ANNEX 1
Table 1
Indicators and weights for calculating the total quantitative score for credit institutions
|
Criterion |
Indicator for credit institutions |
Weight |
|
Size |
Total assets |
25 % |
|
Interconnected-ness |
Intra-financial system liabilities |
8,33 % |
|
Intra-financial system assets |
8,33 % |
|
|
Debt securities outstanding |
8,33 % |
|
|
Scope and complexity of activities |
Value of over-the-counter (OTC) derivatives (notional) |
8,33 % |
|
Cross-jurisdictional liabilities |
8,33 % |
|
|
Cross-jurisdictional claims |
8,33 % |
|
|
Nature of business |
Private sector deposits from depositors in the EU |
8,33 % |
|
Private sector loans to recipients in the EU |
8,33 % |
|
|
Value of domestic payments |
8,33 % |
|
1. |
For each indicator listed in Table 1, the corresponding value shall be determined using the specifications provided in Annex III. |
|
2. |
The indicator value for each credit institution shall be divided by the aggregate amount of the corresponding indicator value for all credit institutions authorised in the Member State and, where the relevant data are available, branches established in the Member State concerned including Union branches established in that Member State. |
|
3. |
The resulting ratios shall be multiplied by 10 000 to express the indicator scores in terms of basis points. |
|
4. |
Each of the indicator scores (expressed in basis points) shall be multiplied by the weight assigned to each indicator as set out in Table 1. |
|
5. |
The total quantitative score shall be the sum of all of the weighted indicator scores. |