SAS® Regulatory Content for EBA Taxonomies

Support for reporting frameworks

  • Supports the following DPM-based reporting frameworks:
    • COREP (own funds, leverage ratio, large exposures and liquidity reports).
    • FINREP (financial reports).
    • Asset encumbrance.
    • Supervisory benchmark portfolio.
    • Funding plans.
  • Publishes regular updates to the content to match DPM taxonomy versions and minor updates when they are published by the EBA.

EBA DPM-based report generation

  • Perform data sufficiency checks on input data to flag missing input data early on.
  • Generates Microsoft Excel and HTML versions of the report based on the EBA DPM. 
  • Produces final report packages in XBRL (as required for electronic transmission to the national competent authorities and/or the EBA).
  • Maintains compliance with the latest applicable EBA DPM taxonomy version.

Support for the reporting submission cycle (for a typical submitting bank)

  • Runs validation rules (typically, EBA-supplied validation rules).
  • Provides reports on validation failures.
  • Enables users to manually add or override cell-level data.
  • Provides a full audit trail for manual overrides.

Backward integration with SAS® risk solutions

  • For certain own funds and liquidity reports, calculated and aggregated data can be generated using other SAS risk solutions, including SAS Regulatory Risk Management and SAS Asset and Liability Management for banking.