G-SIB Framework: Denominators

The denominators for the G-SIB exercises are set out in the table below. For the full time series of denominators, see this spreadsheet. 

Denominators*

Category Individual indicator End-2013 exercise End-2014 exercise End-2015 exercise End-2016 exercise End-2017 exercise End-2018 exercise End-2019 exercise
Size Total exposures as defined for use in the Basel III leverage ratio 66,313,252,
232,943		 73,847,049,
356,142		 72,857,573,
242,973		 75,900,827,
858,685		 73,020,497,
902,585		 75,921,381,
232,066		 81,321,093,
111,583
Cross-jurisdictional activity Cross-jurisdictional claims 15,800,934,
260,979		 17,234,718,
196,198		 17,758,682,
250,997		 18,677,719,
105,671		 18,207,527,
825,621		 19,127,611,
336,513		 20,445,403,
945,339
Cross-jurisdictional liabilities 14,093,660,
568,019		 15,673,493,
553,912		 15,884,108,
348,862		 16,375,313,
942,104		 15,977,470,
843,396		 16,018,531,
894,490		 16,551,674,
862,894
Interconnectedness Intra-financial system assets 7,717,965,
931,836		 7,868,598,
375,284		 8,098,567,
521,260		 7,834,153,
363,387		 6,935,991,
884,037		 7,317,641,
765,144		 7,754,803,
808,686
Intra-financial system liabilities 7,830,851,
966,370		 8,867,888,
915,312		 8,898,527,
231,465		 8,847,383,
167,260		 8,113,092,
301,507		 8,230,082,
823,049		 8,675,412,
806,085
Securities outstanding 10,836,237,
185,460		 12,214,446,
850,060		 12,499,382,
169,110		 13,337,072,
702,067		 13,510,361,
490,462		 13,083,665,
241,591		 14,694,086,
534,427
Substitutability/financial institution infrastructure Assets under custody 100,011,715,
645,358		 116,180,841,
620,072		 128,341,774,
423,835		 139,936,012,
350,579		 142,599,784,
273,206		 142,327,284,
675,695		 161,344,677,
674,168
Payments 1,850,754,
573,909,200		 2,132,306,436,
783,080		 2,262,439,199,
421,380		 2,156,973,532,
030,800		 2,041,830,288,
813,770		 2,141,071,559,
761,410		 2,311,955,068,
907,320
Values of underwritten transactions in debt and equity markets 4,487,480,
557,423		 5,318,690,278,
083		 5,951,676,
110,463		 5,999,120,
959,954		 5,933,901,
614,211		 5,684,689,
495,296		 6,480,711,
541,996
Complexity Notional amount of over-the-counter (OTC) derivatives 639,987,527,
203,752		 637,191,154,
285,661		 556,826,675,
437,137		 530,406,136,
827,858		 502,644,968,
953,953		 529,824,150,
590,892		 555,174,343,
701,171
Level 3 assets 595,404,598,635 658,101,182,592 585,970,930,408 501,410,778,497 386,957,821,487 463,514,746,313 514,493,961,767
Trading and available-for-sale securities 3,310,507,
132,019		 3,280,984,
139,364		 3,254,573,
599,159		 3,441,947,
117,997		 3,280,578,
134,923		 3,120,334,
953,895		 3,430,963,
557,613

* 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).