DNB Publishes Taxonomy for Interest Rate Risk Reporting
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
- Notification on Interest Rate Risk Reporting
- Notification on Remuneration Reporting
- Taxonomy for Interest Rate Risk Reporting (ZIP)
- Template for Remuneration Data of High Earners 2018 (XLSX)
- Template for Remuneration Data for Identified Staff (XLSX)
- Digital Reporting for Banks
Keywords: Europe, Netherlands, Banking, Reporting, Digital Reporting Portal, Interest Rate Risk, Remuneration Survey, Taxonomy, XBRL, Operational Risk, DNB
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
CNB Publishes Financial Stability Report for 2018–19Related Articles
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.
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).
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.
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.
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.
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.
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.
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.
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.
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.
