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Guideline (EU) 2016/450 of the European Central Bank of 4 December 2015 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2015/44)
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1.4.2016   

EN

Official Journal of the European Union

L 86/42


GUIDELINE (EU) 2016/450 OF THE EUROPEAN CENTRAL BANK

of 4 December 2015

amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2015/44)

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Statute of the European System of Central Banks and of the European Central Bank, and in particular Articles 5.1, 12.1 and 14.3 thereof,

Having regard to Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank (1),

Whereas:

(1)

It is necessary to update the compilation of monetary and financial statistics in view of the fact that, pursuant to Regulation (EU) No 1374/2014 of the European Central Bank (ECB/2014/50) (2), insurance corporations will be subject to statistical reporting requirements starting with the reference period Q1 of 2016. It is therefore necessary to start compiling statistics on insurance corporations (ICs) within the framework set out in Guideline ECB/2014/15 (3).

(2)

Guideline ECB/2014/15 should be amended accordingly,

HAS ADOPTED THIS GUIDELINE:

Article 1

Amendments

Guideline ECB/2014/15 is amended as follows:

1.

in Article 1, paragraph 2 is replaced by the following:

NCBs shall report the items referred to in Articles 3 to 26a in accordance with the schemes set out in Annex II and in accordance with the electronic reporting standards set out in Annex III. By the end of September each year, the ECB shall communicate the exact transmission dates to NCBs in the form of a reporting calendar for the following year.’;

2.

in Article 25 the following paragraph is added to paragraph 1:

‘To enable the establishment and maintenance of the list of ICs for statistical purposes referred to in Article 3 of Regulation (EU) No 1374/2014 of the European Central Bank (ECB/2014/50) (*), the variables specified in Parts 1 and 2 of Annex V need to be collected in RIAD at the intervals prescribed. NCBs shall report any updates of these variables, in particular when an institution joins or leaves the IC population. NCBs shall transmit complete reference data as specified in Parts 1 and 2 of Annex V on resident parent insurance undertakings and subsidiaries, on all resident branches irrespective of where their parent undertakings are located, as well as on branches of resident parent insurance undertakings and subsidiaries which are resident outside the economic territory of the Union. This set of information shall be complemented by complete reference data as specified in Parts 1 and 2 of Annex V on branches of resident parent insurance undertakings and subsidiaries which are resident in non-reporting, non-participating Member States. This reporting may be based on wider data collection covering all branches of resident parent insurance undertakings and subsidiaries, irrespective of their country of residence.

(*)  Regulation (EU) No 1374/2014 of the European Central Bank of 28 November 2014 on statistical reporting requirements for insurance corporations (ECB/2014/50) (OJ L 366, 20.12.2014, p. 36)’;"

3.

in Article 25 the following paragraph is added to paragraph 2:

‘In the first submission of the list of ICs, NCBs shall transmit to the ECB complete quarterly reference data as specified in Part 1 of Annex V on resident parent insurance undertakings and subsidiaries not later than 31 March 2016. However, NCBs are encouraged to transmit this information by 31 December 2015. NCBs shall transmit to the ECB complete reference data as specified in Parts 1 and 2 of Annex V on all resident branches irrespective of where their parent undertakings are located, as well as on branches of resident parent insurance undertakings and subsidiaries which are resident outside the economic territory of the Union and in non-reporting, non-participating Member States not later than 31 July 2016. Attributes required on an annual basis shall be reported for all institutions by 31 July 2016.

In the subsequent transmissions, NCBs shall transmit to the ECB updates of the quarterly variables specified for ICs on at least a quarterly basis, within two months following the reference date. The annual variables shall be updated for all ICs on an annual basis, with a maximum lag of six months following the reference date of 31 December.’;

4.

in Article 25, the following paragraph is added to paragraph 3:

‘By 18.00 CET on the fourth working day following the deadline for transmitting updates, the ECB shall take a copy of the IC dataset and make it available to the NCBs. The ECB shall then make the list of ICs available on its website.’;

5.

in Article 26, paragraph 2 is replaced by the following:

The reporting frequency to the ECB shall be quarterly. PF statistics described in paragraph 1(a) shall be reported to the ECB within a period not exceeding 80 calendar days from the end of the reference quarter. The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.’;

6.

the following Article 26a is inserted:

‘Article 26a

Statistics on ICs

NCBs shall report statistical information on IC assets and liabilities as well as information on premiums, claims and commissions in accordance with Part 23 of Annex II. Information will be provided for each of the following types of IC: life insurance, non-life insurance, composite and reinsurance. These requirements shall cover end-quarter stocks and quarterly flow adjustments on IC assets and liabilities, as well as annual information on premiums, claims and commissions.

Supplementary information shall be transmitted as memorandum items by countries for which this information is available, including on a best estimate basis, in accordance with Part 23 of Annex II.

NCBs shall report to the ECB separate data on revaluation adjustments (covering both price and exchange-rate changes) and reclassification adjustments, as set out in Part 23 of Annex II and in accordance with Annex IV.

Financial transactions, including adjustments, shall be derived in accordance with the ESA 2010.

NCBs may deviate from the ESA 2010 due to divergent national practices in accordance with Regulation (EU) No 1374/2014 (ECB/2014/50). Where asset-by-asset (a-b-a) stock information is available, revaluation adjustments may be derived in accordance with a common Eurosystem method, i.e. the flow-derivation method referred to in Part 6 of Annex IV.

Approximations of financial transactions on liabilities may be derived in line with Part 6 of Annex IV.

NCBs shall report to the ECB quarterly IC data by close of business on the 10th working day following the deadline specified for quarterly data in Article 8 of Regulation (EU) No 1374/2014 (ECB/2014/50). For a transitional period covering the reporting of the first three quarters of 2016, this deadline is extended to the 30th working day following the abovementioned deadline for reference period Q1 of 2016, to the 25th working day following the abovementioned deadline for reference period Q2 of 2016 and to the 20th working day following the abovementioned deadline for reference period Q3 of 2016.

NCBs shall report to the ECB annual IC data by close of business on the 10th working day following the deadline specified for annual data in Article 8 of Regulation (EU) No 1374/2014 (ECB/2014/50).

The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.

In the first reporting of the quarterly IC data to the ECB, NCBs shall be required to submit data on outstanding amounts. Flow adjustments shall be transmitted on a best efforts basis.

The following general rules shall apply to revisions of quarterly and annual data:

(a)

during the regular quarterly production periods, i.e. for a given reference period, from the deadline specified in paragraph 2 to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference quarter;

(b)

during the regular annual production periods, i.e. for a given reference year, from the deadline specified in paragraph 2 to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference year;

(c)

outside the regular production periods, NCBs may also revise data covering previous reference periods.

To ensure the quality of the euro area IC statistics, where NCBs grant derogations to the smallest ICs in accordance with Article 7(1)(a) of Regulation (EU) No 1374/2014 (ECB/2014/50), they shall gross up the quarterly IC data reported to the ECB to 100 % coverage.

NCBs may choose the procedure for grossing-up to 100 % coverage based on the data collected in accordance with Article 7(1)(b) and 7(1)(c) of Regulation (EU) No 1374/2014 (ECB/2014/50) provided that estimates are based on the corresponding type of IC (i.e. life, non-life, reinsurance, composite).

NCBs shall also ensure that, for the reference quarters of 2016, the data reported to the ECB represent 100 % of the reporting population. NCBs who intend to grant derogations to the smallest ICs under Article 7(1)(a) of Regulation (EU) No 1374/2014 (ECB/2014/50), shall collect all necessary information to ensure that data transmitted to the ECB is of high quality. NCBs who derive the required data from data collected for supervisory purposes under Directive 2009/138/EC of the European Parliament and of the Council (**) may, for this purpose: (i) extend the data collected for the opening day as of reference date 1 January 2016 (see paragraph 5); (ii) increase the coverage of the reporting population of the first reference quarter(s); or (iii) use alternative data sources from which grossed-up data of equally high quality can be derived.

NCBs shall transmit to the ECB end-2015 stock data, which may include approximations if needed, for the main aggregates as set out in Part 23 of Annex II. NCBs may, for this purpose, use the data referring to 1 January 2016 collected for supervisory purposes under Directive 2009/138/EC. These data shall be transmitted to the ECB together with the data for Q1 of 2016.

NCBs shall derive the aggregated quarterly data on assets and liabilities for each type of IC in accordance with Tables 2a and 2b of Part 23 of Annex II as follows:

(a)

For securities with ISIN codes, the NCBs shall map the information provided on a security-by-security (s-b-s) basis to the information derived from the Centralised Securities Database (CSDB) as the reference database. The mapped s-b-s information shall be used to compile the value of assets and liabilities in euro and to derive the necessary breakdowns for each individual security held or issued by the IC. If the security identifiers are not found in the CSDB, or the information necessary to compile the assets and liabilities in accordance with Tables 2a and 2b of Part 23 of Annex II is not available from the CSDB, the NCBs shall estimate the missing data.

(b)

NCBs shall aggregate the data on securities derived under paragraph (a) and add them to the information reported for securities without ISIN codes to produce aggregates for: (i) debt securities broken down by maturity (original and remaining) and counterparty (sector and residency); (ii) equity broken down by instrument and counterparty (sector and residency); and (iii) investment fund shares/units broken down by type of investment fund and residency of counterparty.

NCBs shall transmit to the ECB best estimates on the IC holdings of IF shares/units broken down by main investment objective (i.e. bond funds, equity funds, mixed funds, real estate funds, hedge funds and other funds). These data may be derived by mapping the information provided on an s-b-s basis in accordance with Regulation (EU) No 1374/2014 (ECB/2014/50) to the information derived from the CSDB as the reference database.

If the IF shares/units held are not found in the CSDB, the NCBs shall estimate the missing data or use alternative sources to derive the data.

As a transitional measure, NCBs may transmit these data to the ECB for the first time when transmitting data for Q2 2016, covering also the data for Q1 2016.

In accordance with Article 4(1)(c) of Regulation (EU) No 1374/2014 (ECB/2014/50), NCBs shall collect data on non-life insurance technical reserves broken down by line of business and geographical area on an annual basis. NCBs shall transmit quarterly data to the ECB which may be estimated based on the data collected annually.

The valuation and/or accounting rules in Regulation (EU) No 1374/2014 (ECB/2014/50) shall also apply when the NCBs report IC data to the ECB.

NCBs shall submit explanatory notes explaining the reasons for significant revisions and revisions provided outside regular production periods in line with Article 26a(3)(c). In addition, the NCBs shall provide the ECB with explanatory notes concerning reclassification adjustments.

NCBs may collect data from all insurance corporations resident in the country (‘host approach’), in accordance with Article 2(1) of Regulation (EU) No 1374/2014 (ECB/2014/50) or they may derive the data required for ESCB purposes from data collected for supervisory purposes under Directive 2009/138/EC, in accordance with Article 2(2) of Regulation (EU) No 1374/2014 (ECB/2014/50) (‘home approach’).

In principle, data transmitted to the ECB in accordance with this Guideline shall represent the host approach. However, NCBs who derive the data required for ESCB purposes from the supervisory data collection may transmit the data following the home approach as long as the difference between the host approach and home approach data is not deemed significant.

The issue of whether or not the difference between the host and the home approach is significant shall be assessed on the basis of data on premiums reported in accordance with Table 3 of Part 23 of Annex II to this Guideline. Following this assessment, the ECB, in close cooperation with NCBs, will define the approach to be followed regarding the transmission of host approach data to the ECB. Until this approach is defined, NCBs are exempted from adjusting their data.

NCBs who wish to adjust their data may, on a voluntary and best efforts basis, derive host approach data from data collected in accordance with the home approach. For this purpose, bilateral contacts and exchanges of data may take place between the NCBs concerned.

(**)  Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 335, 17.12.2009, p. 1).’"

7.

Annexes II, III, IV and V are amended in accordance with the Annex to this Guideline.

Article 2

Taking effect and implementation

This Guideline shall take effect on the day of its notification to the NCBs of the Member States. The NCBs of the Member States whose currency is the euro shall comply with this Guideline from 1 January 2016.

Article 3

Addressees

This Guideline is addressed to the NCBs of the Member States whose currency is the euro.

Done at Frankfurt am Main, 4 December 2015.

The President of the ECB

Mario DRAGHI


(1)  OJ L 318, 27.11.1998, p. 8.

(2)  Regulation (EU) No 1374/2014 of the European Central Bank of 28 November 2014 on statistical reporting requirements for insurance corporations (ECB/2014/50) (OJ L 366, 20.12.2014, p. 36).

(3)  Guideline ECB/2014/15 of 4 April 2014 on monetary and financial statistics (OJ L 340, 26.11.2014, p. 1).


ANNEX

Annexes II, III, IV and V are amended as follows:

1.

in Annex II, the table on pension funds statistics in part 22 is replaced by the following table:

Assets Pension Funds

 

Total

 

Domestic

Total

MFIs (S.121+S.122+ S.123)

 

Non-MFIs

Total

General government (S.13)

 

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Currency and deposits

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

of which: Transferable deposits

 

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

Investment funds shares/units

 

 

 

 

 

 

 

 

 

 

 

 

MMF shares/units

 

 

 

 

 

 

 

 

 

 

 

 

Non-MMF investment fund shares/units

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves and related claims  (1)

 

 

 

 

 

 

 

 

 

 

 

 

Remaining assets

 

 

 

 

 

 

 

 

 

 

 

 

Total non-financial assets

 

 

 

 

 

 

 

 

 

 

 

 


 

 

Euro area Member States other than domestic

Rest of the world

Total

MFIs (S.121+S.122+ S.123)

 

Non-MFIs

Total

General government (S.13)

 

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Currency and deposits

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

of which: Transferable deposits

 

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

Investment funds shares/units

 

 

 

 

 

 

 

 

 

 

 

 

MMF shares/units

 

 

 

 

 

 

 

 

 

 

 

 

Non-MMF investment fund shares/units

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves and related claims  (1)

 

 

 

 

 

 

 

 

 

 

 

 

Remaining assets

 

 

 

 

 

 

 

 

 

 

 

 

Total non-financial assets

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities Pension Funds

 

Total

 

Domestic

Total

MFIs (S.121+S.122+S.123)

 

Non-MFIs

Total

General government (S.13)

 

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs (S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves

 

 

 

 

 

 

 

 

 

 

 

 

of which: Pension entitlements (2)

 

 

 

 

 

 

 

 

 

 

 

 

Defined Contribution

 

 

 

 

 

 

 

 

 

 

 

 

Defined Benefit

 

 

 

 

 

 

 

 

 

 

 

 

Hybrid schemes

 

 

 

 

 

 

 

 

 

 

 

 

Remaining liabilities

 

 

 

 

 

 

 

 

 

 

 

 


 

 

Euro area Member States other than domestic

Rest of the world

Total

MFIs (S.121+S.122+S.123)

 

Non-MFIs

Total

General government (S.13)

 

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs (S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves

 

 

 

 

 

 

 

 

 

 

 

 

of which: Pension entitlements (2)

 

 

 

 

 

 

 

 

 

 

 

 

Defined Contribution

 

 

 

 

 

 

 

 

 

 

 

 

Defined Benefit

 

 

 

 

 

 

 

 

 

 

 

 

Hybrid schemes

 

 

 

 

 

 

 

 

 

 

 

 

Remaining liabilities

 

 

 

 

 

 

 

 

 

 

 

 

2.

in Annex II, the following Part 23 is added:

‘PART 23

Statistics on ICs

Table 1

Data on assets and liabilities to be provided for Q4 2015: stocks  (3)

 

Total

ASSETS (F)

1.

Currency and deposits (ESA 2010: F.21+F.22+F.29) — fair value

 

1x.

Currency and deposits of which transferable deposits (F.22)

 

2.

Debt securities (ESA 2010: F.3)

 

3.

Loans (ESA 2010: F.4) — fair value

 

3x.

Loans of which deposit guarantees in connection with reinsurance business — fair value

 

4.

Equity (ESA 2010: F.51)

 

4a.

Equity of which listed shares

 

5.

Investment funds shares/units (ESA 2010: F.52)

 

6.

Financial derivatives (ESA 2010: F.7)

 

7.

Non-life insurance technical reserves (ESA 2010: F.61)

 

8.

Non-financial assets (ESA 2010: AN)

 

9.

Remaining assets

 

LIABILITIES (F)

1.

Debt securities issued and loans (ESA 2010: F.3 + F.4)

 

1.x.

of which deposit guarantees in connection with reinsurance business

 

2.

Equity (ESA 2010: F.51)

 

2a.

Equity of which listed shares

 

2b.

Equity of which unlisted shares

 

2c.

Equity of which other equity

 

3

Insurance technical reserves (ESA 2010: F.6)

 

3.1

Life insurance technical reserves

 

of which unit-linked

 

of which non-unit linked

 

3.2

Non-life insurance technical reserves

 

4

Financial derivatives (ESA 2010: F.7)

 

5

Remaining liabilities

 


Table 2a

Data on assets to be provided on a quarterly basis: stocks and flow adjustments

 

Total

Euro area

Rest of the world

Domestic

Euro area Member States other than domestic

Euro area Member States other than domestic

(country-by-country information)

Total

Non-participating Member States

(country-by-country information)

Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA)

ASSETS (F)

1.

Currency and deposits (ESA 2010: F.21+F.22+F.29) — fair value

 

 

 

 

 

 

 

up to 1 year (remaining until maturity)

 

 

 

 

 

 

 

over 1 year (remaining until maturity)

 

 

 

 

 

 

 

1x.

Currency and deposits o/w transferable deposits (F.22)

 

 

 

 

 

 

 

1.

Currency and deposits (ESA 2010: F.21+F.22+F.29) — nominal value

 

 

 

 

 

 

 

2.

Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

up to 1 year (original maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

1-2 years (original maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

over 2 years (original maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

up to 1 year (remaining until maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

1-2 years (remaining until maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

2-5 years (remaining until maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

Over 5 years (remaining until maturity)

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

3.

Loans (ESA 2010: F.4) — fair value

 

 

 

 

 

 

 

original maturity up to 1 year — fair value

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

original maturity 1-5 years — fair value

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

original maturity over 5 years — fair value

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

up to 1 year remaining until maturity — fair value

 

 

 

 

 

 

 

1-2 years remaining until maturity — fair value

 

 

 

 

 

 

 

2-5 years remaining until maturity — fair value

 

 

 

 

 

 

 

over 5 years remaining until maturity — fair value

 

 

 

 

 

 

 

3x.

Loans o/w deposit guarantees in connection with reinsurance business — fair value

 

 

 

 

 

 

 

3.

Loans (ESA 2010: F.4) — nominal value

 

 

 

 

 

 

 

original maturity up to 1 year — nominal value

 

 

 

 

 

 

 

original maturity 1-5 years — nominal value

 

 

 

 

 

 

 

original maturity over 5 years — nominal value

 

 

 

 

 

 

 

4.

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

4a.

Equity of which listed shares

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

4b.

Equity of which unlisted shares

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

4c.

Equity of which other equity

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

5.

Investment funds shares/units (ESA 2010: F.52)

 

 

 

 

 

 

 

5a.

MMF shares/units

 

 

 

 

 

 

 

5b.

Non-MMF shares/units

 

 

 

 

 

 

 

Equity funds

 

 

 

 

 

 

 

Bond funds

 

 

 

 

 

 

 

Mixed funds

 

 

 

 

 

 

 

Real estate funds

 

 

 

 

 

 

 

Hedge funds

 

 

 

 

 

 

 

Other funds

 

 

 

 

 

 

 

6.

Financial derivatives (ESA 2010: F.7)

 

 

 

 

 

 

 

7.

Insurance technical reserves and related claims  (4)

 

 

 

 

 

 

 

8.

Non-financial assets (ESA 2010: AN)

 

 

 

 

 

 

 

9.

Remaining assets

 

 

 

 

 

 

 

10.

Total assets

 

 

 

 

 

 

 

Abbreviations used in this table: o/w=of which, MFI=monetary financial institution, GG=general government, IF=investment fund, OFI=other financial intermediary, IC=insurance corporation, PF=pension fund, NFC=non-financial corporation, HH=household, NPISH=non-profit institution serving households, MMF=money market fund


Table 2b

Data on liabilities to be provided on a quarterly basis: stocks and flow adjustments

 

Total

Euro area

Rest of the world

Domestic

Euro area Member States other than domestic

Euro area Member States other than domestic (country-by-country information)

Total

Non-participating Member States (country-by-country information)

Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA)

LIABILITIES (F)

1.

Debt securities issued (ESA 2010: F.3)

 

 

 

 

 

 

 

2.

Loans (ESA 2010: F.4)

 

 

 

 

 

 

 

issued by monetary financial institutions (MFIs) (5)

 

 

 

 

 

 

 

issued by non-MFIs (5)

 

 

 

 

 

 

 

2.x.

Loans o/w deposit guarantees in connection with reinsurance business

 

 

 

 

 

 

 

3.

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

Listed shares

 

 

 

 

 

 

 

Unlisted shares

 

 

 

 

 

 

 

Other equity

 

 

 

 

 

 

 

4

Insurance technical reserves (ESA 2010: F.6)

 

 

 

 

 

 

 

4.1

Life insurance technical reserves

 

 

 

 

 

 

 

Unit-linked

 

 

 

 

 

 

 

Non-unit-linked (6)

 

 

 

 

 

 

 

4.1.a

Life insurance technical reserves o/w Pension entitlements  (7)

 

 

 

 

 

 

 

Defined contribution schemes

 

 

 

 

 

 

 

Defined benefit schemes

 

 

 

 

 

 

 

Hybrid schemes

 

 

 

 

 

 

 

4.1.b

Life insurance technical reserves o/w accepted reinsurance

 

 

 

 

 

 

 

4.2

Non-life insurance technical reserves  (8)

 

 

 

 

 

 

 

by line of business

 

 

 

 

 

 

 

Medical expense insurance

 

 

 

 

 

 

 

Income protection insurance

 

 

 

 

 

 

 

Workers' compensation insurance

 

 

 

 

 

 

 

Motor vehicle liability insurance

 

 

 

 

 

 

 

Other motor insurance

 

 

 

 

 

 

 

Marine, aviation and transport insurance

 

 

 

 

 

 

 

Fire and other damage to property insurance

 

 

 

 

 

 

 

General liability insurance

 

 

 

 

 

 

 

Credit and suretyship insurance

 

 

 

 

 

 

 

Legal expenses insurance

 

 

 

 

 

 

 

Assistance

 

 

 

 

 

 

 

Miscellaneous financial loss

 

 

 

 

 

 

 

Reinsurance

 

 

 

 

 

 

 

5

Financial derivatives (ESA 2010: F.7)

 

 

 

 

 

 

 

6

Remaining liabilities

 

 

 

 

 

 

 

Abbreviation used in this table: o/w=of which.


Table 3

Data on premiums, claims and commissions to be provided on an annual basis

 

Total

 

Domestic

Branches inside the EEA (country-by-country information)

Branches outside the EEA (total)

1.

Premiums

 

 

 

 

2.

Claims

 

 

 

 

3.

Commissions’

 

 

 

 

3.

in Annex III, Parts 2, 3 and 4 are replaced by the following:

‘PART 2

DSDs and datasets

1.   In the SDMX messages exchanged, statistical concepts can be used either as dimensions (in composing the ‘keys’ identifying the time series) or as attributes (providing information about the data). Coded dimensions and attributes take their values from predefined code lists. The DSDs define the structure of the exchanged series keys, in terms of concepts and associated code lists. In addition, they define their relationship with the relevant attributes. The same structure can be used for several data flows, which are differentiated by the data set information.

2.   In the context of monetary and financial statistics, the ECB has defined 12 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one data set using that structure is exchanged and as a consequence the DSD identifier and the associated data set identifier (DSI) used in the SDMX data messages are the same. For treatment, timeliness and responsibility purposes, two different data sets following the ‘ECB_BSI1’ DSD have been defined and are distinguished at the DSI level. Similarly, two different data sets following the ‘ECB_ICPF1’ DSD have been defined and are distinguished at the DSI level. The following data flows characteristics are in production:

balance sheet items (BSI), DSD identifier and DSI ‘ECB_BSI1’,

balance sheet items in the context of the Blue Book (BSP), DSD identifier ‘ECB_BSI1’ and DSI ‘ECB_BSP’,

banking structural financial indicators (SSI), DSD identifier and DSI ‘ECB_SSI1’,

banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier ‘ECB_SS1’ and DSI ‘ECB_SSP’,

MFI interest rates (MIR), DSD identifier and DSI ‘ECB_MIR1’,

other financial intermediaries (OFI), DSD identifier and DSI ‘ECB_OFI1’,

securities issues (SEC), DSD identifier and DSI ‘ECB_SEC1’,

payment and settlement systems (PSS), DSD identifier and DSI ‘ECB_PSS1’,

investment funds (IVF), DSD identifier and DSI ‘ECB_IVF1’,

financial vehicle corporations (FVC), DSD identifier and DSI ‘ECB_FVC1’,

consolidated banking data (CBD), DSD identifier and DSI ‘ECB_CBD1’,

international consolidated banking statistics (CBS), DSD identifier and DSI ‘BIS_CBS’,

insurance corporations' assets and liabilities (ICB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_ICB’,

insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI ‘ECB_ICO1’,

pension funds' assets and liabilities (PFB), DSD identifier ‘ECB_ICPF1’ and DSI ‘ECB_PFB’.

2.1.   The DSI ‘ECB_BSI1’ is used to define the series keys for data on:

MFI balance sheet statistics,

e-money,

credit institutions balance sheet statistics,

MMF balance sheet statistics,

central government deposit liabilities and holdings of cash and securities,

memorandum items,

supplementary BSI data reported by the NCBs to the International Monetary Fund using the ECB gateway services,

securitised and sold MFI loans to third parties,

reserve base statistics,

macro ratio,

loans to non-financial corporations broken down by branch of activity,

credit lines.

2.2.   For the purposes of insurance corporations and pension funds (ICPF), the DSI ‘ECB_ICPF1’ is used to define the series keys for data on insurance corporations' assets and liabilities and on pension funds' assets and liabilities.

PART 3

Dimensions

The table below identifies the dimensions composing the series keys of the specific monetary and financial statistics listed in Part 2, their format and the code lists from which they take their code values.

Data structure definition (DSD)

Concept

Concept name

Value

Code list

Code list name

BSI

SSI

MIR

OFI

SEC

PSS

IVF

FVC

CBD

CBS (9)

ICPF

ICO

(identifier)

 

format (10)

 

 

DIMENSION ORDER IN THE KEY

DIMENSIONS

1

1

1

1

1

1

1

1

1

1

1

1

FREQ

Frequency

AN1

CL_FREQ

Frequency code list

2

2

2

2

2

2

2

2

2

 

 

 

REF_AREA

Reference area

AN2

CL_AREA_EE

Area code list

 

 

 

 

 

 

 

 

 

 

2

2

REF_AREA

Reference area

AN2

CL_AREA (11)

Area code list

3

 

 

3

 

 

3

3

 

 

 

 

ADJUSTMENT

Adjustment indicator

AN1

CL_ADJUSTMENT

Adjustment indicator code list

4

 

3

 

 

 

 

 

 

 

 

 

BS_REP_SECTOR

Balance sheet reference sector breakdown

AN..2

CL_BS_REP_SECTOR

Balance sheet reference sector breakdown code list

 

3

 

 

 

 

 

 

 

 

 

 

REF_SECTOR

Reference sector breakdown

AN4

CL_ESA95_SECTOR

ESA 95 reference sectoral breakdown code list

 

 

 

 

3

 

 

 

 

 

 

 

SEC_ISSUING SECTOR

Securities issuing sector

AN4

CL_ESA95_SECTOR

ESA 95 reference sectoral breakdown code list

 

 

 

 

 

3

 

 

 

 

 

 

PSS_INFO_TYPE

PSS information type

AN4

CL_PSS_INFO_TYPE

Payment and settlement system information type code list

 

 

 

 

 

4

 

 

 

 

 

 

PSS_INSTRUMENT

PSS instrument

AN4

CL_PSS_INSTRUMENT

Payment and settlement system instrument code list

 

 

 

 

 

5

 

 

 

 

 

 

PSS_SYSTEM

PSS entry point

AN4

CL_PSS_SYSTEM

Payment and settlement system entry point code list

 

 

 

 

 

6

 

 

 

 

 

 

DATA_TYPE_PSS

PSS data type

AN2

CL_DATA_TYPE_PSS

Payment and settlement system data type code list

 

 

 

 

 

 

 

 

 

 

3

 

COMP_APPROACH

Compilation approach indicator

AN1

CL_COMP_APPROACH

Compilation approach indicator code list

 

 

 

4

 

 

 

 

 

 

 

 

OFI_REP_SECTOR

Other financial intermediaries reporting sector

AN2

CL_OFI_REP_SECTOR

Other financial intermediaries reference sectoral breakdown code list

 

 

 

 

 

 

4

 

 

 

 

 

IVF_REP_SECTOR

Investment funds reporting sector

AN2

CL_IVF_REP_SECTOR

Investment funds reference sectoral breakdown code list

 

 

 

 

 

 

 

4

 

 

 

 

FVC_REP_SECTOR

Financial vehicle corporations reporting sector

AN1

CL_FVC_REP_SECTOR

Financial vehicle corporations reference sectoral breakdown code list

 

 

 

 

 

 

 

 

 

 

4

3

REPORTING_SECTOR

Reporting sector

AN..6

CL_SECTOR (11)

Institutional sector code list

 

 

 

 

 

 

 

 

3

 

 

 

CB_REP_SECTOR

CBD reference sector breakdown

AN2

CL_CB_REP_SECTOR

Consolidated banking data reference sector breakdown code list

 

 

 

 

 

 

 

 

4

 

 

 

CB_SECTOR_SIZE

CBD reference sector size

AN1

CL_CB_SECTOR_SIZE

Consolidated banking data reference sector size code list

 

4

 

 

 

 

 

 

 

 

 

 

SSI_INDICATOR

Structural financial indicator

AN3

CL_SSI_INDICATOR

Structural financial indicator's code list

5

 

4

 

 

 

 

 

 

 

 

 

BS_ITEM

Balance sheet item

AN..7

CL_BS_ITEM

Balance sheet item code list

 

 

 

5

 

 

 

 

 

 

 

 

OFI_ITEM

Other financial intermediaries balance sheet item

AN3

CL_OFI_ITEM

Other financial intermediaries balance sheet item code list

 

 

 

 

4

 

 

 

 

 

 

 

SEC_ITEM

Securities item

AN6

CL_ESA95_ACCOUNT

ESA 95 account code list

 

 

 

 

 

 

5

 

 

 

 

 

IF_ITEM

Investment funds assets and liabilities

AN3

CL_IF_ITEM

IF balance sheet item code list

 

 

 

 

 

 

 

5

 

 

 

 

FVC_ITEM

Financial vehicle corporations assets and liabilities

AN3

CL_FVC_ITEM

Financial vehicle corporations balance sheet item code list

 

 

 

 

 

 

 

 

 

 

5

 

ICPF_ITEM

Insurance corporations and pension funds assets and liabilities

AN..4

CL_ICPF_ITEM

Insurance corporations and pension funds assets and liabilities code list

 

 

 

 

 

 

 

 

 

 

 

4

ICO_PAY_ITEM

Insurance corporations operations item

AN1

CL_ICO_PAY

Insurance corporations operations item code list

 

 

 

 

 

 

 

 

5

 

 

 

CB_ITEM

Consolidated banking data item

AN5

CL_CB_ITEM

Consolidated banking data item code list

6

 

5

6

 

 

6

6

6

 

 

 

MATURITY_ORIG

Original maturity

AN..3

CL_MATURITY_ORIG

Original maturity code list

 

 

 

 

 

 

 

 

 

 

6

 

MATURITY

Maturity

AN..6

CL_MATURITY (11)

Maturity code list

 

 

 

 

5

 

 

 

 

 

 

 

SEC_VALUATION

Securities valuation

AN1

CL_MUFA_VALUATION

Valuation in MUFA context code list

7

5

 

7

 

 

7

7

7

 

7

 

DATA_TYPE

Data type

AN1

CL_DATA_TYPE

Money and banking type of data, flow and position code list

 

 

6

 

 

 

 

 

 

 

 

 

DATA_TYPE_MIR

MIR data type

AN1

CL_DATA_TYPE_MIR

MFI interest rates data type code list

 

 

 

 

6

 

 

 

 

 

 

 

DATA_TYPE_SEC

Securities data type

AN1

CL_DATA_TYPE_SEC

Securities data type code list

 

 

 

 

 

 

 

 

 

2

 

 

L_MEASURE

Stock, flow

AN1

CL_STOCK_FLOW

Stock, flow

 

 

 

 

 

 

 

 

 

3

 

 

L_REP_CTY

Reference area code for BIS international financial statistics (BIS-IFS)

AN2

CL_BIS_IF_REF_AREA

Reference area code for BIS-IFS

 

 

 

 

 

 

 

 

 

4

 

 

CBS_BANK_TYPE

CBS bank type

AN2

CL_BIS_IF_REF_AREA

CBS bank type

 

 

 

 

 

 

 

 

 

5

 

 

CBS_BASIS

CBS reporting basis

AN1

CL_CBS_BASIS

CBS reporting basis

 

 

 

 

 

 

 

 

 

6

 

 

L_POSITION

CBS position type

AN1

CL_L_POSITION

Position type

 

 

 

 

 

 

 

 

 

7

 

 

L_INSTR

CBS instrument type

AN1

CL_L_INSTR

Instrument type

 

 

 

 

 

 

 

 

 

8

 

 

REM_MATURITY

CBS remaining maturities

AN1

CL_ISSUE_MAT

Issue maturity code list

 

 

 

 

 

 

 

 

 

9

 

 

CURR_TYPE_BOOK

CBS currency type of booking location

AN3

CL_CURRENCY_3POS

Currency type of booking location

 

 

 

 

 

 

 

 

 

10

 

 

L_CP_SECTOR

CBS counterparty sector

AN1

CL_L_SECTOR

CBS counterparty sector

 

 

 

 

 

 

 

 

 

11

 

 

L_CP_COUNTRY

CBS counterparty area

AN2

CL_BIS_IF_REF_AREA

Reference area code for BIS-IFS

8

6

 

8

 

7

8

8

8

 

 

 

COUNT_AREA

Counterpart area

AN2

CL_AREA_EE

Area code list

 

 

 

 

 

 

 

 

 

 

8

5

COUNTERPART_AREA

Counterpart area

AN2

CL_AREA

Area code list

 

 

7

 

 

 

 

 

 

 

 

 

AMOUNT_CAT

Amount category

AN1

CL_AMOUNT_CAT

Amount category code list

9

 

8

9

 

 

9

9

9

 

 

 

BS_COUNT_SECTOR

Balance sheet counterpart sector

AN..7

CL_BS_COUNT_SECTOR

Balance sheet counterpart sector code list

 

 

 

 

 

 

 

 

 

 

9

 

COUNTERPART_SECTOR

Counterpart sector

AN..6

CL_SECTOR

Institutional sector code list

 

 

 

 

 

8

 

 

 

 

 

 

COUNTERPART_SECTOR

Counterpart sector

AN2

CL_PS_COUNT_SECTOR

Payment and settlement system receiving/acquiring sector

 

 

 

 

 

 

 

10

 

 

 

 

FVC_ORI_SECTOR

Financial vehicle corporations originator sector

AN2

CL_FVC_ORI_SECTOR

Financial vehicle corporations originator sector code list

 

 

 

 

 

 

 

 

 

 

 

6

ICO_UNIT

Insurance corporations unit

AN1

CL_ICO_UNIT

Insurance corporations unit code list

10

7

9

10

7

9

10

11

10

 

10

 

CURRENCY_TRANS

Currency of transaction

AN3

CL_CURRENCY

Currency code list

 

8

 

11

8

10

11

 

11

 

 

 

SERIES_DENOM

Denomination of the series or special calculation

AN1

CL_SERIES_DENOM

Denomination of the series or special calculation code list

 

 

 

 

 

 

 

 

 

 

11

7

CURRENCY_DENOM

Currency denominator

AN..15

CL_UNIT

Unit code list

11

 

 

 

 

 

 

12

 

 

 

 

BS_SUFFIX

Balance sheet suffix

AN..3

CL_BS_SUFFIX

Balance sheet suffix code list

 

 

 

 

9

 

 

 

 

 

 

 

SEC_SUFFIX

Series suffix in securities context

AN1

CL_SEC_SUFFIX

Securities suffix code list

 

 

10

 

 

 

 

 

 

 

 

 

IR_BUS_COV

Interest rates business coverage

AN1

CL_IR_BUS_COV

Interest rates business coverage code list

Frequency. This dimension indicates the frequency of the reported time series. The specific data exchange requirements are as follows:

for the ‘ECB_OFI1’ DSD: when national data are only available at a lower frequency, i.e. biannually or annually, NCBs estimate quarterly data. When quarterly estimates are not feasible, data are nevertheless provided as quarterly time series, i.e. annual data are provided as yyyyQ4 and biannual data are provided as yyyyQ2 and yyyyQ4 with the remaining quarters either not reported or reported as missing with the observation status ‘L’,

for the ‘ECB_SEC1’ DSD: if the required monthly data are not available and no estimates can be made, then quarterly or annual data can be sent.

Reference area. This dimension relates to the country of residence of the reporting institution. In the ‘ECB_SEC1’ DSD, it indicates the country of residence of the issuing sector (*).

Adjustment indicator. This dimension indicates whether a seasonal adjustment and/or a working day adjustment are applied.

Balance sheet reference sector breakdown. This dimension refers to the reporting sector according to the breakdown defined in the associated code list.

Reference sector breakdown. This dimension indicates the reference sector for the structural financial indicators (in the ‘ECB_SSI1’ DSD).

Securities issuing sector. This dimension refers to the sector of the securities issuers (in the ‘ECB_SEC1’ DSD).

PSS information type. This dimension represents the general type of information to be provided in the context of the ‘ECB_PSS1’ DSD.

PSS instrument. This dimension, used in the ‘ECB_PSS1’ DSD, indicates the particular type of instrument/device used for the payment transactions, e.g. cards with a cash function or credit transfers, etc.

PSS entry point. This dimension is linked to the type of terminal or system through which the underlying payments transaction was done. For the correspondence of payment systems and PSS entry point code values, see Part 16 of Annex II.

PSS data type. In the PSS context, this dimension gives the unit of measurement for the observation, i.e. whether a number or a value should be reported for the item (e.g. number of transactions per card, value of transactions per card, etc.).

Compilation approach. This dimension indicates whether data represent the home or the host approach.

Other financial intermediaries reporting sector. This dimension indicates the sector of the reporting institution within the OFI sector.

Investment funds reporting sector. This dimension indicates the sector of the reporting institution within the IF sector.

Financial vehicle corporations reporting sector. This dimension indicates the sector of the reporting institution within the FVC sector.

Reporting sector. This dimension indicates whether the reporting institution is a PF or a type of IC.

CBD reference sector breakdown. This dimension indicates the ownership and type of the reporting institution (domestic credit institutions versus foreign controlled subsidiaries or branches).

CBD sector size. This dimension indicates the size of the reporting institution with respect to its total assets. It only applies to the domestic credit institutions.

Structural financial indicator. This dimension is ‘ECB_SSI1’ DSD specific and represents the type of structural financial indicator.

Balance sheet item. This dimension indicates the item of the MFI balance sheet as defined in Regulation (EU) No 1071/2013 (ECB/2013/33).

Other financial intermediaries balance sheet item. This dimension indicates an item of the OFI balance sheet. OFIs concentrate on different financial activities depending on the type of institution, and not all balance sheet items apply to all types of intermediaries. Therefore, while most of the balance sheet items are common to all types of other financial intermediaries, ‘other assets’ and ‘other liabilities’ can have different definitions for different types of intermediaries. On the asset side, two different definitions are adopted for the ‘other assets’ item: (a) for security and derivative dealers (SDDs) this item includes loans; and (b) for financial corporations engaged in lending (FCLs) the item includes deposits, cash, investment fund shares, fixed assets and financial derivatives. With regard to the ‘other liabilities’ item: (a) for SDDs this item excludes debt securities, capital and reserves and financial derivatives; and (b) for FCLs this item includes financial derivatives.

Securities item. This dimension refers to the items taken from the list of items set up for the monetary union financial accounts (MUFA) in line with the European System of Accounts concepts. It is only used for the ‘ECB_SEC1’ DSD.

Investment funds assets and liabilities. This dimension relates to the item of the IF's assets and liabilities as defined in Regulation (EU) No 1073/2013 (ECB/2013/38).

Financial vehicle corporations assets and liabilities. This dimension relates to the item of the FVC's assets and liabilities as defined in Regulation (EU) No 1075/2013 (ECB/2013/40).

Insurance corporations and pension funds assets and liabilities. This dimension indicates an item of the IC and PF assets and liabilities. In the case of ICs, the items are defined in Regulation (EU) No 1374/2014 (ECB/2014/50). In the case of PFs, the items are defined in the ESA 2010.

Insurance corporations operations item. This dimension relates to the items of operations of ICs, i.e. premiums, claims and commissions, as defined in Regulation (EU) No 1374/2014 (ECB/2014/50).

Consolidated banking data item. This dimension indicates the item of the CBD reporting scheme to be reported (from the banks' income statement, balance sheet and capital adequacy reports).

Original maturity. For the ‘ECB_BSI1’, ‘ECB_FVC1’, ‘ECB_IVF1’, ‘ECB_CBD1’ and ‘ECB_OFI1’ DSDs, this dimension indicates the original maturity of the BSI. For the ‘ECB_MIR1’ DSD, this dimension indicates, for items on outstanding amounts, the breakdown by original maturity or period of notice of the deposits or loans; for items on new business, it indicates the breakdown by original maturity or period of notice in the case of deposits and the initial period of fixation in the case of loans.

Maturity. This dimension indicates the original and the remaining maturity of the instrument in the ‘ECB_ICPF1’ DSD.

Securities valuation. This dimension identifies the valuation method used for securities issues statistics in the ‘ECB_SEC1’ DSD.

Data type. This dimension describes the type of data reported in the ‘ECB_BSI1’, ‘ECB_SSI1’, ‘ECB_OFI1’, ‘ECB_IVF1’, ‘ECB_FVC1’, ‘ECB_CBD1’, ‘ECB_ICPF1’ and ‘ECB_ICO1’ DSDs.

MIR data type. In the ‘ECB_MIR1’ DSD, this dimension distinguishes MFI interest rate statistics from those relating to the volumes of new business or outstanding amounts.

Securities data type. This dimension indicates the type of data contained within the securities issues statistics in the ‘ECB_SEC1’ DSD. Net issues are only provided if issues and redemptions cannot be separately identified.

Stock, flow. This dimension, which is ‘BIS_CBS’ specific, indicates the data type stock or flow of the data that is reported.

Reference area code for BIS-IFS. This dimension, which is ‘BIS_CBS’ specific, represents the area of residence of the reporting institutions.

CBS bank type. This dimension, which is ‘BIS_CBS’ specific, refers to the group of the corresponding reporting sector. For transmission to the ECB the code ‘4P’ should be used, namely, data should be reported only for domestic bank offices referring to CBD large banking groups.

CBS reporting basis. This dimension, which is ‘BIS_CBS’ specific, represents the recording basis of a claim or exposure.

CBS position type. This dimension, which is ‘BIS_CBS’ specific, represents the type of financial position recorded by the data.

CBS remaining maturity. This dimension, which is ‘BIS_CBS’ specific, represents the remaining maturity of the claims or exposures recorded.

CBS currency type of booking location. This dimension, which is ‘BIS_CBS’ specific, represents the currency type of the claims recorded.

CBS counterparty sector. This dimension, which is ‘BIS_CBS’ specific, is linked to the sectoral breakdown of the counterpart for the claims or exposures recorded.

CBS counterparty area. This dimension, which is ‘BIS_CBS’ specific, gives the country of residence of the counterpart of the relevant item.

Counterpart area. This dimension gives the area of residence of the counterpart of the relevant item.

Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the ‘ECB_MIR1’ DSD.

Balance sheet counterpart sector. This dimension is linked to the sectoral breakdown of the counterpart of BSIs. In the ‘ECB_ICPF1’ DSD, it indicates the sector of the counterpart of the relevant item.

Counterpart sector. This dimension, defined in the ‘ECB_PSS1’ DSD, represents the sector breakdown of the type of beneficiary (counterpart) involved in the payment transaction.

Financial vehicle corporations originator sector. This dimension, defined in the ‘ECB_FVC1’ DSD, represents the sector of the transferor (originator) of the assets, or a pool of assets, and/or the credit risk of the asset or pool of assets to the securitisation structure.

Insurance corporations unit. This dimension indicates the relevant business unit of the IC.

Currency of transaction. This dimension describes the currency in which the securities are issued (for the ‘ECB_SEC1’ DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the ‘ECB_BSI1’ DSD); (b) the structural financial indicators (for the ‘ECB_SSI1’ DSD); (c) the deposits and loans (for the ‘ECB_MIR1’ DSD); (d) the IF assets and liabilities (for the ‘ECB_IVF1’ DSD); (e) the payment transactions (for the ‘ECB_PSS1’ DSD); (f) the FVC assets and liabilities (for the ‘ECB_FVC1’ DSD); (g) the OFI balance sheet items (for the ‘ECB_OFI1’ DSD); (h) the CBD items (for the ‘ECB_CBD1’ DSD); and (i) the transactions in IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD).

Currency denominator. This dimension describes the currency in which (a) the IC and PF assets and liabilities (for the ‘ECB_ICPF1’ DSD); and (b) the operations of ICs (for the ‘ECB_ICO1’ DSD) are denominated.

Denomination of the series or special calculation. This dimension indicates the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation.

Balance sheet suffix. This dimension, present in the ‘ECB_BSI1’ DSD, gives the currency denominator in which the observations within a time series are expressed, or specifies the underlying calculation.

Series suffix in securities context. This dimension contains supplementary data types for derived series. It is only used for the ‘ECB_SEC1’ DSD.

Interest rates business coverage. This dimension, which is ‘ECB_MIR1’ DSD specific, indicates whether the MFI interest rates statistics refer to outstanding amounts or to a new business.

PART 4

Attributes

The sections below explain in detail the attributes associated with the exchanged data. Section 1 defines the attributes per DSD including their format and attachment level. Section 2 sets out the responsibility of the ESCB data exchange partners in the creation of attributes and their maintenance, as well as the status of the attributes. Sections 3, 4 and 5 focus on the content of the attributes sorted by attachment level, respectively the sibling, time series and observation level.

Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, BIS_CBS, ECB_ICPF1 and ECB_ICO1 DSDs

In addition to the dimensions defining the series keys, a set of attributes is defined. The attributes are attached at various levels of the exchanged information: at sibling, time series or observation level. As illustrated below, they either take their value from pre-defined lists of codes or are uncoded, and are used to add textual explanations on relevant data aspects.

Attribute values are exchanged only when they are set for the first time and whenever they change with the exception of the mandatory attributes attached at observation level, which are attached to each observation and reported at every data transmission.

The table below provides information on the attributes defined for each DSD under consideration, on the level at which they are attached, their format and the name of the code lists from which coded attributes take their values.

 

 

 

 

 

 

 

 

 

 

 

 

Statistical concept

Format (12)

Code list

BSI

SSI

MIR

OFI

SEC

PSS

IVF

FVC

CBD

CBS

ICPF

ICO

ATTRIBUTES AT SIBLING LEVEL

(exchanged using the FNS group)

 

 

 

 

TITLE

Title

AN..70

uncoded

 

UNIT

Unit

AN..12

CL_UNIT

Unit code list

UNIT_MULT

Unit multiplier

AN..2

CL_UNIT_MULT

Unit multiplier code list

DECIMALS

Decimals

N1

CL_DECIMALS

Decimals code list

TITLE_COMPL

Title complement

AN..1050

uncoded

 

 

 

 

 

 

NAT_TITLE

National language title

AN..350

uncoded

 

COMPILATION

Compilation

AN..1050

uncoded

 

 

 

 

 

 

 

COVERAGE

Coverage

AN..350

uncoded

 

SOURCE_AGENCY

Source agency

AN3

CL_ORGANISATION

Organisation code list