The Basel Committee on Banking Supervision today published further information related to its 2022 assessment of global systemically important banks (G-SIBs), with 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:
- The denominators of the high-level indicators used to calculate banks’ scores.
- The high-level indicators for each bank in the sample used to calculate these denominators.
- The 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 higher loss-absorbency requirements.
The press release and dashboard are available at https://www.bis.org/press/p221121.htm