SYSTEMIC RISK EXPOSURES

Chart 9: Systemic Risk Exposures, as of the latest quarter, for 100 Covered DIHCs. www.SystemicRiskExposures.com

The data in this page consolidates the publicly available Information, for the 100 Covered DIHCs on their

(a)   Interconnected liabilities (noncore funding)
(b)   Gross credit exposures before derivatives, as defined in  FDICIA Sec. 308, codified in 12 USC § 371b-2(c) and Dodd Frank Sec 165(d)(2), codified in 12 U.S.C. § 5365(e)(3) and Supervisory Letter SR 10-10, April 30, 2010.
(c)    Systemic Exposure Ratio. This ratio measures levels of DIHC gross credit exposures to the total assets of the DIHC. A low ratio means low exposure to potential Systemic Risks from the failure or default of large DIHCs.
(d)   Total Equity Market Value (See Chart 6)
(e)   Total Debt and Equity Underwriting
(f)    OTC Derivatives
(g)   Money Market Investments in the 100 Covered DIHCs
(h)   Operational Risk Ratio (Operational Risk Weighted Assets/Total Risk Weighted Assets). This is an indicator of the level of internal fraud and ineffective ICFR that is concealed as confidential supervisory information, in violation of SEC accounting and ICFR regulations.
(i)     Ratio of Tier 1 Capital to Total Assets.

The data in this report comes from publicly available data in

  • FR Y-9C Reports
  • FR Y-15 Reports
  • Money Market Holdings
  • 13F-HR Reports on equity holdings in the publicly traded LHCs

Individual DIHC Exposure Reports
These are available, by paid subscription. For more information, please contact Ethics Metrics LLC