27-10-2011 Specifications Corep CRD III forms & adjustments country risk and interest rate risk 2011

On 4 October 2011 you were informed that as of 31 December 2011, Corep CRD III will be in force. This is to inform you on the current state of affairs. From 1 November 2011, you will be able to access the modified form sets through your simulation (testing) accounts. The specifications of the modified form sets are to be found in the User Documentation. The principal changes are:

  • The market risk templates have been included in the Corep form set.
  • The verification line set has been extended: several warning messages have been added and also blocking issue messages that prevent the report from being submitted until the issue has been resolved. These additions aim to improve data quality.
  • In the country risk and interest rate risk reports, the country list and the currency code list, respectively, have been updated. Verification lines have been added. Calculation lines have been added to the interest rate risk report.

The so-termed ‘null files’ (sample XML) will be available on the e-Line site as of today.