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