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 2023 (in A$m)
Total exposures
1,394,974

Interconnectedness

Individual Indicator
Dec 2023 (in A$m)
Intra-financial system assets
112,820
Intra-financial system liabilities
113,456
Securities outstanding
408,020

Substitutability / financial institution infrastructure

Individual Indicator
Dec 2023 (in A$m)
Payments made in the reporting year (excluding intragroup payments)
24,386,539
Assets under custody
273
Underwritten transactions in debt and equity markets
3,709
Trading volume
310,142

Complexity

Individual Indicator
Dec 2023 (in A$m)
Notional amount of over-the-counter (OTC) derivatives
6,494,721
Trading and available-for-sale securities
51,703
Level 3 assets
1,204

Cross-jurisdictional activity

Individual Indicator
Dec 2023 (in A$m)
Cross-jurisdictional claims
284,450
Cross-jurisdictional liabilities
153,428