Datapoint	Definition	Category	Source	Notes
CET1 capital (Standardised approach)	Comprises common shares issued by the bank that meet the criteria for classification as common shares for regulatory purposes, stock surplus (share premium) resulting from the issue of instruments included in CET1 capital, retained earnings, accumulated other comprehensive income and other disclosed reserves, common shares issued by consolidated subsidiaries of the bank and held by third parties, regulatory adjustments. The bank's highest-quality capital and the first loss-absorbing layer.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
AT1 capital (Standardised approach)	Comprises instruments issued by the bank that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, stok surplus (share premium) resulting from the issue of instruments included in AT1 capital, instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, regulatory adjustments The bank's second loss-absorption layer.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Tier 1 capital (Standardised approach)	Comprises permanent shareholders’ equity and disclosed reserves and minority interests in subsidiaries less than wholly owned, after distribution of net profit or loss. It excludes cumulative preference shares and revaluation reserves. The bank's sum of CET1 capital and AT1 capital, meant to absorb losses while the bank is a going concern.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Tier 2 capital (Standardised approach)	Comprises instruments issued by the bank that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, stock surplus (share premium) resulting from the issue of instruments included in Tier 2 capital , instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, certain loan-loss provisions (for up to 1.25% of standardised approach RWAs) and regulatory adjustments. The bank's last loss-absorption layer as a gone concern before depositors and other creditors.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Total capital (Standardised approach)	The sum of CET1 capital, AT1 capital and Tier 2 capital, calculated according to the Basel framework.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
CET1 capital ratio (Standardised approach)	CET1 capital divided by RWAs, calculated according to the Basel framework.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Tier 1 capital ratio (Standardised approach)	Tier 1 capital divided by total RWAs, calculated according to the Basel framework.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Total capital ratio (Standardised approach)	Total capital divided by total RWAs, calculated according to the Basel framework.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
CET1 capital (Advanced approach)	Comprises common shares issued by the bank that meet the criteria for classification as common shares for regulatory purposes, stock surplus (share premium) resulting from the issue of instruments included in CET1 capital, retained earnings, accumulated other comprehensive income and other disclosed reserves, common shares issued by consolidated subsidiaries of the bank and held by third parties, regulatory adjustments. The bank's highest-quality capital and the first loss-absorbing layer.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
AT1 capital (Advanced approach)	Comprises instruments issued by the bank that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, stok surplus (share premium) resulting from the issue of instruments included in AT1 capital, instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, regulatory adjustments The bank's second loss-absorption layer.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
Tier 1 capital (Advanced approach)	Comprises permanent shareholders’ equity and disclosed reserves and minority interests in subsidiaries less than wholly owned, after distribution of net profit or loss. It excludes cumulative preference shares and revaluation reserves. The bank's sum of CET1 capital and AT1 capital, meant to absorb losses while the bank is a going concern.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
Tier 2 capital (Advanced approach)	Comprises instruments issued by the bank that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, stock surplus (share premium) resulting from the issue of instruments included in Tier 2 capital , instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, certain loan-loss provisions (for up to 1.25% of standardised approach RWAs) and regulatory adjustments. Includes excess eligible credit reserves for up to 0.6% of advanced approach credit RWAs. The bank's last loss-absorption layer as a gone concern before depositors and other creditors.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
Total capital (Advanced approach)	The sum of CET1 capital, AT1 capital and Tier 2 capital, calculated according to the bank's internal models.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
CET1 capital ratio (Advanced approach)	CET1 capital divided by total RWAs, calculated according to the bank's internal models.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
Tier 1 capital ratio (Advanced approach)	Tier 1 capital divided by total RWAs, calculated according to the bank's internal models.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
Total capital ratio (Advanced approach)	Total capital divided by total RWAs, calculated according to the bank's internal models.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks subject to the advanced approaches rules
CET1 capital (Transitional position)	Comprises common shares issued by the bank that meet the criteria for classification as common shares for regulatory purposes, stock surplus (share premium) resulting from the issue of instruments included in CET1 capital, retained earnings, accumulated other comprehensive income and other disclosed reserves, common shares issued by consolidated subsidiaries of the bank and held by third parties, regulatory adjustments. The bank's highest-quality capital - inclusive of transitional add-backs for IFRS 9 provisions - and the first loss-absorbing layer.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
AT1 capital (Transitional position)	Comprises instruments issued by the bank that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, stok surplus (share premium) resulting from the issue of instruments included in AT1 capital, instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, regulatory adjustments The bank's second loss-absorption layer - inclusive of transitional add-backs for IFRS 9 provisions.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 1 capital (Transitional position)	Comprises permanent shareholders’ equity and disclosed reserves and minority interests in subsidiaries less than wholly owned, after distribution of net profit or loss. It excludes cumulative preference shares and revaluation reserves. The bank's sum of CET1 capital and AT1 capital – inclusive of transitional add-backs for IFRS 9 provisions – meant to absorb losses while the bank is a going concern.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 2 capital (Transitional position)	Comprises instruments issued by the bank that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, stock surplus (share premium) resulting from the issue of instruments included in Tier 2 capital , instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, certain loan-loss provisions (for up to 1.25% of standardised approach RWAs) and regulatory adjustments. The bank's last loss-absorption layer as a gone concern before depositors and other creditors - inclusive of transitional add-backs for IFRS 9 provisions.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Total capital (Transitional position)	Sum of CET1 capital, AT1 capital and Tier 2 capital – inclusive of transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
CET1 capital ratio (Transitional position)	CET1 capital divided by RWAs – inclusive of transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 1 capital ratio (Transitional position)	Tier 1 capital divided by total RWAs – inclusive of transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Total capital ratio (Transitional position)	Total capital divided by total RWAs – inclusive of transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
CET1 capital (Fully loaded position)	Comprises common shares issued by the bank that meet the criteria for classification as common shares for regulatory purposes, stock surplus (share premium) resulting from the issue of instruments included in CET1 capital, retained earnings, accumulated other comprehensive income and other disclosed reserves, common shares issued by consolidated subsidiaries of the bank and held by third parties, regulatory adjustments. The bank's highest-quality capital - without transitional add-backs for IFRS 9 provisions - and the first loss-absorbing layer.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
AT1 capital (Fully loaded position)	Comprises instruments issued by the bank that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, stok surplus (share premium) resulting from the issue of instruments included in AT1 capital, instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in AT1 capital and are not included in CET1 capital, regulatory adjustments The bank's second loss-absorption layer - without transitional add-backs for IFRS 9 provisions.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 1 capital (Fully loaded position)	Comprises permanent shareholders’ equity and disclosed reserves and minority interests in subsidiaries less than wholly owned, after distribution of net profit or loss. It excludes cumulative preference shares and revaluation reserves. The bank's sum of CET1 capital and AT1 capital – without transitional add-backs for IFRS 9 provisions – meant to absorb losses while the bank is a going concern.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 2 capital (Fully loaded position)	Comprises instruments issued by the bank that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, stock surplus (share premium) resulting from the issue of instruments included in Tier 2 capital , instruments issued by consolidated subsidiaries of the bank and held by third parties that meet the criteria for inclusion in Tier 2 capital and are not included in Tier 1 capital, certain loan-loss provisions (for up to 1.25% of standardised approach RWAs) and regulatory adjustments. The bank's last loss-absorption layer as a gone concern before depositors and other creditors - without transitional add-backs for IFRS 9 provisions.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Total capital (Fully loaded position)	Sum of CET1 capital, AT1 capital and Tier 2 capital – without transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
CET1 capital ratio (Fully loaded position)	CET1 capital divided by RWAs – without transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Tier 1 capital ratio (Fully loaded position)	Tier 1 capital divided by total RWAs – without transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Total capital ratio (Fully loaded position)	Total capital divided by total RWAs – without transitional add-backs for IFRS 9 provisions – calculated according to the Basel framework.	Capital adequacy	Pillar 3 reports	Not disclosed by US banks
Accumulated other comprehensive income (AOCI)	The main item quantifying unrealised gains and losses on available-for-sale assets in the bank’s CET1 reserves.	Capital adequacy	FR Y-9C filings	Only disclosed by US banks
Credit risk (Standardised approach)	Risk of a borrower defaulting on a loan or related financial obligation, calculated according to the Basel framework.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks
Market risk (Standardised approach)	Risk of losses on financial investments caused by adverse price movements, calculated according to the Basel framework.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks
Total risk-weighted assets (Standardised approach)	Bank's total RWAs, calculated according to the Basel framework.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks
Credit risk (Advanced approach)	Risk of a borrower defaulting on a loan or related financial obligation, calculated according to the bank's internal models.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
Market risk (Advanced approach)	Risk of losses on financial investments caused by adverse price movements, calculated according to the bank's internal models.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
Operational risk (Advanced approach)	Risk that a firm’s internal practices, policies and systems are inadequate to prevent a loss being incurred, either because of market conditions or operational difficulties, calculated according to the bank's internal models. Such deficiencies may arise from failure to measure or report risk correctly, or from a lack of controls over trading staff.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
CVA simple (Advanced approach)	Change to the market value of derivative instruments to account for counterparty credit risk. It represents the discount to the standard derivative value that a buyer would offer after taking into account the possibility of a counterparty’s default. The simple approach applies internally calculated probabilities of default to a supervisory formula.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
CVA advanced (Advanced approach)	Change to the market value of derivative instruments to account for counterparty credit risk. It represents the discount to the standard derivative value that a buyer would offer after taking into account the possibility of a counterparty’s default. The simple approach applies internally calculated probabilities of default to a supervisory formula. The advanced approach uses the VAR model that also underpins market RWAs.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
Excess eligible credit reserves not included in Tier 2 capital (Advanced approach)	Excess loan-loss reserves – ie amounts above expected credit loss – beyond the maximum that can be included in Tier 2 capital.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
Total risk-weighted assets (Advanced approach)	Bank's total RWAs, calculated according to its internal models.	Risk-weighted assets	FR Y-9C, FFIEC 101 filings	Only disclosed by US banks subject to the advanced approaches rules
Credit risk	The risk of a borrower defaulting on a loan, or related financial obligation. Expressed as the sum of credit RWAs calculated according to both the Basel framework and the bank's internal models where applicable.	Risk-weighted assets	Pillar 3 reports	Not disclosed by US banks
Counterparty credit risk (CCR)	The risk of one or more parties in a financial transaction defaulting on or otherwise failing to meet their obligations on that trade. Expressed as the sum of counterparty credit RWAs calculated according to both the Basel framework and the bank's internal models where applicable.	Risk-weighted assets	Pillar 3 reports	Not disclosed by Chinese and US banks
Equity positions under the simple risk weight approach and internal models method	The amount of RWAs where the bank applies the simple risk weight approach or the internal model method to calculate their equity positions.	Risk-weighted assets	Pillar 3 reports	Only disclosed by Canadian, Japanese, Singaporean and Swiss banks
Equity investments in funds	The amount of RWAs linked to equity investments in funds, calculated according to the Basel framework.	Risk-weighted assets	Pillar 3 reports	Only disclosed by Canadian, Japanese, Singaporean and Swiss banks
Settlement risk	The risk that arises when payments are not exchanged simultaneously, calculated according to the Basel framework.	Risk-weighted assets	Pillar 3 reports	Not disclosed by US banks
Securitisation exposures in the banking book	Securitisation exposures can include, but are not restricted to, the following: asset-backed securities, mortgage-backed securities, credit enhancements, liquidity facilities, interest rate or currency swaps, credit derivatives and tranched cover. Reserve accounts, such as cash collateral accounts, recorded as an asset by the originating bank are also treated as securitisation exposures. They refer to retained or purchased exposures and not to underlying pools.	Risk-weighted assets	Pillar 3 reports	Only disclosed by European, Canadian, Japanese, Singaporean, Swiss and UK banks
Market risk	The risk of losses on financial investments caused by adverse price movements. Expressed as the sum of market RWAs calculated according to both the Basel framework and the bank's internal models where applicable.	Risk-weighted assets	Pillar 3 reports	Not disclosed by US banks
Operational risk	The risk that a firm’s internal practices, policies and systems are not adequate to prevent a loss being incurred, either because of market conditions or operational difficulties. Such deficiencies may arise from failure to measure or report risk correctly, or from a lack of controls over trading staff. Expressed as the sum of operational RWAs calculated according to both the Basel framework and the bank's internal models where applicable.	Risk-weighted assets	Pillar 3 reports	Not disclosed by US banks
Amounts below the thresholds for deduction	The amounts correspond to items subject to a 250% risk weight according to the Basel framework. They include significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation and below the threshold for deduction, after application of the 250% risk weight.	Risk-weighted assets	Pillar 3 reports	Not disclosed by Australian, Chinese and US banks
Floor adjustment	The impact of the capital floor either before or after the application of the transitional cap.	Risk-weighted assets	Pillar 3 reports	Only disclosed by Canadian, Japanese and Swiss banks
Interest rate risk in the banking book (IRRBB)	The risk posed by adverse movements in interest rates that cause a mismatch between the rates banks set on customer loans and on deposits.	Risk-weighted assets	Pillar 3 reports	Only disclosed by Australian banks
Other risk	Risks not captured under any other regulatory framework.	Risk-weighted assets	Pillar 3 reports	Not disclosed by Chinese and US banks
Total risk-weighted assets	The bank's total RWAs expressed as the sum of total RWAs calculated under both the Basel framework and the bank's internal models where applicable.	Risk-weighted assets	Pillar 3 reports	Not disclosed by US banks
Management VAR – average	Bank's own measure of the potential loss due to adverse market movements over a defined time horizon to a specified confidence level, expressed as a quarterly average.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Management VAR – end period	Bank's own measure of the potential loss due to adverse market movements over a defined time horizon to a specified confidence level, calculated at the end of each quarter.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Management VAR – high	Bank's own measure of the potential loss due to adverse market movements over a defined time horizon to a specified confidence level, at its highest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Management VAR – low	Bank's own measure of the potential loss due to adverse market movements over a defined time horizon to a specified confidence level, at its lowest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Management VAR – holding window	Time frame used to calculate the bank's own VAR. Most banks calculate it either over a one-day or a 10-day horizon.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Management VAR – confidence interval	Level of confidence the management VAR model is calibrated to. Most banks set this to a pre-defined level of 95–99%.	Market risk	Pillar 3 reports	Not disclosed by Canadian banks
Regulatory VAR – average	Measure of potential loss due to adverse market movements over a defined time horizon to a specified confidence level, calculated according to regulator-set rules, expressed as a quarterly average.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR – end period	Measure of potential loss due to adverse market movements over a defined time horizon to a specified confidence level, calculated according to regulator-set rules, calculated at the end of each quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR – high	Measure of potential loss due to adverse market movements over a defined time horizon to a specified confidence level, calculated according to regulator-set rules, at its highest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR – low	Measure of potential loss due to adverse market movements over a defined time horizon to a specified confidence level, calculated according to regulator-set rules, at its lowest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory SVAR – average	Measure of potential loss due to adverse market movements against a historical period of significant financial stress, expressed as a quarterly average.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory SVAR – end period	Measure of potential loss due to adverse market movements against a historical period of significant financial stress, calculated at the end of each quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory SVAR – high	Measure of potential loss due to adverse market movements against a historical period of significant financial stress, at its highest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory SVAR – low	Measure of potential loss due to adverse market movements against a historical period of significant financial stress, at its lowest point in the quarter.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR – holding window	Time frame used to calculate the bank's regulatory VAR. Most banks calculate it either over a one-day or a 10-day horizon.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR – confidence interval	Level of confidence the regulatory VAR model is calibrated to. Most banks set this to a pre-defined level of 95–99%.	Market risk	Pillar 3 reports	Not disclosed by US banks
Regulatory VAR - Backtesting exceptions	The number of occurrences over a defined time horizon when trading losses exceeded what was forecast by the VAR model.	Market risk	Pillar 3 reports	Not disclosed by US banks
On-balance sheet exposures	Includes all on-balance sheet items (excluding derivatives and securities financing transaction exposures, but including collateral) minus assets amounts deducted in determining Tier 1 capital.	Leverage ratio	Pillar 3 reports	Not disclosed by US banks exempted from LCR framework
Derivative exposures	The exposure arising from the underlying of the derivative contract and a counterparty credit risk exposure, according to the leverage ratio framework.	Leverage ratio	Pillar 3 reports	Not disclosed by US banks exempted from LCR framework
Securities financing transaction (SFT) exposures	Includes gross SFT assets after adjusting for sale accounting transactions, CCR exposure for SFT assets and agent transaction exposures, minus netted amounts of cash payables and cash receivable of gross SFT assets.	Leverage ratio	Pillar 3 reports	Not disclosed by US banks exempted from LCR framework
Off-balance sheet exposures	Includes all off-balance sheet exposures at gross notional amount, minus any adjustments for conversion to credit equivalent amounts.	Leverage ratio	Pillar 3 reports	Not disclosed by US banks exempted from LCR framework
Total leverage exposures	The sum of on-balance sheet exposures, derivative exposures, SFT exposures and off-balance sheet exposures.	Leverage ratio	Pillar 3 reports	Not disclosed by US banks exempted from LCR framework
Exposures subject to relief	Exposures deposited at qualifying central banks which are deducted from the bank's total amount.	Leverage ratio	Pillar 3 reports	Not disclosed by Australian, Canadian, Chinese, Singaporean and UK banks. Not disclosed by US banks exempted from LCR framework. For other US banks it also includes US Treasuries
Total leverage exposures before relief	The sum of on-balance sheet exposures, derivative exposures, SFT exposures and off-balance sheet exposures, including exposures deposited at qualifying central banks which are deducted from the bank's total amount.	Leverage ratio	Pillar 3 reports	Not disclosed by Australian, Canadian, Chinese, Singaporean and UK banks. Not disclosed by US banks exempted from LCR framework
Supplementary leverage ratio (SLR)	Tier 1 capital divided by total leverage exposures, calculated according to the Basel framework.	Leverage ratio	Pillar 3 reports	Only disclosed by US banks subject to LCR framework
Supplementary leverage ratio (SLR) before relief	Tier 1 capital divided by total leverage exposures, calculated according to the Basel framework, including exposures deposited at qualifying central banks which are deducted from the bank's total amount.	Leverage ratio	Pillar 3 reports	Only disclosed by US banks subject to LCR framework
Adjusted average assets	Quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets, for the purposes of calculating the Tier 1 leverage ratio.	Leverage ratio	Pillar 3 reports	Only disclosed by US banks
Tier 1 leverage ratio before relief	Tier 1 capital divided by total leverage exposures, calculated according to the Basel framework, including exposures deposited at qualifying central banks which are deducted from the bank's total amount.	Leverage ratio	Pillar 3 reports	Not disclosed by Australian, Canadian, Chinese, Singaporean and UK banks
Total leverage exposures (UK average)	Sum of on-balance sheet exposures, derivatives exposures, SFT exposures and off-balance sheet exposures, expressed as average measure over the quarter, according to the Bank of England framework.	Leverage ratio	Pillar 3 reports	Only disclosed by UK banks
Total leverage exposures (UK end-period)	Sum of on-balance sheet exposures, derivatives exposures, SFT exposures and off-balance sheet exposures, expressed as an end-quarter measure, according to the Bank of England framework.	Leverage ratio	Pillar 3 reports	Only disclosed by UK banks
Tier 1 leverage ratio (UK average)	Tier 1 capital divided by total leverage exposures, calculated according to the Bank of England framework, based on the average of the month-end Tier 1 capital position and average exposure measure over the quarter.	Leverage ratio	Pillar 3 reports	Only disclosed by UK banks
Tier 1 leverage ratio (UK end-period)	Tier 1 capital divided by total leverage exposures, expressed as an end-quarter measure, according to the Bank of England framework.	Leverage ratio	Pillar 3 reports	Only disclosed by UK banks
Level 1 assets	Include central bank reserves (less any applicable reserve requirements) and certain marketable securities issued or backed by sovereigns and central banks.	Liquidity risk	LCR disclosures	Only disclosed by US banks
Level 2A assets	Include certain securities backed by US government-sponsored enterprises and securities issued by sovereigns or central banks which are not eligible for the Level 1 category. Subject to a 15% haircut.	Liquidity risk	LCR disclosures	Only disclosed by US banks
Level 2B assets	Include certain corporate debt securities, municipal bonds and publicly traded common equities. Subject to a 50% haircut.	Liquidity risk	LCR disclosures	Only disclosed by US banks
Total high-quality liquid assets (HQLAs)	Assets that can easily and immediately be converted into cash at little or no loss of value. A bank must hold a stock of unencumbered HQLAs to cover the total net cash outflows over a 30-day period of stress.	Liquidity risk	Pillar 3 reports	n/a
Total liquid assets	Assets that can be easily and immediately be converted into cash at little or no loss of value, calculated as the sum of high-quality liquid assets, alternative liquid assets and Reserve Bank of New Zealand securities.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian banks
Retail deposits	Calculated as the sum of stable deposits, less stable deposits and any other funding sourced from natural persons and/or small business customers.	Liquidity risk	Pillar 3 reports	n/a
Unsecured wholesale funding	Liabilities and general obligations from customers other than natural persons and small business customers that are not collateralised.	Liquidity risk	Pillar 3 reports	n/a
Secured wholesale funding	All collateralised liabilities and general obligations.	Liquidity risk	Pillar 3 reports	n/a
Additional requirements	Include other off-balance sheet liabilities or obligations.	Liquidity risk	Pillar 3 reports	n/a
Other contractual funding obligations	Include contractual obligations to extend funds within a 30-day period.	Liquidity risk	Pillar 3 reports	n/a
Other contingent funding obligations	Include products and instruments such as unconditionally revocable uncommitted credit and liquidity facilities, guarantees and letters of credit unrelated to trade finance obligations, and non-contractual obligations.	Liquidity risk	Pillar 3 reports	n/a
Total cash outflows	Calculated by multiplying the outstanding balances of various categories or types of liabilities and off-balance sheet commitments by the rates at which they are expected to run off or be drawn down.	Liquidity risk	Pillar 3 reports	n/a
Secured lending	Includes all maturing reverse repurchase and securities borrowing agreements.	Liquidity risk	Pillar 3 reports	n/a
Retail cash inflows	Include contractual payments the bank expects to receive within 30 calendar days from retail customers and counterparties.	Liquidity risk	Pillar 3 reports	Only disclosed by US banks
Unsecured wholesale cash inflows	Include payments from financial sector entities, a consolidated subsidiary, central banks, and wholesale customers or counterparties that are not financial sector entities or consolidated subsidiaries.	Liquidity risk	Pillar 3 reports	Only disclosed by US banks
Inflows from fully performing exposures	Include both secured and unsecured loans or other payments that are fully performing and contractually due within 30 calendar days from retail and small business customers, other wholesale customers, operational deposits and deposits held at the centralised institution in a cooperative banking network.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, Canadian, Chinese, European, Singaporean, Swiss and UK banks
Other cash inflows	Include derivatives cash inflows and other contractual cash inflows.	Liquidity risk	Pillar 3 reports	n/a
Collection of loans	Cash inflows related to the collection of loans.	Liquidity risk	Pillar 3 reports	Only disclosed by Japanese banks
Total cash inflows	Calculated by multiplying the outstanding balances of various categories of contractual receivables by the rates at which they are expected to flow in under the scenario up to an aggregate cap of 75% of total expected cash outflows.	Liquidity risk	Pillar 3 reports	n/a
Total net cash outflows	Total expected cash outflows minus total expected cash inflows in the specified stress scenario for the subsequent 30 calendar days.	Liquidity risk	Pillar 3 reports	n/a
Liquidity coverage ratio (LCR)	Total high-quality liquid assets (HQLAs) divided by total net cash outflows.	Liquidity risk	Pillar 3 reports	n/a
Provision for credit losses (PCLs)	Estimation of potential losses that a company might experience due to credit risk. The amount is deducted from total revenue in the income statement.	Credit risk	Quarterly results	n/a
Total exposures	Sum of derivatives, securities financing transactions, other assets, off-balance-sheet items and regulatory adjustments.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Intra-financial system assets	Sum of funds deposited with or lent to other financial institutions, unused portion of committed lines extended to other financial institutions, holdings of securities issued by other financial institutions, net positive current exposure of securities financing transactions with other financial institutions, and OTC derivatives with other financial institutions that have a net positive fair value.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Intra-financial system liabilities	Sum of funds deposited by or borrowed from other financial institutions, unused portion of committed lines obtained from other financial institutions, net negative current exposure of securities financing transactions with other financial institutions, and OTC derivatives with other financial institutions that have a net negative fair value.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Securities outstanding	Sum of secured debt securities, senior unsecured debt securities, subordinated debt securities, commercial paper, certificates of deposit, common equity, preferred shares and any other forms of subordinated funding.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Payments	Payments made in the reporting year, excluding intragroup payments.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Assets under custody	Assets under custody.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Underwriting activity indicator	Underwritten transactions in debt and equity markets.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Trading volume fixed income	Sum of trading volume of securities issued by other public sector entities and other fixed income securities, excluding intragroup transactions.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Trading volume equities and other securities	Sum of trading volume of listed equities and all other securities, excluding intragroup transactions.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Notional amount of OTC derivatives	Sum of OTC derivatives cleared through a central counterparty and OTC derivatives settled bilaterally.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Trading and available-for-sale securities	Sum of held-for-trading securities and available-for-sale securities.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Level 3 assets	Level 3 assets.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Cross-jurisdictional claims	Sum of foreign claims on an ultimate risk basis and foreign derivatives claims on an ultimate risk basis.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Cross-jurisdictional liabilities	Sum of foreign liabilities on an immediate risk basis, excluding derivatives and including local liabilities in local currency, and foreign derivatives liabilities on an immediate risk basis.	Systemic indicators	G-Sib disclosures	Disclosed quarterly by US banks, annually by non-US banks
Eligible long-term debt (LTD)	Unsecured long-term debt with a remaining maturity of at least one year and that could be converted into equity in order to absorb losses and recapitalise the bank's operating subsidiaries in a resolution.	TLAC	FR Y-9C filings	Only disclosed by US banks
Eligible long-term debt (LTD) as % of risk-weighted assets	Eligible long-term debt divided by total risk-weighted assets.	TLAC	FR Y-9C filings	Only disclosed by US banks
Eligible long-term debt (LTD) as % of total leverage exposures	Eligible long-term debt divided by total leverage exposures.	TLAC	FR Y-9C filings	Only disclosed by US banks
External total loss-absorbing capacity (TLAC)	Includes common equity, subordinated debt and some senior debt with a maturity of at least one year.	TLAC	FR Y-9C filings	Only disclosed by US banks
External total loss-absorbing capacity (TLAC) as % of risk-weighted assets	External total loss-absorbing capacity divided by total risk-weighted assets.	TLAC	FR Y-9C filings	Only disclosed by US banks
External total loss-absorbing capacity (TLAC) as % of total leverage exposures	External total loss-absorbing capacity divided by total leverage exposures.	TLAC	FR Y-9C filings	Only disclosed by US banks
Capital	Regulatory capital before the application of capital deductions.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Retail deposits and deposits from small business customers	Calculated as the sum of stable deposits, less stable deposits and any other funding sourced from natural persons and/or small business customers.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Wholesale funding	Calculated as the sum of operational deposits and other wholesale funding, which include funding (secured and unsecured) provided by non-financial corporate customer, sovereigns, public sector entities, multilateral and national development banks, central banks and financial institutions.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Liabilities with matching interdependent assets	Assets and liabilities are considered to be interdependent in the following instances: the liability cannot fall due while the asset remains on the balance sheet, the principal payment flows from the asset cannot be used for something other than repaying the liability, and the liability cannot be used to fund other assets.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Other liabilities	Calculated as the sum of NSFR derivatives liabilities and other liabilities and equity not included in other categories.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Total available stable funding	The sum of capital, retail deposits and deposits from small business customers, wholesale funding, liabilities with matching interdependent assets and other liabilities.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Total net stable funding ratio (NSFR) high-quality liquid assets (HQLAs)	HQLAs without regard to LCR operational requirements and LCR caps on Level 2 and Level 2B assets.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Assets encumbered for more than 12m in cover pool	Assets that are encumbered for a residual maturity of one year or more in a cover pool funded by covered bonds.	Liquidity risk	Pillar 3 reports	Only disclosed by European and UK banks
Deposits held at other financial institutions for operational purposes	Deposits held at other financial institutions for operational purposes.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Performing loans and securities	The sum of performing loans to financial institutions, unsecured performing loans, performing loans to non-financial corporate clients, loans to retail and small business customers, loans to sovereigns, central banks and public sector entities, performing residential mortgages and securities that are not in default and do not qualify as HQLA including exchange-traded equities.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Assets with matching interdependent liabilities	Assets and liabilities are considered to be interdependent in the following instances: the liability cannot fall due while the asset remains on the balance sheet, the principal payment flows from the asset cannot be used for something other than repaying the liability, and the liability cannot be used to fund other assets.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Other assets	Calculated as the sum of physical traded commodities, cash securities or other assets posted as initial margin for derivative contracts and contributions to default funds of CCPs, and NSFR derivatives assets.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Off-balance sheet items	Off-balance sheet items.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Total required stable funding	The sum of deposits held at other financial institutions for operational purposes, performing loans and securities, assets with matching interdependent liabilities, other assets and off-balance sheet items.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
Net stable funding ratio (NSFR)	Total available stable funding divided by total required stable funding.	Liquidity risk	Pillar 3 reports	Only disclosed by Australian, European, Japanese, Singaporean, Swiss and UK banks
US Treasury securities held-to-maturity (HTM) at amortised cost	US Treasury securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US Treasury securities available-for-sale (AFS) at amortised cost	US Treasury securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US Treasury securities at amortised cost	Calculated as the sum of HTM and AFS US Treasury securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US Treasury securities held-to-maturity (HTM) at fair value	US Treasury securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US Treasury securities available-for-sale (AFS) at fair value	US Treasury securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US Treasury securities at fair value	Calculated as the sum of HTM and AFS US Treasury securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities held-to-maturity (HTM) at amortised cost	US agency securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities available-for-sale (AFS) at amortised cost	US agency securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities at amortised cost	Calculated as the sum of HTM and AFS US agency securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities held-to-maturity (HTM) at fair value	US agency securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities available-for-sale (AFS) at fair value	US agency securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
US agency securities at fair value	Calculated as the sum of HTM and AFS US agency securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds held-to-maturity (HTM) at amortised cost	Municipal bonds held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds available-for-sale (AFS) at amortised cost	Municipal bonds available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds at amortised cost	Calculated as the sum of HTM and AFS municipal bonds at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds held-to-maturity (HTM) at fair value	Municipal bonds held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds available-for-sale (AFS) at fair value	Municipal bonds available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Municipal bonds at fair value	Calculated as the sum of HTM and AFS municipal bonds at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities held-to-maturity (HTM) at amortised cost	Residential pass-through securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities available-for-sale (AFS) at amortised cost	Residential pass-through securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities at amortised cost	Calculated as the sum of HTM and AFS residential pass-through securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) held-to-maturity (HTM) at amortised cost	Other residential mortgage-backed securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) available-for-sale (AFS) at amortised cost	Other residential mortgage-backed securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) at amortised cost	Calculated as the sum of HTM and AFS other residential mortgage-backed securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) held-to-maturity (HTM) at amortised cost	Commercial mortgage-backed securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) available-for-sale (AFS) at amortised cost	Commercial mortgage-backed securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) at amortised cost	Calculated as the sum of HTM and AFS commercial mortgage-backed securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Mortgage-backed securities (MBS) at amortised cost	Mortgage-backed securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities held-to-maturity (HTM) at fair value	Residential pass-through securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities available-for-sale (AFS) at fair value	Residential pass-through securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Residential pass-through securities at fair value	Calculated as the sum of HTM and AFS residential pass-through securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) held-to-maturity (HTM) at fair value	Other residential mortgage-backed securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) available-for-sale (AFS) at fair value	Other residential mortgage-backed securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other residential mortgage-backed securities (MBS) at fair value	Calculated as the sum of HTM and AFS other residential mortgage-backed securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) held-to-maturity (HTM) at fair value	Commercial mortgage-backed securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) available-for-sale (AFS) at fair value	Commercial mortgage-backed securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Commercial mortgage-backed securities (MBS) at fair value	Calculated as the sum of HTM and AFS commercial mortgage-backed securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Mortgage-backed securities (MBS) at fair value	Mortgage-backed securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) held-to-maturity (HTM) at amortised cost	Asset-backed securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) available-for-sale (AFS) at amortised cost	Asset-backed securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) at amortised cost	Calculated as the sum of HTM and AFS asset-backed securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products held-to-maturity (HTM) at amortised cost	Structured financial products held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products available-for-sale (AFS) at amortised cost	Structured financial products available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products at amortised cost	Calculated as the sum of HTM and AFS structured financial products at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) and structured financial products at amortised cost	Calculated as the sum of HTM and AFS asset-backed securities and structured financial products at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) held-to-maturity (HTM) at fair value	Asset-backed securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) available-for-sale (AFS) at fair value	Asset-backed securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) at fair value	Calculated as the sum of HTM and AFS asset-backed securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products held-to-maturity (HTM) at fair value	Structured financial products held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products available-for-sale (AFS) at fair value	Structured financial products available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Structured financial products at fair value	Calculated as the sum of HTM and AFS structured financial products at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Asset-backed securities (ABS) and structured financial products at fair value	Calculated as the sum of HTM and AFS asset-backed securities and structured financial products at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities held-to-maturity (HTM) at amortised cost	Domestic debt securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities available-for-sale (AFS) at amortised cost	Domestic debt securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities at amortised cost	Calculated as the sum of HTM and AFS domestic debt securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities held-to-maturity (HTM) at amortised cost	Foreign debt securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities available-for-sale (AFS) at amortised cost	Foreign debt securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities at amortised cost	Calculated as the sum of HTM and AFS foreign debt securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other debt securities at amortised cost	Other debt securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities held-to-maturity (HTM) at fair value	Domestic debt securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities available-for-sale (AFS) at fair value	Domestic debt securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Domestic debt securities at fair value	Calculated as the sum of HTM and AFS domestic debt securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities held-to-maturity (HTM) at fair value	Foreign debt securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities available-for-sale (AFS) at fair value	Foreign debt securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Foreign debt securities at fair value	Calculated as the sum of HTM and AFS foreign debt securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Other debt securities at fair value	Other debt securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Unallocated portfolio layer fair value hedge basis adjustments	Unallocated portfolio layer fair value hedge basis adjustments.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities held-to-maturity (HTM) at amortised cost	Total securities held-to-maturity at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities available-for-sale (AFS) at amortised cost	Total securities available-for-sale at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities at amortised cost	Calculated as the sum of HTM and AFS securities at amortised cost.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities held-to-maturity (HTM) at fair value	Total securities held-to-maturity at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities available-for-sale (AFS) at fair value	Total securities available-for-sale at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total securities at fair value	Calculated as the sum of HTM and AFS securities at fair value.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 0% risk-weighting	Assets with 0% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 2% risk-weighting	Assets with 2% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 4% risk-weighting	Assets with 4% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 20% risk-weighting	Assets with 20% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 50% risk-weighting	Assets with 50% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 100% risk-weighting	Assets with 100% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 150% risk-weighting	Assets with 150% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 250% risk-weighting	Assets with 250% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 300% risk-weighting	Assets with 300% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 400% risk-weighting	Assets with 400% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 600% risk-weighting	Assets with 600% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with 1,250% risk-weighting	Assets with 1,250% risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Assets with other risk-weighting	Assets with other risk-weighting.	Balance sheet	FR Y-9C filings	Only disclosed by US banks
Total balance sheet assets	Total balance sheet assets.	Balance sheet	FR Y-9C filings	Only disclosed by US banks

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