§ 217.405. Method 2 score.
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/us/cfr/t12/s§ 217.405·A research copy — for the controlling text, always check the official state or federal source. Not legal advice.
(a)General. A global systemically important BHC's method 2 score is equal to:
(1)The sum of:
(i)The global systemically important BHC's systemic indicator scores for the nine systemic indicators set forth Table 1 of this section, as determined under paragraph
(b)of this section; and
(ii)The global systemically important BHC's short-term wholesale funding score, calculated pursuant to § 217.406.
(b)Systemic indicator score. A global systemically important BHC's score for a systemic indicator is equal to:
(1)The amount of the systemic indicator, as reported by the bank holding company as of December 31 of the previous calendar year, expressed in billions of dollars;
(2)Multiplied by the coefficient corresponding to the systemic indicator set forth in Table 1 of this section. Table 1 to § 217.405—Coefficients for Systemic Indicators Category Systemic indicator Coefficient value (%) SizeTotal exposures4.423 InterconnectednessIntra-financial system assets12.007 Intra-financial system liabilities12.490 Securities outstanding9.056 ComplexityNotional amount of over-the-counter
(OTC)derivatives0.155 Trading and available-for-sale
(AFS)securities30.169 Level 3 assets161.177 Cross-jurisdictional activityCross-jurisdictional claims9.277 Cross-jurisdictional liabilities9.926 [Reg. Q, 80 FR 49105, Aug. 14, 2015, as amended at 81 FR 90954, Dec. 16, 2016]
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§ 217.405
Method 2 score.
Fed. Reg.×11
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