(a) General. A bank holding company’s method 1 score is the sum
of its systemic indicator scores for the twelve systemic indicators
set forth Table 1 of this section, as determined under paragraph (b)
of this section.
(b) Systemic indicator score.
(1) Except as provided in paragraph (b)(2)
of this section, the systemic indicator score in basis points for
a given systemic indicator is equal to:
(i) The ratio of:
(A) The amount of that systemic indicator, as reported by the bank
holding company as of December 31 of the previous calendar year; to
(B) The aggregate global
indicator amount for that systemic indicator published by the Board
in the fourth quarter of that year;
(ii) Multiplied by 10,000; and
(iii) Multiplied by the
indicator weight corresponding to the systemic indicator as set forth
in Table 1 of this section.
(2) Maximum substitutability
score. The sum of the systemic indicator scores for the indicators
in the substitutability category (assets under custody, payments systems
activity, and underwriting activity) will not exceed 100 basis points.
Table 1 to section
217.404—Systemic indicator weights
| Category |
Systemic
indicator |
Indicator weight |
| Size |
20 percent |
| Interconnectedness |
6.67 percent |
| 6.67 percent |
| 6.67 percent |
| Substitutability |
6.67 percent |
| 6.67 percent |
| 6.67 percent |
| Complexity |
6.67 percent |
| 6.67 percent |
| 6.67 percent |
| Cross-jurisdictional
activity |
10 percent |
| 10
percent |
