CEN/WS XBRL

1. CEN/WS XBRL CWA1: DPM Meta model 10 December, 2013 KatrinHeinze, Bundesbank CWA1

2. DPM representation • Definition of a Data Point Model • DPM is a dictionary of business concepts and their properties • used in tables (explicitly indicated in annotation) • identifying the content of every data point and • its relation to other data points. Developed by: EIOPA EBA represented in Data Point Model represented in

3. Identified obstacles with DPMs • Background for the development • ambiguity in the understanding of the concept of a Data Point Model • missing rule set to be followed in the process of Data Point modelling • different constraints depending on the field of application • missing abstraction layer to ease the understanding for IT experts • missing description of the relations between the different components of a Data Point Model

4. Objectives: DPM Meta model • Objectives • represent the requirements of European reporting frameworks in a data model • link the business requirements with the technical transfer format • describes the rules to be recognised in the process of modelling • The Data Point Meta Model should provide • (1) the model components for the creation of a formal model on sets of data points for European supervisory reporting frameworks, • (2) rules on how to combine these components and • (3) the meaning (semantic) of the components and their relations. • Similar to a model construction kit for toys it provides the modelling principles with all characteristics available for use by the modeller.

5. Multidimensional terminology Total Domain European countries France Spain Hierarchy Austria List of Countries Belgium Germany Dimension Italy Other than European countries Japan USA

6. Multidimensional terminology - samples • Domain • A Domain is a classification system to categorize items that share a common semantic identity. A Domainprovides therefore an unambiguous collection of items in a value range. The items of a Domaincan have a definite, and therefore countable, number of items, or an infinite number of elements that follow a specific (syntax) pattern. • Dimension • A Dimension is a data set to one characteristic area which is composed of individual and non-overlapping data elements. In the context of a data point model Dimensionsare used to group information in a meaningful way. Dimensions are used to define "by" conditions and provide structured information to describe a data point in detail.

7. Concept of modelling Metaphor Meta model modelling approach Reality model representation Objekt system Model system modelling objectives construction interpretation Modeller

8. Process of DPM modelling

9. Levels of meta modelling Meta meta model Meta modelling language defines notation conforms to conforms to described by Meta model Modelling language defines notation conforms to described by Data Point Model represented by

10. UML Meta model for DPM UML Model UML defines notation Decisions taken on the modelling approach for the DPM Meta model conforms to conforms to described by Data Point Meta model UML + OCL defines notation conforms to described by Data Point Model • OCL (Object Constraint Language) is a formal language for specifications. It refers to an UML model to describe constraints about the objects in the model. represented by

11. Perspectives of a meta model • Different perspectives on the meta model • Perspectives reduce the complexity and provide views on different aspects of the object system • Perspectives needed to be consistent and complete as a whole Side view Front view modelling Inconsistency Top view Object system Model system

12. DPM model perspectives • Perspectives on the DPM Meta Model • Structural • Versioning • Dimension Validation • Hierarchical • Presentation

13. Constraints on the DPM modelling • Definition of constraints • General constraints on DPMs • Data warehouse specific constraints • European XBRL Taxonomy specific constraints

14. UML Meta model for DPM • The DPM Meta Model • eases the understanding of DPMs for IT experts by using the standard modelling language UML, • reduces the complexity of DPMs by showing only the relevant aspects, • provides syntax and semantics to ease the automation of IT tasks • like generating data formats for the reporting process or • validation checks on basis of the constraints defined, • enables the derivation of a database design (relational as well as multidimensional).

15. Model-2-Model transformation • Explanation of the correspondence of model graphs via graph transformation by using the Triple Graph Grammar • Here: mapping between DPM and XBRL Domain graphXBRL correspondence graph Domain graph (DPM)

16. Model-2-Model transformation • Future fields of application • Here: mapping between DPM and SDMX Domain graph (SDMX) Domain graph (DPM) correspondence graphs

17. Further CWA1 deliverables European data point methodology Guidelines for data point modelling European XBRL Taxonomy Architecture Europeanreportingframeworks XBRL taxonomy Data Point Model represented by transformed by conforms to XBRL instances European Filing Rules

18. Thanks for your attention katrin.heinze@bundesbank.de Comments or questions? Page 18 CWA1