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)
Size Total exposures 89,657,702,623,292 79,320,039,989,625 80,007,062,645,840 87,573,483,134,570
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
Intra-financial system liabilities 10,766,503,932,080 9,687,826,596,896 9,326,026,596,609 9,730,031,597,197
Securities outstanding 14,829,559,920,658 13,608,077,367,510 14,058,608,335,249 16,202,976,535,511
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
Assets under custody 141,055,159,810,929 139,725,689,815,229 147,506,550,618,745 171,019,921,278,856
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
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
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
Level 3 assets 799,000,645,785 637,946,551,935 528,537,101,614 464,078,515,309
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
Cross-jurisdictional liabilities 19,029,188,523,805 17,293,028,759,406 17,261,218,426,372 19,161,780,782,485
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Last Update: December 07, 2018