MEMORANDUM ITEMS

Section 17 - Size Items Amount

• a. Exposure of insurance subsidiaries already included in prudential regulatory scope of consolidation
• b. Quarterly average value of total exposures
• c. Monthly average value of total exposures

Section 18 - Interconnectedness Items Amount

• a. Intra-financial system assets indicator (old indicator)
• b. Quarterly average value of intra-financial system assets
• c. Monthly average value of intra-financial system assets
• d. Intra-financial system liabilities indicator (old indicator)
• e. Quarterly average value of intra-financial system liabilities
• f. Monthly average value of intra-financial system liabilities
• g. Securities outstanding indicator (old indicator)
• h. Quarterly average value of securities outstanding
• i. Monthly average value of securities outstanding

Section 19 - Substitutability/Financial Infra. Items Amount

• a. Trading volume of securities issued by sovereigns, excluding intragroup transactions
• b. Initial margin posted to central counterparties (CCPs) on behalf of clients
• c. Initial margin posted to CCPs for the reporting group’s own account
• d. Default fund contributions to CCPs
• e. Other facilities to CCPs
• f. Provision of settlement services in connection with centrally cleared transactions
• g. Quarterly average value of assets under custody
• h. Monthly average value of assets under custody

1. Översikt

1.1 Referenser

1.2 Identifierade krav

1.3 Relaterade standarder

2. Identifierade krav

3. Relaterade standarder

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/