Question ID: 2762
Regulation Reference: (EU) 2023/894 - ITS with regard to the templates for the submission of information necessary for supervision
Topic: Validations
Article: N/A
Template: S.06.02
Status: Final
Date of submission: 14 Aug 2023
Question
Can you explain the exact meaning of the "dim" method found in EIOPA_Validations_Syntax_2.8.0.pdf? For example, BV 987-1 has this expression which includes the "dim" method: not(isNull(dim({t: S.06.02.01.01, c: C0060, z: Z0001, seq: False, id: v0, f: solvency, fv: solvency2},[s2c_dim:NF]))) Also, EIOPA_Validations_Syntax_2.8.0_PWD3.pdf (and EIOPA_Validations_Syntax_2.8.0.pdf) both have 10 instances of "dim(", but there is no direct explanation of how this method is to be interpreted and implemented when performing validations checks.
EIOPA answer
BV987-1, rule checks if list of assets table is reported for a portfolio of ring-fenced funds or other internal funds. This check is performed by confirmation if Fund number is provided for rows where s2c_PU:x96 or s2c_PU:x57 values are reported in C0060 column.
Having in mind that DPM, as data centric approach, describes each datapoint by set of annotations, with exactly one metric and set of dimensional properties.
Please note, that column C0070 (Fund Number) is key column for this template. In general, checking key columns values requires to refer to metric columns. The typed dimensions provided as keys are part of context identifying facts provided for metric columns. Therefore, to check if code is provided for key column, validation needs to refer to metric column. Therefore, it is possible to search for facts containing NF dimension in their contexts (dim:NF) by asking for column C0060 (which needs to be reported to fulfil the precondition for this validation). Therefore, by checking if a fact is reported for the specified metric column with such context, rule ensures that Number of fund is provided for this row.