EBA reporting framework 3.2 is expected to apply from 09/2022 and 12/2022.

The EBA reporting framework v3.2 includes the following amended reporting requirements (expected first reference date in brackets):

  • Changes to Additional liquidity monitoring metrics (ALMM), including new proportionality measures for small and non-complex institutions (12/2022)
  • Changes to COREP, including changes to own funds (in response to RTS on software), to securitisations to align with the Capital Market Recovery Package (CMRP) in response to the COVID-19 crisis, and technical amendments (12/2022)
  • Changes to Asset Encumbrance, including a revision of the definition of the asset encumbrance level and further proportionality measures’ (12/2022)
  • Changes to the ITS on Supervisory benchmarking (09/2022 for Market risk - IMV, 12/2022 for everything else)
  • Changes to resolution planning reporting (revision in the light of user needs) (12/2022)

 

EBA Filing rules (updated on 19 October 2021)

The EBA published filing rules document V5.1, to improve two filing rules:

  • Modify rule 1.6 to simplify the usage of filing indicator by removing the option “empty filing indicator”. This updated rule must be followed from 2023-01-01 for all the submissions and resubmissions.
  • Modify rule 3.6 to improve CON/IND information circulation and to allow for multiple consolidation levels for an entity, CON/IND is being moved from module name to reporting subjects from reference date 31/12/2022 onwards. 

 

Modular Release – Reporting framework 3.2 (updated on 19 October 2021)

 

  • Only modules without CON/IND will be created for the frameworks COREP, AE, G-SII. These modules will apply from December 2022
  • Investment Firms:
    • Module threshold_monitoring will apply from June 2022
    • Module if_class2, if_class3, if_grouptest will apply from December 2022
  • Supervisory Benchmarking:
    • Module sbpimv_con, sbpimv_ind will apply for September 2022
    • Module spb_cr, sbp_rm, and sbpimv will apply from December 2022
  • Remuneration:
    • Modules without CON/IND will be created (like the previous versions): the first reference date is not yet decided, the submission date will be in August 2023
  • For all the other frameworks not in scope of 3.2 (FINEP, RESOLUTION, MREL, PAY, COVID19, FP), the modules without CON/IND/IFRS/GAAP will be created in 3.2 release, nothing will be changed on the data point definition and table definition, and these modules will apply from December 2022