G-SIB/G-SII: Systematic importance indicators

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Indicators for assessing systemically important banks

The Basel Committee on Banking Supervision (BCBS) has developed a methodology to assess the systemic importance of banks in a global context. The methodology relies on an indicator-based measurement approach. The indicators are selected to reflect the size of banks, their interconnectedness, substitutability of their services, their global activity and their complexity.

In accordance with the BCBS Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement (BCBS methodology for G-SIBs), all banks with a leverage ratio exposure measure exceeding EUR 200 billion are required to publicly disclose information containing the following indicators within four months of the financial year end. 

Nordea is not considered a G-SIB as of 1 January 2020, however Nordea is subject to the disclosure requirement as a large bank with a leverage ratio exposure exceeding the abovementioned threshold.

All indicators are expressed in terms of the reporting currency except for payments activity, which is expressed in euro by applying the yearly average exchange rates for 2019. 

The precise definitions of the indicators can be found in the BCBS methodology for G-SIBs and BCBS instructions for the end-2019 G-SIB assessment exercise (BCBS instructions) that the banks use to supply their indicator data to the data hub.

The indicators provided below are prepared based on the definitions outlined in the BCBS instructions. These definitions are subject to interpretation and may not be directly comparable with other disclosures by Nordea Bank. Differences may also arise as BCBS instructions require using the regulatory scope of consolidation, not the accounting consolidation circle. The reporting period is the financial year ending 31 December 2019.

General Bank Data

Section 1: General information
a. General information provided by the relevant supervisory authority
(1) Country code
FI
(2) Bank name
Nordea
(3) Reporting date (yyyy-mm-dd)
2019-12-31
(4) Reporting currency
EUR
b. General information provided by the reporting instiution
(1) Reporting unit
1,000,000
(2) Accounting Standard
IFRS
(3) Date of public disclosure (yyyy-mm-dd)
2020-04-30
(4) Language of public disclosure
EN
(5) Web address of public disclosure
www.nordea.com/gsib

Category

Category
weigthing
Individual
weighting
EURm
Size indicator
Section 2: Total exposure
20%20%539,240
Interconnectedness indicators
Section 3: Intra-financial system assets
20%6.67%85,662
Section 4: Intra-financial system liabilities 
6.67%38,759
Section 5: Securities outstanding6.67%232,866
Substitutability/financial institution infrastructure indicators
Section 6: Payments made in the reporting year (excluding intragroup payments)20%6.67%19,065,575
Section 7: Assets under custody 6.67%711,000
Section 8: Underwritten transactions in debt and equity markets 6.67%1,148
Complexity Indicators
Section 9: Notional amount of Over-the-Counter (OTC) derivatives20%6.67%6,431,272
Section 10: Trading and available-for-sale securities 6.67%11,185
Section 11: Level 3 assets 6.67%2,690
Cross-Jurisdictional Activity Indicators
Section 12: Cross-jurisdictional claims20%10%375,215
Section 13: Cross-jurisdictional liabilities10%187,396