Featured Product

    DNB on Reporting Specifications for Benchmarking of Internal Models

    September 20, 2019

    DNB has issued certain changes and specifications related to submission of the supervisory benchmarking portfolios (SBP) in context of the Data Point Model (DPM) 2.9. The entry points of all the Supervisory Benchmarking reports will change with the introduction of DPM 2.9.

    Under DPM 2.9, the SBP_CON and SBP_IND modules have been split into separate modules for SBP Credit Risk (CR) and SBP Market Risk (RM). In concrete terms, this means that the COREP_CON and COREP_IND modules have been removed. Instead, the new modules SBP_CR_CON, SBP_CR_IND, SBP_RM_CON and SBP_RM_IND have been introduced. The reporting requirements in Digital Reporting Portal (Digitaal Loket Rapportages, or DLR) will be adjusted accordingly. 

    DNB notified that as of the reference period from September 2019, the Supervisory Benchmarking Internal Market Valuation (IMV) report should be submitted as the first modular release of Data Point Model (DPM) 2.9. The other Supervisory Benchmarking reports—Credit Risk and Market Risk—should be submitted for the first time via DPM 2.9 for reference periods of December 2019 and January 2020, respectively. The modular release of Resolution, COREP, COREP LCR DA, and FINREP reports will take place as of reference period of December 2019, March 2020, April 2020, and June 2020, respectively.

     

    Related Links

    Keywords: Europe, Netherlands, Banking, Reporting, DPM 2.9, Supervisory Benchmarking, DLR, Internal Market Valuation, Credit Risk, Market Risk, Internal Models, DNB

    Featured Experts
    Related Articles
    News

    MAS Amends Notice 610 on Reporting Templates for Banks in Singapore

    MAS published amendments to Notices 610 and 1003 related to submission of statistics and returns, along with the reporting templates and frequently asked questions (FAQs) associated with these Notices.

    January 24, 2020 WebPage Regulatory News
    News

    HKMA Updates Policy Module on Supervisory Review Process

    HKMA is issuing, by notice in the Gazette, revised versions of two Supervisory Policy Manual modules as statutory guidelines under section 7(3) of the Banking Ordinance. The Supervisory Policy Manual modules are CA-G-5 on “Supervisory Review Process” and SB-2 on “Leveraged Foreign Exchange Trading.”

    January 24, 2020 WebPage Regulatory News
    News

    PRA Amends Pillar 2 Capital Framework for Banks

    PRA published the policy statement PS2/20 that contains the final amendments to the Pillar 2 framework and provides feedback to responses to the consultation paper CP5/19 on updates related to Pillar 2 capital framework.

    January 23, 2020 WebPage Regulatory News
    News

    FED Proposes to Revise Information Collection Under Market Risk Rule

    FED proposed to revise and extend, for three years, FR 4201, which is the information collection under the market risk capital rule.

    January 22, 2020 WebPage Regulatory News
    News

    HKMA Consults on Stay Rules on Financial Contracts Under FIRO

    HKMA published proposals for making rules related to contractual stays on termination rights in financial contracts for authorized institutions under FIRO or the Financial Institutions (Resolution) Ordinance (Cap. 628).

    January 22, 2020 WebPage Regulatory News
    News

    MAS Amends Notices on Minimum Liquid Asset Requirements for Banks

    MAS published amendments to Notices 1015, 613, and 649 related to the minimum liquid assets (MLA) requirements.

    January 21, 2020 WebPage Regulatory News
    News

    APRA Publishes Submission on Fintech and Regtech

    APRA published its submission, to the Senate Select Committee, on financial technology and regulatory technology.

    January 21, 2020 WebPage Regulatory News
    News

    OSFI to Implement Operational Risk Capital Rules for Banks in Q1 2022

    OSFI decided to move domestic implementation of the revised Basel III operational risk capital requirements from the first quarter of 2021 to the first quarter of 2022.

    January 20, 2020 WebPage Regulatory News
    News

    ECB Consults on Guideline on Threshold for Credit Obligations Past Due

    ECB published a draft guideline, along with the frequently asked questions (FAQs), on the definition of the materiality threshold for credit obligations past due for less significant institutions.

    January 20, 2020 WebPage Regulatory News
    News

    OSFI Consults on Instruction Guide for Termination of Pension Plan

    OSFI is consulting on draft revisions to the instruction guide for termination of a defined benefit pension plan.

    January 20, 2020 WebPage Regulatory News
    RESULTS 1 - 10 OF 4530