Nordea EN English Dansk Norsk Suomi Svenska G-SIB/G-SII: Systematic importance indicators Breadcrumb Home Investors Reports & presentations Other regulatory disclosures G-SIB/G-SII: Systematic importance indicators Indicators for assessing systemically important banks The Basel Committee on Banking Supervision (BCBS) has developed a methodology to assess the systemic importance of banks in a global context. The methodology relies on an indicator-based measurement approach. The indicators are selected to reflect the size of banks, their interconnectedness, substitutability of their services, their global activity and their complexity. In accordance with the BCBS Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement (BCBS methodology for G-SIBs), all banks with a leverage ratio exposure measure exceeding EUR 200 billion are required to publicly disclose information containing the following indicators within four months of the financial year end. Nordea is not considered a G-SIB as of 1 January 2020, however Nordea is subject to the disclosure requirement as a large bank with a leverage ratio exposure exceeding the above-mentioned threshold. All indicators are expressed in terms of the reporting currency except for payments activity, which is expressed in euro by applying the yearly average exchange rates for 2020. The precise definitions of the indicators can be found in the BCBS methodology for G-SIBs and BCBS instructions for the end-2019 G-SIB assessment exercise (BCBS instructions) that the banks use to supply their indicator data to the data hub. The indicators provided below are prepared based on the definitions outlined in the BCBS instructions. These definitions are subject to interpretation and may not be directly comparable with other disclosures by Nordea Bank. Differences may also arise as BCBS instructions require using the regulatory scope of consolidation, not the accounting consolidation circle. The reporting period is the financial year ending 31 December 2020. General Bank Data Section 1: General information a. General information provided by the relevant supervisory authority (1) Country code FI (2) Bank name Nordea (3) Reporting date (yyyy-mm-dd) 2020-12-31 (4) Reporting currency EUR b. General information provided by the reporting institution (1) Reporting unit 1,000,000 (2) Accounting Standard IFRS (3) Date of public disclosure (yyyy-mm-dd) 2021-04-29 (4) Language of public disclosure EN (5) Web address of public disclosure www.nordea.com/gsib Category Category weighting Individual weighting EURm Size indicator 20% Section 2: Total exposure 20% 531,968 Interconnectedness indicators 20% Section 3: Intra-financial system assets 6.67% 84,231 Section 4: Intra-financial system liabilities 6.67% 29,915 Section 5: Securities outstanding 6.67% 208,263 Substitutability/financial institution infrastructure indicators 20% Section 6: Payments made in the reporting year (excluding intragroup payments) 6.67% 21,797,715 Section 7: Assets under custody 6.67% 770,000 Section 8: Underwritten transactions in debt and equity markets 6.67% 80,000 Complexity Indicators 20% Section 9: Notional amount of Over-the-Counter (OTC) derivatives 6.67% 6,488,526 Section 10: Trading and available-for-sale securities 6.67% 14,784 Section 11: Level 3 assets 6.67% 3,765 Cross-Jurisdictional Activity Indicators 20% Section 12: Cross-jurisdictional claims 10% 355,002 Section 13: Cross-jurisdictional liabilities 10% 171,126 Share this page About us Who we are Nordea in society Corporate governance Investors Nordea in figures Reports & presentations Share News & insights Press room Economic Outlook Blogs Careers Vacant positions Join us Locations Sustainability Sustainability at Nordea Sustainable Choice Reports Our services Corporates & institutions Small & medium businesses Personal customers Contact us General terms Privacy policy Cookies Accessibility Site feedback Nordea Bank © 2021 Nordea’s use of cookies Dansk Norsk Suomi Svenska Nordea uses own cookies as well as cookies from third parties. Cookies are used to enhance your online experience and to remember your preferences, for example language. Cookies are also used to analyse web traffic and to show you targeted ads in our own and third parties’ online media. We ask for your consent to use such cookies, except for necessary cookies which are needed to run our website. If you click on “Settings” below, you are able to decide which cookies you want to consent to. By clicking “Accept all cookies” you consent to all cookies from Nordea and our third-party collaborators. You can change or withdraw your consent at any time. You can read more about the use of cookies and how you can withdraw your consent in our cookie policy. Accept all cookies Settings