BCBS Publishes Details on G-SIB Assessment for 2020

BCBS published the following:

• Denominators of each of the 12 high-level indicators used to calculate banks' scores
• Twelve high-level indicators for each bank in the sample, used to calculate these denominators
• Cut-off 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
• Updated links to public disclosures of all banks in the sample

In parallel to these updates, FSB also published the list of G-SIBs for 2020, based on the assessment methodology of the Basel Committee. The methodology for G-SIB identification is described in the technical summary published by BCBS in November 2014. However, in July 2018, BCBS published a revised version of its assessment methodology, which is expected to be implemented in member jurisdictions by 2022 (based on end-2021 data); the resulting higher capital buffer requirement will be applied in January 2024, one year later than originally scheduled.

Related Links

• Press Release
• Denominators
• High-Level Indicators
• Cut-Off Score
• List of G-SIBs (PDF)
• Revised Assessment Methodology

Keywords: International, Banking, Basel, Regulatory Capital, Systemic Risk, G-SIBs, Assessment Methodology, BCBS