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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 Shari'a compliant fixed income and equity markets 8.33%
Complexity Shari'a compliant OTC derivatives notional value 8.33%
Level 3 assets 8.33%
Trading and available-for-sale securities 8.33%
July 2018