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21 November 2017

BIS: Further details on the assessment of global systemically important banks


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In connection with the publication by the Financial Stability Board of the updated list of global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision has released further information related to the 2017 G-SIB assessment.


The information includes:

  • a list of all the banks in the assessment sample
  • the denominators of each indicator used to calculate the banks' scores
  • the cutoff score that was used to identify the G-SIBs in the updated list
  • the thresholds used to allocate G-SIBs to buckets for the purpose of calculating the specific higher loss absorbency requirements
  • links to disclosures of all banks in the assessment sample.

The Committee's methodology assesses the systemic importance of global banks using indicator-based measurements. The indicators are calculated based on data for the previous fiscal year-end supplied by banks and validated by national authorities.

In exceptional cases, the scores may be adjusted by supervisors. The final scores are mapped to corresponding buckets, which determine the higher loss absorbency requirement for each G-SIB. As agreed in 2013, the Committee is currently reviewing its methodology and expects to finalise its review in 2018.

The full amount of the higher loss absorbency requirement will come into effect from 1 January 2019, consistent with the implementation schedule for the Basel III capital conservation buffer.

Press release



© BIS - Bank for International Settlements


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