ECB updated the documentation for banking groups subject to direct reporting of Securities Holdings Statistics Group (SHSG) data. ECB has updated the documents on code list repository and data validation rules. The specific code lists for the SHSG data collection are defined in the code list repository. Also updated are the data validation rules, with the overall three main types of data validation checks being formal validity, internal validity, and external validity. The updates in the data validation rules include inclusion of check numbers to all IP4 related checks. The updated list includes inclusion of NL2_8 code to the organization list. ECB also updated the SHSG Metrics schema and example for Structured data quality metrics exchange.
The Securities Holdings Statistics or SHS, which are collected on a security-by-security basis, provide information on securities held by selected categories of euro area investors, broken down by instrument type, issuer country, and further classifications. The SHSG data collection provides information on holdings of securities by individual banking groups. Starting with data relating to the reference period end-September 2018, the data collection had been extended to comprise more banking groups and more attributes. Since then, the reporting population has expanded to cover all banking groups that are directly supervised by ECB.
- Code List Repository (XLSX)
- Data Validation Checks (XLSX)
- Data Quality Metrics Schema and Example (ZIP)
- SHS Documentation
- SHS Overview
Keywords: Europe, EU, Banking, Securities, SHS, Code List, Validation Rules, Data Collection, Statistical Reporting, ECB
Next ArticleMNB Revises Principles for Setting MREL for Banks
The Bank of England (BoE) published a consultation paper on approach to setting minimum requirement for own funds and eligible liabilities (MREL), an operational guide on executing bail-in, and a statement from the Deputy Governor Dave Ramsden.
The European Banking Authority (EBA) is seeking preliminary input on standardization of the proportionality assessment methodology for credit institutions and investment firms.
Certain regulatory authorities in the US are extending period for completion of the review of certain residential mortgage provisions and for publication of notice disclosing the determination of this review until December 20, 2021.
The Prudential Regulation Authority (PRA) published the policy statement PS18/21, which introduces an amendment in the definition of "higher paid material risk taker" in the Remuneration Part of the PRA Rulebook.
The European Banking Authority (EBA) published its annual report on asset encumbrance in banking sector.
The European Banking Authority (EBA) published a methodological guide to mystery shopping.
The Australian Prudential Regulation Authority (APRA) released a letter to authorized deposit-taking institutions to provide an update on key policy settings for the capital framework reforms, which will come into effect from January 01, 2023.
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) published a report that assesses the business continuity planning activities of financial market infrastructures or FMIs.
The Bank of England (BoE) published questions and answers (Q&A) on OSCA to BEEDS migration for statistical reporting as well a presentation from the project overview session held with statistical reporters.
The Basel Committee on Banking Supervision (BCBS) is consulting on a technical amendment to the Basel Framework to reflect a new process reviewing the global systemically important bank (G-SIB) assessment methodology.