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Version status: In force | Document consolidation status: Assimilated law updated to reflect all known changes
Version date: 31 October 2023 - onwards
Version 3 of 3

Article 6 Indicators

1. The category measuring the size of the group shall consist of one indicator equal to the total exposure of the group.

2. The category measuring the interconnectedness of the group with the financial system shall consist of all of the following indicators:

(a) intra-financial system assets;

(b) intra-financial system liabilities;

(c) securities outstanding.

3. The category measuring the substitutability of the services or of the financial infrastructure provided by the group shall consist of all of the following indicators:

(a) assets under custody;

(b) payments activity;

(c) underwritten transactions in debt and equity markets;

(d) trading volume.

4. The category measuring the complexity of the group shall consist of all of the following indicators:

(a) notional amount of over-the-counter derivatives;