Summary of the changes introduced by version 2.8. of DPM, information in the note is an aid to EBA consulting release note of to which reference is made for further details.
DPM 2.8. changes apply only to collected surveys according to DPM / XBRL format.
Main Changes
Introduction of new templates for resolution plans falling within distinct XBRL form.
Changes in division of Corep templates for XBRL module, e.g. the templates Corep reported in the Corep_Con modules (data on a consolidated basis) and Corep_Ind.
To be split, respectively, into the Corep_OF_Con / Corep_LR_Con modules (data on a consolidated basis) and Corep_OF_Ind / Corep_LR_Ind (data on individual basis).
In short the templates on leverage will converge into a distinct module (Corep_LR).
Also significant changes in the content of Corep data with the addition of four new templates on subject of prudent valuation (C_32.01, C_32.02, C_32.03, C_32.04).
Changes to aspects of content on subject of credit risk, securitization, second pillar.
Change to template structure, detail required for survey on Benchmarking Portfolio.
Update of the EBA validation rules set and changes to the XBRL and DPM taxonomy.
Aug. 2018 EBA Correction
On Aug. 9, 2018, ITA CB updated guidance re EBA correction on DPM, see #42524.
Replaced 2.8 Data Point Model (DPM), XBRL taxonomy, corrected implementation error in XBRL formula and data model for tables under COREP prudent valuation.
Also included further changes to validation rules, change to resolution template.
Nov. 2018 Guidance
On Nov. 27, 2018, Banca D'Italia issued further guidance on production of report.
Operating instruction for the application of version 2.8 of EBA data point model.
EBA's DPM Version 2.8 will be applied from the accounting date of Dec. 31, 2018.
Jan. 9, 2019 Guidance
On Jan. 9, 2019, Banca D'Italia issued further guidance on production of reports.
Issued DPM 2.8: operational instruction for supervisory benchmarking portfolios.
Specific instructions to report SBPC, SBPI information bases, including deadlines.
Jan. 15, 2019 FAQs
On Jan. 15, 2019, ITA CB issued several FAQ documents on harmonized reporting.
On Feb. 12, 2019, ITA CB issued list of SRB documents on DPM, liability data report.
Eg LDR filing rules, res-ldr taxonomy package, LDR 2019 validation rules, liability data report FAQ, 2019 final guidance, liability data reporting 2019, LDR - annex on insolvency ranking 2019, LDR validation tool for liability data reporting 2019.
Also issued FAQ document on data report, information bases RPCO - RPIE - RPIO.
Sep. 2019 Benchmarking FAQ
On Sep. 20, 2019, ITA CB issued updated FAQs on supervisory benchmarking.
Q3 IMVC-IMVI, on what the deadlines are for the transmission of the two modules.
Q4 SBPC-SBPI-IMVC-IMVI, on the regulatory reference that defines the frequency, content of the information base on the supervisory benchmarking portfolio.
Supervisory reports will be affected by the changes described in version 2.9 of the Data Point Model (DPM) of EBA; these changes will be applied according to EU rules.
Classification of control rules based on severity (severity) is reviewed, forecasting only two states: "error", in cases where the rule must necessarily be respected, and in other cases, "warnings", for which rule dictates principle and provides for checks.
Rule must be respected, except for exceptions adequately motivated by institutions.
Modules "SBP_Con" and "SBP_Ind" are removed and replaced with the following:
"SBP_CR_Con" and "SBP_CR_Ind", for information at a consolidated/individual level.
This corresponds to the new SBCC and SBCI information bases, the whose first reports must be sent by Apr. 11, 2020, with reference to financial statement date of Dec. 31.
"SBP_RM_Con" and "SBP_RM_Ind", for information at consolidated and individual level concerning market risk, corresponding to the new SBMC and SBMI information bases.
With first reports to be sent by Feb. 28, 2020, with reference to date Jan. 31, 2020.
Significant changes are made to resolution information, which now also includes the requirements of the Single Resolution Board relating to critical functions and FMIs.
Nov. 2019 Benchmarking FAQ
On Nov. 8, 2019, ITA CB issued updated FAQs on supervisory benchmarking.
Q1 SBMI-SBMC-SBCI-SBCC, on which banks should report information bases.
Q2 SBMI-SBMC-SBCI-SBCC-IMVC-IMVI, on number of modules used in reporting.
Q3 IMVC-IMVI, on what the deadlines are for the transmission of the two modules.
Q4 SBMI-SBMC-SBCI-SBCC-IMVC-IMVI, on the regulatory reference that defines the frequency and content of information base in the supervisory benchmarking portfolio.
Q5 SBMI-SBMC-SBCI-SBCC, on the reference dates and submission deadlines for the SBCC-SBMC-SBCI-SBMI information bases for 2020 benchmarking exercise.
Dec. 13, 2019 Operating Instructions
On Dec. 13, 2019, ITA CB issued operating instructions for the collection in DPM/XBRL mode of the data necessary for the preparation of resolution plans.
From accounting date of Dec. 31, 2018, Liability Data Report (LDR) is transmitted according to the EBA Data Point Model (DPM) and the XBRL format.
Starting from the accounting date of Dec. 31, 2019, the following notifications, necessary for preparation of resolution plans, must also be sent in DPM / XBRL mode.
Critical Functions Report (CFR), Financial Markets Infrastructure Report (FMIR) and information pursuant to Commission Implementing Reg 2018/1624 (CIR Template).
Dec. 16, 2019 Release Note
On Dec. 16, 2019, ITA CB summarized release note re EBA DPM v2.9.0 (phase 2).
Mar. 2020 FAQ Resolution Plans
On Mar. 17, 2020, ITA CB issued FAQs re EBA-ITS resolution plans, CIR template.
Document covers set of 12 questions on CIRI-CIRC template, related information.
Apr. 2020 Update
On Apr. 14, 2020, ITA CB published extensive relevant information via zip folder.
Includes calculation of amount of deposits covered by guarantee system, allocation of security loan information, liquidity coverage requirement draft changes to legislation.
May 2020 Update
On May 8, 2020, ITA CB issued new sets of FAQ re EBA-ITS, one focused on informative base for financial market infrastructures (FMIC), with 8 general questions.
The other on critical functions report i.e. on informative base CFRC-CFRI-CFRP-CFRR.
Sep. 2020 FAQ Update
On Sep. 16, 2020, ITA CB updated FAQ re EBA-ITS on supervisory benchmarking portfolio; updates SBMI-SBMC-SBCI-SBCC-IMVC-IMV; SBMI-SBMC-SBCI-SBCC, etc.
Jan. 2021 FAQ Update
In Jan. 2021 ITA CB updated FAQ on liability data report per EBA-ITS, see #95848.
Jul. 9, 2021 FAQ Update
On Jul. 9, 2021, ITA CB updated FAQ on large exposures/risks LEXC-LEXI-LECF-LEIF.
Questions 2, 9 and 12 were updated on Jun. 30, 2021, cover where to find legal rules, which DPM version to use re Jun. 30 data, how to identify counterparty/related party.
Jul. 16, 2021 DPM New Version
On Jul. 16, 2021, ITA CB issued instructions on the application of DPM version 3.0.
Changes will be applied according to timelines set by EU legislation; DPM on EBA site.
Follows EBA Jul. 2021 technical package for 3.1 reporting framework, see #99814.
In Oct. 2022, ITA CB FAQ re EBA-ITS reports, IMVC-IMVI submission, see #150620.
Feb. 2023 DMP 3.2
On Feb. 7, 2023, ITA CB issued operating instructions for EBA DPM v3.2 application.
Changes are applicable to banks and SIMs, while evaluations aimed at defining the framework for financial intermediaries, reports must be sent via INFOSTAT platform.
Dec. 2023 DPM 3.3
On Dec. 4, 2023, ITA CB issued operating instructions for EBA DPM v3.3 application.
Main changes concern update in DPM and in related XBRL taxonomy of schemes on issues regarding supervisory benchmarking (credit risk, market risk and IFRS 9).
Pre-existing modules on Initial Market Valuation (SBPIMV_Ind/SBPIMV_Con) replaced by a single module without indication of scope of consolidation (SBPIMV).
Base associated with module IMV information, first reference date of which is Sep. 30, 2023, with deadline for submission by Oct. 13, 2023.
Resolution plans, only for entities under competence of SRB; in particular, updated validation rules re LDR (Liability Data Report) and CFR (Critical Functions) data areas.
Further details and specific dates provided in instructions, embedded table on them.
New features concern updating of reporting schemes regarding IRRBB.
From accounting date Sep. 30, 2024 collection of IRRBB information base already subject of ad hoc collection for significant banking groups will be extended to all banks.
That, per principle of proportionality, validation rules will be updated; more details.
Also issued operational instructions for applying DPM v3.2 for financial intermediaries.
New features concern updating in DPM and in connected XBRL taxonomy of reporting schemes re own funds as a result of 17th update of Circular 286/2013.
Starting from accounting date Sep. 30, 2024, financial intermediaries will have to report information bases PRIF and PRCF using EBA DPM v3.2; further details provided.
