Could you please clarify what exactly count as “total investment and lending activities”?
According to current guidance, an FI should consider all required, optional and out of scope asset classes. Could an FI simply follow the approach from its financial report here and consider gross carrying amount of all loans and advances granted to customers, debt and equity securities as “total investment and lending activities”?
Please see FI-C18 in the Criteria Assessment Indicators for the Financial Institutions’ Near-Term Criteria Version 2.0 for more information.