On November 16, 2018, the FSB published the 2018 list of global systemically important banks. Alongside the 2018 G-SIB list, the Basel Committee has published further information relating to its 2018 assessment of G– SIBs, including:
- a list of all the banks in the assessment sample;
- the denominators of each of the 12 high-level indicators used to calculate the banks' scores;
- the 12 high-level indicators for each bank in the sample used to calculate these denominators;
- the cut-off score used to identify 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; and
- links to disclosures of all banks in the assessment sample.
The Basel Committee assessment was based on its 2013 methodology for identifying G-SIBs. The revised 2018 assessment methodology will apply from 2021, based on end-2020 data and the corresponding higher loss absorbency requirements will apply from January 1, 2023.
The 2018 G-SIB list is available at: http://www.fsb.org/wp-content/uploads/P161118-1.pdf and details of the revised assessment framework for G-SIBs are available at: https://finreg.shearman.com/basel-committee-finalizes-revised-assessment-fram.
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