Bundesbank updated the plausibility checks for group data under the securities holdings statistics (SHS) reporting, with the changes highlighted in red. The included plausibility checks are performed immediately after the electronic submission of the XML file via Bundesbank ExtraNet. An error in one of the plausibility checks leads to the rejection of the submitted report and the delivery of a corresponding error log.
Securities investment statistics collect securities holder information about sector and group data. The SHS Group data collection provides information on holdings of securities by individual banking groups. SHS, 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.
Related Links (in German and English)
Keywords: Europe, EU, Germany, Banking, SHS, Plausibility Checks, SHS Regulation, Bundesbank
Previous ArticleIASB Announces Andreas Barckow as the New Chair from July 2021
The European Banking Authority (EBA) published four draft principles to support supervisory efforts in assessing the representativeness of COVID-19-impacted data for banks using the internal ratings based (IRB) credit risk models.
The European Council and the European Parliament (EP) reached a provisional political agreement on the Corporate Sustainability Reporting Directive (CSRD).
The Prudential Regulation Authority (PRA) launched a consultation (CP6/22) that sets out proposal for a new Supervisory Statement on expectations for management of model risk by banks.
The European Commission (EC) published the Delegated Regulation 2022/954, which amends regulatory technical standards on specification of the calculation of specific and general credit risk adjustments.
The Bank for International Settlements (BIS) Innovation Hub updated its work program, announcing a set of projects across various centers.
The European Insurance and Occupational Pensions Authority (EIOPA) published two consultation papers—one on the supervisory statement on exclusions related to systemic events and the other on the supervisory statement on the management of non-affirmative cyber exposures.
Certain members of the U.S. Senate Committee on Banking, Housing, and Urban Affairs issued a letter to the Securities and Exchange Commission (SEC)
The European Insurance and Occupational Pensions Authority (EIOPA) published a consultation paper on the advice on the review of the securitization prudential framework in Solvency II.
The Prudential Regulation Authority (PRA) issued a statement on PRA buffer adjustment while the Bank of England (BoE) published a notice on the statistical reporting requirements for banks.
The Basel Committee on Banking Supervision (BCBS) issued principles for the effective management and supervision of climate-related financial risks.