By Bassel Committee
The Basel Committee provides additional information regarding the 2022 G-SIB assessment. Further details of the assessment include global denominators and individual bank indicators.
The release accompanies the Financial Stability Board’s updated G-SIB list.These additional details will help understand the scoring methodology which assesses the systemic importance of global banks using indicators calculated from data for the previous fiscal year-end (2021) supplied by banks and validated by national authorities.
The final scores are mapped to corresponding buckets that determine the higher loss-absorbency requirement for each G-SIB.
Link: Basel Committee publishes more details on global systemically important banks