Method 2 score.

(a) General. A global systemically important BHC's method 2 score is equal to: (1) The sum of: (i) The global systemically important BHC's systemic indicator scores for the nine systemic indicators set forth Table 1 of this section, as determined under paragraph (b) of this section; and (ii) The global systemically important BHC's short-term wholesale funding score, calculated pursuant to § 217.406. (b) Systemic indicator score. A global systemically important BHC's score for a systemic indicator is equal to: (1) The amount of the systemic indicator, as reported by the bank holding company as of December 31 of the previous calendar year, expressed in billions of dollars; (2) Multiplied by the coefficient corresponding to the systemic indicator set forth in Table 1 of this section. Table 1 to § 217.405—Coefficients for Systemic Indicators Category Systemic indicator Coefficient value (%) Size Total exposures 4.423 Interconnectedness Intra-financial system assets 12.007 Intra-financial system liabilities 12.490 Securities outstanding 9.056 Complexity Notional amount of over-the-counter (OTC) derivatives 0.155 Trading and available-for-sale (AFS) securities 30.169 Level 3 assets 161.177 Cross-jurisdictional activity Cross-jurisdictional claims 9.277 Cross-jurisdictional liabilities 9.926 [Reg. Q, 80 FR 49105, Aug. 14, 2015, as amended at 81 FR 90954, Dec. 16, 2016]