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.
- Reporting Templates (XLSX)
- Code List Repository (XLSX)
- Reporting Format Documentation (DOCX)
- Data Validation Checks (XLSX)
- SHS Documentation
- SHS Overview
Keywords: Europe, EU, Banking, Securities, SHS, SHS Regulation, Code List, Validation Checks, Data Collection, Reporting, Templates Statistics, ECB
Previous ArticleDNB Releases Multiple Reporting Updates for Banks
The Australian Prudential Regulation Authority (APRA) has published the findings of its latest climate risk self-assessment survey conducted across the banking, insurance, and superannuation industries.
The French Prudential Supervisory Authority (ACPR) published a notice related to the methods for calculating and publishing prudential ratios under the Capital Requirements Directive (CRD IV) and the minimum requirement for own funds and eligible liabilities (MREL).
The Financial Stability Institute (FSI) of the Bank for International Settlements recently published a paper proposing a framework for classifying financial stability regulation as either entity-based or activity-based.
The European Insurance and Occupational Pension Authority (EIOPA) published the risk dashboard based on Solvency II data and the final version of the application guidance on climate change materiality assessments and climate change scenarios in the Own Risk and Solvency Assessment (ORSA).
The European Banking Authority (EBA) and the European Central Bank (ECB) published their responses to the consultations of the International Sustainability Standards Board (ISSB) and the European Financial Reporting Advisory Group (EFRAG) on sustainability-related disclosure standards.
A Consultative Group on Risk Management (CGRM) at the Bank for International Settlements (BIS) published a report that examines incorporation of climate risks into the international reserve management framework.
The European Banking Authority (EBA) published the final guidelines on liquidity requirements exemption for investment firms, updated version of its 5.2 filing rules document for supervisory reporting, and Single Rulebook Question and Answer (Q&A) updates in July 2022.
The European Insurance and Occupational Pensions Authority (EIOPA) published Version 2.8.0 of the Solvency II data point model (DPM) and XBRL taxonomy.
The European Union published, in the Official Journal of the European Union, an opinion from the European Economic and Social Committee (EESC); the opinion is on the proposal for a regulation to amend the Capital Requirements Regulation (CRR).
HM Treasury published a draft statutory instrument titled “The Financial Services (Miscellaneous Amendments) (EU Exit) Regulations 2022,” along with the related explanatory memorandum and impact assessment.