{"id":893,"date":"2022-09-13T19:57:01","date_gmt":"2022-09-13T19:57:01","guid":{"rendered":"https:\/\/aurep.myarket.at\/?page_id=893"},"modified":"2026-03-02T22:56:56","modified_gmt":"2026-03-02T21:56:56","slug":"meldeportfolio","status":"publish","type":"page","link":"https:\/\/www.aurep.at\/en\/meldeportfolio\/","title":{"rendered":"Reporting Porfolio"},"content":{"rendered":"

Reporting Porfolio<\/span><\/span><\/h1><\/div>\n\t
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Reporting<\/span><\/span><\/h2>

The Central Bank of the Republic of Austria (OeNB) collects financial statistical data in accordance with the national and European legal regulations and provides this data to the competent authorities. This data fulfils the purpose of monitoring the national and European financial system and serves as the basis for monetary policy decisions.<\/p>\n

The essential regulations at the national level are, above all, the National Bank Act, the Austrian Banking Act and the Foreign Exchange Act; and at the European level the regulation for collection of statistical information by the European Central Bank (ECB), the regulation for prudential requirements for credit institutions and investment firms (CRR), the implementing technical standards (ITS) of the European Banking Authority (EBA) and the regulations and guidelines of the European Central Bank (ECB).<\/p>\n

In addition, OeNB makes data available to other institutions within the scope of international cooperation or agreements (e.g. with the IMF or the OECD).<\/p>\n

Further information on the reporting obligations at: oenb.at<\/a><\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

Joint Austrian reporting data model<\/span><\/span><\/h2>

The reporting data model was developed in close collaboration between OeNB and the Austrian credit institutions with the goal of standardising the reporting requirements and documenting those requirements comprehensively as well as reducing the analysis and implementation expenses with a clear focus on granularity while avoiding redundancies. For the initial definition and the further development of the data model, a standing committee has been set up establishing new contents and enhancements jointly (working body) and making relevant decisions via a decision-making committee (voting body).<\/p>\n

The definitions of the data model comprise a relational data model as the data basis (basic cube), enhanced by algorithms for granular surveys for statistical national and European surveys (cubes), and by rules of derivation and transition for regulatory, template-based surveys. The contents of the data model are published on the homepage of OeNB and are available in the regulatory data and information model (MDI) as well.<\/p>\n

Taking use of the data model is not obligatory for credit institutions, but voluntary; the responsibility for the accuracy of the report contents is borne by the reporting institutions. Due to its multiple advantages, the data model is widely used among Austrian institutions.<\/p>\n

Further information on the data model at: oenb.at<\/a><\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

Cubes<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Template-based reports<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

The first smart cubes modelled in the joint data model are the so-called V1 cubes, credit (KRSC), securities (WPSC), deposit and general ledger account cube (ESSC), as well as the V2 cubes to be reported quarterly, which contain extended data on the financial market stability (FMS). Further important smart cubes include the statistics on securities portfolios group data and securitisation tranches (SHSG) as well as the granular credit survey (GKE), which depicts a granular summary of the AnaCredit and the national credit requirements.<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

V1 and V2 (FMS) Cubes<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

GKE\/ covered bond reporting<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Securities holdings statistics group (SHSG)<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Foreign trade statistics (AUWI)<\/p>\n<\/div><\/div>

Discover More<\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

V1 and V2 (FMS) Cubes<\/span><\/span><\/h2>

Smart Cubes V1 and V2 contain data on the total portfolio of the reporting entity, aggregated according to certain criteria (dimensions).\n\nThis reporting format enables the supervisory authority to evaluate the data received according to any given dimension \u2013 for example the ESA (European System of Accounts) sector of the clients, the term of the transactions or, in the event of the V2 or FMS cubes, the ultimate risk of the asset positions and much more. Like the other reports illustrated in the joint data model, the V1 and V2 cubes are generated based on the basic cube data. In the common reporting platform (CRP), basic cube on a granular data level, transaction by transaction, is generated. This data is available in the form of a relational data model and is accumulated by calculation processing. Alike the structure of the basic cube, the algorithms the calculation based on, are defined in the data model.
\nFundamentally, the FMS-L(K)R-Cubes contains country risk\/ultimate risk data. Only the KRSCFMSLKR can potentially be reported without country risk\/ultimate risk.<\/p>\n

More information at: oenb.at<\/a><\/p>\n<\/div><\/div>

The following table contains a summary of the regulatory reporting contents:<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n
Survey Code<\/strong><\/th>\nName of the Survey<\/strong><\/th>\nPeriodicity<\/strong><\/th>\nNote<\/strong><\/th>\n<\/tr>\n
ESSC<\/td>\nDeposit and general ledger account cube<\/td>\nmonthly<\/td>\n<\/td>\n<\/tr>\n
KRSC<\/p>\n

 <\/td>\n

Credit cube MONSTAT\/ MONSTAT and ZINSSTAT<\/td>\nmonthly<\/td>\n<\/td>\n<\/tr>\n
WPSC<\/td>\nSecurities cube<\/td>\nmonthly<\/td>\n<\/td>\n<\/tr>\n
ESSCFMS<\/td>\nDeposit and general ledger account cube FMS<\/td>\nquaterly<\/td>\n<\/td>\n<\/tr>\n
KRSCFMS<\/td>\nCredit cube MONSTAT\/ MONSTAT and ZINSSTAT and FMS<\/td>\nquaterly<\/td>\n<\/td>\n<\/tr>\n
WPSCFMS<\/td>\nSecurities smart cube MONSTAT financial market stability \/ (without country risk<\/td>\nquaterly<\/td>\n<\/td>\n<\/tr>\n
ESSCFMSLR<\/td>\nDeposit and general ledger account cube FMS LR<\/td>\nquaterly<\/td>\nfrom 30.09.2024<\/td>\n<\/tr>\n
KRSCFMSLKR<\/td>\nCredit cube FMS LKR<\/td>\nquaterly<\/td>\nfrom 30.09.2024<\/td>\n<\/tr>\n
WPSCFMSLR<\/td>\nSecurities cube LR<\/td>\nquaterly<\/td>\nfrom 30.09.2024<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Granular credit data (GKE) and covered bond reporting<\/span><\/span><\/h2>

Granular credit data (GKE)<\/strong><\/p>\n

The contents of the GKE report are composed of the following requirements of the AnaCredit report and the CCR (Central Credit Register) report \u279c AnaCredit + CCR = granular credit survey.<\/p>\n

The GKE survey is divided into two surveys \u2013 GKE1 and GKE2. In addition, the held information on securities of the GKE report (national statistic requirements) for CRR credit institutions (MFI) is extracted directly from the WPSC by OeNB. While the smart cube for the GKE1 shall be reported monthly (EOM + 16 banks business days), the GKE2 report shall be submitted quarterly (EOM + 30 banks business days). However, GKE2 can be processed on monthly basis in ABACUS\/GMP for reconciliation purposes.<\/p>\n

Contrary to the V1\/V2 cubes, the smart cubes have the structure of individual relational tables and are generated at the level of individual transactions, meaning the data is available on a granular level, i.e. is not aggregated as is the case with V1 and V2.<\/p>\n

More information at: oenb.at<\/a><\/p>\n<\/div><\/div>

The following table contains a summary of the regulatory reporting contents:<\/p>\n\n\n\n\n\n
Survey Code<\/strong><\/th>\nName of the Survey<\/strong><\/th>\nPeriodicity<\/strong><\/th>\nNote<\/strong><\/th>\n<\/tr>\n
GKE1<\/td>\nGranular credit data 1<\/td>\nmonthly<\/td>\n<\/td>\n<\/tr>\n
GKE2<\/td>\nGranular credit data 2<\/td>\nquaterly<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div><\/div>

Covered bond reporting (valid as of 06\/30\/2023)<\/strong><\/p>\n

The report comprises information on cover assets, aggregated by type of instrument as well as additional dimensions, information on cover pools, regarding cover requirements and liquidity buffers, as well as information on covered bonds at the level of the ISIN. The report is submitted quarterly.<\/p>\n

More information at (information from OeNB being prepared): oenb.at<\/a><\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Securities holdings statistics group (SHSG)<\/span><\/span><\/h2>

The SHSG reporting obligation exists only for determined groups that have already been notified by OeNB. If a SHSG reporting obligation exists, the surveys on SHSG and securitisations must be submitted. The report is submitted quarterly.<\/p>\n

More information at: oenb.at<\/a><\/p>\n<\/div><\/div><\/div><\/div><\/div><\/div>

Foreign trade statistics (AUWI)<\/span><\/span><\/h2>

The balance of payments is a systematic presentation of the economic relations of a country or an economic area with the rest of the world. It illustrates the cross-border goods and services as well as capital transactions within a certain period.<\/p>\n

The balance of payment is divided into two main parts \u2013 the current account and the capital account. The current account mainly includes real economic transactions and shows how the exports and imports as well as the capital gains and expenditures of a country develop. The capital account illustrates how the country funds and invests.<\/p>\n

More information at: oenb.at<\/a><\/p>\n<\/div><\/div>

You may find a summary of the survey contents below:<\/p>\n\n\n\n\n\n\n\n
Survey Code<\/strong><\/th>\nName of the Survey<\/strong><\/th>\nPeriodicity<\/strong><\/th>\nNote<\/strong><\/th>\n<\/tr>\n
AWFDE<\/td>\nCross-border financial derivatives<\/td>\nmonthly<\/td>\nReporting <\/strong>threshold 1 million EUR<\/td>\n<\/tr>\n
AWVLM<\/td>\nCross-border transfers of assets and property-related transactions<\/td>\nmonthly<\/td>\nReporting <\/strong>100,000 EUR<\/td>\n<\/tr>\n
AWWPI<\/td>\nDomestic securities deposits<\/td>\nmonthly<\/td>\nNo reporting threshold<\/td>\n<\/tr>\n
AWGDL<\/td>\nCross-border services<\/td>\nQuarterly<\/td>\nReporting <\/strong>threshold (obligation to report from) for:
\n\u2013 credit institutions from 10,000,000 EUR;
\n\u2013 insurance companies, reinsurance companies and pension funds (without social security schemes) from 20,000,000 EUR<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/section>

In the domain of template- or data point model-based reports, there are two types of data transfer:<\/strong><\/p>\n