{"data":{"id":"us/12-cfr-217.405","jurisdiction":"us","citation":"12 CFR 217.405","heading":"Method 2 score.","body":"(a) General. A global systemically important BHC's method 2 score is equal to:\n(1) The sum of:\n(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\n(ii) The global systemically important BHC's short-term wholesale funding score, calculated pursuant to § 217.406.\n(b) Systemic indicator score. A global systemically important BHC's score for a systemic indicator is equal to:\n(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;\n(2) Multiplied by the coefficient corresponding to the systemic indicator set forth in Table 1 of this section.\nTable 1 to § 217.405—Coefficients for Systemic Indicators\nCategory Systemic indicator Coefficient value (%)\nSize Total exposures 4.423\nInterconnectedness Intra-financial system assets 12.007\nIntra-financial system liabilities 12.490\nSecurities outstanding 9.056\nComplexity Notional amount of over-the-counter (OTC) derivatives 0.155\nTrading and available-for-sale (AFS) securities 30.169\nLevel 3 assets 161.177\nCross-jurisdictional activity Cross-jurisdictional claims 9.277\nCross-jurisdictional liabilities 9.926","path":["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"],"source_url":"https://www.ecfr.gov/api/versioner/v1/full/2026-08-25/title-12.xml","current_through":"2026-08-25","vintage":"","retrieved_at":"2026-08-27T02:24:16Z","sha256":"72824b0c2b265f6d33c5b4637db8cf28cf27247fb7eb547a38a4d961868c38cb","source_id":"us-cfr","stale":true,"prev":"us/12-cfr-217.404","next":"us/12-cfr-217.406"},"notice":"GroundRules: Original legal text. Not legal advice."}