ECB updated the documentation for banking groups subject to direct reporting of Securities Holdings Statistics Group (SHSG) data. ECB has updated the documents on code list repository and data validation rules. The specific code lists for the SHSG data collection are defined in the code list repository. 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. The updates in the data validation rules include inclusion of check numbers to all IP4 related checks. The updated list includes inclusion of NL2_8 code to the organization list. ECB also updated the SHSG Metrics schema and example for Structured data quality metrics exchange.
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. Starting with data relating to the reference period end-September 2018, the data collection had been extended to comprise more banking groups and more attributes. Since then, the reporting population has expanded to cover all banking groups that are directly supervised by ECB.
- Code List Repository (XLSX)
- Data Validation Checks (XLSX)
- Data Quality Metrics Schema and Example (ZIP)
- SHS Documentation
- SHS Overview
Keywords: Europe, EU, Banking, Securities, SHS, Code List, Validation Rules, Data Collection, Statistical Reporting, ECB
Previous ArticleBIS and BoE Launch Innovation Hub in London
APRA issued a letter on the loss-absorbing capacity (LAC) requirements for domestic systemically important banks (D-SIBs) and published a discussion paper, along with the proposed the prudential standards on financial contingency planning (CPS 190) and resolution planning (CPS 900).
The European Commission (EC) launched a call for evidence, until March 18, 2022, as part of a comprehensive review of the macro-prudential rules for the banking sector under the Capital Requirements Regulation (CRR) and Directive (CRD IV).
The Financial Stability Board (FSB) published a report that sets out good practices for crisis management groups.
The Australian Prudential Regulation Authority (APRA) found that Heritage Bank Limited had incorrectly reported capital because of weaknesses in operational risk and compliance frameworks, although the bank did not breach minimum prudential capital ratios at any point and remains well-capitalized.
The Office of the Superintendent of Financial Institutions (OSFI) released the annual report for 2020-2021.
Through a letter addressed to the banking sector entities, the Office of the Superintendent of Financial Institutions (OSFI) announced deferral of the domestic implementation of the final Basel III reforms from the first to the second quarter of 2023.
EIOPA recently published a letter in which EC is informing the European Parliament and Council that it could not adopt the set of draft regulatory technical standards for disclosures under the Sustainable Finance Disclosure Regulation (SFDR) within the stipulated three-month period, given their length and technical detail.
The Financial Conduct Authority (FCA) published the third in a series of policy statements that set out rules to introduce the UK Investment Firm Prudential Regime (IFPR), which will take effect on January 01, 2022.
The Australian Prudential Regulation Authority (APRA) published, along with a summary of its response to the consultation feedback, an information paper that summarizes the finalized capital framework that is in line with the internationally agreed Basel III requirements for banks.
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) issued a consultative report focusing on access to central counterparty (CCP) clearing and client-position portability.