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1 October 2006 Basel II - Solvency Ratio IT Implementation COREP Common Reporting Initiative by CEBS Daniel Hamm Katrin Schmehl Deutsche Bundesbank 6th.

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Presentation on theme: "1 October 2006 Basel II - Solvency Ratio IT Implementation COREP Common Reporting Initiative by CEBS Daniel Hamm Katrin Schmehl Deutsche Bundesbank 6th."— Presentation transcript:

1 1 October 2006 Basel II - Solvency Ratio IT Implementation COREP Common Reporting Initiative by CEBS Daniel Hamm Katrin Schmehl Deutsche Bundesbank 6th European Banking Supervisors XBRL Workshop 04. October 2006

2 2 October 2006 Solvency Ratio (many predefined templates), Flow and structure of banking supervisory information (status quo) Gateway solution (former used by automatic payment system) Paper copyExtraNet Internet e-business platform Data media …cartridge FD…. FD…

3 3 October 2006 Solvency Ratio (COREP and national templates), Flow and structure of banking supervisory information (preview) EMW FD….FD…

4 4 October 2006 Solvency Ratio: Using the Online Form Creating an online form of the template How to create an online form of a template XBRL Taxonomy = schema file +linkbase files (stored in database) Intermediate XMLXSL Stylesheet HTML result XBRL CORE API XBRL Core is a Java-based XBRL API XBRL Core reads the taxonomy, parses the information and creates one intermediate XML file This puts the parsing logic into Java objects, not into the.xsd stylesheet Simple stylesheets transforms XML to HTML

5 5 October 2006 Choice of the appropriate template

6 6 October 2006 Default view of a common template add. information in taxonomy

7 7 October 2006 Additional labels in the taxonomy

8 8 October 2006 Common template with filled values

9 9 October 2006 Quick validation results Error message: Please insert a number Affected cell is marked red

10 10 October 2006 Solvency Ratio: Using the Online Form Creating an online form of the template How to create an online form of a template XBRL Taxonomy = schema file +linkbase files (stored in database) Intermediate XMLXSL Stylesheet HTML result XBRL CORE API XBRL Core is a Java-based XBRL API XBRL Core reads the taxonomy, parses the information and creates one intermediate XML file This puts the parsing logic into Java objects, not into the.xsd stylesheet Simple stylesheets transforms XML to HTML

11 11 October 2006 Full schema validation Please insert a number <= 0

12 12 October 2006 Full XBRL reporting – sample instance document

13 13 October 2006 Different template style – a list style is defined in taxonomy

14 14 October 2006 Support of typed dimensions I add a new line

15 15 October 2006 Support of typed dimensions II new line is added

16 16 October 2006 Support of typed dimensions III

17 17 October 2006 Support of typed dimensions IV values are sorted automatically

18 18 October 2006 Multiple tables within one template I choice of different tables

19 19 October 2006 Multiple tables within one template II 3 possible tables

20 20 October 2006 Multiple tables within one template III

21 21 October 2006 Calculation linkbase is used for beyond-schema validation *

22 22 October 2006 Calculation linkbase is used for beyond-schema validation * 0.08 = 6400

23 23 October 2006 Solvency Ratio, Intranet processing of banking supervisory information (preview) Current solution: A programme running on an application server reads the incoming XML file based on the XML schema file of the German central bank and maps the reporting data into the database. In the future: A preceding process will map the incoming XBRL file into the existing XML schema structure. Benefit: almost no changes on the current system. XBRL report XML report reads transforms into maps into Database reads Application Server Business logic XML XSLTs XQuery Java

24 24 October 2006 XBRL report XML report transforms into Solvency Ratio, DEMO of the internal processing An internal process on the application server recognises XBRL and initiates the transformation process from XBRL instances to the XML format. Most of the implementation is test based therefore we created graphical user interfaces for test purposes. reads maps into Database reads Application Server Business logic XML XSLTs XQuery Java

25 25 October 2006 Solvency Ratio, DEMO of the internal processing

26 26 October 2006 Solvency Ratio, DEMO of the internal processing.class XBRLMapper xq QueryInstance ToXML.xql xq Functions Instance.xql xq Functions General.xql initiates the XQuery processing external variables are given to indicate which taxonomies and instance should be used Application Server Business logic XML XSLTs XQuery Java

27 27 October 2006 Solvency Ratio, XQuery example Unit element of an XBRL instance XQuery function to get the measure of an element

28 28 October 2006 National taxonomy creation The XBRL e-portal wont be especially used on national COREP templates. All templates, which should be reported via XML or XBRL, are translated into XBRL taxonomies. The banking supervisors were trained in how to create XBRL taxonomies. Beside national COREP templates a lot of other templates are translated into XBRL by using the Fujitsu Editor… … and an own implementation of a supporting tool. XBRL taxonomies are used in the e-portal of the German Central bank as well as for internal banking supervision purposes.

29 29 October 2006 Solvency Ratio, DEMO of test tool for the taxonomy creation here: the national COREP OPR template is presented XQuery is used to create an HTML representation of a national taxonomy

30 30 October 2006 Solvency Ratio Template mapping into the data base The German system saves the template definition cell-based into its data base. Each position has a unique cell name.

31 31 October 2006 Solvency Ratio Current template mapping into the data base Information for each cell: Template name: ZUSKF Cell name: 071 Type: monetary algebraic sign: positive / negative Unit: 1000 Text: Combination of dimension and primary text A text based file per template is created manually that contains information for each cell.

32 32 October 2006 Solvency Ratio Current template mapping into the data base upload A flat file is used to put the template information in the data base. BAKIS-W Oracle Database Browser JavaScript HTTP Web Server HTML Mapping process from flat file into database tables and cells

33 33 October 2006 Solvency Ratio January 2007: Template mapping into the data base upload XBRL taxonomies contain all important information to map data into the data base. BAKIS-W Oracle Database Browser JavaScript HTTP Business Logik XBRL- Validator XML XSLTs XQuery Java Application Server.xsd XBRL taxonomies Flat file creation on basis of the XBRL taxonomies XQuery mapping Mapping process from flat file into database tables and cells

34 34 October 2006 Solvency Ratio January 2007: Flat file creation on basis of XBRL taxonomies

35 35 October 2006 Solvency Ratio Current solution: View on templates for banking supervision purposes Banking supervisors can create reports for institutions or groups of institutions. The data is presented in the original Pdf template with values of the selected reporting period.

36 36 October 2006 Solvency Ratio January 2007: View on templates for banking supervision purposes Banking supervisors can create reports for institutions or groups of institutions. XBRL taxonomies are used to generate template views in Pdf, HTML and Microsoft Word showing values of the selected reporting period.

37 37 October 2006 xq QueryInstance ToFormat.xql xq Functions General.xql.xsd XBRL taxonomies Solvency Ratio January 2007: View on templates for banking supervision purposes xq Functions HTML.xql xq Functions PDF.xql XML representation of the data XQuery combines the information of both formats to create a report. XML report Possible output formats of XQuery

38 38 October 2006 Solvency Ratio January 2007: Advantages of the new system In the future: Reduction of the number of paper-based reports. Support of small institutions to enable an electronic transmission of data in a cost-effective way. Substitution of the text-based description of banking- supervisory templates. Omit a proprietary definition in Pdf to generate reports. A template is only described once: in XBRL. Relatively fast development without big changes in the back- end. => Generic template generator for the Internet and for internal analysis

39 39 October 2006 Basel II Solvency - Important milestones April: Begin of development End of July: Prototype Publication of a first version of national COREP taxonomies October: End of development Feature freeze November: Productive deployment Publication of revised national taxonomies February: Begin of productive use Number of staff: Software developer: 6, Banking supervisors: 3 Iterative development with continuous deployments Solvency Ratio, IT-Implementation


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