SAS® Regulatory Content for EBA Taxonomies
Orchestrate calculations, generate reports and perform management overlays.
Meet regulatory deadlines while improving transparency and reporting for internal and external stakeholders.
Meet EBA reporting requirements, and gain business value.
Banks in EU countries are required to comply with a set of technical standards for supervisory reporting established by the EBA. While banks are focused primarily on meeting the EBA supervisory reporting requirements, expediting implementation and reducing maintenance costs related to the requirements can yield significant business value. SAS Regulatory Content for EBA Taxonomies runs in SAS Risk Stratum to help you meet the reporting requirements and gain business value beyond compliance.
Accelerate reporting submissions, and get fast results.
SAS Regulatory Content for EBA Taxonomies provides a scalable, integrated workflow that minimizes costs, optimizes time to value and offers greater transparency.
Programming interfaces, European Banking Authority (EBA) Data Point Model (DPM) content and report templates, designed to run in SAS® Risk Stratum to meet regulatory report generation, data validation and submission format requirements.
Out-of-the-box reporting templates
Provides templates that address the following DPM-based reporting frameworks: COREP (own funds, credit and counterparty credit risk, securitizations, NPE Loss Coverage, leverage ratio large exposures), Liquidity reports (asset encumbrance, LCR, NSFR; FINREP (financial reports); COVID19 reports, FRTB, Supervisory benchmark portfolio, and Funding plans, Resolution, Remuneration, Investment firms, MREL and TLAC, Impracticability of contractual recognition of bail-in and Global systemic and important institutions.
Support for reporting submission cycle
Enables users to view and adjust results within workflows – such as manually adding or overriding cell-level data – and produce final report packages in XBRL as required for electronic submission.
Publishes regular content updates to match DPM taxonomy versions and minor updates when they are published by the EBA.
Quality reporting workflows
Lets you perform data sufficiency checks and use validation rules to generate complete, accurate reports.
Backward integration with SAS® risk solutions
Integrates with other solutions – e.g., SAS Solution for Regulatory Capital and SAS Asset and Liability Management – to aggregate the calculation into specific data points of COREP, FINREP or Liquidity reports.
Check out these products and solutions related to SAS Regulatory Content for EBA Taxonomies.
- SAS® Asset and Liability ManagementManage interest rate and funding liquidity risk with powerful, flexible capabilities for static and scenario-based dynamic balance sheet assumptions.
- SAS® Risk StratumAdopt a risk foundation that delivers three tiers of capabilities to match your needs, with each level building on the previous one to form a complete risk management foundation.