Apparently there is an issue in JSL with performing the conversion correctly.  It appears to always use "m/d/y" as the informat.  The script below will do the conversion
 
Names Default To Here( 1 );
Try( Close( Data Table( "test" ), nosave ) );
dt = New Table( "test",
      Add Rows( 3 ),
      New Column( "Character Dates",
            Character,
            "Nominal",
            Set Values( {"05.08.2015", "17.03.2016", "12.05.2016"} )
      )
);
For Each Row(
      :Character Dates = Substr( :Character Dates, 4, 2 ) || "." ||
      Substr( :Character Dates, 1, 2 ) || "." || Substr( :Character Dates, 7 )
);
Column( "character dates" ) << data type( numeric ) << Format( "d/m/y" );
					
				
			
			
				
	Jim