Supervisory reporting conference 2017

Wednesday, 15 November 2017

Eurotower, European Central Bank, Frankfurt am Main

Programme

8.00

Registration

9.15

Welcome address

Aurel Schubert, Director General Statistics, ECB

 

Developments in the management of supervisory data

9:30

The sequential approach

This session will outline how the sequential approach is used by the ECB to collect supervisory data (based on ITS and other reporting standards) from all reporting entities under European banking supervision via the national competent authorities, and how these data are forwarded to the SSM and the EBA.

 

Developments in data quality

10:00

Data quality developments

Since the establishment of European banking supervision, the ECB has developed a framework to assess the quality of supervisory data submitted by significant institutions. This session will first provide an overview of the Supervisory Data Quality Framework, then review developments in this area over the past three years and finish with a presentation on recent initiatives to improve the quality of the data submitted.

10:30

Coffee break

10:45

Supervisory Data Quality Framework, including tools and products

The Supervisory Data Quality Framework has evolved considerably since being introduced in 2014. "Hard" checks are now supplemented by targeted plausibility and consistency analyses. This session will provide an overview of the framework with examples of how these analyses are envisaged to meet supervisors' needs.

11:45

Trends over the past three years

This session will cover, at aggregated level, the main findings and results relating to the quality of supervisory data submitted by reporting entities under European banking supervision over the past three years, with a focus on the challenges ahead facing all jurisdictions.

12:15
Lunch break
 

Regulatory developments in supervisory reporting

13:15

Changes to supervisory reporting in CRR2

A representative from the European Commission will provide an overview of the CRR2 negotiations as well as the CRR2 provisions on supervisory reporting.

 

New processes and enhancements

14:00

Data quality escalation process

An escalation process has recently been established to ensure that the ECB responds to any data quality issues raised in a commensurate and fair, but dissuasive, way. This session will describe the escalation process, including the steps to be taken, the collaboration with JSTs and the template letters and decisions for banks facing data issues.

15:00

Enhancements to the sequential approach

This session will cover possible enhancements to the sequential approach with a view to increasing harmonisation and creating a more level playing field in terms of data management processes across all jurisdictions.

15:45

Coffee break

16:00

Enhancements to ECB supervisory banking statistics

Since November 2016, the ECB has published a quarterly release of aggregated supervisory data reported by significant institutions. This session will illustrate recent enhancements in this area, focusing on the disclosure of the aggregated liquidity coverage ratio and leverage ratio.

16:45

Conclusions