In accordance with the timeline set out in its updated methodology for assessing and identifying G-SIBs, the Basel Committee has published:
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the denominators that were used to calculate the scores of banks in the end-2012 exercise; and
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the cut-off score and bucket thresholds that were used to identify the updated list of G-SIBs and to allocate them to buckets.
The information published today will enable banks that participated in the G-SIB exercise to calculate their end-2012 scores and see their positions within the buckets that, in future exercises, will determine their higher loss absorbency (HLA) requirement. The HLA requirements start to come into effect on 1 January 2016, based on end-2013 data.
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Denominators used to calculate the scores of sample banks
Cut-off score and bucket thresholds
FSB-announces 2013 update of group of global systemically important banks (G-SIBs)
© BIS - Bank for International Settlements
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