May 16, 2019

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."

 

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Keywords: Europe, Netherlands, Banking, Reporting, E-Line Reporting Portal, Digital Reporting Portal, IRRBB, Interest Rate Risk, EBA, DNB

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