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 ArticleCMF Announces More Measures to Mitigate Impact of COVID-19 Outbreak
The European Banking Authority (EBA) has published the final templates, and the associated guidance, for collecting climate-related data for the one-off Fit-for-55 climate risk scenario analysis.
The European Banking Authority (EBA) recently published a report that recommends enhancements to the Pillar 1 framework, under the prudential rules, to capture environmental and social risks.
As a follow on from its prudential standard on the treatment of crypto-asset exposures, the Basel Committee on Banking Supervision (BCBS) proposed disclosure requirements for crypto-asset exposures of banks.
The Basel Committee on Banking Supervision (BCBS) and the European Banking Authority (EBA) have published results of the Basel III monitoring exercise.
The Prudential Regulation Authority (PRA) recently issued a few regulatory updates for banks, with the updated Basel implementation timelines being the key among them.
The U.S. Department of the Treasury has recently set out the principles for net-zero financing and investment.
The European Commission (EC) launched a stakeholder survey on the draft International Guiding Principles for organizations developing advanced artificial intelligence (AI) systems.
The finalization of the two sustainability disclosure standards—IFRS S1 and IFRS S2—is expected to be a significant step forward in the harmonization of sustainability disclosures worldwide.
Decentralized finance (DeFi) is expected to increase in prominence, finding traction in use cases such as lending, trading, and investing, without the intermediation of traditional financial institutions.
The Basel Committee on Banking Supervision (BCBS) published reports that assessed the overall implementation of the net stable funding ratio (NSFR) and the large exposures rules in the U.S.