Category (equally weighted) | Indicators (equally weighted) | |
| [reference [12] , G-SIB] | [reference [6] , D-SIB] |
Size | Total exposures | Total resident assets |
Inter-connectedness | Intra-financial system assets Intra-financial system liabilities Securities outstanding | Loans to financial corporations Deposits from financial corporations |
Non-substitutability | Payments activity Assets under custody Underwriting activity | Loans to households Loans to non-financial corporations Loans to community service and non-profit organisations |
Complexity | Over-the-counter derivatives Adjusted trading and available-for-sale securities Level 3 assets | Investment securities Trading securities |
Cross-jurisdictional activity | Cross-jurisdictional claims Cross-jurisdictional liabilities | n.a. |
Domestic sentiment | n.a. | Deposits from households |