BOT Publishes Reporting Documents for TFRS 9 and Financial Data Set
BOT published Version 2.1 of “Financial Institution Data Set Document” and “Financial Institution Data Set Manual,” which will be effective from January 01, 2020. BOT also published XML Schema for the accounting standard TFRS 9 and for the financial market data set. XML Schema related to TFRS 9 have been released for Thai commercial banks, foreign bank branches, finance companies, and credit foncier companies. XML Schema for the financial market data set have been released for Thai commercial banks, foreign bank branches, and specialized financial institutions. The schema will be effective from January 2020.
The “Financial Institution Data Set Document” provides information on the data sets to be submitted to BOT for the Data Management System project. Most of the existing data submissions to BOT will be replaced by these data sets. The data sets will be based on the industry open standard XML format, and will be electronically submitted to BOT via the BOT Electronic Report Submission system. This document is divided into four sections—data set summary, data set data element, data type, and schema type and group. Financial institution data set manual provides validation rule and information on the data sets to be submitted to BOT for the Data Management System project. This manual is divided into three sections—schema validation, data set validation, and cross validation.
Related Links (in Thai)
- FinanciaI Institution Data Set Document, Version 2.1 (ZIP)
- Financial Institution Data Set Manual, Version 2.1 (ZIP)
- Financial Data Set
Effective Date: January 2020
Keywords: Asia Pacific, Thailand, Banking, Reporting, Financial Data Set, XML Schema, TFRS 9, Validation Rules, IFRS 9, BOT
Featured Experts
Metin Epözdemir
Metin Epözdemir helps European and African banks with design and implementation of credit risk, stress testing, capital management, and credit loss accounting solutions.
Masha Muzyka
CECL, IFRS 9, and IFRS 17 expert; credit risk and insurance risk specialist; strategic planning and credit analytics solutions consultant
María Cañamero
Skilled market researcher; growth strategist; successful go-to-market campaign developer
Previous Article
Peter Kohlhagen on Capital Framework for Private Health InsurersRelated Articles
BIS Report Notes Existing Gaps in Climate Risk Data at Central Banks
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.
EBA Publishes Multiple Regulatory Updates for Regulated Entities
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.
APRA Consults on Prudential Standard for Operational Risk
The Australian Prudential Regulation Authority (APRA) is seeking comments, until October 21, 2022, on the introduction of CPS 230, which is the new cross-industry prudential standard on operational risk management.
EC Amends Rule on Securitizations; ESRB Updates Reciprocation Measures
The European Commission published a Delegated Regulation 2022/1301 on the information to be provided in accordance with the simple, transparent, and standardized (STS) notification requirements for on-balance-sheet synthetic securitizations.
APRA Announces Revisions to Capital Framework for Banks
The Australian Prudential Regulation Authority (APRA) is announced revisions to the capital framework for authorized deposit-taking institutions to implement the "unquestionably strong" capital ratios and the Basel III reforms.
EBA Examines Remuneration Data and Use of Large Exposure Exemptions
The European Banking Authority (EBA) published a report that examines the use of certain exemptions included in the large exposures regime under the Capital Requirements Regulation (CRR).
UK Authorities Publish Discussion Paper on Critical Third Parties
The Bank of England (BoE), the Prudential Regulation Authority (PRA), and the Financial Conduct Authority (FCA) published a joint discussion paper that sets out potential measures to oversee and strengthen the resilience of services provided by critical third parties to the financial sector in UK.
BoE Issues Update on Ongoing Data Transformation Program
The Bank of England (BoE) issued a communication to firms to provide an update on the progress of the joint data transformation program—which is being led by BoE, the Financial Conduct Authority (FCA), and the industry—for the financial sector in UK.
EBA Issues Draft Methodology and Templates for 2023 Stress Tests
The European Banking Authority (EBA) published the draft methodology, templates, and template guidance for the European Union-wide stress test in 2023.
EBA Issues SREP Guidelines and Standards for Investment Firms
The European Banking Authority (EBA) and the European Securities and Markets Authority (ESMA) jointly published the final guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP) for investment firms.
