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.

Meet regulatory deadlines while improving  transparency and reporting for internal and external stakeholders.

Key Features

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.

Regular updates

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.

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