Source: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=uriserv:OJ.L_.2016.086.01.0042.01.ENG&toc=OJ:L:2016:086:TOC
Timestamp: 2019-06-17 23:20:05
Document Index: 770782431

Matched Legal Cases: ['arts 1', 'arts 1', 'arts 1', 'art 1', 'arts 1', 'art 23', 'art 22', 'art 23', 'ART 23', 'arts 2', 'art 2', 'art 16']

EUR-Lex - 32015O0044 - EN - EUR-Lex
EUR-Lex - 32015O0044 - EN
Document 32015O0044
ELI: http://data.europa.eu/eli/guideline/2015/44/oj
GUIDELINE (EU) 2016/450 OF THE EUROPEAN CENTRAL BANK
amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2015/44)
It is necessary to update the compilation of monetary and financial statistics in view of the fact that, pursuant to Regulation (EU) No 1374/2014 of the European Central Bank (ECB/2014/50) (2), insurance corporations will be subject to statistical reporting requirements starting with the reference period Q1 of 2016. It is therefore necessary to start compiling statistics on insurance corporations (ICs) within the framework set out in Guideline ECB/2014/15 (3).
Guideline ECB/2014/15 should be amended accordingly,
NCBs shall report the items referred to in Articles 3 to 26a in accordance with the schemes set out in Annex II and in accordance with the electronic reporting standards set out in Annex III. By the end of September each year, the ECB shall communicate the exact transmission dates to NCBs in the form of a reporting calendar for the following year.’;
in Article 25 the following paragraph is added to paragraph 1:
‘To enable the establishment and maintenance of the list of ICs for statistical purposes referred to in Article 3 of Regulation (EU) No 1374/2014 of the European Central Bank (ECB/2014/50) (*), the variables specified in Parts 1 and 2 of Annex V need to be collected in RIAD at the intervals prescribed. NCBs shall report any updates of these variables, in particular when an institution joins or leaves the IC population. NCBs shall transmit complete reference data as specified in Parts 1 and 2 of Annex V on resident parent insurance undertakings and subsidiaries, on all resident branches irrespective of where their parent undertakings are located, as well as on branches of resident parent insurance undertakings and subsidiaries which are resident outside the economic territory of the Union. This set of information shall be complemented by complete reference data as specified in Parts 1 and 2 of Annex V on branches of resident parent insurance undertakings and subsidiaries which are resident in non-reporting, non-participating Member States. This reporting may be based on wider data collection covering all branches of resident parent insurance undertakings and subsidiaries, irrespective of their country of residence.
(*) Regulation (EU) No 1374/2014 of the European Central Bank of 28 November 2014 on statistical reporting requirements for insurance corporations (ECB/2014/50) (OJ L 366, 20.12.2014, p. 36)’;"
in Article 25 the following paragraph is added to paragraph 2:
‘In the first submission of the list of ICs, NCBs shall transmit to the ECB complete quarterly reference data as specified in Part 1 of Annex V on resident parent insurance undertakings and subsidiaries not later than 31 March 2016. However, NCBs are encouraged to transmit this information by 31 December 2015. NCBs shall transmit to the ECB complete reference data as specified in Parts 1 and 2 of Annex V on all resident branches irrespective of where their parent undertakings are located, as well as on branches of resident parent insurance undertakings and subsidiaries which are resident outside the economic territory of the Union and in non-reporting, non-participating Member States not later than 31 July 2016. Attributes required on an annual basis shall be reported for all institutions by 31 July 2016.
In the subsequent transmissions, NCBs shall transmit to the ECB updates of the quarterly variables specified for ICs on at least a quarterly basis, within two months following the reference date. The annual variables shall be updated for all ICs on an annual basis, with a maximum lag of six months following the reference date of 31 December.’;
in Article 25, the following paragraph is added to paragraph 3:
‘By 18.00 CET on the fourth working day following the deadline for transmitting updates, the ECB shall take a copy of the IC dataset and make it available to the NCBs. The ECB shall then make the list of ICs available on its website.’;
in Article 26, paragraph 2 is replaced by the following:
The reporting frequency to the ECB shall be quarterly. PF statistics described in paragraph 1(a) shall be reported to the ECB within a period not exceeding 80 calendar days from the end of the reference quarter. The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.’;
during the regular quarterly production periods, i.e. for a given reference period, from the deadline specified in paragraph 2 to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference quarter;
during the regular annual production periods, i.e. for a given reference year, from the deadline specified in paragraph 2 to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference year;
outside the regular production periods, NCBs may also revise data covering previous reference periods.
NCBs shall also ensure that, for the reference quarters of 2016, the data reported to the ECB represent 100 % of the reporting population. NCBs who intend to grant derogations to the smallest ICs under Article 7(1)(a) of Regulation (EU) No 1374/2014 (ECB/2014/50), shall collect all necessary information to ensure that data transmitted to the ECB is of high quality. NCBs who derive the required data from data collected for supervisory purposes under Directive 2009/138/EC of the European Parliament and of the Council (**) may, for this purpose: (i) extend the data collected for the opening day as of reference date 1 January 2016 (see paragraph 5); (ii) increase the coverage of the reporting population of the first reference quarter(s); or (iii) use alternative data sources from which grossed-up data of equally high quality can be derived.
For securities with ISIN codes, the NCBs shall map the information provided on a security-by-security (s-b-s) basis to the information derived from the Centralised Securities Database (CSDB) as the reference database. The mapped s-b-s information shall be used to compile the value of assets and liabilities in euro and to derive the necessary breakdowns for each individual security held or issued by the IC. If the security identifiers are not found in the CSDB, or the information necessary to compile the assets and liabilities in accordance with Tables 2a and 2b of Part 23 of Annex II is not available from the CSDB, the NCBs shall estimate the missing data.
NCBs shall aggregate the data on securities derived under paragraph (a) and add them to the information reported for securities without ISIN codes to produce aggregates for: (i) debt securities broken down by maturity (original and remaining) and counterparty (sector and residency); (ii) equity broken down by instrument and counterparty (sector and residency); and (iii) investment fund shares/units broken down by type of investment fund and residency of counterparty.
(**) Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 335, 17.12.2009, p. 1).’"
Annexes II, III, IV and V are amended in accordance with the Annex to this Guideline.
This Guideline shall take effect on the day of its notification to the NCBs of the Member States. The NCBs of the Member States whose currency is the euro shall comply with this Guideline from 1 January 2016.
(2) Regulation (EU) No 1374/2014 of the European Central Bank of 28 November 2014 on statistical reporting requirements for insurance corporations (ECB/2014/50) (OJ L 366, 20.12.2014, p. 36).
Annexes II, III, IV and V are amended as follows:
in Annex II, the table on pension funds statistics in part 22 is replaced by the following table:
Assets Pension Funds
MFIs (S.121+S.122+ S.123)
OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)
PFs (S.129)
NFCs (S.11)
Households and non-profit institutions serving households (S.14 & S.15)
o/w listed shares
Liabilities Pension Funds
MFIs (S.121+S.122+S.123)
OFIs (S.125+S.126+S.127)
of which: Pension entitlements (2)
in Annex II, the following Part 23 is added:
‘PART 23
Data on assets and liabilities to be provided for Q4 2015: stocks (3)
Currency and deposits (ESA 2010: F.21+F.22+F.29) — fair value
Currency and deposits of which transferable deposits (F.22)
Loans of which deposit guarantees in connection with reinsurance business — fair value
Non-life insurance technical reserves (ESA 2010: F.61)
Debt securities issued and loans (ESA 2010: F.3 + F.4)
of which deposit guarantees in connection with reinsurance business
Insurance technical reserves (ESA 2010: F.6)
of which unit-linked
of which non-unit linked
Data on assets to be provided on a quarterly basis: stocks and flow adjustments
Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA)
Currency and deposits (ESA 2010: F.21+F.22+F.29) — nominal value
Insurance technical reserves and related claims (4)
Abbreviations used in this table: o/w=of which, MFI=monetary financial institution, GG=general government, IF=investment fund, OFI=other financial intermediary, IC=insurance corporation, PF=pension fund, NFC=non-financial corporation, HH=household, NPISH=non-profit institution serving households, MMF=money market fund
Data on liabilities to be provided on a quarterly basis: stocks and flow adjustments
Euro area Member States other than domestic (country-by-country information)
Non-participating Member States (country-by-country information)
issued by monetary financial institutions (MFIs) (5)
issued by non-MFIs (5)
Non-unit-linked (6)
Life insurance technical reserves o/w Pension entitlements (7)
Life insurance technical reserves o/w accepted reinsurance
Non-life insurance technical reserves (8)
Abbreviation used in this table: o/w=of which.
Data on premiums, claims and commissions to be provided on an annual basis
Branches inside the EEA (country-by-country information)
Branches outside the EEA (total)
in Annex III, Parts 2, 3 and 4 are replaced by the following:
DSDs and datasets
1. In the SDMX messages exchanged, statistical concepts can be used either as dimensions (in composing the ‘keys’ identifying the time series) or as attributes (providing information about the data). Coded dimensions and attributes take their values from predefined code lists. The DSDs define the structure of the exchanged series keys, in terms of concepts and associated code lists. In addition, they define their relationship with the relevant attributes. The same structure can be used for several data flows, which are differentiated by the data set information.
2. In the context of monetary and financial statistics, the ECB has defined 12 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one data set using that structure is exchanged and as a consequence the DSD identifier and the associated data set identifier (DSI) used in the SDMX data messages are the same. For treatment, timeliness and responsibility purposes, two different data sets following the ‘ECB_BSI1’ DSD have been defined and are distinguished at the DSI level. Similarly, two different data sets following the ‘ECB_ICPF1’ DSD have been defined and are distinguished at the DSI level. The following data flows characteristics are in production:
balance sheet items (BSI), DSD identifier and DSI ‘ECB_BSI1’,
balance sheet items in the context of the Blue Book (BSP), DSD identifier ‘ECB_BSI1’ and DSI ‘ECB_BSP’,
banking structural financial indicators (SSI), DSD identifier and DSI ‘ECB_SSI1’,
banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier ‘ECB_SS1’ and DSI ‘ECB_SSP’,
MFI interest rates (MIR), DSD identifier and DSI ‘ECB_MIR1’,
other financial intermediaries (OFI), DSD identifier and DSI ‘ECB_OFI1’,
securities issues (SEC), DSD identifier and DSI ‘ECB_SEC1’,
payment and settlement systems (PSS), DSD identifier and DSI ‘ECB_PSS1’,
investment funds (IVF), DSD identifier and DSI ‘ECB_IVF1’,
financial vehicle corporations (FVC), DSD identifier and DSI ‘ECB_FVC1’,
consolidated banking data (CBD), DSD identifier and DSI ‘ECB_CBD1’,
international consolidated banking statistics (CBS), DSD identifier and DSI ‘BIS_CBS’,
insurance corporations' assets and liabilities (ICB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_ICB’,
insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI ‘ECB_ICO1’,
pension funds' assets and liabilities (PFB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_PFB’.
2.1. The DSI ‘ECB_BSI1’ is used to define the series keys for data on:
MFI balance sheet statistics,
credit institutions balance sheet statistics,
MMF balance sheet statistics,
central government deposit liabilities and holdings of cash and securities,
supplementary BSI data reported by the NCBs to the International Monetary Fund using the ECB gateway services,
securitised and sold MFI loans to third parties,
reserve base statistics,
macro ratio,
loans to non-financial corporations broken down by branch of activity,
2.2. For the purposes of insurance corporations and pension funds (ICPF), the DSI ‘ECB_ICPF1’ is used to define the series keys for data on insurance corporations' assets and liabilities and on pension funds' assets and liabilities.
The table below identifies the dimensions composing the series keys of the specific monetary and financial statistics listed in Part 2, their format and the code lists from which they take their code values.
DIMENSION ORDER IN THE KEY
CL_AREA (11)
Adjustment indicator code list
BS_REP_SECTOR
Balance sheet reference sector breakdown
CL_BS_REP_SECTOR
Balance sheet reference sector breakdown code list
Reference sector breakdown
CL_ESA95_SECTOR
ESA 95 reference sectoral breakdown code list
SEC_ISSUING SECTOR
PSS_INFO_TYPE
PSS information type
CL_PSS_INFO_TYPE
Payment and settlement system information type code list
PSS_INSTRUMENT
PSS instrument
CL_PSS_INSTRUMENT
Payment and settlement system instrument code list
PSS_SYSTEM
PSS entry point
CL_PSS_SYSTEM
Payment and settlement system entry point code list
DATA_TYPE_PSS
PSS data type
CL_DATA_TYPE_PSS
Payment and settlement system data type code list
COMP_APPROACH
Compilation approach indicator
CL_COMP_APPROACH
Compilation approach indicator code list
OFI_REP_SECTOR
Other financial intermediaries reporting sector
CL_OFI_REP_SECTOR
Other financial intermediaries reference sectoral breakdown code list
IVF_REP_SECTOR
CL_IVF_REP_SECTOR
Investment funds reference sectoral breakdown code list
FVC_REP_SECTOR
Financial vehicle corporations reporting sector
CL_FVC_REP_SECTOR
Financial vehicle corporations reference sectoral breakdown code list
REPORTING_SECTOR
CL_SECTOR (11)
Institutional sector code list
CB_REP_SECTOR
CBD reference sector breakdown
CL_CB_REP_SECTOR
Consolidated banking data reference sector breakdown code list
CB_SECTOR_SIZE
CBD reference sector size
CL_CB_SECTOR_SIZE
Consolidated banking data reference sector size code list
SSI_INDICATOR
Structural financial indicator
CL_SSI_INDICATOR
Structural financial indicator's code list
BS_ITEM
CL_BS_ITEM
OFI_ITEM
CL_OFI_ITEM
Other financial intermediaries balance sheet item code list
CL_ESA95_ACCOUNT
ESA 95 account code list
IF_ITEM
CL_IF_ITEM
FVC_ITEM
Financial vehicle corporations assets and liabilities
CL_FVC_ITEM
Financial vehicle corporations balance sheet item code list
ICPF_ITEM
Insurance corporations and pension funds assets and liabilities
CL_ICPF_ITEM
Insurance corporations and pension funds assets and liabilities code list
ICO_PAY_ITEM
Insurance corporations operations item
CL_ICO_PAY
Insurance corporations operations item code list
CB_ITEM
Consolidated banking data item
CL_CB_ITEM
Consolidated banking data item code list
MATURITY_ORIG
CL_MATURITY_ORIG
Original maturity code list
CL_MATURITY (11)
Maturity code list
SEC_VALUATION
CL_MUFA_VALUATION
Valuation in MUFA context code list
CL_DATA_TYPE
Money and banking type of data, flow and position code list
DATA_TYPE_MIR
MIR data type
CL_DATA_TYPE_MIR
MFI interest rates data type code list
DATA_TYPE_SEC
CL_DATA_TYPE_SEC
Securities data type code list
L_MEASURE
CL_STOCK_FLOW
L_REP_CTY
Reference area code for BIS international financial statistics (BIS-IFS)
CL_BIS_IF_REF_AREA
Reference area code for BIS-IFS
CBS_BANK_TYPE
CBS bank type
CBS_BASIS
CBS reporting basis
CL_CBS_BASIS
CBS position type
CL_L_POSITION
L_INSTR
CBS instrument type
CL_L_INSTR
REM_MATURITY
CBS remaining maturities
CL_ISSUE_MAT
Issue maturity code list
CURR_TYPE_BOOK
CBS currency type of booking location
CL_CURRENCY_3POS
Currency type of booking location
L_CP_SECTOR
CBS counterparty sector
CL_L_SECTOR
L_CP_COUNTRY
CBS counterparty area
COUNTERPART_AREA
AMOUNT_CAT
CL_AMOUNT_CAT
Amount category code list
BS_COUNT_SECTOR
CL_BS_COUNT_SECTOR
Balance sheet counterpart sector code list
CL_SECTOR
CL_PS_COUNT_SECTOR
Payment and settlement system receiving/acquiring sector
FVC_ORI_SECTOR
Financial vehicle corporations originator sector
CL_FVC_ORI_SECTOR
Financial vehicle corporations originator sector code list
ICO_UNIT
Insurance corporations unit
CL_ICO_UNIT
Insurance corporations unit code list
CURRENCY_TRANS
CL_CURRENCY
SERIES_DENOM
Denomination of the series or special calculation
CL_SERIES_DENOM
Denomination of the series or special calculation code list
BS_SUFFIX
CL_BS_SUFFIX
SEC_SUFFIX
Series suffix in securities context
CL_SEC_SUFFIX
IR_BUS_COV
Interest rates business coverage
CL_IR_BUS_COV
Interest rates business coverage code list
Frequency. This dimension indicates the frequency of the reported time series. The specific data exchange requirements are as follows:
for the ‘ECB_OFI1’ DSD: when national data are only available at a lower frequency, i.e. biannually or annually, NCBs estimate quarterly data. When quarterly estimates are not feasible, data are nevertheless provided as quarterly time series, i.e. annual data are provided as yyyyQ4 and biannual data are provided as yyyyQ2 and yyyyQ4 with the remaining quarters either not reported or reported as missing with the observation status ‘L’,
for the ‘ECB_SEC1’ DSD: if the required monthly data are not available and no estimates can be made, then quarterly or annual data can be sent.
Reference area. This dimension relates to the country of residence of the reporting institution. In the ‘ECB_SEC1’ DSD, it indicates the country of residence of the issuing sector (*).
Adjustment indicator. This dimension indicates whether a seasonal adjustment and/or a working day adjustment are applied.
Balance sheet reference sector breakdown. This dimension refers to the reporting sector according to the breakdown defined in the associated code list.
Reference sector breakdown. This dimension indicates the reference sector for the structural financial indicators (in the ‘ECB_SSI1’ DSD).
Securities issuing sector. This dimension refers to the sector of the securities issuers (in the ‘ECB_SEC1’ DSD).
PSS information type. This dimension represents the general type of information to be provided in the context of the ‘ECB_PSS1’ DSD.
PSS instrument. This dimension, used in the ‘ECB_PSS1’ DSD, indicates the particular type of instrument/device used for the payment transactions, e.g. cards with a cash function or credit transfers, etc.
PSS entry point. This dimension is linked to the type of terminal or system through which the underlying payments transaction was done. For the correspondence of payment systems and PSS entry point code values, see Part 16 of Annex II.
PSS data type. In the PSS context, this dimension gives the unit of measurement for the observation, i.e. whether a number or a value should be reported for the item (e.g. number of transactions per card, value of transactions per card, etc.).
Compilation approach. This dimension indicates whether data represent the home or the host approach.
Other financial intermediaries reporting sector. This dimension indicates the sector of the reporting institution within the OFI sector.
Investment funds reporting sector. This dimension indicates the sector of the reporting institution within the IF sector.
Financial vehicle corporations reporting sector. This dimension indicates the sector of the reporting institution within the FVC sector.
Reporting sector. This dimension indicates whether the reporting institution is a PF or a type of IC.
CBD reference sector breakdown. This dimension indicates the ownership and type of the reporting institution (domestic credit institutions versus foreign controlled subsidiaries or branches).
CBD sector size. This dimension indicates the size of the reporting institution with respect to its total assets. It only applies to the domestic credit institutions.
Structural financial indicator. This dimension is ‘ECB_SSI1’ DSD specific and represents the type of structural financial indicator.
Balance sheet item. This dimension indicates the item of the MFI balance sheet as defined in Regulation (EU) No 1071/2013 (ECB/2013/33).
Other financial intermediaries balance sheet item. This dimension indicates an item of the OFI balance sheet. OFIs concentrate on different financial activities depending on the type of institution, and not all balance sheet items apply to all types of intermediaries. Therefore, while most of the balance sheet items are common to all types of other financial intermediaries, ‘other assets’ and ‘other liabilities’ can have different definitions for different types of intermediaries. On the asset side, two different definitions are adopted for the ‘other assets’ item: (a) for security and derivative dealers (SDDs) this item includes loans; and (b) for financial corporations engaged in lending (FCLs) the item includes deposits, cash, investment fund shares, fixed assets and financial derivatives. With regard to the ‘other liabilities’ item: (a) for SDDs this item excludes debt securities, capital and reserves and financial derivatives; and (b) for FCLs this item includes financial derivatives.
Securities item. This dimension refers to the items taken from the list of items set up for the monetary union financial accounts (MUFA) in line with the European System of Accounts concepts. It is only used for the ‘ECB_SEC1’ DSD.
Investment funds assets and liabilities. This dimension relates to the item of the IF's assets and liabilities as defined in Regulation (EU) No 1073/2013 (ECB/2013/38).
Financial vehicle corporations assets and liabilities. This dimension relates to the item of the FVC's assets and liabilities as defined in Regulation (EU) No 1075/2013 (ECB/2013/40).
Insurance corporations and pension funds assets and liabilities. This dimension indicates an item of the IC and PF assets and liabilities. In the case of ICs, the items are defined in Regulation (EU) No 1374/2014 (ECB/2014/50). In the case of PFs, the items are defined in the ESA 2010.
Insurance corporations operations item. This dimension relates to the items of operations of ICs, i.e. premiums, claims and commissions, as defined in Regulation (EU) No 1374/2014 (ECB/2014/50).
Consolidated banking data item. This dimension indicates the item of the CBD reporting scheme to be reported (from the banks' income statement, balance sheet and capital adequacy reports).
Original maturity. For the ‘ECB_BSI1’, ‘ECB_FVC1’, ‘ECB_IVF1’, ‘ECB_CBD1’ and ‘ECB_OFI1’ DSDs, this dimension indicates the original maturity of the BSI. For the ‘ECB_MIR1’ DSD, this dimension indicates, for items on outstanding amounts, the breakdown by original maturity or period of notice of the deposits or loans; for items on new business, it indicates the breakdown by original maturity or period of notice in the case of deposits and the initial period of fixation in the case of loans.
Maturity. This dimension indicates the original and the remaining maturity of the instrument in the ‘ECB_ICPF1’ DSD.
Securities valuation. This dimension identifies the valuation method used for securities issues statistics in the ‘ECB_SEC1’ DSD.
Data type. This dimension describes the type of data reported in the ‘ECB_BSI1’, ‘ECB_SSI1’, ‘ECB_OFI1’, ‘ECB_IVF1’, ‘ECB_FVC1’, ‘ECB_CBD1’, ‘ECB_ICPF1’ and ‘ECB_ICO1’ DSDs.
MIR data type. In the ‘ECB_MIR1’ DSD, this dimension distinguishes MFI interest rate statistics from those relating to the volumes of new business or outstanding amounts.
Securities data type. This dimension indicates the type of data contained within the securities issues statistics in the ‘ECB_SEC1’ DSD. Net issues are only provided if issues and redemptions cannot be separately identified.
Stock, flow. This dimension, which is ‘BIS_CBS’ specific, indicates the data type stock or flow of the data that is reported.
Reference area code for BIS-IFS. This dimension, which is ‘BIS_CBS’ specific, represents the area of residence of the reporting institutions.
CBS bank type. This dimension, which is ‘BIS_CBS’ specific, refers to the group of the corresponding reporting sector. For transmission to the ECB the code ‘4P’ should be used, namely, data should be reported only for domestic bank offices referring to CBD large banking groups.
CBS reporting basis. This dimension, which is ‘BIS_CBS’ specific, represents the recording basis of a claim or exposure.
CBS position type. This dimension, which is ‘BIS_CBS’ specific, represents the type of financial position recorded by the data.
CBS remaining maturity. This dimension, which is ‘BIS_CBS’ specific, represents the remaining maturity of the claims or exposures recorded.
CBS currency type of booking location. This dimension, which is ‘BIS_CBS’ specific, represents the currency type of the claims recorded.
CBS counterparty sector. This dimension, which is ‘BIS_CBS’ specific, is linked to the sectoral breakdown of the counterpart for the claims or exposures recorded.
CBS counterparty area. This dimension, which is ‘BIS_CBS’ specific, gives the country of residence of the counterpart of the relevant item.
Counterpart area. This dimension gives the area of residence of the counterpart of the relevant item.
Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the ‘ECB_MIR1’ DSD.
Balance sheet counterpart sector. This dimension is linked to the sectoral breakdown of the counterpart of BSIs. In the ‘ECB_ICPF1’ DSD, it indicates the sector of the counterpart of the relevant item.
Counterpart sector. This dimension, defined in the ‘ECB_PSS1’ DSD, represents the sector breakdown of the type of beneficiary (counterpart) involved in the payment transaction.
Financial vehicle corporations originator sector. This dimension, defined in the ‘ECB_FVC1’ DSD, represents the sector of the transferor (originator) of the assets, or a pool of assets, and/or the credit risk of the asset or pool of assets to the securitisation structure.
Insurance corporations unit. This dimension indicates the relevant business unit of the IC.
Currency of transaction. This dimension describes the currency in which the securities are issued (for the ‘ECB_SEC1’ DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the ‘ECB_BSI1’ DSD); (b) the structural financial indicators (for the ‘ECB_SSI1’ DSD); (c) the deposits and loans (for the ‘ECB_MIR1’ DSD); (d) the IF assets and liabilities (for the ‘ECB_IVF1’ DSD); (e) the payment transactions (for the ‘ECB_PSS1’ DSD); (f) the FVC assets and liabilities (for the ‘ECB_FVC1’ DSD); (g) the OFI balance sheet items (for the ‘ECB_OFI1’ DSD); (h) the CBD items (for the ‘ECB_CBD1’ DSD); and (i) the transactions in IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD).
Currency denominator. This dimension describes the currency in which (a) the IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD); and (b) the operations of ICs (for the ‘ECB_ICO1’ DSD) are denominated.
Denomination of the series or special calculation. This dimension indicates the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation.
Balance sheet suffix. This dimension, present in the ‘ECB_BSI1’ DSD, gives the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation.
Series suffix in securities context. This dimension contains supplementary data types for derived series. It is only used for the ‘ECB_SEC1’ DSD.
Interest rates business coverage. This dimension, which is ‘ECB_MIR1’ DSD specific, indicates whether the MFI interest rates statistics refer to outstanding amounts or to a new business.
The sections below explain in detail the attributes associated with the exchanged data. Section 1 defines the attributes per DSD including their format and attachment level. Section 2 sets out the responsibility of the ESCB data exchange partners in the creation of attributes and their maintenance, as well as the status of the attributes. Sections 3, 4 and 5 focus on the content of the attributes sorted by attachment level, respectively the sibling, time series and observation level.
Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, BIS_CBS, ECB_ICPF1 and ECB_ICO1 DSDs
In addition to the dimensions defining the series keys, a set of attributes is defined. The attributes are attached at various levels of the exchanged information: at sibling, time series or observation level. As illustrated below, they either take their value from pre-defined lists of codes or are uncoded, and are used to add textual explanations on relevant data aspects.
Attribute values are exchanged only when they are set for the first time and whenever they change with the exception of the mandatory attributes attached at observation level, which are attached to each observation and reported at every data transmission.
The table below provides information on the attributes defined for each DSD under consideration, on the level at which they are attached, their format and the name of the code lists from which coded attributes take their values.
ATTRIBUTES AT SIBLING LEVEL