Bank regulators across the world are beginning to examine the utility of having extremely fine grained data to assist with bank supervision,sectoral risk analysis,and the enhancement of moary policy data.At a recent workshop run at the ECB,Mr Pedro Duarto Neves,Vice-ernor of the Ban de Portugal,described a number of related initiatives that the Portuguese central bank has underway to improve the information available to its bank supervisors,as well as its enomists and sectoral risk specialists.
For example,the bank llects granular data about credit exposures on a borrower-by-borrower basis,it llects balance sheet information on a mpany-by-mpany basis,and it llects securities holdings on a security-by-security and investor-by-investor basis.This information mbined with more aggregate information provided to the central bank as part of the EU wide REP and FINREP llections create entirely new insights.
Defining,llecting and testing all of that information is mplicated and requires new techniques and new discipline.Needless to say it also requires mputing power that just a few years ago would have been unobtainable.A brave new world?
XBRL International is working to provide new ways to manage very granular data llections,through the new Open Information Model CSV module,which was published last week as a public working draft.The new module allows the llection (or publication)of data via CSV,while still allowing the use of XBRL’s strong semantic and business rule validation capabilities.
Read the paper from Mr Duarto Neves now published in the BIS review here.
The new CSV specification is available here.Look to these pages for examples and explanations on this subject before long.ine here.
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