Association of Russian Banks

We suggest the off-balance sheet items to be included in Table 1 of Annex 1. From Table 1 of Annex 1 (page 19) there is not obvious within absolute measures for D-SIB whether off-balance sheet items (absolute or risk-weighted) should be used together with balance sheet size and total assets (absolute or risk-weighted) in MS.
In our point of view, the answer depends on concentration in Member States.If concentration in Member States is low, small institutions matter; otherwise – not.
ARB Feedback.pdf
Oksana Zhdanova