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 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.
The specific code lists for the SHSG data collection are defined in the code list repository. The updates in the code list repository include inclusion of codes 4M and 4W as technically allowed codes, inclusion of code 20 for the identification of the slotting approach for specialized lending, among other updates. 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 changing FINREP amounts to positive values for checks 4 and 5 as well as addition of further expected caveats based on feedback received.
Keywords: Europe, EU, Banking, Securities, Statistics, SHS, SHS Regulation Code List, Data Collection, Reporting, Validation Rules, ECB
Previous ArticleBNM Provides Additional Details on Relief Measures Amid Pandemic
In a letter addressed to the industry, the Australian Prudential Regulation Authority (APRA) set out an updated schedule of policy priorities for the banking, insurance, and superannuation industries.
The European Commission (EC) adopted a comprehensive review package of Solvency II rules in the European Union.
The Office of the Comptroller of the Currency (OCC) issued Versions 1.0 of the "Earnings" and "Regulatory Reporting" booklets of the Comptroller's Handbook.
The European Central Bank (ECB) published results of its economy-wide climate stress test, which aimed to assess the resilience of non-financial corporates and euro area banks to climate risks.
The European Banking Authority (EBA) published a report on the use of digital platforms in the banking and payments sector in European Union.
The Hong Kong Monetary Authority (HKMA) published updates on the policy measures that were announced in context of the ongoing pandemic.
The International Swaps and Derivatives Association (ISDA), along with several other associations, submitted a joint response to the Basel Committee on Banking Supervision (BCBS) consultation on preliminary proposals for the prudential treatment of cryptoasset exposures.
BIS published the September issue of the Quarterly Review, which contains special features that analyze the rapid rise in equity funding for financial technology firms, the effectiveness of policy measures in response to pandemic, and the evolution of international banking.
The Basel Committee for Banking Supervision (BCBS) met in September 2021 and reviewed climate-related financial risks, discussed impact of digitalization, and welcomed efforts by the International Financial Reporting Standards (IFRS) Foundation to develop a common set of sustainability reporting standards
The Office of the Comptroller of the Currency (OCC) issued a Cease and Desist Order against MUFG Union Bank for deficiencies in technology and operational risk governance.