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