1. The category measuring the size of the group shall consist of one indicator equal to the total exposure of the group as further specified in the Annex.
2. The category measuring the interconnectedness of the group with the financial system shall consist of all of the following indicators, as further specified in the Annex:
intra-financial system assets;
intra-financial system liabilities;
securities outstanding.
3. The category measuring the substitutability of the services or of the financial infrastructure provided by the group shall consist of all of the following indicators, as further specified in the Annex:
assets under custody;
payments activity;
underwritten transactions in debt and equity markets.
4. The category measuring the complexity of the group shall consist of all of the following indicators, as further specified in the Annex:
notional amount of over-the-counter derivatives;
assets included in the level 3 of fair-value measured in accordance with Commission Regulation (EU) No 1255/20124;
trading and available-for-sale securities.
5. The category measuring the cross border activity of the group shall consist of the following indicators, as further specified in the Annex:
cross-jurisdictional claims;
cross-jurisdictional liabilities.
6. For data reported in currencies other than the Euro, the relevant authority shall use an appropriate exchange rate taking into account the reference exchange rate published by the European Central Bank applicable on 31 December and international standards. For the payment activity indicator as referred to in paragraph 3(b), the relevant authority shall use the average exchanges rates for the relevant year.