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 2022 (in A$m)
Total exposures
1,333,775

Interconnectedness

Individual Indicator
Dec 2022 (in A$m)
Intra-financial system assets
98,506
Intra-financial system liabilities
99,899
Securities outstanding
372,811

Substitutability / financial institution infrastructure

Individual Indicator
Dec 2022 (in A$m)
Payments made in the reporting year (excluding intragroup payments)
19,070,770
Assets under custody
341
Underwritten transactions in debt and equity markets
5,989
Trading volume
220,129

Complexity

Individual Indicator
Dec 2022 (in A$m)
Notional amount of over-the-counter (OTC) derivatives
5,692,136
Trading and available-for-sale securities
28,221
Level 3 assets
916

Cross-jurisdictional activity

Individual Indicator
Dec 2022 (in A$m)
Cross-jurisdictional claims
245,326
Cross-jurisdictional liabilities
141,803