Global systemically important banks: Assessment methodology and the additional loss absorbency requirement

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-2013 exercise

Reporting information 

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:

End-2012 exercise

Reporting information

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:

 

Scoring and bucketing information