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 | End-2020 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 |
85,113,559, 946,364 |
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 |
20,514,628, 090,648 |
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 |
16,702,963, 445,032 |
|
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 |
7,762,514, 135,098 |
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 |
9,047,833, 462,117 |
|
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, 534,426 |
13,340,007, 815,222 |
|
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 |
172,492,117, 816,153 |
Payments | 1,850,754, 573,909,200 |
2,132,306,436, 783,076 |
2,262,439, 199,421,376 |
2,156,973, 532,030,803 |
2,041,830, 288,813,771 |
2,141,071, 559,761,406 |
2,311,955, 068,907,324 |
2,490,538, 512,248,916 |
|
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 |
8,186,308, 444,122 |
|
Complexity | Notional amount of over-the-counter (OTC) derivatives | 639,987,527, 203,753 |
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, 701,172 |
521,928,062, |
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 |
523,962, 659,041 |
|
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 |
3,388,865, 363,652 |
* 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).