The European Banking Authority: an overview

17th Eurofiling WorkshopNew COREP & FINREP Carlos MartinsInformation Technologies, EBA19 June 2013 | London 2012 | EBA | European Banking Authority##COREP & FINREP developmentLegal and reporting frameworks ITS DevelopmentCRD IVCRRReportingTemplatesReportingInstructionsData PointModelXBRLTaxonomies##2Business representation of reporting requirements

Dimensional categorisation of template componentsDefinition of hierarchies, validations, and legal references

DPM data stored in a formal metamodel

Technical representation of data exchange content and format

COREP & FINREP developmentTemplates design1Taxonomy generation4Data modeling2Metadata loading3

Business expertsIT experts

##DPM processCOREP & FINREP developmentTemplates design1Taxonomy generation4Data modeling2Metadata loading3

Business expertsIT experts

Quality checks##DPM database overviewTemplatesFrameworkAxisOrdinateTableTable GroupCellTable VersionDictionaryDomainHierarchyNodeMemberDimensionMetricValidationsValidation RuleExpressionPre-ConditionVariableScopeDimensional ModellingOrdinate CategorisationData PointsData PointContextData Point VersionData Point CategorisationReferencesLegal DocumentTextArticle/ParagraphReference Categorisation##DPM database base model

##DPM database validations model

##DPM quality checksDictionary of conceptsDomainsDimensionsMembersHierarchiesReferential integrityRepeated definitionsObsolete items1 Repeated or wrong allocation of Members to Dimensions or Hierarchies Structure of hierarchies (levels, aggregations)Relations of dictionary items2Tables with repeated DimensionsTables with repeated Data PointsTable modelling3 Cells without Metric and/or without Dimensions Cells with repeated Member Cells with equal definition (same Data Point)Cells definition4Generation of explicit table-based formulas from Member Hierarchies (where implicit validations are defined)Business validations5##DPM statistics Tables and CellsFINREPCOREPTables10583Data Points6,68228,486##DPM statistics Tables and Cells

##DPM statistics Table Groups size##DPM statistics Domains, Dimensions, and Members

##DPM statistics Domains, Dimensions, and Members

##DPM statistics Tables.Dimensions MatrixCount Of MembersDIMENSIONSCount of TablesATYBASMCYAPREXCTRIMRWPRPCRMRSPRWSECBCPZUESEXTTSECFOTRTCQICQSSSTTCPDSTCPYIMSCEGCPSPAULTVMCGOGRPINRESINVMCURPRSECCREDIT RISK TABLESC 07.00.a242428171628815224112115C 07.00.b112817161115212112C 07.00.c2525217225816242112C 07.00.d252521722518216242114C 08.01.a28281917171912171271141114C 08.01.b33317171412177111112C 08.023131311717111712114112C 09.01.a777201920321110C 09.01.b333191918322110C 09.0215151515151553410C 09.0311114C 10.019988883411111C 10.02996666318C 11.004412104C 12.003939293929128222131114955117C 13.00464654464219840231193149121216C 14.00473433411353122112C 15.00555552128Count of Dimensions18181613131510693838253522227134542122121111##DPM statistics Data Points, and Contexts

##DPM statistics Hypercubes##DPM statistics Hypercubes##DPM statistics Cardinality of ContextsCount Of Data Points##DPM statistics Tables.Dimensions MatrixCount Of MembersFINREP TABLESF 01.01F 01.02F 01.03F 02.00F 03.01F 03.02F 03.03F 03.04F 03.05F 03.06F 03.07F 03.08F 03.09F 04.00F 05.01.aF 05.01.bF 05.01.cF 05.02F 06.01F 06.02F 07.00F 08.01F 08.02F 09.00F 10.01F 10.02F 11.01.aF 11.01.bF 11.02F 12.00.aF 12.00.bF 13.00F 14.01F 14.02F 14.03F 14.04F 14.05.aF 14.05.bF 14.06F 15.01F 15.02F 16.00F 17.01.aF 17.01.bF 17.02F 17.03F 17.04F 17.05.aF 17.05.bF 17.06F 18.00F 19.00F 20.00F 21.01F 21.02F 21.03F 21.04F 23.01F 23.02F 23.03F 24.00F 25.01F 25.02F 26.00F 27.01F 27.02F 27.03F 28.01F 28.02F 28.03F 29.01.aF 29.01.bF 29.02F 29.03F 30.00F 31.01F 31.02F 32.01F 32.02.aF 32.02.bF 32.03.aF 32.03.bF 32.04.aF 32.04.bF 33.00.aF 33.00.bF 34.00.aF 34.00.bF 35.01.aF 35.01.bF 35.01.cF 35.01.dF 35.02F 36.01.aF 36.01.bF 36.01.cF 36.02.aF 36.02.bF 36.02.cF 37.00.aF 37.00.bF 37.00.cF 38.00.aF 38.00.bF 38.00.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statistics Tables.Dimensions MatrixCount Of MembersCOREP TABLESC 01.00C 02.00C 03.00C 04.00C 05.01C 05.02C 06.00C 07.00.aC 07.00.bC 07.00.cC 07.00.dC 08.01.aC 08.01.bC 08.02C 09.01.aC 09.01.bC 09.02C 09.03C 10.01C 10.02C 11.00C 12.00C 13.00C 14.00C 15.00C 16.00.aC 16.00.bC 17.00.aC 17.00.bC 18.00C 19.00C 20.00C 21.00C 22.00C 23.00C 24.00C 25.00C 26.00C 27.00C 40.00C 41.00C 42.00C 43.01C 43.02C 43.03C 44.00C 45.01C 45.02C 46.01C 46.02C 46.03C 51.01.aC 51.01.bC 51.02.aC 51.02.bC 51.03.aC 51.03.bC 51.04.aC 51.04.bC 52.01.aC 52.01.bC 52.02.aC 52.02.bC 52.02.cC 52.02.dC 52.03.aC 52.03.bC 52.04.aC 52.04.bC 53.01.aC 53.01.bC 53.02.aC 53.02.bC 53.02.cC 53.02.dC 53.03.aC 53.03.bC 60.01.aC 60.01.bC 60.02.aC 60.02.bC 61.00.aC 61.00.b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statistics HighlightsCOREP tables are larger (ratio Data Points/Tables)COREP tables have a more complex layout (ratio Shaded Cells/Total Cells)Credit Risk represents 50% of all ITS data points (Credit Risk + Market Risk represent 67% of all ITS)COREP and FINREP data are mostly unrelated (very few domain members are shared)Majority of data points with unique dimensional context (78% of FINREP, and 66% of COREP)The dimensional model is extremely sparse:243 distinct combinations of dimensions for 6.682 FINREP data points535 distinct combinations of dimensions for 28.486 COREP data points(of which 15% apply to 80% of data points, and 50% define less than10 data points)COREP concepts are more complex (larger number of dimensions required for defining data points: on average, 8 for COREP vs. 5 for FINREP)The DPM was defined for data collection (not for data analysis)Analytical models will be also very challenging (especially for COREP, which is more heterogeneous)

##Thank you for your attentionCarlos MartinsIT Information Manager+44 (0) 20 7382 1766carlos.martins@eba.europa.eu##Sheet1FrameworkTable GroupCount Of TablesCount Of CellsTotalDataShadedFINREP1058,6416,9891,65219%FINREP part 1421821800%FINREP part 2161,4341,08235225%FINREP part 3312,8902,10378727%FINREP part 4239327611730%FINREP part 524443406378%Asset encumbrance221,3251,237887%Forbearance368467771%Non performing31,25499026421%COREP8367,48228,53638,94658%Capital Adequacy677152524632%Credit Risk1840,69117,62723,06457%Market Risk820,1826,28613,89669%Operational Risk461339322036%Group Solvency1534948%Large Exposures283701316%Leverage Ratio1253330522843%Liquidity Coverage Ratio262,3461,52282435%Net Stable Funding Ratio62,2101,75945120%TOTAL18876,12335,52540,59853%100%

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Sheet3

Sheet1FrameworkTable GroupCount Of TablesData CellsCount Of DistinctDomainsDimensionsMembersFINREP1056,98926552.155110.0FINREP part 14218671.216523.6FINREP part 2161,08210141.41047.4FINREP part 3312,10315251.726010.4FINREP part 42276681.3627.8FINREP part 52440612221.82119.6Asset encumbrance221,23714241.71174.9Forbearance36777111.6383.5Non performing39908111.4464.2COREP8328,53633742.21,02713.9Capital Adequacy652516241.525110.5Credit Risk1817,62720371.92797.5Market Risk86,28614161.124615.4Operational Risk4393991.0515.7Group Solvency149561.2467.7Large Exposures270781.1648.0Leverage Ratio1230516231.41586.9Liquidity Coverage Ratio261,52215302.01304.3Net Stable Funding Ratio61,75914221.6763.5TOTAL18835,525401002.51,48714.91.0FrameworkIDTableGroupCodeCount Of DimensionsCount Of Members

1FINREP part 1716523.61FINREP part 2141047.41FINREP part 32526010.41FINREP part 48627.81FINREP part 5222119.61Asset encumbrance241174.91Forbearance11383.51Non performing11464.2

2Capital Adequacy2425110.52Credit Risk372797.52Market Risk1624615.42Operational Risk9515.72Group Solvency6467.72Large Exposures8648.02Leverage Ratio231586.92Liquidity Coverage Ratio301304.32Net Stable Funding Ratio22763.52972304

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Sheet3

Sheet1FrameworkTable GroupCount Of TablesCount Of DistinctDomainsDimensionsMembersFINREP10522552.555110.0FINREP part 14671.216523.6FINREP part 21610141.41047.4FINREP part 33115251.726010.4FINREP part 42681.3627.8FINREP part 52412221.82119.6Asset encumbrance2214241.71174.9Forbearance37111.6383.5Non performing38111.4464.2COREP8333742.21,02713.9Capital Adequacy616241.525110.5Credit Risk1820371.92797.5Market Risk814161.124615.4Operational Risk4991.0515.7Group Solvency1561.2467.7Large Exposures2781.1648.0Leverage Ratio1216231.41586.9Liquidity Coverage Ratio2615302.01304.3Net Stable Funding Ratio614221.6763.5TOTAL188411002.41,48714.91.0

FINREPCOREPData Cells6,98728,533Data Points6,68295.63%28,48699.84%

Distinct Dimensional Contexts5,20877.94%18,88966.31%

Data Points with same Context

(and different Metrics)14,26881.95%15,06379.74% 294018.05%3,82620.26% 32765.30%1,6208.58% 5791.52%9344.94% 10130.25%730.39%

Sheet2

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