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-2012 exercise End-2013 exercise
Reporting template XLS, 347 kb XLS, 128 kb (updated February 2014)
Reporting instructions                   PDF, 29 pages, 205 kb                     PDF, 33 pages, 413 kb (updated February 2014)
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, 86 kb XLS, 164 kb (updated April 2014 )
Denominators used to calculate the scores of sample banks  Denominators
Bucketing information (fixed at end-2012)  Cut-off score and bucket thresholds