G-SIB disclosures

The Basel Committee on Banking Supervision (Basel Committee) has established a number of indicators that help it determine whether a bank should be classified as a Global Systemically Important Bank (G-SIB). The indicators reflect the size of banks, their interconnectedness, their market presence as a service provider of infrastructure that supports financial markets, their complexity and their global (cross-jurisdictional) activity. On an annual basis, it is mandatory for the Group to complete a G-SIB data reporting template issued by the Basel Committee in respect of the reporting year. Based on this G-SIB indicator information, CBA has not been classified as a G-SIB.

The Group is required under APRA Prudential Standard APS 330 Public Disclosure (APS 330, Attachment H) to disclose some of the G-SIB indicator information from the data reporting template issued by the Basel Committee each year as at December.

Size

Individual Indicator
Dec 2019 (in A$m)
Total exposures
1,058,673

Interconnectedness

Individual Indicator
Dec 2019 (in A$m)
Intra-financial system assets
75,164
Intra-financial system liabilities
92,790
Securities outstanding
348,974

Substitutability / financial institution infrastructure

Individual Indicator
Dec 2019 (in A$m)
Payments made in the reporting year (excluding intragroup payments)1
12,834,668
Assets under custody
520
Underwritten transactions in debt and equity markets1
1,366

Complexity

Individual Indicator
Dec 2019 (in A$m)
Notional amount of over-the-counter (OTC) derivatives
4,442,838
Trading and available-for-sale securities
53,116
Level 3 assets
584

Cross-jurisdictional activity

Individual Indicator
Dec 2019 (in A$m)
Cross-jurisdictional claims
198,562
Cross-jurisdictional liabilities
220,003

Things you should know

1 Represents the full 12 months ending 31 December 2019.