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Issues of concern at COREP ON 15 . September 2004

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.

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Issues of concern at COREP ON 15 . September 2004

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  1. 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.

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

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

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

  5. COREP OBJECT-Hierarchy Exposure classes … • Central • Governments… 2. Institutions 2.1 2.2 2.3 Data mapping III All items of an object are built up in an object hierarchy.

  6. COREP OBJECT-Hierarchy Exposure classes … 1.Central Governments… 2. Institutions 2.1 2.2 2.3 Data mapping IV A hierarchy and its objects are described with tables in an excel file.

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

  8. 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.

  9. COREP XML DATA MATRIX XBRL SDMX Other formats 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.

  10. COREP Formatting into XBRL XBRL taxonomy Labels 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. Calculations XBRL specific XML schema References Definitions Presentation

  11. 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.

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