DNB notified banks that they must use the revised form in Digital Reporting Portal (Digitaal Loket Rapportages or DLR) as of June 30, 2019 for their quarterly reporting of interest rate risk. The submission of the revised report will take place via DLR. The update is the result of the new Interest Rate Risk in the Banking Book (IRRBB) guidelines of EBA and the phasing out of the e-Line DNB. DNB also published frequently asked questions (FAQs) related to the revised interest rate risk reporting.
DNB is developing an XBRL taxonomy for the revised interest rate risk report. Submitting the revised Interest Rate Risk report via DLR will be possible in two ways:
- Sending the XBRL file directly, as is the case with current EBA Implementing Technical Standard reports
- Use an Excel input facility provided by DNB where the Excel file can be uploaded via DLR. DNB has published an "Excel Input Template."
Keywords: Europe, Netherlands, Banking, Reporting, E-Line Reporting Portal, Digital Reporting Portal, IRRBB, Interest Rate Risk, EBA, DNB
Previous ArticleAPRA Licenses Societe Generale As Foreign Deposit-Taking Institution
BCBS amended the guidelines on sound management of risks related to money laundering and financing of terrorism (ML/FT).
EBA finalized the guidelines on treatment of structural foreign-exchange (FX) positions under Article 352(2) of the Capital Requirements Regulation (CRR).
FSB published a statement on the impact of COVID-19 pandemic on global benchmark transition.
IAIS published the list of Internationally Active Insurance Groups (IAIGs) publicly disclosed by group-wide supervisors.
FED has temporarily revised the reporting form on consolidated financial statements for holding companies (FR Y-9C; OMB No. 7100-0128).
EC launched a consultation on the review of the key elements of Solvency II Directive, with the comment period ending on October 21, 2020.
ECB launched a consultation on the guide that sets out supervisory approach to consolidation projects in the banking sector.
PRA published a letter that builds on the expectations set out in the supervisory statement (SS3/19) on enhancing banks' and insurers' approaches to managing the financial risks from climate change.
US Agencies (Farm Credit Administration, FDIC, FED, FHFA, and OCC) finalized changes to the swap margin rule to facilitate implementation of prudent risk management strategies at banks and other entities with significant swap activities.
IAIS published technical specifications, questionnaires, and templates for 2020 Insurance Capital Standard (ICS) and Aggregation Method data collections.