DNB published additional data quality checks for the second quarter of 2019 for reporting by banks. The additional data quality checks are related to the reference period June 2019 (run from July 01, 2019).
Furthermore, DNB announced that EBA plans to introduce modular releases of Data Point Model (DPM) 2.9. The first DPM 2.9 modular release concerns the Supervisory Benchmark report (SBP market risk) that will become effective starting from reference period September 2019 (concerns IMV template only for institutions that apply an internal model for market risk).
- Notification on Data Quality Checks
- Additional Data Quality Checks (XLSX)
- Notification on DPM 2.9 Release
Keywords: Europe, Netherlands, Banking, Data Quality Checks, Reporting, DPM 2.9, ECB, DNB
ECB published a decision allowing the euro area banks under its direct supervision to exclude certain central bank exposures from the leverage ratio.
ESAs launched a survey seeking feedback on the presentational aspects of product templates under the Sustainable Finance Disclosure Regulation (SFDR or Regulation 2019/2088).
ECB published input of the European System of Central Banks (ESCB) into the EBA feasibility report on reducing the reporting burden for banks in EU.
ECB finalized the guide on assessment methodology for the internal model method for calculating exposure to counterparty credit risk (CCR) and the advanced method for own funds requirements for credit valuation adjustment (A-CVA) risk.
EBA published an Opinion addressed to EC to raise awareness about the opportunity to clarify certain issues related to the definition of credit institution in the upcoming review of the Capital Requirements Directive and Regulation (CRD and CRR).
APRA is consulting on updates to ARS 210.0, the reporting standard that sets out requirements for provision of information on liquidity and funding of an authorized deposit-taking institution.
FED released hypothetical scenarios for a second round of stress tests for banks.
FED is proposing to temporarily revise the capital assessments and stress testing reports (FR Y-14A/Q/M) to implement the changes necessary to conduct stressed analysis in connection with the re-submission of capital plans, using data as of June 30, 2020.
FED adopted a proposal to extend for three years, with revision, the information collection under the market risk capital rule (FR 4201; OMB No. 7100-0314).
EBA published a voluntary online survey seeking input from credit institutions on their practices and future plans for Pillar 3 disclosures on the environmental, social, and governance (ESG) risks.