Updated 05/02/2025
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Version from: 01/12/2021
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CRD IV ToolDelegated Regulation 1222/2014
Article 6

Article 6 - Delegated Regulation 1222/2014

Article 6

Indicators

1.  
The category measuring the size of the group shall consist of one indicator equal to the total exposure of the group.
2.  

The category measuring the interconnectedness of the group with the financial system shall consist of all of the following indicators:

(a) 

intra-financial system assets;

(b) 

intra-financial system liabilities;

(c) 

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:

(a) 

assets under custody;

(b) 

payments activity;

(c) 

underwritten transactions in debt and equity markets;

(d) 

trading volume.

4.  

The category measuring the complexity of the group shall consist of all of the following indicators:

(a) 

notional amount of over-the-counter derivatives;

(b) 

assets included in the level 3 of fair-value measured in accordance with Delegated Regulation (EU) No 1255/2012 ( 4 );

(c) 

trading and available-for-sale securities.

5.  

The category measuring the cross border activity of the group shall consist of the following indicators:

(a) 

cross-jurisdictional claims;

(b) 

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.

( 4 ) Commission Regulation (EU) No 1255/2012 of 11 December 2012 amending Regulation (EC) No 1126/2008 adopting certain international accounting standards in accordance with Regulation (EC) No 1606/2002 of the European Parliament and of the Council as regards International Accounting Standard 12, International Financial Reporting Standards 1 and 13, and Interpretation 20 of the International Financial Reporting Interpretations Committee (OJ L 360, 29.12.2012, p. 78).