The purpose of this workshop is to introduce CRD IV/CRR reporting requirements, to comprehensively describe related DPM and to identify consequences of the specific modelling decisions made by EBA. Further, training material covers the challenges that NSAs face when extending international data models, i.e. CRD IV/CRR DPM of EBA, best practices in this regard are extensively described.

Audience

This course is aimed at the financial (analysts, policy setters, accountants, auditors) and technical (software developers and architects) experts from the authorities supervising credit institutions.

Theory

What you will learn about CRD IV/CRR is:

  • the goals of the CRR/single rule book
  • the changes introduced between Basell II and Basel III
  • the approach for harmonized measurment of the asset encumbrance
  • the benchmarking tools for financial data comparison
  • how EBA is executing CRD IV/CRR in pracise

Practice

What you will learn to do is:

  • to navigate across the ITS material provided by the EBA
  • how to extend EBA DPM and XBRL taxonomy for the purposes of national specific reporting requirements
  • how to generate sample financial XBRL reports according the EBA taxonomy

Value

Upon completion of this course you will be:

  • familiar with principles of the ITS on Supervisory Reporting
  • author of the extended EBA XBRL taxonomy
  • familiarized with exemplary tools used to generate CRD IV reports in XBRL format