1. © 2012 | EBA | European Banking Authority 17 th Eurofiling Workshop New COREP & FINREP Carlos Martins Information Technologies, EBA 19 June 2013 | London

2. 22 COREP & FINREP development Legal and reporting frameworks ITS Development CRD IV CRR CRD IV CRR Reporting Templates Reporting Templates Reporting Instructions Reporting Instructions Data Point Model Data Point Model XBRL Taxonomies XBRL Taxonomies

3. 33 Business representation of reporting requirements Dimensional categorisation of template components Definition of hierarchies, validations, and legal references DPM data stored in a formal metamodel Technical representation of data exchange content and format COREP & FINREP development Templates design 1 Taxonomy generation 4 Data modeling 2 Metadata loading 3 Business experts IT experts

4. 44 DPM process COREP & FINREP development Templates design 1 Taxonomy generation 4 Data modeling 2 Metadata loading 3 Business experts IT experts Quality checks

5. 55 DPM database – overview Templates Framework Axis Ordinate Table Table Group Cell Table Version Dictionary Domain Hierarchy Node Member Dimension Metric Validations Validation Rule Expression Pre-Condition Variable Scope Dimensional Modelling Ordinate Categorisation Data Points Data Point Context Data Point Version Data Point Categorisation References Legal Document Text Article/Paragraph Reference Categorisation

6. 66 DPM database – base model

7. 77 DPM database – validations model

8. 88 DPM quality checks Dictionary of concepts  Domains  Dimensions  Members  Hierarchies Referential integrity Repeated definitions Obsolete items 1 1 Repeated or wrong allocation of Members to Dimensions or Hierarchies Structure of hierarchies (levels, aggregations) Relations of dictionary items 2 2 Tables with repeated Dimensions Tables with repeated Data Points Table modelling 3 3 Cells without Metric and/or without Dimensions Cells with repeated Member Cells with equal definition (same Data Point) Cells definition 4 4  Generation of explicit table-based formulas from Member Hierarchies (where implicit validations are defined) Business validations 5 5

9. 99 DPM statistics – Tables and Cells FINREPCOREP Tables10583 Data Points6,68228,486

10. 10 DPM statistics – Tables and Cells

11. 11 DPM statistics – Table Groups size

12. 12 DPM statistics – Domains, Dimensions, and Members

13. 13 DPM statistics – Domains, Dimensions, and Members

14. 14 DPM statistics – Tables. Dimensions Matrix Count Of Members DIMENSIONS Count of Tables ATY BAS MCY APR EXC TRI MRW PRP CRM RSP RWS ECB CPZ UES EXT TSE CFO TRT CQI CQS SST TCP DST CPY IMS CEG CPS PAU LTV MCG OGR PIN RES INV MCU RPR SEC CREDIT RISK TABLES C 07.00.a 24 28171628 8 15 2 2 4 1 1 2 1 C 07.00.b 1128171611 15 2 1 2 1 12 C 07.00.c 25 217225 8 16 2 4 2 1 12 C 07.00.d 25 2172251 8 216 2 4 2 1 14 C 08.01.a 28 1917 19121712 7 11 4 1 1 14 C 08.01.b 33317 141217 7 11 1 1 12 C 08.02 31 17 11 12 11 4 1 12 C 09.01.a 777201920 3 2 11 10 C 09.01.b 33319 183 2 21 10 C 09.02 15 5 3 41 0 C 09.03 11 1 1 4 C 10.01 998 888 3 4 111 11 C 10.02 996 666 3 1 8 C 11.00 44 12 10 4 C 12.00 39 293929 12 8222 1311149551 17 C 13.00 46 544642 19 8402 3119314912 16 C 14.00 4734334 113 5 3 12 2 1 C 15.00 555 5 5 2 1 2 8 Count of Dimensions18 1613 1510693838253522227134542122121111

15. 15 DPM statistics – Data Points, and Contexts

16. 16 DPM statistics – Hypercubes

17. 17 DPM statistics – Hypercubes

18. 18 DPM statistics – Cardinality of Contexts Count Of Data Points

19. 19 DPM statistics – Tables. Dimensions Matrix Count Of Members FINREP TABLES F 01.01F 01.02F 01.03F 02.00F 03.01F 03.02F 03.03F 03.04F 03.05F 03.06F 03.07F 03.08F 03.09F 04.00 F 05.01.a F 05.01.b F 05.01.c F 05.02F 06.01F 06.02F 07.00F 08.01F 08.02F 09.00F 10.01F 10.02 F 11.01.a F 11.01.b F 11.02 F 12.00.a F 12.00.b F 13.00F 14.01F 14.02F 14.03F 14.04 F 14.05.a F 14.05.b F 14.06F 15.01F 15.02F 16.00 F 17.01.a F 17.01.b F 17.02F 17.03F 17.04 F 17.05.a F 17.05.b F 17.06F 18.00F 19.00F 20.00F 21.01F 21.02F 21.03F 21.04F 23.01F 23.02F 23.03F 24.00F 25.01F 25.02F 26.00F 27.01F 27.02F 27.03F 28.01F 28.02F 28.03 F 29.01.a F 29.01.b F 29.02F 29.03F 30.00F 31.01F 31.02F 32.01 F 32.02.a F 32.02.b F 32.03.a F 32.03.b F 32.04.a F 32.04.b F 33.00.a F 33.00.b F 34.00.a F 34.00.b F 35.01.a F 35.01.b F 35.01.c F 35.01.d F 35.02 F 36.01.a F 36.01.b F 36.01.c F 36.02.a F 36.02.b F 36.02.c F 37.00.a F 37.00.b F 37.00.c F 38.00.a F 38.00.b F 38.00.c DIMENSIONS MCY 1833 584142771819 281819 1419314461324213253261319 16105338 255232342431137 221111145136164361108619971112257451 2 5810412 16617321121 2 46189 199 36 57 BAS 1103 11427722462225114711324264262216109742522343211713 2211111412936214161108611171112211511212810412 16317321131122646189 199 36 57 APL 951 4526 371819 2822251315513 32532 1275338 25432610 2 11814 16 3 1036 88 43 2632231 34 ATY 587 1111224622251147613126426223197482223211713 21111111136215111431111711121111111281871073131732113141634189519951236114571 CPS 560 2 14 2214 1114 30 18 333611 33 2 20 10 17 3 2 3 2 2 2939 3 26 44 MCG 204 2 2 2 5 111 11 3218217191722362257 MCE 161 49 7 16 262718214 43 3 5 5 MCS 114 17 13 122 4 99 99 TRI 112 284725 12 ENC 93 107313 321 62 4618 419 4 CNO 73 402 215 14 TMA 68 111 1 15279 1 11 11 22 22 ALO 63 3 2 6 52 RPR 45 33 735 1 5 221 1 222222 CPC 39 3 9 999 TYA 39 23 16 MCT 37 PLT 37 NAC 36 18 IMS 35 22 2 8 3 1 11 23 1 2 7 PFS 33 105 126 REC 31 MCP 25 3 1 21 CPE 20 22 22 33 33 FBS 17 116 REF 17 1 4 1 1 10 TPD 17 6 74 CCG 12 1 74 FVH 11 8 3 PUR 11 2 2 1 111111 CRA 10 64 ECC 10 1 2 232 RES 10 SOL 10 9 1 EUT 9 9 LQA 9 4 1 2 2 SCC 9 9 EXC 8 11 2 21 1 HFI 6 6 LAC 6 222 SST 6 33 SUB 6 3 3 TOC 6 6 CBC 4 1111 MCD 4 4 MCI 4 4 RCP 4 1 11 1 DPS 3 111 LQC 3 21 SCO 3 111 TYR 3 3 MCU 2 2 CSC 1 1 LEC 1 1 STC 1 1

20. 20 DPM statistics – Tables. Dimensions Matrix Count Of Members COREP TABLES C 01.00C 02.00C 03.00C 04.00C 05.01C 05.02C 06.00 C 07.00.a C 07.00.b C 07.00.c C 07.00.d C 08.01.a C 08.01.b C 08.02 C 09.01.a C 09.01.b C 09.02C 09.03C 10.01C 10.02C 11.00C 12.00C 13.00C 14.00C 15.00 C 16.00.a C 16.00.b C 17.00.a C 17.00.b C 18.00C 19.00C 20.00C 21.00C 22.00C 23.00C 24.00C 25.00C 26.00C 27.00C 40.00C 41.00C 42.00C 43.01C 43.02C 43.03C 44.00C 45.01C 45.02C 46.01C 46.02C 46.03 C 51.01.a C 51.01.b C 51.02.a C 51.02.b C 51.03.a C 51.03.b C 51.04.a C 51.04.b C 52.01.a C 52.01.b C 52.02.a C 52.02.b C 52.02.c C 52.02.d C 52.03.a C 52.03.b C 52.04.a C 52.04.b C 53.01.a C 53.01.b C 53.02.a C 53.02.b C 53.02.c C 53.02.d C 53.03.a C 53.03.b C 60.01.a C 60.01.b C 60.02.a C 60.02.b C 61.00.a C 61.00.b DIMENSIONS MCY 1810 98751210054154328 22193317315 86 29543358104010452112134114111035624114725 1721421335522 14 12 32 7717 9 9 32 7751 58 24 ATY 1380 987512103664824125 28331731519943946475810402761457971615366113822261921421111122111166662217 1166667751 58 55 BAS 1128 9875 12 103614324125 2833173151 99 43946 3458 104027 61 45797 16153562438 2 2 2619214 21 1 111 2 2 111 1 66 6622 1 1 116666 1110 5555 APR 648 459 3 17 201915 39464 121 456041134114114 2 25 5 3 5 5 4 4 TRI 626 2 65 5 628125 1914120 19151 86 1512 18 2 456145 13 4114 11 15 411 7 22 10 12 10 12 LIQ 420 33 5 522 14 11 44 9932 77 51 13 77 PRP 380 66 17 12 35 4521121341 14 1115 2 10 125 3 3 1 1 SLQ 370 11 22 5532 8899 551125 1 1 EXC 335 40 8 16 2217 19 15 86 2942 2322 66 12 CPS 327 3 2 1111 4 414 224412 7711 66662255996666 26 30 16 SCC 307 8 3 2 6 32 11 9 9 66 MCG 282 1 1 3 1210 1 1 33 32 DOF 219 1 51 58 OFS 216 89 1270 22 8 72 3 3 ENC 204 48 54 RWS 201 5 15 277 4 22 283624 8 10 1 1 12 EUT 170 40 45 CQC 168 21 MCU 167 24 6929 1 15 2 33 3 3 6 6 66 MRW 152 1 1 1 12 1 8 6 191 4632 PIN 126 2 458445742 EXT 117 2 22 1119 14634 CPC 112 14 RPR 103 10 6919 1 31 INV 93 7 6916 1 RSP 85 22405 99 CRM 84 8 8812 33 88 14 CUE 70 23 31 1 1 1 1 1 11 1 1 1 11 1 1 1 1 IMS 69 8 2 124 1 10 23 99 TOC 69 1 32 22 RES 66 11 24 10 5555 TAC 66 2 32 UES 63 2 1331 17 CPZ 61 11 22 335 11 CQS 59 512 99 PUR 56 11 44 666644 11 6 6 BLI 55 10 369 LQC 52 6666 22 6666 CNO 50 40 10 ECB 50 16 18 ECC 48 6666 6666 CMA 38 LQA 38 22 1110 66 CCG 36 3355 44 66 TSE 35 1313 TMA 29 15 11 66 COF 27 TOF 27 9 315 CFO 21 4 44 44 1 GTR 20 1133 66 TRT 18 99 CQI 17 512 GTC 16 2222 2222 RWC 16 2222 2222 SST 13 1 12 TCP 13 112 223 2 TYA 13 1 222 3 3 COI 11 REF 11 63 2 DST 10 CPY 9 1 4 4 ECW 9 9 ETY 7 7 CEG 5 1111 1 PAU 4 22 APL 3 1 2 SCO 3 3 LEC 2 1 1 LTV 2 2 MCL 2 2 OGR 2 1 1 TIF 2 2 ALM 1 1 SEC 1 1

21. 21 DPM statistics – Highlights  COREP tables are larger (ratio Data Points/Tables)  COREP tables have a more complex layout (ratio Shaded Cells/Total Cells)  Credit Risk represents 50% of all ITS data points (Credit Risk + Market Risk represent 67% of all ITS)  COREP and FINREP data are mostly unrelated (very few domain members are shared)  Majority of data points with unique dimensional context (78% of FINREP, and 66% of COREP)  The dimensional model is extremely sparse:  243 distinct combinations of dimensions for 6.682 FINREP data points  535 distinct combinations of dimensions for 28.486 COREP data points (of which 15% apply to 80% of data points, and 50% define less than10 data points)  COREP concepts are more complex (larger number of dimensions required for defining data points: on average, 8 for COREP vs. 5 for FINREP)  The DPM was defined for data collection (not for data analysis)  Analytical models will be also very challenging (especially for COREP, which is more heterogeneous)

22. 22 Thank you for your attention Carlos Martins IT Information Manager +44 (0) 20 7382 1766 carlos.martins@eba.europa.eu