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    ECB Updates Documentation on SHS Reporting by Banks

    April 06, 2020

    ECB updated the documentation for banking groups subject to direct reporting of Securities Holdings Statistics Group (SHSG) data to ECB. The updated documents are Excel views of the reporting templates, code list repository, documentation on reporting format, 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 reporting templates specify and describe the attributes of the input fields for the SHSG data collection. All attributes flagged as mandatory must be filled in the files to be submitted (except where stated otherwise in the respective templates). Some attributes are coded (that is, only values from the corresponding code list can be reported) while other attributes only have to comply with certain formats (for example, the format for securities with an International Securities Identification Number or ISIN). This recent update includes changes to sheets named RepSchemeforISINs, RepSchemeforNonISINs, and RepSchemeHolderInfEntity.

    The updates in the code list repository include inclusion of code 99 for the identification of assets not recognized on the balance sheet, inclusion of code 99 for the identification of positions deducted from own funds, among others updates. The reporting format documentation provides guidance and more detailed information on the requirements for the direct reporting on securities holdings, including any additional requirements that may not be included in the guidance notes on the SHS Regulation. The material complements the reporting templates and the code list repository. The changes in the reporting format document includes changes in "SHSG input feed - Holdings of ISIN securities" section of the document. 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. 


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    Keywords: Europe, EU, Banking, Securities, SHS, SHS Regulation, Code List, Validation Checks, Data Collection, Reporting, Templates Statistics, ECB

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