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).