1. COREP Project Team Katrin Schmehl Daniel Hamm Deutsche Bundesbank
6th European Banking Supervisors XBRL Workshop
COREP Taxonomy Status
COREP Project Team
Katrin Schmehl
Daniel Hamm
Deutsche Bundesbank
Madrid,

2. Agenda COREP Taxonomies Version 1.2
Why creating a new release of the COREP taxonomies?
Common primary elements
Empty dimensions and prohibiting hypercubes
Combining typed dimensions in one taxonomy
Moving dimension elements in the dimension taxonomies
Merging of dimension taxonomies
Adding new dimension for currencies
New CA
New OPR
COREP Taxonomies Version 1.2.1
Naming conventions
Unique namespaces
Consistency details
References
Future:
Maintenance
Bugtracking
Taxonomies on the CEBS website

3. Why creating a new release of the COREP taxonomies?
Extension requirements
The COREP framework must be highly flexible and extensible.
To meet this goal the framework is as modular as possible. .
dimension .XSD
primary .XSD
template .XSD
imports
COREP Taxonomies Version 1.0
Each template taxonomy consists of one template taxonomy that imports one template specific primary taxonomy and none or several dimension taxonomies.

4. Why creating a new release of the COREP taxonomies?
It is needed to know the elements with the same meaning used in different templates, i. e. for a generic database mapping
Maintenance of these elements can be reduced.
Relations between templates can be identified easily. .
dimension .XSD
primary .XSD
template .XSD
imports
COREP Taxonomies Version 1.2
common primary .XSD
Each template taxonomy consists of one template taxonomy that imports one template specific primary taxonomy and none or several common primary taxonomies as well as none or several dimension taxonomies.

5. Common primary elements
Elements with the same meaning were identified by business experts and extracted in separate primary taxonomies for each template group.
MKR templates
CA templates
CR templates
p-cm-ca .XSD
p-cm-cr .XSD
p-cm-mkr .XSD

6. Empty dimensions and prohibiting hypercubes
New constraints were needed to restrict elements from being reported.
One constraint to restrict the report of dimensional information for a primary at all.
Second constraint to prevent their instantiation from templates that don’t explicitly allow them.
These hypercubes are assigned to the primary with an “…all” arc.

7. Combining typed dimensions in one taxonomy
A typed dimension defines its content by a set of rules (an XML Schema type).
Typed dimensions allow the definition of large or infinite set of members.
Typed dimension
Explicit dimension

8. Combining typed dimensions in one taxonomy
COREP Taxonomies Version 1.0
all typed dimensions are defined in the template taxonomy
typed dimensions definitions/elements are not reused
COREP Taxonomies Version 1.2
typed dimensions are defined in a separate dimension taxonomy named d-ty
template taxonomy using typed dimensions have to import the d-ty taxonomy
typed dimension can be reused

9. Moving dimension elements in the dimension taxonomies
COREP Taxonomies Version 1.0
explicit dimension elements are defined in the template taxonomy
dimension taxonomies were reused but not the dimension elements themselves
COREP Taxonomies Version 1.2
explicit dimension elements were moved into their correspondent dimension taxonomy
now templates sharing common dimension elements share also the same dimension item.

10. Merging of dimension taxonomies
Dimension taxonomies of the MKR taxonomies of COREP Version 1.0
The new dimension taxonomy contains the complete MKR-dimension-member network
d-pm… .XSD
d-mr… .XSD
d-rc… .XSD
d-ri… .XSD
d-pc… .XSD
the CA template defines a total element for all the different breakdowns of risk nature of the instrument.

11. Merging of dimension taxonomies
d-mr… .XSD

12. Adding new dimension for currencies
COREP Taxonomies Version 1.0
the cell “currency” of the MKR SA TDI template is a typed dimension
COREP Taxonomies Version 1.2
the infinite set of possible values for currency is restricted by using an explicit dimension taxonomy

13. … New CA CreditRiskMain Hypercube SettlementRisk Hypercube
CAPITAL REQUIREMENTS
TOTAL CAPITAL REQUIREMENTS FOR CREDIT, COUNTERPARTY CREDIT, DILUTION AND DELIVERY RISKS
SETTLEMENT RISK
TOTAL CAPITAL REQUIREMENTS FOR POSITION, FOREIGN EXCHANGE AND COMMODITY RISKS
TOTAL CAPITAL REQUIREMENTS FOR OPERATIONAL RISKS (OpR )
CreditRiskSA Hypercube
CreditRiskMain Hypercube
CreditRiskIRBNoOwn EstimatesHypercube
CreditRiskIRBOwn EstimatesHypercube
SettlementRisk Hypercube
The breakdown of these primary elements is now contained in the dimension taxonomies.
MarketRisk Hypercube
Enables to refer to the specific templates marked by the note: Link to CA template
OperationalRisk Hypercube

14. New model of OPR Details template
primary items
allowed for every Business Line domain member, but only for „Total“ from Event Types dimension
Event Types Dimension
Business Lines Dimension

15. New model of OPR Details template
This is repeated for every business lines domain member

16. New COREP taxonomy release 1.2.1
Next release will be published this Friday ( )
Changes in compared to 1.2
Known bugs are fixed
CA Template (t-ca)
CR SA Template (t-cs)
OPR Template (t-op)
References of revised CEBS templates have been added (references to new Directives 2006/48/EC and 2006/49/EC)
Naming conventions

17. Consistency of namespaces
Same namespaces have the same prefixes across different templates now
Prefix of namespace
is changed to
No default namespaces are used any more – every namespace has its own explicit prefix

18. Consistency of roletypes
Each extended link role is defined with a roleType element in the schema file
Unused roleType elements have been removed
ID attributes follow common naming convention now:
rt_tax-prefix_rolename

19. Other Changes
label and title attributes of locators and arcs in linkbases are consistent now
XBRL schema file locations are linked with their URL
Documentation is updated on

20. Further processing
COREP Taxonomy is stable for national extensions – what follows now?
Fix of known bugs
Yahoo Group!
Bugtracking Tool?
Making taxonomies online available on the CEBS website, so they can be referenced with a unique URL
E.g.

21. Thank you for your attention!
Questions
Thank you for your attention!
Katrin Schmehl
Daniel Hamm
Time for your questions!