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