G-SIB Framework: Denominators
The denominators for the G-SIB exercises are set out in the table below.
Denominators*
| Category | Individual indicator | Denominators (end-2012 exercise) | Denominators (end-2013 exercise) | Denominators (end-2014 exercise) |
| Size | Total exposures as defined for use in the Basel III leverage ratio | 69,158,725,307,224 | 66,313,252,232,943 | 73,847,049,356,142 |
| Cross-jurisdictional activity | Cross-jurisdictional claims | 16,498,115,035,100 | 15,800,934,260,979 | 17,234,718,196,198 |
| Cross-jurisdictional liabilities | 16,093,124,462,531 | 14,093,660,568,019 | 15,673,493,553,912 | |
| Interconnectedness | Intra-financial system assets | 8,918,054,432,043 | 7,717,965,931,836 | 7,868,598,375,284 |
| Intra-financial system liabilities | 8,162,462,456,211 | 7,830,851,966,370 | 8,867,888,915,312 | |
| Securities outstanding | 11,221,392,343,225 | 10,836,237,185,460 | 12,214,446,850,060 | |
| Substitutability/financial institution infrastructure | Assets under custody | 98,100,909,211,865 | 100,011,715,645,358 | 116,180,841,620,072 |
| Payments | 1,664,159,892,820,090 | 1,850,754,573,909,200 | 2,132,306,436,783,080 | |
| Values of underwritten transactions in debt and equity markets | 4,547,081,105,541 | 4,487,480,557,423 | 5,318,690,278,083 | |
| Complexity | Notional amount of over-the-counter (OTC) derivatives | 651,933,169,050,368 | 639,987,527,203,752 | 637,191,154,285,661 |
| Level 3 assets | 643,920,283,937 | 595,404,598,635 | 658,101,182,592 | |
| Trading and available-for-sale securities | 5,603,879,593,861 | 3,310,507,132,019 | 3,280,984,139,364 |
* Unit is euro for all denominators
For further explanation of the use of these denominators, see Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement (July 2013).