ECB Updates SHS Reporting Documentation for Banks
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.
Related Links
- 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
Previous Article
BIS and BoE Launch Innovation Hub in LondonRelated Articles
EBA Publishes Regulatory Standards to Identify Shadow Banking Entities
The European Banking Authority (EBA) published the final draft regulatory technical standards specifying the criteria to identify shadow banking entities for the purposes of reporting large exposures.
EU Agencies Update LCR Rule and Macro-Prudential Policy Recommendation
The European Commission (EC) published the Delegated Regulation 2022/786 with regard to the liquidity coverage requirements for credit institutions under the Capital Requirements Regulation (CRR).
OSFI Discusses Benchmark Rate Transition, Sets Out Work Priorities
The Office of the Superintendent of Financial Institutions (OSFI) published the strategic plan for 2022-2025 and the departmental plan for 2022-23.
EBA Proposes Standards to Support Secondary NPL Markets
The European Banking Authority (EBA) is consulting, until August 31, 2022, on the draft implementing technical standards specifying requirements for the information that sellers of non-performing loans (NPLs) shall provide to prospective buyers.
EU Confirms Agreement on Rules on Cybersecurity and Banking Resolution
The European Council and the Parliament reached an agreement on the revised Directive on security of network and information systems (NIS2 Directive).
EBA Issues Standards for Crowdfunding Service Providers Under ECSPR
The European Banking Authority (EBA) published the final draft regulatory technical standards specifying information that crowdfunding service providers shall provide to investors on the calculation of credit scores and prices of crowdfunding offers.
EU to Amend Credit Risk Adjustment Rules; ESAs Submit Queries on SFDR
The European Council published a draft Commission Delegated Regulation to amend the regulatory technical standards on specification of the calculation of specific and general credit risk adjustments.
EU Confirms Agreement on Rules on Cybersecurity and Banking Resolution
The European Securities and Markets Authority (ESMA) published a paper that examines the systemic risk posed by increasing use of cloud services, along with the potential policy options to mitigate this risk.
MAS Amends Notice 635 and Issues Second Proposal on Green Taxonomy
The Monetary Authority of Singapore (MAS) published amendments to Notice 635, which sets out requirements that a bank in Singapore has to comply with when granting an unsecured non-card credit facility to individuals.
EC Consults on PSD2 and Open Finance; EU Reaches Agreement on DORA
The European Commission (EC) published a public consultation on the review of revised payment services directive (PSD2) and open finance.