Federal regulations · Through 2026-08-25 · Newer source version available

12 CFR 217.405: Method 2 score.

(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 (%)
Size Total exposures 4.423
Interconnectedness Intra-financial system assets 12.007
Intra-financial system liabilities 12.490
Securities outstanding 9.056
Complexity Notional amount of over-the-counter (OTC) derivatives 0.155
Trading and available-for-sale (AFS) securities 30.169
Level 3 assets 161.177
Cross-jurisdictional activity Cross-jurisdictional claims 9.277
Cross-jurisdictional liabilities 9.926

Where this section sits in the code

Title 12—Banks and Banking
CHAPTER II—FEDERAL RESERVE SYSTEM
SUBCHAPTER A—BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM
PART 217—CAPITAL ADEQUACY OF BANK HOLDING COMPANIES, SAVINGS AND LOAN HOLDING COMPANIES, AND STATE MEMBER BANKS (REGULATION Q)
Subpart H—Risk-based Capital Surcharge for Global Systemically Important Bank Holding Companies

(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 (%)

Size Total exposures 4.423

Interconnectedness Intra-financial system assets 12.007

Intra-financial system liabilities 12.490

Securities outstanding 9.056

Complexity Notional amount of over-the-counter (OTC) derivatives 0.155

Trading and available-for-sale (AFS) securities 30.169

Level 3 assets 161.177

Cross-jurisdictional activity Cross-jurisdictional claims 9.277

Cross-jurisdictional liabilities 9.926

Collected 2026-08-27T02:24:16Z. Source file · JSON

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