Updated 23/05/2024
In force

Version from: 11/07/2023
Amendments (1)
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ANNEX XXVI

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