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XBRL DATA COLLECTION AT THE SRB25th XBRL Europe16 June 2020Presenter: Jean-Philippe BOHY
THE SRB IS THE SECOND PILLAR OF THE BANKING UNIONBANKING UNIONSRMSingle ResolutionMechanism - SRBPillar IIIwith National CompetentAuthorities (NCAs)Pillar IISingle SupervisoryMechanism - ECBPillar ISSMwith National ResolutionAuthorities (NRAs)European DepositInsurance Scheme2XBRL Data Collection at the SRBJun 2020
THE MISSION AND THE ROLE OF THE SRBM I S S .I O NThe mission of the SRB is to ensure anorderly resolution of failing banks withminimum impact on the real economy andthe public finances of the participatingMember States of the Banking Union.ROLEThe role of the SRB is proactive: ratherthan waiting for resolution cases tomanage, the SRB focuses on resolutionplanning and enhancing resolvability, toavoid the potential negative impacts of abank failure on the economy and financialstability3XBRL Data Collection at the SRBThere is a need for structured data to calculate MREL targets to calculate the contribution to theSingle Resolution Fund to build the resolution plansJun 2020
RESOLUTION TAXONOMY EBA EXTENSION (1/2)Collaboration between the EBA and the SRBto have one Resolution Reporting FrameworkSRB RES010103Publication ofthe SRBtaxonomy forLiability DataTemplate2017 cycle(Excel andXBRL allowed)2016SRB RES020001Publication ofthe SRBtaxonomy forLiability DataTemplate2018 cycle(Excel andXBRL allowed)Sep2017May2018Publication ofthe EBA 2.8ReportingFramework(including thefirst EBAreporting onresolution)4XBRL Data Collection at the SRBSRB RES030002Publication of theSRB extension ontop of EBA2.8 forLiability Data Reportfor 2019 cycleXBRL only30 Sep2018Aug2019Publication ofthe EBA 2.9ReportingFrameworkSRB RES040003Publication of theSRB extension on topof EBA 2.9 forResolution Reportingfor 2020 cycle (LDR,CFR, FMIR, CIR onresolution)XBRL only30 Sep2019July2020SRB RES050x0xPublication of theSRB extension ontop of EBA 2.10 forResolution Reportingfor 2021 cycle (LDR,CFR, FMIR, CIR onresolution)XBRL only30 Sep2020Publication ofthe EBA 2.10ReportingFrameworkJun 2020
RESOLUTION TAXONOMY EBA EXTENSION (2/2)SRB RES010103Entry points:ldt conldt-ind-othldt-ind-poeldt-res2016SRB RES020001Entry points:ldt y point:RESOL5XBRL Data Collection at the SRBSRB RES030002Entry points:ldt conldt-ind-othldt-ind-poeldt-resSep2018Aug2019SRB RES040003Entry indfmi-conldt conldt-ind-othldt-ind-poeldt-resSep2019Aug2020EBA RES010100EBA RES010101Entry points:RESOL CONRESOL INDEntry points:RESOL CONRESOL INDSRB RES050x0xEntry indfmi-conldt conldt-ind-othldt-ind-poeldt-resSep2020Jun 2020
DATA COLLECTION AT THE tion of liability Data,Critical Functions, FinancialMarket Infrastructures, CIR* onresolution.ScopeCollection of ex-ante contribution data,Contribution management information(IPC, AA, DCR, DGS, LOI)**Excel or XBRLXBRL onlyFormatCycleTaxonomyVersionSingleResolution nSRB RES010103SRB RES020001SRB RES030002SRB RES040003 &EBA RES010100SRB RES050x0x &EBA RES010101Resolution planand MREL F050101 & CMT010101SRF060x0x & CMT020x0xSingle ResolutionFund contributionscomputation* ITS on provision of information for the purpose of resolution, adopted by the European Commission in the Commission Implementing Regulation (CIR) 2018/1624 of 23 October 2018** Irrevocable Payment Commitment (IPC), Additional Assurance (AA), Data Check Replies (DCR), Deposit Guarantee Scheme (DGS), List of Institutions (LOI)6XBRL Data Collection at the SRBJun 2020
RESOLUTION DATA SUBMITTED TO THE SRBFOR SIGNIFICANT INSTITUTIONS (1/2)Resolution TemplatesTemplatecodeName of the template or group of templatesLiability Data Report (LDR)T 99.00Identification of entities and other reporting detailsT 01.00Liability structureT 02.00Own funds - regulatory requirementsT 03.01Intragroup liabilityT 03.02Intragroup guarantees receivedT 03.03Intragroup guarantees providedT 04.00Securities (including CET1, AT1 & Tier 2 instruments; excluding intragroup)T 05.01All deposits (excluding intra-group)T 06.01Other Financial liabilities (not included in other templates, excluding intragroup)T 07.00DerivativesT 08.00Secured Finance, excluding intragroupT 09.00Other Non-Financial liabilities (not included in other tabs, excluding intragroup)T 12.00CounterpartyCritical Function Report (CFR)T98.00General information (critical functions)T 20.01Critical functions - DepositsT 20.02Critical functions - LendingT 20.03Critical functions - Payments, Cash, Settlement, Clearing, CustodyT 20.04Critical functions - Capital MarketsT 20.05Critical functions - Wholesale fundingFinancial Market Infrastructures Report (FMIR)7T 30.00FMI services - Providers and usersT 31.00FMI services - Mapping to critical functionsT 32.00FMI services - Mapping to core business linesT 33.00FMI services - Key metricsXBRL Data Collection at the SRBJun 2020
RESOLUTION DATA SUBMITTED TO THE SRBFOR SIGNIFICANT INSTITUTIONS (2/2)Resolution TemplatesTemplatecodeName of the template or group of templatesCommentsCIR on Resolution for SIs and Cross Border LSIs under SRB remit8Z 01.00Organisational structureZ 02.00Liability StructureIncluded in LDRZ 03.00Own funds requirementsIncluded in LDRZ 04.00Intragroup financial connectednessIncluded in LDRZ 05.01Major counterparties (Liabilities)Z 05.02Major counterparties (off-balance sheet)Z 06.00Deposit insuranceZ 07.01Criticality assessment of economic functionsZ 07.02Mapping of critical functions to legal entitiesZ 07.03Mapping of core business lines to legal entitiesZ 07.04Mapping of critical functions to core business linesZ 08.00Critical servicesZ 09.00Users, providers and users - mapping to critical functionsZ 10.01Critical Information systems (General information)Z 10.02Mapping of information systemsXBRL Data Collection at the SRBIncluded in LDRIncluded in CFRIncluded in FMIRJun 2020
RESOLUTION DATA SUBMITED TO THE SRBFOR LESS SIGNFICANT INSTITUTIONSResolution TemplatesTemplatecodeName of the template or group of templatesENTITY INFORMATION, GROUP STRUCTURE, CONTACTS AND DEPENDENCIESZ 01.00Organisational structureINFORMATION ON ON- AND OFF-BALANCE SHEET ITEMSZ 02.00Liability StructureZ 03.00Own funds requirementsZ 04.00Intragroup financial connectednessZ 05.01Major counterparties (Liabilities)Z 05.02Major counterparties (off-balance sheet)Z 06.00Z 07.019Deposit insuranceCORE BUSINESS LINES, CRITICAL FUNCTIONS AND RELATED INFORMATION SYSTEMSAND FINANCIAL MARKET INFRASTRUCTURESCriticality assessment of economic functionsZ 07.02Mapping of critical functions to legal entitiesZ 07.03Mapping of core business lines to legal entitiesZ 07.04Mapping of critical functions to core business linesZ 08.00Critical servicesZ 09.00Users, providers and users - mapping to critical functionsZ 10.01Critical Information systems (General information)Z 10.02Mapping of information systemsXBRL Data Collection at the SRBJun 2020
SEQUENTIAL APPROACH FOR RESOLUTION DATA NRAsData from Significant Institutions (SI) and X-border LSIs under the SRB’s remitLDRCFRFMIRCIRSRB RES0400031 XBRL file4 XBRL filesSRB TaxonomyEBA TaxonomyEBA RES010100Data from Less Significant Institutions (LSI)RESOLEBA RES0101001 XBRL fileEBA Taxonomy10XBRL Data Collection at the SRBFile sentas-is1 XBRL fileEBA TaxonomyEBA RES010100Jun 2020
SUBMISSION FEEDBACKWebServerfeedbackin XML and HTML NRAsWebServerfeedbackin XML and ResolutionReportingDataFor 2020, JSON feedbackis not integrated in theXML/HTML feedback.For 2021 cycle, JSONfeedback integration underanalysis11XBRL Data Collection at the SRBJun 2020
2021 DATA COLLECTION TIMELINES2021TestPortalopenTaxonomyPublicationof the SRFcontribution(ex-Ante)SRF datacollectionBankDeadlinefor SRFex-antedeliveryTaxonomyPublicationof Resolutionreporting(LDR, CFR,FMIR and CIRon Resolution)12SRB Portal Open forSRF ContributionExcel and XBRLXBRL Data Collection at the SRBTestPortalopenResRepdatacollectionSRB Portal Open forResolution ReportingXBRL onlyBankDeadlinefor LDRdeliveryBankdeliveryDeadlinefor all otherResolutionreportsDeadlinefor all otherRESOLData sent tothe EBAJun 2020
Liability Data Template 2018 cycle (Excel and XBRL allowed) Publication of the SRB extension on top of EBA2.8 for Liability Data Report for 2019 cycle XBRL only . Z 10.02 Mapping of information systems 8 XBRL Data Collection at the SRB Jun 2020 RESOLUTION DATA SUBMITTED TO THE SRB FOR SIGNIFICANT INSTITUTIONS (2/2)
