G-SIB indicators

Disclosure on indicators for identification of Global Systemically Important Banks (G-SIBs) as on end March 2017

S. No. Indicator Sub- indicator INR (billions)

1.

Cross-jurisdictional activity

Cross-jurisdictional claims

3405.95

Cross-jurisdictional liabilities

4403.85

2.

Size

Total exposure as defined for use in Basel III Leverage Ratio

37603.62

3.

Interconnectedness

Intra-financial system assets

2585.43

Intra-financial system liabilities

1074.13

Securities outstanding

3341.53

4.

Substitutability/financial institution infrastructure

Assets Under custody

3481.01

Payments Activity

115820.37

Underwritten transactions in debt and equity markets

0.00

5.

Complexity

Notional amount of OTC Derivatives

6317.87

Level 3 assets

24.58

Trading and available-for-sale securities

302.09



Disclosure on indicators for identification of Global Systemically Important Banks (G-SIBs) as on end March 2016

S. No. Indicator Sub- indicator INR (billions)

1.

Cross-jurisdictional activity

Cross-jurisdictional claims

3170.98

Cross-jurisdictional liabilities

4249.51

2.

Size

Total exposure as defined for use in Basel III Leverage Ratio

33454.99

3.

Interconnectedness

Intra-financial system assets

1070.83

Intra-financial system liabilities

398.88

Securities outstanding

1187.68

4.

Substitutability/financial institution infrastructure

Assets Under custody

2209.02

Payments Activity

101667.59

Underwritten transactions in debt and equity markets

0.86

5.

Complexity

Notional amount of OTC Derivatives

5754.95

Level 3 assets

80.11

Trading and available-for-sale securities

716.45