PRA110 – Cash Flow Mismatch (Liquidity Pillar 2) Reporting on Gabriel

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PRA110 – Cash Flow Mismatch (Liquidity Pillar 2) Reporting is required to be in XBRL format for submission on the Gabriel system starting from the 1 July 2019.

The templates capture the maturity mismatch of an institution’s activities (‘maturity ladder’). Institutions shall apply the instructions contained in Annex XXII.

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The maturity ladder templates cover contractual flows and contingent outflows. The contractual flows resulting from legally binding agreements and the residual maturity from the reporting date shall be reported according to the provisions of those legal agreements. Only outflows and inflows pursuant to contracts valid at the reporting date must be reported.

Capital+ Taxonomy in DPM Authority

CONTENTS.

The PRA110 submission is spread over two templates:

  • Template 1: Cash flow mismatch. Total.
  • Template 2: Cash flow mismatch. Significant currencies.

BANK OF ENGLAND BANKING XBRL TAXONOMY.

The taxonomy, data point model (DPM) dictionary, annotated templates and validation rules cover the requirements for financial statements as set out in PS36/16 ‘Financial statements – responses to Chapter 3 of CP17/16’ , which takes effect from 1 January 2018.

It also covers the requirements for Capital+ Reporting as set out in PS32/16 ‘Responses to Chapter 3 of CP17/16 – forecast capital data’, which takes effect from 1 October 2017.

Capital+ Taxonomy and DPM in DPM Authority
CRD IV Taxonomy Representation in Report Authority

INTUITIVE PRESENTATION OF DPM TEMPALTES.

DPM Authority presents individual DPM templates as XBRL tagged tables as described by the XBRL taxonomy.

GENERATION OF EXCEL INPUT TEMPLATES.

DPM Authority can generate and link to Excel versions of the DPM templates. These workbooks can be used to automate reported data points using calculations and linking to external data sources for automatic importing into DPM Authority.

Creation of Excel Versions of the Solvency II QRTsExcel Version of COREP Templates
Interactive Validation Results

INTERACTIVE VALIDATION RESULTS.

XBRL validation failure messages are typically very difficult to understand and to resolve. DPM authority helps the user by presenting each failure in a number of different ways. Each message is interactive where clicking on a failure will highlight the data points contributing to the issue in the user interface.

DRAG AND DROP ORACLE EPM AUTOMATION.

DPM Authority is the only Capital+ tool that can integrate natively with Oracle EPM (HFM, Planning and Essbase).  EPM dimensions and their members are listed in the automation panel and can be dragged and dropped onto individual cells, entire rows, columns or sheets.  It couldn’t be simpler.

 

Drag and Drop Automation with Oracle EPM

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