COREP Issues of concern at COREP ON 15

  • Slides: 11
Download presentation
COREP Issues of concern at COREP ON 15. September 2004 The common framework should:

COREP Issues of concern at COREP ON 15. September 2004 The common framework should: be flexible enough so that countries are able to choose the level of details in the reporting. define each reporting items in a unique way. provide the references to the relevant directives. be independent of any reporting standard protocol.

Data modelling COREP Task: Take the information out of the templates and put into

Data modelling COREP Task: Take the information out of the templates and put into the data model. BASEL II OBJECT-MODEL REPORT SA CRM Techniques IRB AIRB SA FIRB EQUITY

Data mapping I COREP The dimensions are identified and objects are built. EXPOSURE TYPES

Data mapping I COREP The dimensions are identified and objects are built. EXPOSURE TYPES BASEL II EXPOSURE CLASSES IRB CRM TECHNIQUES

Data mapping II COREP EXPOSURE TYPES The established data objects are represented inside an

Data mapping II COREP EXPOSURE TYPES The established data objects are represented inside an overview table. BASEL II EXPOSURE CLASSES CRM TECHNIQUES

COREP Data mapping III All items of an object are built up in an

COREP Data mapping III All items of an object are built up in an object hierarchy. OBJECT-Hierarchy Exposure classes … 1. Central 2. Governments… 2. 1 2. 2 2. Institutions 2. 3

Data mapping IV COREP A hierarchy and its objects are described with tables in

Data mapping IV COREP A hierarchy and its objects are described with tables in an excel file. OBJECT-Hierarchy Exposure classes … 1. Central Governments… 2. 1 2. 2 2. Institutions 2. 3

COREP EXPOSURE TYPES ITEM Data mapping V Every position inside one template can be

COREP EXPOSURE TYPES ITEM Data mapping V Every position inside one template can be located as a connection of items of all involved objects. position EXPOSURE CLASSES ITEM CRM TECHNIQUES ITEM

COREP Data model hierarchy This graphic shows a snap shot of a possible hierarchy

COREP Data model hierarchy This graphic shows a snap shot of a possible hierarchy which could be built on the basis of the prepared excel tables.

COREP Transformation into a data format On the basis of the data model represented

COREP Transformation into a data format On the basis of the data model represented inside the data matrix table and further object tables it is now possible to transform the data model into a specific data format. XML DATA MATRIX XBRL SDMX Other formats

COREP Formatting into XBRL The data model contains also all attributes which are needed

COREP Formatting into XBRL The data model contains also all attributes which are needed to build a XBRL taxonomy. So it will be possible to integrate labelling, calculations and references to the directive. XBRL taxonomy Labels Calculations XBRL specific XML schema References Definitions Presentation

COREP Data model proposal The data model proposes: hierarchical tables that allows each country

COREP Data model proposal The data model proposes: hierarchical tables that allows each country to choose its level of details. unique definition for each item. all the necessary references to the relevant directives. an architecture suitable to any reporting standard.