31.01.2017 Views

Supervisory Banking Statistics

supervisorybankingstatistics_third_quarter_2016_201701.en

supervisorybankingstatistics_third_quarter_2016_201701.en

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

T05.05 Data quality: completeness<br />

(percentages)<br />

Module<br />

Quarterly reports<br />

Q2 2016 Q3 2016<br />

COREP 96.00% 94.00%<br />

FINREP 88.00% 87.00%<br />

AE 85.00% 85.00%<br />

LCR N.A. 92.00%<br />

NSFR 90.00% 89.00%<br />

Total average 90.00% 89.00%<br />

Source: ECB.<br />

Notes: The table shows submitted data points as a percentage<br />

of a set of pre-defined data points that are considered<br />

essential by supervisors to completing key supervisory tasks<br />

and have to be reported by all institutions irrespective of their<br />

size, business model or country of origin. The analysis is<br />

completed as at the date for submission of reports to the ECB<br />

for the third quarter of 2016 (i.e. 25 November 2016 for the<br />

third quarter, 29 August for the second quarter). Since some<br />

business models make certain data points redundant for<br />

individual entities, 100% completeness is not possible and<br />

rates over 80% are considered as satisfactory.<br />

The following abbreviations are used:<br />

COREP: common reporting;<br />

FINREP: financial reporting;<br />

AE: asset encumbrance;<br />

LCR: liquidity coverage ratio; the third quarter of 2016 refers<br />

to the new ITS following the EC Delegated Act; comparison<br />

with the second quarter of 2016 is not applicable;<br />

NSFR: net stable funding ratio;<br />

N.A.: not applicable.<br />

<strong>Supervisory</strong> <strong>Banking</strong> <strong>Statistics</strong>, Third quarter 2016 98

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!