Table 1 to § 217.405 -Coefficients for Systemic Indicators
Category | Systemic indicator | Coefficient value (%) |
Size | Total exposures | 4.423 |
Interconnectedness | Intra-financial system assets | 12.007 |
Intra-financial system liabilities | 12.490 | |
Securities outstanding | 9.056 | |
Complexity | Notional amount of over-the-counter (OTC) derivatives | 0.155 |
Trading and available-for-sale (AFS) securities | 30.169 | |
Level 3 assets | 161.177 | |
Cross-jurisdictional activity | Cross-jurisdictional claims | 9.277 |
Cross-jurisdictional liabilities | 9.926 |
12 C.F.R. §217.405