10 December, 2013 Katrin Heinze, Bundesbank CEN/WS XBRL CWA1: DPM Meta model CWA1Page 1

DPM representation Definition of a Data Point Model  DPM is a dictionary of business concepts and their properties  used in tables (explicitly indicated in annotation)  identifying the content of every data point and  its relation to other data points. Data Point Model represented in Developed by: EIOPA EBA

Identified obstacles with DPMs Background for the development  ambiguity in the understanding of the concept of a Data Point Model  missing rule set to be followed in the process of Data Point modelling  different constraints depending on the field of application  missing abstraction layer to ease the understanding for IT experts  missing description of the relations between the different components of a Data Point Model

Objectives: DPM Meta model Objectives  represent the requirements of European reporting frameworks in a data model  link the business requirements with the technical transfer format  describes the rules to be recognised in the process of modelling The Data Point Meta Model should provide  (1) the model components for the creation of a formal model on sets of data points for European supervisory reporting frameworks,  (2) rules on how to combine these components and  (3) the meaning (semantic) of the components and their relations.  Similar to a model construction kit for toys it provides the modelling principles with all characteristics available for use by the modeller.

Multidimensional terminology 5 List of Countries France Spain Austria Belgium Germany Italy Dimension Total European countries Other than European countries Japan USA Hierarchy Domain

Multidimensional terminology - samples Domain A Domain is a classification system to categorize items that share a common semantic identity. A Domain provides therefore an unambiguous collection of items in a value range. The items of a Domain can have a definite, and therefore countable, number of items, or an infinite number of elements that follow a specific (syntax) pattern. Dimension A Dimension is a data set to one characteristic area which is composed of individual and non-overlapping data elements. In the context of a data point model Dimensions are used to group information in a meaningful way. Dimensions are used to define "by" conditions and provide structured information to describe a data point in detail. 6

Concept of modelling 7 Objekt system Reality Model system model representation Modeller M etaphor construction interpretation modelling objectives Meta model modelling approach

Process of DPM modelling

Levels of meta modelling 9 Meta model Meta meta model Modelling language Meta modelling language conforms to represented by described by conforms to defines notation Data Point Model

UML Meta model for DPM Decisions taken on the modelling approach for the DPM Meta model Data Point Meta model UML Model UML + OCL UML conforms to represented by described by conforms to defines notation Data Point Model OCL (Object Constraint Language) is a formal language for specifications. It refers to an UML model to describe constraints about the objects in the model.

Perspectives of a meta model Different perspectives on the meta model  Perspectives reduce the complexity and provide views on different aspects of the object system  Perspectives needed to be consistent and complete as a whole Inconsistency Front view Side view Top view Model system Object system modelling

DPM model perspectives Perspectives on the DPM Meta Model  Structural  Versioning  Dimension Validation  Hierarchical  Presentation

Constraints on the DPM modelling Definition of constraints  General constraints on DPMs  Data warehouse specific constraints  European XBRL Taxonomy specific constraints

UML Meta model for DPM The DPM Meta Model  eases the understanding of DPMs for IT experts by using the standard modelling language UML,  reduces the complexity of DPMs by showing only the relevant aspects,  provides syntax and semantics to ease the automation of IT tasks  like generating data formats for the reporting process or  validation checks on basis of the constraints defined,  enables the derivation of a database design (relational as well as multidimensional).

Model-2-Model transformation 15 Explanation of the correspondence of model graphs via graph transformation by using the Triple Graph Grammar  Here: mapping between DPM and XBRL Domain graph (DPM) Domain graph XBRL correspondence graph

Model-2-Model transformation 16 Domain graph (DPM) correspondence graphs Domain graph (SDMX) Future fields of application  Here: mapping between DPM and SDMX

Further CWA1 deliverables 17 represented by Data Point Model XBRL taxonomy transformed by European reporting frameworks XBRL instances conforms to European XBRL Taxonomy Architecture Guidelines for data point modelling European data point methodology European Filing Rules

Thanks for your attention Page 18 Comments or questions? CWA1