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

Updated 18 December 2020

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.

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

G-SIB scores (based on end-2019 data) G-SIB scores dashboard
Denominators used to calculate the scores of sample banks  Denominators
Bucketing information (fixed at end-2012)  Cutoff score and bucket thresholds 
High level indicator values and disclosures Bank indicators and disclosures
G-SIB assessment reporting instructions Reporting instructions