G-SIBs as of November 2014 allocated to buckets corresponding to required level of additional loss absorbency

Bucket1	G-SIBs in alphabetical order within each bucket
5 (3.5%)	(Empty)
4 (2.5%)	HSBC JP Morgan Chase
3 (2.0%)	Barclays BNP Paribas Citigroup Deutsche Bank
2 (1.5%)	Bank of America Credit Suisse Goldman Sachs Mitsubishi UFJ FG Morgan Stanley Royal Bank of Scotland
1 (1.0%)	Agricultural Bank of China Bank of China Bank of New York Mellon BBVA Groupe BCPE Group Crédit Agricole Industrial and Commercial Bank of China Limited ING Bank Mizuho FG Nordea Santander Société Générale Standard Chartered State Street Sumitomo Mitsui FG UBS Unicredit Group Wells Fargo

¹ The bucket approach is defined in Table 2 of the Basel Committee document Global systemically important banks: updated assessment methodology and the higher loss absorbency requirements, July 2013. The numbers in parenthesis are the required level of additional common equity loss absorbency as a percentage of risk-weighted assets that will apply to G-SIBs identified in November 2014, with phase-in starting in Janurary 2016.