Assessment Approach
DS-1.3.6
A weight is assigned to each of the 'size', 'interconnectedness', 'substitutability' and 'complexity' factors. The CBB applies 25 percent equally to all factors towards the final aggregate score.
Category (and weighting) Individual indicator Indicator weighting Size Total assets 25% Interconnectedness Intra-financial system assets 8.33% Intra-financial system liabilities 8.33% Securities outstanding 8.33% Substitutability Assets under custody 8.33% Payments activity 8.33% Underwritten transactions in debt and equity markets 8.33% Complexity OTC derivative notional value 8.33% Level 3 assets 8.33% Trading and available-for-sale securities 8.33% July 2018DS-1.3.7
Bahraini conventional bank licensees that have a minimal amount of exposure to clients in Bahrain, and a low percentage of their deposits base are from clients in Bahrain, will be excluded from the D-SIB assessment.July 2018DS-1.3.8
The CBB shall conduct the D-SIB assessment every two years and shall inform the banks, the relevant thresholds or cut off, and shall provide the DSIBs the guidance for implementation.
July 2018
