Domestic Systemically Important Banks: A Quantitative Analysis for the Chinese Banking System

Table 1

Indicators of assessment approaches for G-SIBs and D-SIBs.

Category; (and weights)	Individual indicator
	BCBS approach (G-SIBs)	Approach for Australia (D-SIBs)	Approach for China (D-SIBs)
Size (20%)	Total exposures as defined for use in the Basel III leverage ratio	Total residence assets	Total assets (on balance)
Interconnectedness (20%)	(i) Intrafinancial system assets; (ii) Intrafinancial system liabilities; (iii) Wholesale funding ratio	(i) Loans to financial corporations; (ii) Deposits from financial corporations	(i) Intrafinancial system assets; (ii) Intrafinancial system liabilities
Nonsubstitutability (20%)	(i) Assets under custody; (ii) Payment cleared and settled through payment systems; (iii) Values of underwritten transactions in debt and equity markets	(i) Loans to households; (ii) Loans to nonfinancial corporations; (iii) Loans to the general government; (iv) Loans to community service and nonprofit organizations	(i) Personal loans and advances; (ii) Corporate loans and advances
Complexity (20%)	(i) OTC derivatives notional value; (ii) Level 3 assets; (iii) Held for trading and available for sale	(i) Investment securities; (ii) Trading securities	(i) Held for trading*; (ii) Available for sale; (iii) Derivative financial assets
Cross-jurisdictional activity (20%)	(i) Cross-jurisdictional claims; (ii) Cross-jurisdictional liabilities	Not included	Not included
Public confidence** (20%)	Not included	Deposits from households	Deposits from households

∗Including designated at fair value through profit or loss.
**“Public confidence” is called “domestic sentiment” in measurement approach for Australia D-SIBs.