This module will not be further enhanced. Support is limited to defect fixing only.
Introduction to Regulatory Reporting Interface to BAISjava
German banks have to report their financial status and risk frequently to comply with the requirements of the German banking supervision. Additionally, there are a couple of reports required that will be used by the German Central Bank (Bundesbank) as well as the European Central Bank (ECB) for statistical purposes.
Prudential supervisory reports have to report on a regular basis depending on the type and scope of the business of the bank. With it, prudential supervisors like the German Central Bank or the BaFin (German Federal Financial Supervisory Authority) can analyses the business performance of the credit and financial services institutions that they supervise.
Regarding the regulation of the European Central Bank on the collection of granular credit and credit risk data (AnaCredit Regulation) additional reporting requirements need to be fulfilled by credit institutions.
The Regulatory Reporting Interface consists of a data provision tool and an export interface to a banking statutory reporting system called BAISjava® a product of company BSM. BAISjava creates electronic reporting files as required by German Central Bank. These reporting files contains static data like customers, accounts, contracts, collaterals and rates as well as transactions and cash flow information. All imported data in BAISjava can be amend by bank officers before creating and sending the final reporting files to the Central Bank.
The Regulatory Reporting Interface and BAISjava together builds the recommended solution by Temenos for regular reporting (COREP, FINREP and AnaCredit) also for static reporting like bank statistic or foreign trade regulations etc.
The Payment Statistic is a requirement to provide statistical information regarding payments to the German Central Bank (Bundesbank). It is another part of the Regulatory Reporting Interface.
BAISjava is a product of BSM GmbH located in Frankfurt/Main Germany and need to purchase separately.
As the statutory requirements subjects to a permanent change and enhancement by the German authorities, BSM is continuously maintaining BAIS to keep the compliance with the current and upcoming regulations. An effect to the data structures of the core banking standard interface is often unavoidable. For that reason, each interface structure has a revision number that is in line with the BAISjava software revision. Depending on the significance of a specific statutory change, the impact to the interface can be more or less.
The Temenos Transact interface to BAISjava does not cater every interface file. The required interface file and data structures highly depend on the kind of business and volume of deals a bank is trading. E.g., for small volumes a manual direct entry in BAISjava would be more acceptable rather than maintaining an interface.
The current design put its focus on the (non- securities, non-derivatives) core banking business of small and medium non-trading book financial institutes with residence in Germany.
This user guide complies with the BAISjava release 1.29.0.
All interface files will be created during the end-of-day processing and transferred unidirectional from Temenos Transact to BAISjava. The file format is comma separated (csv).
The interface files are grouped in the sections Common Interface, Deposit Guarantee and Investor Compensation Act (EinSiG), FinRep, AnaCredit, External Sector Statistics (AWV) and Payment Statistic.
Additional information can be found within the documentation provided by BSM.
Click here to understand the terms and abbreviations used in this functionality.
This module covers the following interface or regulation version:
- BSM/BAISjava Version 1.29.
Common Interface
The common interfaces of this functionality are the following:
KNEIFF – Customer Master Data
KNEIFF consist all customer data enriched by addition information for reporting classification. The file keeps static customer data as well as customer level reporting classification. Data field that are not available in the core banking system may have to be maintained in BAISjava.
GSTIFF – Account/Contract Master Data
This interface file contains static account and contract details of all on-balance sheet arrangements. A specific account or transaction is specified by the values in columns MODUL, KDNRH, KTONR and GSREF. BAISjava uses special module codes that relates to product codes in Temenos Transact. These codes are “KK” (for all loans accounts, deposits accounts, and current accounts), “SK” (for all internal and GL accounts) and “GH” (for Money Market accounts).
GSTSLF – Account/Contract Balances
This file contain balances for all accounts and contracts. The account or contract is specified by MODUL, KDNRH, KTONR and GSREF and an entry must exist in interface file GSTIFF or master file GSTBIF in a corresponding manner.
GSWBIF – Value Adjustments
In this interface file, value adjustments for on-balance accounts, traditional off-balance accounts and lending commitments are provided. Accounts related to these value adjustments must already exist in table GSTBIF (administrated manually or delivered via interface GSTIFF) or table ZUSAGF (administrated manually or delivered via interface ZUSIFF). For lending commitments only values for EWBBT, EWBLR and EWBBS are accounted.
For Liquidity Regulation, loans due in one amount at the end of maturity or loan commitments are reduced by the individual adjustment amount, the general value adjustment amount and the adjustment amount for country risk. In case of redeemable or annuity loans, these adjustments will be automatically distributed to the relevant time bands. If interface parameter BKOIFF in BAISjava is "J", amounts delivered for depreciation and individual value adjustment will be considered in BISTA reports on valuation adjustments. In this case, interface BKOIFF must not be delivered.
If interface parameter GSWBIF/EWB in BAISjava is "J", individual value adjustments will be considered in BISTA, Principe I and Liquidity Regulation. Additional compensation is not necessary in this case. Individual value adjustments for lending commitments are always considered, no matter on the parameter setting.
Through the interface parameter SOLVVEWB/AKTUELL in BAISjava it is possible to have shown both in SolvV and Large exposure, the current values for individual and common value adjustments (EWBBT;PWBBT). For Large exposure, it works only together with the BAISjava parameter GROMIKV_SPEZK_EWB. In case SOLVVEWB/AKTUELL=J the values in the fields EWBBT/PWBBT are reported in the fields EWBBS/PWBBS. In case SOLVVEWB/AKTUELL=N (for example in case the values of the approved financial statements are used) the values in the fields EWBBS/PWBBS within the interface GSTWIB are used.
For using fields that are related to "amounts as of last annual report" it should be considered that these amounts do not necessarily match to the original transactions. It might occur that value adjustments are higher than the original amount of transactions or those transactions even do not exist anymore.
KGCIFF – Cash Flow
Cash flow can be delivered for credit or debit fixed-rate loans, annuity loans, redeemable loans or any other transactions with a redemption schedule including commitments, derivatives and securities. In case of lending business, cash flow will be delivered until residual debt is 0, i.e. if the residual debt at the end of an interest period is not 0, cash flow will be calculated with the same conditions until residual debt is 0. For deposit business, cash flow will be delivered until end of interest period.
WHGIFF – Currency Master Data
This file includes the Euro foreign exchange reference rates and additional information for each currency being used. The additional information is an optional information and can be entered in the BAISjava application. Interface parameter for the method used must be set.
Please note that this table requires the rates that have been published by the European Central Bank (ECB).
ZUSIFF – Commitments
This file contains commitments (given and received). For Leverage Ratio Reporting commitments that are fully drawn and where the repayment of the loan is open will be reported too.
The amount of undrawn commitments are passed. As an option, the amount of undrawn commitment can be calculated.
KNVIFF – Groups of Connected Customers/Company Hierarchy
This file delivers borrower units. Borrower units always represent a couple consisting of unit and borrower information; this allows a multilayer construction.
Customer are link to groups according to CCR (EOC) or KWG (German) regulation.
GAKIFF – Collateral Master Data
This file contains details about collaterals.
GAGIFF – Collateral Allocation
This file contains loans against which the corresponding collaterals shall be calculated.
BILIFF – General Ledger Accounts
This interface file contains general ledger accounts.
Deposit Guarantee and Investor Compensation Act (EinSiG)
The EinSiG interfaces describes record formats with its content that BAISjava expects at its import interface. During the end-of-day processing or at the end of a reporting period BAISjava reads these interface files for further processing. While reading the files, consistency checks on systematics are performed and faulty codes are listed.
EAEGIF – EAEG Account and Transaction Data
BAISjava interface table for providing account records as specified by the EdB (compensation facility of German Banks) for the submission of information according to the Deposit Guarantee Act (EinSiG).
Data delivered to the interface will be accounts classified as "liabilities to non-banks" according to section 21 of RechKredV. "Loan accounts with non-banks" according to section 15 RechKredV are only required if there are relevant liabilities for the same customer. Accounts regarding individual value adjustments will not be delivered.
FinRep
The FinRep interface documentation describes record formats with its content that BAIS expects at its import interface. During the end-of-day processing or at the end of a reporting period BAISjava reads these interface files for further processing. While reading the files, consistency checks on systematics are performed and faulty codes are listed.
FRGEIF – FinRep Contracts
In this interface, all contracts that are relevant for the FinRep will be delivered. These are accounts and contracts, pledges, derivatives, securities and collateral.
AnaCredit
The AnaCredit interface documentation describes record formats with its content that BAISjava expects at its import interface. During the end-of-day processing or at the end of a reporting period BAISjava reads these interface files for further processing. While reading the files, consistency checks on systematics are performed and faulty codes are listed.
ACCPIF – Static Data Counterparty
This interface is needed to deliver AnaCredit relevant counterparties. Please note that the reporting covers legal entities only. No private individual persons.
ACFDIF – Loan Data
Interface to deliver AnaCredit relevant instruments (accounts and contracts) such as, loans, credit lines and trade receivables.
ACFAIF – Accounting Data
This interface will deliver the accounting data for AnaCredit relevant transactions which is needed for quarterly reporting. The data is taken from Arrangement Architecture (AA) of Temenos Transact.
ACCFIF – Link Instruments and Counterparties
This interface provide information to link the instruments to the respective counterparties. The data is taken from Arrangement Architecture (AA) of Temenos Transact.
ACPDIF – Counterparty Defaults
This interface will deliver the link between the counterparties and the default/risk data for each observed client.
External Sector Statistics (AWV)
The following interface is used for AWV reporting.
AWBIF - AWV Interface
In this file, transactions for AWV reporting are delivered. Data from this file is transferred into target table AWBEWF (assigned transactions to AWV report) or AWBVWF (non assigned transactions).
In some cases, it might not be possible to deliver all necessary data to assign each transaction to a specific report and classification number automatically. Therefore, BAISjava has introduced an intermediary file AWBVWF in which incomplete data is filled daily. From this intermediary file, the transactions can be manually assigned to the correct report positions in the AWV transaction file, which is then the basis for the reports to be generated at the end of month.
Data for the following External Sector (AWV) reports are supported.
- Z14: Interest income and similar receipts in foreign trade and payments (excluding interests on securities).
- Z15: Interest expenditure and similar expenditure in foreign trade and payments (excluding interest on securities).
Data for the following External Sector (AWV) reports are not supported. If reporting is required, the data need to capture in BAISjava manually.
- Z4: Payments relating to external transactions
- Z8: All incoming and outgoing payments in connection with maritime shipping.
- Z10: Securities and financial derivatives transactions with non-residents.
- Z11: Income payments on securities vis-à-vis non-residents.
- Z12: Volume of Card transactions.
- Z13: Foreign currency and foreign currency traveller's cheques.
Payment Statistic
The following interface is used for Payment Statistic. The Payment Statistic interface to BAIS supports the ZVS1m ZVS4 and ZVS8 forms.
BFPIFF – Report Position
Interface to deliver pre-calculated report positions. BAISjava uses these positions to create the Payment Statistic.
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