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.

GSIB Framework Denominators
(in USD)
Category Systemic indicator Denominators in USD (end-2014) Denominators in USD (end-2015) Denominators in USD (end-2016) Denominators in USD (end-2017) Denominators in USD (end-2018)
Size Total exposures 89,657,702,623,292 79,320,039,989,625 80,007,062,645,840 87,573,483,134,570 86,929,981,510,715
Interconnectedness Intra-financial system assets 9,553,265,287,432 8,816,910,460,396 8,257,981,060,346 8,318,335,066,526 8,378,699,821,090
Intra-financial system liabilities 10,766,503,932,080 9,687,826,596,896 9,326,026,596,609 9,730,031,597,197 9,423,444,832,391
Securities outstanding 14,829,559,920,658 13,608,077,367,510 14,058,608,335,249 16,202,976,535,511 14,980,796,701,622
Substitutability Payments Activity 2,588,833,244,898,340 2,463,117,556,410,060 2,273,665,800,113,670 2,448,767,065,374,350 2,451,526,935,926,810
Assets under custody 141,055,159,810,929 139,725,689,815,229 147,506,550,618,745 171,019,921,278,856 162,964,740,953,671
Underwritten transactions in debt and equity markets 6,457,421,866,621 6,479,589,781,461 6,323,673,403,888 7,116,528,205,923 6,508,969,472,114
Complexity Notional amount of over-the-counter (OTC) derivatives 773,613,780,418,221 606,217,201,548,411 559,101,108,830,245 602,822,111,266,476 606,648,652,426,571
Trading and available-for-sale (AFS) securities 3,983,442,843,602 3,543,254,277,404 3,628,156,457,081 3,934,397,357,213 3,572,783,522,209
Level 3 assets 799,000,645,785 637,946,551,935 528,537,101,614 464,078,515,309 530,724,384,529
Cross-jurisdictional activity Cross-jurisdictional claims 20,924,671,362,004 19,333,877,366,660 19,688,183,709,288 21,836,288,121,267 21,901,114,980,308
Cross-jurisdictional liabilities 19,029,188,523,805 17,293,028,759,406 17,261,218,426,372 19,161,780,782,485 18,341,219,019,191
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Last Update: December 13, 2019