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    DNB Publishes Several Reporting Updates for Banks

    November 16, 2021

    DNB, the central bank of Netherlands, published several reporting updates, along with an updated list of the additional data requests for banks. The updated and new data requests, which have been highlighted with the word "UPDATE" or “NEW” in red, include semi-recurring as well as ad hoc data requests to banks from DNB and European agencies. DNB announced that, as of October 01, the fundamental review of the trading book (FRTB) reporting obligations (part of DPM 3.0) have been made available in Digital Reporting Portal (or DLR) for submission in XBRL. These are quarterly reports with the third quarter of 2021 as the first reference period and the same deadline as the Capital Requirements Directive (CRD IV) reports.

    DNB announced that a new version of the file "Required templates and filing indicators" has been made available. In the new version, DNB has indicated the templates that are mandatory, not allowed, or optional and with which value a filing indicator should be included in the XBRL report. This version applies to the Data Point Model (DPM) 3.1 and is valid from reference period September 2021 onward. This version includes addition of new templates in Supervisory Benchmarking Portfolio Initial Market Valuation (SBP IMV) and Supervisory Benchmarking Portfolio Risk Measures (SBP RM) modules. This version also includes changes to NSFR, REM BM, REM HE, and COREP FRTB modules. DNB has also updated the earlier version of “Required templates and filing indicators” for DPM 3.0. The update includes the correction of second-level completeness check for COREP FRTB. Additional key reporting updates are as follows:

    • DNB has published additional data quality checks related to reference period December 2021 (run from January 01, 2022).
    • DNB notified that Supervisory Fees reporting obligation has been available in DLR as of November 02, 2021 for the banks and branches that must submit a separate report. The report was to be submitted by November 11, 2021.
    • DNB has started a process to optimize the validation of XBRL reports via DLR to provide the reporting institutions faster feedback on the validation results. As a first step, from October 22, 2021 to November 23, 2021, an XML file will be provided in the DLR, in addition to the validation report in Excel and the separate log files with notifications on validation rules and filing rules. The XML file serves as a replacement for the log files and will contain all notifications on validation rules and filing rules. Afterward, the separate log files with the notifications on validation will no longer be offered in the DLR. With effect from October 22, 2021, both an XML file and a txt file containing all validation results will be made available in the DLR for the validation of the auditor's report.

     

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    Keywords: Europe, Netherlands, Banking, Reporting, DPM 3.0, DPM 3.1, XBRL, COREP, CRD IV, Basel, DLR, FRTB, Market Risk, Data Quality Checks, Validation Rules, DNB 

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