banks integrated reporting dictionary...
TRANSCRIPT
Banks Integrated Reporting Dictionary (BIRD)
Eurofiling seminar
08/06/2017
Silvia Giacinti
ECB – DG Statistics
Rubric
www.ecb.europa.eu2
Key considerations: Data quality for users heavily depends on the
quality of data received from respondents
Promoting improvements in banks’ processes
Responsibility remains with the reporting banks
streamline the process of reporting
improve consistency and quality of reports
Supporting banks in integrating their own data management systems:
Banks’ Integrated Reporting Dictionary (BIRD)
The BIRD is a component of the overall strategy
Rubric
www.ecb.europa.eu3
Banks’ processes to produce reports
Banks’ Integrated Reporting Dictionary (BIRD)
NON-INTEGRATED APPROACH
System 1
System 2 Report B
Report A
................ ................
Reporting applications
Rubric
www.ecb.europa.eu4
Banks’ processes to produce reports
INTEGRATED APPROACH
System 1
System 2 Report B
Report A
................ ................
Input Data
Warehouse
Banks’ Integrated Reporting Dictionary (BIRD)
Defined by banks and authorities
in cooperation
BIRD
Rubric
www.ecb.europa.eu5
• The overall data production process
The role of BIRDP
rim
ary
da
ta
(op
era
tio
na
l s
ys
tem
s)
Pri
ma
ry r
ep
ort
s
(de
fin
ed
at
na
tio
na
l le
ve
l)
Se
co
nd
ary
re
po
rts
(de
fin
ed
at
su
pra
na
tio
na
l le
ve
l)
Banks NCB/NCAs ECB, EBA, …
Transformations
by banksTransformations
by NCBs/NCAsIn
pu
t la
ye
r
Transformations
by banks
Transformations
defined by
banks
Transformations
defined by
banks and
authorities
BIRD
Rubric
www.ecb.europa.eu
BIRD features
• precise description of the input data to be extracted
from banks’ internal IT systems; and
• data transformations needed to derive the reports
requested by authorities
Carried out and maintained by banks and authorities in close
cooperation
Available as a “public good” to banks and all interested
parties
Adoption is voluntary
BIRDkey facts
Described in a natural or a formal language readable by IT
solutions; but it is not an IT tool itself
6
Banks’ Integrated Reporting Dictionary (BIRD)
Rubric
www.ecb.europa.eu
BIRD methodology
Dataset definition (SMCube methodology)
How to define cubes / datasets?
Description of transformations (Validation and
Transformation Language (VTL))
How to describe a transformation from one dataset into
another dataset?
Additional information (technical guidelines)
Additional instructions / information about the input layer
(and how to feed it)
BIRD methodology 1/8
7
Rubric
www.ecb.europa.eu
SMCube methodology consists of
Building blocks (i.e. variables, domains, subdomains,
members)
Used to define cubes / datasets
BIRD methodology 2/8
8
CUBE_ID VARIABLE_ID VARIABLE_ROLE SUBDOMAIN_ID
ANCRDT_ENTTY DT_RFRNC D DT_FLL
ANCRDT_ENTTY ENTTY_ID D STRNG_RSTRCTD_ID
ANCRDT_ENTTY ACCNTNG_FRMWK_SL O ACCNTNG_FRMWK_ANCRDT_STGNG
ANCRDT_ENTTY ANNL_TRNVR O MNTRY_NN_NGTV_2D
ANCRDT_ENTTY BLNC_SHT_TTL O MNTRY_ALL_2D
ANCRDT_ENTTY CNTRY O ISO3166_STGNG
ANCRDT_ENTTY CTY O STRNG_255_ASCII_PRNTBL
ANCRDT_ENTTY DT_ENTRPRS_SZ O DT_FLL
ANCRDT_ENTTY DT_INTTN_LGL_PRCDNGS O DT_FLL
ANCRDT_ENTTY ECNMC_ACTVTY O NACE_LVLS2TO4_STGNG
ANCRDT_ENTTY ENTRPRS_SZ O SZ_ANCRDT_STGNG
ANCRDT_ENTTY ENTTY_NTNL_ID O STRNG_RSTRCTD_ID
ANCRDT_ENTTY HD_OFFC_UNDRT_ID O STRNG_RSTRCTD_ID
ANCRDT_ENTTY IMMDT_PRNT_UNDRT_ID O STRNG_RSTRCTD_ID
ANCRDT_ENTTY INSTTTNL_SCTR O INSTTTNL_SCTR_ANCRDT_STGNG
ANCRDT_ENTTY LEI O STRNG_PTTRN_LEI
ANCRDT_ENTTY LGL_FRM O STRNG_255_ASCII_PRNTBL
ANCRDT_ENTTY LGL_PRCDNG_STTS O LGL_PRCDNG_STTS_ANCRDT_STGNG
ANCRDT_ENTTY NM_ENTTY O STRNG_255_ASCII_PRNTBL
ANCRDT_ENTTY NMBR_EMPLYS O RL_NN_NGTV_2D
ANCRDT_ENTTY PSTL_CD O STRNG_255_ASCII_PRNTBL
ANCRDT_ENTTY STRT O STRNG_255_ASCII_PRNTBL
ANCRDT_ENTTY TRRTRL_UNT O NUTS3_WNA
ANCRDT_ENTTY ULTMT_PRNT_UNDRT_ID O STRNG_RSTRCTD_ID
Rubric
www.ecb.europa.eu
Validation and Transformation Language (VTL)
Dataset based language
Provided / documented by the SDMX community
Allows us to describe transformations from datasets into
other datasets (e.g. input layer output layer)
Enables an univocal representation of transformations in
the BIRD database (i.e. BIRD interpretation of SDMX
information model for transformations)
BIRD methodology 3/8
Workstream 2 - EG SBDD 23 May 2017 9
Rubric
www.ecb.europa.eu
Validation and Transformation Language (VTL) –
terminology
BIRD methodology 4/8
10
CNTRPRTS_ATNMS := CNTRPRTS [filter (ENTRPRS_SZ_CHC =
"0" and TYP_ENTRPRS in ("1", "2")), keep
(CNTRPRTY_ID, NMBR_EMPLYS, BLNC_SHT_TTL, ANNL_TRNVR,
TYP_ENTRPRS, CNTRL_PBLC_BDS, EXCPTN_MRG_ACQSTN)];
CNTRPRTS_PRVS := [left CNTRPRTS as "A",
ENTRPRS_SZ_PRVS_PRD as "B" on A.CNTRPRTY_ID =
B.CNTRPRTY_ID] {keep (A.CNTRPRTY_ID,
B.ENTRPRS_SZ_CLCLTD, B.ENTRPRS_SZ_PRLMNRY)};
...
Tra
ns
form
ati
on
sc
he
me
Transformation(s)
Each element of a Transformation is a Transformation node (classified as
reference, constant and operator node). Such Transformation nodes may
contain a “tree structure”.
SDMX information model for transformations
Rubric
www.ecb.europa.eu
VTL univocal representation in BIRD
BIRD methodology 5/8
Workstream 2 - EG SBDD 23 May 2017 11
CNTRPRTS_ATNMS := CNTRPRTS
[filter
(ENTRPRS_SZ_CHC = "0" and TYP_ENTRPRS in ("1", "2")),
keep
(CNTRPRTY_ID, NMBR_EMPLYS, BLNC_SHT_TTL, ANNL_TRNVR,
TYP_ENTRPRS, CNTRL_PBLC_BDS, EXCPTN_MRG_ACQSTN)];
CNTRPRTY_ID ANNL_TRNVR BLNC_SHT_TTL CNTRL_PBLC_BDS EXCPTN_MRG_ACQSTN NMBR_EMPLYS TYP_ENTRPRS ENTRPRS_SZ_CHC …
EntityA 13 31 2 2 19 1 0 …
EntityB 11 29 1 2 23 2 1 …
EntityC 17 37 2 2 7 3 0 …
EntityD 19 7 0 2 5 1 0 …
… … … … … … … … …
CNTRPRTS
CNTRPRTY_ID ANNL_TRNVR BLNC_SHT_TTL CNTRL_PBLC_BDS EXCPTN_MRG_ACQSTN NMBR_EMPLYS TYP_ENTRPRS ENTRPRS_SZ_CHC …
EntityA 13 31 2 2 19 1 0 …
EntityB 11 29 1 2 23 2 1 …
EntityC 17 37 2 2 7 3 0 …
EntityD 19 7 0 2 5 1 0 …
… … … … … … … … …
CNTRPRTS
CNTRPRTY_ID ANNL_TRNVR BLNC_SHT_TTL CNTRL_PBLC_BDS EXCPTN_MRG_ACQSTN NMBR_EMPLYS TYP_ENTRPRS ENTRPRS_SZ_CHC …
EntityA 13 31 2 2 19 1 0 …
EntityB 11 29 1 2 23 2 1 …
EntityC 17 37 2 2 7 3 0 …
EntityD 19 7 0 2 5 1 0 …
… … … … … … … … …
CNTRPRTS
CNTRPRTY_ID ANNL_TRNVR BLNC_SHT_TTL CNTRL_PBLC_BDS EXCPTN_MRG_ACQSTN NMBR_EMPLYS TYP_ENTRPRS ENTRPRS_SZ_CHC …
EntityA 13 31 2 2 19 1 0 …
EntityB 11 29 1 2 23 2 1 …
EntityC 17 37 2 2 7 3 0 …
EntityD 19 7 0 2 5 1 0 …
… … … … … … … … …
CNTRPRTS
CNTRPRTY_ID ANNL_TRNVR BLNC_SHT_TTL CNTRL_PBLC_BDS EXCPTN_MRG_ACQSTN NMBR_EMPLYS TYP_ENTRPRS
EntityA 13 31 2 2 19 1
EntityD 19 7 0 2 5 1
… … … … … … …
CNTRPRTS_ATNMS
Rubric
www.ecb.europa.eu
VTL univocal representation in BIRD
BIRD methodology 6/8
12
CNTRPRTS_ATNMS := CNTRPRTS
[filter
(ENTRPRS_SZ_CHC = "0" and TYP_ENTRPRS in ("1", "2")),
keep
(CNTRPRTY_ID, NMBR_EMPLYS, BLNC_SHT_TTL, ANNL_TRNVR,
TYP_ENTRPRS, CNTRL_PBLC_BDS, EXCPTN_MRG_ACQSTN)];
“tree structure” of the expression
Rubric
www.ecb.europa.eu
VTL univocal representation in BIRD
BIRD methodology 7/8
13
CREATE VIEW CNTRPRTS_ATNMS AS
SELECT (CNTRPRTY_ID, NMBR_EMPLYS, BLNC_SHT_TTL, ANNL_TRNVR,
TYP_ENTRPRS, CNTRL_PBLC_BDS, EXCPTN_MRG_ACQSTN)
FROM CNTRPRTS
WHERE (ENTRPRS_SZ_CHC = "0" and TYP_ENTRPRS in ("1", "2"));
For example SQL:
Rubric
www.ecb.europa.eu
Technical guidelines
Document that contains additional instructions and explains
the business meaning of the logical description of the BIRD
input layer
BIRD methodology 8/8
14
Rubric
www.ecb.europa.eu15
Current
activities:
The BIRD group has developed AnaCredit and
SHS extension
The BIRD documentation is on a public website
http://banks-integrated-reporting-dictionary.eu
State of play
Next Steps:
Integration of FinRep reporting into BIRD
Definition of a formal governance of the BIRD
Workshop with different stakeholder (software
house, consultants)
Banks’ Integrated Reporting Dictionary (BIRD)
Rubric
www.ecb.europa.eu
Thank you for your attention!
Questions
16
Banks’ Integrated Reporting Dictionary (BIRD)