Code of Federal Regulations · Section

§ 217.405 — Method 2 Score

12 C.F.R. § 217.405

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(a) General. A global systemically important BHC's method 2 score is equal to:

(1) The sum of:

(i) The global systemically important BHC's systemic indicator scores for the nine systemic indicators set forth Table 1 of this section, as determined under paragraph (b) of this section; and

(ii) The global systemically important BHC's short-term wholesale funding score, calculated pursuant to § 217.406.

(b) Systemic indicator score. A global systemically important BHC's score for a systemic indicator is equal to:

(1) The amount of the systemic indicator, as reported by the bank holding company as of December 31 of the previous calendar year, expressed in billions of dollars;

(2) Multiplied by the coefficient corresponding to the systemic indicator set forth in Table 1 of this section.

Table 1 to § 217.405—Coefficients for Systemic Indicators