Global systemically important banks: Assessment methodology and the additional loss absorbency requirement
Updated 21 November 2017
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.
|Denominators used to calculate the scores of sample banks||Denominators|
|Bucketing information (fixed at end-2012)||Cut-off score and bucket thresholds|
|G-SIB assessment sample||G-SIB disclosures|
|G-SIB assessment reporting instructions||Reporting instructions|