GSIB Framework Denominators
The table below sets forth the most recent aggregate global indicator amounts for each systemic indicator (GSIB denominators) for purposes of a firm's Method 1 score calculation under the Board's risk-based capital surcharge framework for global systemically important bank holding companies (see Regulation Q, Subpart H).
For further information on the Board's risk-based capital surcharge framework, please see the Board's July 20, 2015 press release.
| Category | Systemic indicator | Denominators in USD (end-2022) | Denominators in USD (end-2021) | Denominators in USD (end-2020) | Denominators in USD (end-2019) | Denominators in USD (end-2018) | Denominators in USD (end-2017) | Denominators in USD (end-2016) | Denominators in USD (end-2015) | Denominators in USD (end-2014) |
|---|---|---|---|---|---|---|---|---|---|---|
| Size | Total exposures | 109,474,896,520,080 | 111,533,327,831,520 | 104,442,849,410,183 | 91,356,116,001,552 | 86,929,981,510,715 | 87,573,483,134,570 | 80,007,062,645,840 | 79,320,039,989,625 | 89,657,702,623,292 |
| Interconnectedness | Intra-financial system assets | 10,797,704,338,692 | 10,678,025,771,171 | 9,525,381,095,179 | 8,711,746,598,677 | 8,378,699,821,090 | 8,318,335,066,526 | 8,257,981,060,346 | 8,816,910,460,396 | 9,553,265,287,432 |
| Intra-financial system liabilities | 10,984,283,231,717 | 11,153,556,096,294 | 11,102,596,441,364 | 9,745,958,746,356 | 9,423,444,832,391 | 9,730,031,597,197 | 9,326,026,596,609 | 9,687,826,596,896 | 10,766,503,932,080 | |
| Securities outstanding | 17,155,484,808,186 | 17,488,749,541,061 | 16,369,523,590,059 | 16,507,336,812,775 | 14,980,796,701,622 | 16,202,976,535,511 | 14,058,608,335,249 | 13,608,077,367,510 | 14,829,559,920,658 | |
| Substitutability | Payments Activity | 3,319,207,880,734,470 | 3,169,043,506,242,536 | 3,056,139,808,380,645 | 2,597,250,324,410,487 | 2,451,526,935,926,810 | 2,448,767,065,374,350 | 2,273,665,800,113,670 | 2,463,117,556,410,060 | 2,588,833,244,898,340 |
| Assets under custody | 207,756,162,356,981 | 236,228,379,798,411 | 211,665,077,772,201 | 181,254,610,899,160 | 162,964,740,953,671 | 171,019,921,278,856 | 147,506,550,618,745 | 139,725,689,815,229 | 141,055,159,810,929 | |
| Underwritten transactions in debt and equity markets | 6,968,666,666,539 | 9,890,925,779,988 | 10,045,419,091,782 | 7,280,431,346,279 | 6,508,969,472,114 | 7,116,528,205,923 | 6,323,673,403,888 | 6,479,589,781,461 | 6,457,421,866,621 | |
| Complexity | Notional amount of over-the-counter (OTC) derivatives | 651,492,378,031,994 | 654,401,074,148,984 | 640,457,925,001,269 | 623,682,857,713,896 | 606,648,652,426,571 | 602,822,111,266,476 | 559,101,108,830,245 | 606,217,201,548,411 | 773,613,780,418,221 |
| Trading and available-for-sale (AFS) securities | 3,857,352,737,659 | 4,195,914,629,999 | 4,158,476,687,737 | 3,854,344,460,622 | 3,572,783,522,209 | 3,934,397,357,213 | 3,628,156,457,081 | 3,543,254,277,404 | 3,983,442,843,602 | |
| Level 3 assets | 724,453,375,901 | 706,810,510,301 | 642,954,578,909 | 577,982,516,649 | 530,724,384,529 | 464,078,515,309 | 528,537,101,614 | 637,946,551,935 | 799,000,645,785 | |
| Cross-jurisdictional activity | Cross-jurisdictional claims | 26,802,729,249,960 | 26,851,595,167,043 | 25,173,500,130,034 | 22,968,366,792,194 | 21,901,114,980,308 | 21,836,288,121,267 | 19,688,183,709,288 | 19,333,877,366,660 | 20,924,671,362,004 |
| Cross-jurisdictional liabilities | 22,471,554,408,190 | 23,056,216,512,890 | 20,496,206,443,399 | 18,594,151,540,975 | 18,341,219,019,191 | 19,161,780,782,485 | 17,261,218,426,372 | 17,293,028,759,406 | 19,029,188,523,805 |