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Supervisory and statistical granular data modelling at the Croatian National Bank

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  • Bašić, Ines

Abstract

As the European Reporting Framework (ERF): Key facts and information 1 report has recognised, some countries have already implemented integrated “statistical” and supervisory reporting requirements at a granular level. Croatia is one of these countries. Moreover, Croatia has been able to produce a local “AnaCredit” system on a loanby-loan basis for legal entities and non-residents (see the ECB MFI list 2 or Annex 4 of the Banks’ Integrated Reporting Dictionary of the Croatian National Bank 3), and at an aggregate level for households, other non-residents and small businesses, using the same underlying data as for statistical and prudential reporting. A Croatian granular data system at a counterparty level for legal entities/nonresidents on the list and at an aggregate level for households, other non-residents and small businesses was developed in 2007/2008 following a series of workshops held among colleagues from Supervision, Statistics and IT at the Croatian National Bank (CNB) and credit institutions. One of the most important deliverables of the project was the CNB Banks’ Integrated Reporting Dictionary, a document in which all attributes collected by the system are listed, organised into categories, described and explained, and where examples and the methodologies used are provided. In Croatia, the CNB Banks’ Integrated Reporting Dictionary is mandatory for all credit institutions, and it has been enforced on the financial market following a decision of the Croatian National Bank Governor. This article discusses granular data modelling for the purpose of statistical, supervisory and European Central Bank reporting and analysis. JEL Classification: E58, C81, G28

Suggested Citation

  • Bašić, Ines, 2017. "Supervisory and statistical granular data modelling at the Croatian National Bank," Statistics Paper Series 25, European Central Bank.
    • Handle: RePEc:ecb:ecbsps:201725
    as

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    File URL: https://www.ecb.europa.eu//pub/pdf/scpsps/ecb.sps25.en.pdf
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    References listed on IDEAS

    as
    1. Bholat, David, 2016. "Modelling metadata in central banks," Statistics Paper Series 13, European Central Bank.
    2. Erich Hille, 2013. "Recent developments in restructuring the Austrian banking reporting system," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 269-284, July.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Croatian National Bank; data warehouse; granular data; metadata; modelling;
    All these keywords.

    JEL classification:

    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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