Basel Committee Publishes More Details on Global Systemically Important Banks


The Industry Spread is a news and information site built for the global trading industry. The site provides industry news focusing on technology, global regulation, company news and the latest people moves .

Survey BIS

Basel Committee Publishes More Details on Global Systemically Important Banks

November 19, 2018

Bank of International Settlements - BISThe Basel Committee on Banking Supervision today published further information related to its 2018 assessment of global systemically important banks (G-SIBs), including additional details to help understand the scoring methodology.

The publication accompanies the Financial Stability Board’s release of the updated list of G-SIBs and includes:

  • a list of all the banks in the assessment sample;
  • the denominators of each of the 12 high-level indicators used to calculate the banks’ scores;
  • for the first time, the 12 high-level indicators for each bank in the sample used to calculate these denominators;
  • the cutoff score used to identify the G-SIBs in the updated list and the thresholds used to allocate G-SIBs to buckets for the purpose of calculating the specific higher loss absorbency requirements; and
  • links to disclosures of all banks in the assessment sample.

The Committee’s methodology assesses the systemic importance of global banks using indicators, which are calculated based on data for the previous fiscal year-end supplied by banks and validated by national authorities. The final scores are mapped to corresponding buckets, which determine the higher loss absorbency requirement for each G-SIB.

In July, the Committee concluded its first review of the G-SIB framework and published a revised assessment methodology, which is expected to be implemented in member jurisdictions by 2021.

The Committee will complete the next review of the G-SIB framework by 2021. The full amount of the higher loss absorbency requirement will come into effect from 1 January 2019, in line with the implementation schedule for the Basel III capital conservation buffer.

Login To MyTis Comment Or Register to MyTIS

Leave a Reply

Notify of


Register now to receive the latest news and information for global trading industry.

Latest Articles

Dollar Wins Despite Record US 6.6 Million Jobless Claims, Payrolls Loom

Summary: The Dollar ended higher against most majors despite another dreadful spike in Weekly US Jobless Claims to a record 6.648 million, from 3.3 million the previous week. It was …