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COREP Taxonomy Status

6th European Banking Supervisors XBRL Workshop. COREP Taxonomy Status. COREP Project Team Katrin Schmehl Daniel Hamm Deutsche Bundesbank. Madrid, 2006-10-04. Agenda. COREP Taxonomies Version 1.2 Why creating a new release of the COREP taxonomies? Common primary elements

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COREP Taxonomy Status

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  1. 6th European Banking Supervisors XBRL Workshop COREP Taxonomy Status COREP Project Team Katrin Schmehl Daniel Hamm Deutsche Bundesbank Madrid, 2006-10-04

  2. Agenda • COREP Taxonomies Version 1.2 • Why creating a new release of the COREP taxonomies? • Common primary elements • Empty dimensions and prohibiting hypercubes • Combining typed dimensions in one taxonomy • Moving dimension elements in the dimension taxonomies • Merging of dimension taxonomies • Adding new dimension for currencies • New CA • New OPR • COREP Taxonomies Version 1.2.1 • Naming conventions • Unique namespaces • Consistency details • References • Future: • Maintenance • Bugtracking • Taxonomies on the CEBS website

  3. imports . . dimension.XSD template.XSD primary.XSD Why creating a new release of the COREP taxonomies? • Extension requirements • The COREP framework must be highly flexible and extensible. • To meet this goal the framework is as modular as possible. COREP Taxonomies Version 1.0 • Each template taxonomy consists of one template taxonomy that imports one template specific primary taxonomy and none or several dimension taxonomies.

  4. . . COREP Taxonomies Version 1.2 imports dimension.XSD template.XSD imports . primary.XSD commonprimary.XSD Why creating a new release of the COREP taxonomies? • It is needed to know the elements with the same meaning used in different templates, i. e. for a generic database mapping • Maintenance of these elements can be reduced. • Relations between templates can be identified easily. • Each template taxonomy consists of one template taxonomy that imports one template specificprimary taxonomy and none or severalcommon primary taxonomies as well as none or several dimension taxonomies.

  5. Common primary elements • Elements with the same meaning were identified by business experts and extracted in separate primary taxonomies for each template group. MKR templates CA templates CR templates p-cm-ca.XSD p-cm-cr.XSD p-cm-mkr.XSD

  6. Empty dimensions and prohibiting hypercubes • New constraints were needed to restrict elements from being reported. • One constraint to restrict the report of dimensional information for a primary at all. • Second constraint to prevent their instantiation from templates that don’t explicitly allow them. • These hypercubes are assigned to the primary with an “…all” arc.

  7. Typed dimension Explicit dimension Combining typed dimensions in one taxonomy • A typed dimension defines its content by a set of rules (an XML Schema type). • Typed dimensions allow the definition of large or infinite set of members.

  8. Combining typed dimensions in one taxonomy • COREP Taxonomies Version 1.0 • all typed dimensions are defined in the template taxonomy • typed dimensions definitions/elements are not reused • COREP Taxonomies Version 1.2 • typed dimensions are defined in a separate dimension taxonomy named d-ty • template taxonomy using typed dimensions have to import the d-ty taxonomy • typed dimension can be reused

  9. Moving dimension elements in the dimension taxonomies • COREP Taxonomies Version 1.0 • explicit dimension elements are defined in the template taxonomy • dimension taxonomies were reused but not the dimension elements themselves • COREP Taxonomies Version 1.2 • explicit dimension elements were moved into their correspondent dimension taxonomy • now templates sharing common dimension elements share also the same dimension item.

  10. Merging of dimension taxonomies The new dimension taxonomy contains the complete MKR-dimension-member network Dimension taxonomies of the MKR taxonomies of COREP Version 1.0 d-pm….XSD d-mr….XSD d-rc….XSD d-ri….XSD d-pc….XSD • the CA template defines a total element for all the different breakdowns of risk nature of the instrument.

  11. Merging of dimension taxonomies d-mr….XSD

  12. Adding new dimension for currencies • COREP Taxonomies Version 1.0 • the cell “currency” of the MKR SA TDI template is a typed dimension • COREP Taxonomies Version 1.2 • the infinite set of possible values for currency is restricted by using an explicit dimension taxonomy

  13. New CA CreditRiskSA Hypercube CreditRiskMain Hypercube CreditRiskIRBNoOwn EstimatesHypercube CreditRiskIRBOwn EstimatesHypercube SettlementRisk Hypercube The breakdown of these primary elements is now contained in the dimension taxonomies. MarketRisk Hypercube Enables to refer to the specific templates marked by the note: Link to CA template OperationalRisk Hypercube

  14. New model of OPR Details template primary items allowed for every Business Line domain member, but only for „Total“ from Event Types dimension Event Types Dimension Business Lines Dimension

  15. New model of OPR Details template This is repeated for every business lines domain member

  16. New COREP taxonomy release 1.2.1 • Next release will be published this Friday (2006-10-06) • Changes in 1.2.1 compared to 1.2 • Known bugs are fixed • CA Template (t-ca) • CR SA Template (t-cs) • OPR Template (t-op) • References of revised CEBS templates have been added (references to new Directives 2006/48/EC and 2006/49/EC) • Naming conventions

  17. Consistency of namespaces • Same namespaces have the same prefixes across different templates now • Prefix of namespace http://www.xbrl.org/2003/linkbase is changed to No default namespaces are used any more – every namespace has its own explicit prefix

  18. Consistency of roletypes • Each extended link role is defined with a roleType element in the schema file • Unused roleType elements have been removed • ID attributes follow common naming convention now: • rt_tax-prefix_rolename

  19. Other Changes • label and title attributes of locators and arcs in linkbases are consistent now • XBRL schema file locations are linked with their URL • Documentation is updated on http://www.corep.info

  20. Further processing • COREP Taxonomy 1.2.1 is stable for national extensions – what follows now? • Fix of known bugs • Yahoo Group! • Bugtracking Tool? • Making taxonomies online available on the CEBS website, so they can be referenced with a unique URL • E.g. http://www.c-ebs.org/eu/fr/esrs/corep/2006-07-01/t-ca-2006-07-01.xsd

  21. Questions • Thank you for your attention! Katrin Schmehl Katrin.Schmehl@bundesbank.de Daniel Hamm Daniel.Hamm@bundesbank.de Time for your questions!

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