ANNEX XI
‘ANNEX XXVI
SUPPLEMENTARY REPORTING FOR THE PURPOSE OF IDENTIFYING AND ASSIGNING G-SII BUFFER RATES
TEMPLATES | |||
Template number | Template code | Name of the template /group of templates | Short name |
G-SII INDICATORS AND EBU ITEMS | |||
1 | G 01.00 | G-SII INDICATORS AND EBU ITEMS | GSII |
G 01.00 - G-SII indicators and EBU items
Rows | Item | Amount |
G-SII indicators | ||
0010 | Total exposures, including insurance subsidiaries | |
0020 | Intra-financial system assets, including insurance subsidiaries | |
0030 | Intra-financial system liabilities, including insurance subsidiaries | |
0040 | Securities outstanding, including securities issued by insurance subsidiaries | |
0050 | Payments activity | |
0060 | Assets under custody | |
0070 | Underwriting activity | |
0081 | Trading volume - fixed income | |
0085 | Trading volume - equities and other securities | |
0090 | Notional amount of OTC derivatives, including insurance subsidiaries | |
0100 | Trading and AFS securities | |
0110 | Level 3 assets, including insurance subsidiaries | |
0120 | Cross-jurisdictional claims | |
0130 | Cross-jurisdictional liabilities | |
Items considering the European Banking Union as a single jurisdiction | ||
0140 | Total foreign claims on an ultimate risk basis | |
0150 | Foreign derivatives claims on an ultimate risk basis | |
0160 | Foreign liabilities on an immediate risk basis, including derivatives’ | |