Table 1 to § 217.404 -Systemic Indicator Weights
Category | Systemic indicator | Indicator weight |
Size | Total exposures | 20 percent. |
Interconnectedness | Intra-financial system assets | 6.67 percent. |
Intra-financial system liabilities | 6.67 percent. | |
Securities outstanding | 6.67 percent. | |
Substitutability | Payments activity | 6.67 percent. |
Assets under custody | 6.67 percent. | |
Underwritten transactions in debt and equity markets | 6.67 percent. | |
Complexity | Notional amount of over-the-counter (OTC) derivatives | 6.67 percent. |
Trading and available-for-sale (AFS) securities | 6.67 percent. | |
Level 3 assets | 6.67 percent. | |
Cross-jurisdictional activity | Cross-jurisdictional claims | 10 percent. |
Cross-jurisdictional liabilities | 10 percent. |
12 C.F.R. §217.404