Basel Committee reveals data behind G-Sib designations


The Basel Committee on Banking Supervision has revealed the figures it uses to determine which institutions belong on its list of globally systemically important banks (G-Sibs).

Published yesterday, the figures include the denominators used to calculate the weight of each bank's systemic activities and attributes, and the thresholds that determine which "bucket" a G-Sib falls into. Falling into a higher bucket will require a bank to have greater loss absorbency, in addition to Basel III, beginni

To continue reading...