G-SIB Framework: Cut-off score and bucket thresholds

The cut-off score used for the end-2012 G-SIB exercise was 130bps and the bucket sizes were 100bps. The resulting bucket thresholds are set out in the table below.

G-SIB Buckets

To be maintained at least until first three year review
Bucket 5 (+3.5% CET1) 530-629
Bucket 4 (+2.5% CET1) 430-529
Bucket 3 (+2.0% CET1) 330-429
Bucket 2 (+1.5% CET1) 230-329
Bucket 1 (+1.0% CET1) 130-229

 

It should be noted that banks' scores are an average of the five category subscores with substitutability/infrastructure capped at 500 bps, and that these scores are rounded to the nearest whole basis point before banks are allocated to buckets. The bucket thresholds above, together with the cap, will remain fixed for at least the end-2013, end-2014 and end-2015 G-SIB assessments.

For further explanation of the buckets, see Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement (July 2013)