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

last updated 30 January 2015

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
Reporting template XLS XLS (updated February 2014) XLSX (updated January 2015) 
Reporting instructions PDF, 29 pages PDF, 33 pages (updated February 2014) PDF, 38 pages, (updated January 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)
Denominators used to calculate the scores of sample banks  Denominators
Bucketing information (fixed at end-2012)  Cut-off score and bucket thresholds