G-SIB Framework: Cut-off score and bucket thresholds

The cut-off score used for the G-SIB designation is 130bps and the bucket sizes are 100bps. The resulting bucket thresholds are set out in the table below.

G-SIB Buckets
Bucket 5 (+3.5% CET1) 530-629
Bucket 4 (+2.5% CET1) 430-529
Bucket 3 (+2.0% CET1) 330-429
Bucket 2 (+1.5% CET1) 230-329
Bucket 1 (+1.0% CET1) 130-229

It should be noted that banks' scores are an average of the five category subscores with substitutability / infrastructure capped at 500 bps, and that these scores are rounded to the nearest whole basis point before banks are allocated to buckets.