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
APRA updated the lists of the Direct to APRA (D2A) validation and derivation rules for authorized deposit-taking institutions, insurers, and superannuation entities.
EC adopted a package that includes the digital finance and retail payments strategies and the legislative proposals for regulatory frameworks on crypto-assets and digital operational resilience.
ECB published an opinion (CON/2020/22) on proposals for regulations amending the securitization framework of EU, in response to the COVID-19 pandemic.
FCA is consulting on its approach to the authorization and supervision of international firms operating in UK.
MAS published amendments to Notice 637 on the risk-based capital adequacy requirements for reporting banks incorporated in Singapore.
FCA announced that it will move firms to RegData from Gabriel in the coming months in stages, based on the reporting requirements of firms.
ISDA issued a letter to regulators to flag that it now expects the supplement to the 2006 ISDA Definitions and the Interbank Offered Rate (IBOR) Fallbacks Protocol to be effective around mid- to late-January 2021.
APRA has concluded its review of the comprehensive plans of authorized deposit-taking institutions for the assessment and management of loans with repayment deferrals.
ESAs (EBA, EIOPA, and ESMA) published the first joint report that assesses risks in the financial sector since the outbreak of the COVID-19 pandemic.
BoE and HM Treasury confirmed that the COVID Corporate Financing Facility (CCFF) will close for new purchases of commercial paper, with effect from March 23, 2021.