3. EBA Guidelines on the assessment of O-SIIs

This document contains guidelines issued pursuant to Article 16 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (the EBA Regulation). In accordance with Article 16(3) of the EBA Regulation, competent authorities and financial institutions must make every effort to comply with the guidelines.

Guidelines set out the EBA’s view of appropriate supervisory practices within the European System of Financial Supervision or of how Union law should be applied in a particular area. The EBA therefore expects all competent authorities and financial institutions to whom guidelines are addressed to comply with guidelines. Competent authorities to whom guidelines apply should comply by incorporating them into their supervisory practices as appropriate (e.g. by amending their legal framework or their supervisory processes), including where guidelines are directed primarily at institutions.

In accordance with Article 16(3) of the EBA Regulation, competent authorities must notify the EBA as to whether they comply or intend to comply with these guidelines, or otherwise with reasons for non-compliance, by 17.02.2015. In the absence of any notification by this deadline, competent authorities will be considered by the EBA to be non-compliant. Notifications should be sent by submitting the form provided in Section 5 to compliance@eba.europa.eu with the reference ‘EBA/GL/2014/10’. Notifications should be submitted by persons with appropriate authority to report compliance on behalf of their competent authorities.

Notifications will be published on the EBA website, in line with Article 16(3) of the EBA Regulation.

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).