EBA’s DPM 3.4 to apply as from 30 September 2024 data | EBA

The European Banking Authority (EBA) has published DPM 3.4 version for regulatory reporting, including the XBRL taxonomy and validation rules. The changes have an impact on reporting by credit institutions, investment firms, management companies, custodians and authorised alternative investment fund managers.

The interest rate interest rate risks in the banking book (IRRBB) is expanding to cover all entities within the scope of the national interest rate risk reporting (R) by the FIN-FSA. With this expansion, the need for the current R reporting will be eliminated. The changes will be implemented in the data collection instructions for credit institutions (Regulations and Guidelines 1/2014), and separate notifications will be provided.            

Minor changes have been made to the DPM, and validation rules have been adjusted based on the adopted ITS. The DPM survey tool has also been updated to correspond to the current release.

Further information on the XBRL taxonomy and DPM model applying to ITS reporting is available on the EBA website.

* Contacts primarily through the FIN-FSA reporter’s portal