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

Updated 21 November 2022

The Basel Committee's assessment methodology for G-SIBs 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. The scores and bucket allocations represent the outcome of the mechanistic elements of the G-SIB methodology and include the exercise of supervisory judgement. In the latter case a bank may be in a bucket despite its score being above or below the relevant threshold. 

This page outlines information that the Basel Committee uses in this process.