebPage Regulatory News
    News

    PRA Finalizes Approach to Supervision of International Banks

    In a recent Market Notice, the Bank of England (BoE) confirmed that green gilts will have equivalent eligibility to existing gilts in its market operations.

    July 26, 2021 WebPage Regulatory News
    News

    FCA Issues PS21/9 on Implementation of Investment Firms Regime

    The Financial Conduct Authority (FCA) published the policy statement PS21/9 on implementation of the Investment Firms Prudential Regime.

    July 26, 2021 WebPage Regulatory News
    News

    EBA Proposes Regulatory Standards to Identify Shadow Banking Entities

    The European Banking Authority (EBA) proposed regulatory technical standards that set out criteria for identifying shadow banking entities for the purpose of reporting large exposures.

    July 26, 2021 WebPage Regulatory News
    News

    IOSCO Proposes Recommendations on ESG Ratings and Data Providers

    The Board of the International Organization of Securities Commissions (IOSCO) proposed a set of recommendations on the environmental, social, and governance (ESG) ratings and data providers.

    July 26, 2021 WebPage Regulatory News
    News

    ESMA Group Issues Recommendations on RFR Switch in Interdealer Market

    The European Securities and Markets Authority (ESMA) published recommendations from the Working Group on Euro Risk-Free Rates (RFR) on the switch to risk-free rates in the interdealer market.

    July 26, 2021 WebPage Regulatory News
    News

    ECB Study Assesses Impact of Basel III Finalization Package

    The European Central Bank (ECB) published a paper as well as an article in the July Macroprudential Bulletin, both of which offer insights on the assessment of the impact of Basel III finalization package on the euro area.

    July 26, 2021 WebPage Regulatory News
    News

    ISDA Finds FRTB Results in Higher Capital Charges for Carbon Trading

    The International Swaps and Derivatives Association (ISDA) published a paper that explores the impact of the Fundamental Review of the Trading Book (FRTB) on the trading of carbon certificates.

    July 26, 2021 WebPage Regulatory News
    News

    PRA Updates Remuneration Policy Statement Templates and Tables

    The Prudential Regulation Authority (PRA) published the remuneration policy self-assessment templates and tables on strengthening accountability.

    July 26, 2021 WebPage Regulatory News
    RESULTS 1 - 10 OF 7311