Global systemically important banks: Assessment methodology and the additional loss absorbency requirement
Updated 12 January 2016
The Basel Committee's assessment methodology for global systemically important banks requires a sample of banks to report a set of indicators to national supervisory authorities. These indicators are then aggregated and used to calculate the scores of banks in the sample. Banks above a cut-off score are identified as G-SIBs and are allocated to buckets that will be used to determine their higher loss absorbency requirement.
This page provides various information that the Basel Committee uses in this process.
|End-2012 exercise||End-2013 exercise||End-2014 exercise||End-2015 exercise|
|Reporting template||XLS||XLS (updated February 2014)||XLSX (updated January 2015)||XLSX (updated January 2016)|
|Reporting instructions||PDF, 29 pages||PDF, 33 pages (updated February 2014)||PDF, 38 pages (updated January 2015)||PDF, 44 pages (updated December 2015)|
|Where a year-end or annual average exchange rates are required to be used to calculate an indicator, the following
file should be used as the source of the exchange rate:
|Year-end and annual average exchange rates||XLS||XLS (updated April 2014)||XLS (updated April 2015)||XLSX (updated January 2016)|
|Denominators used to calculate the scores of sample banks||Denominators|
|Bucketing information (fixed at end-2012)||Cut-off score and bucket thresholds|
|G-SIB assessment sample||G-SIB disclosures (updated November 2015)|