Indhold

Afsnit I – Genstand, anvendelsesområde og definitioner 4

Afsnit II — Beregningsmetode ved vurdering af O-SII'er 4

Afsnit III — Tilsynsmæssig vurdering af O-SII'er 6

Afsnit IV — Offentliggørelse og meddelelse 6

Afsnit V — Endelige bestemmelser og gennemførelse 7

Bilag 1 — Obligatoriske indikatorer for beregningen 8 Bilag 2 — Valgfrie indikatorer 10

Title I — Subject matter, scope and definitions

Title II — Scoring methodology for the assessment of the O-SIIs

Title III — Supervisory assessment of O-SIIs

Title IV — Disclosure and notification

Title V — Final provisions and implementation

Annex 1 — Mandatory indicators for the scoring

Table 1

Table 2

Optional indicator Total EAD Total RWA Off-balance sheet items Market capitalisation Total EAD/Member State’s GDP Total Assets/Member State’s GDP Private sector loans* Mortgage loans* Business loans * Retail loans* Retail deposits* Deposits guaranteed under deposit guarantee system* Corporate deposits* Any deposits* Number of retail customers* Share in clearing and settlement system* Payment services provided to market participants or others* Assets under custody* Bond issuance underwriting* Equity issuance underwriting* Holdings of domestic bonds Number of deposit accounts — business* Number of deposit accounts — retail* Geographical breakdown of bank’s activity Type of customers* Level 3 assets Derivatives (assets and/or liabilities side) Value of Trading & available for sale securities (taking into account highly liquid assets) Number of subsidiaries Number of foreign subsidiaries Number of jurisdictions active Degree of resolvability according to the institution’s resolvability assessment Foreign net revenue / total revenue Non-interest income / total income* Value of repos Value of reverse repos Potential contagion though entities in conglomerate Potential contagion through shareholders Potential reputational contagion Interbank claims and/or liabilities* Securities lending transactions Market transaction volumes or values* Optional indicator Importance for an IPS of which the entity is a member Significant issuance of covered bonds Securitised debt Payment services provided* Connectivity to and from foreign banking system Connectivity to and from foreign non-banks Assets held for trading

For indicators marked with * relevant authorities may select the appropriate scope (the Member State, the Union, a certain region, worldwide).