Global systemically important banks: assessment methodology and the additional loss absorbency requirement

Updated 26 November 2024

The Basel Committee's assessment methodology for G-SIBs requires a sample of banks to report a set of indicators to national supervisory authorities. These indicators are then aggregated and used to calculate the scores of banks in the sample. Banks above a cut-off score are identified as G-SIBs and are allocated to buckets that will be used to determine their higher loss absorbency requirement. The scores and bucket allocations represent the outcome of the mechanistic elements of the G-SIB methodology and include the exercise of supervisory judgement. In the latter case a bank may be in a bucket despite its score being above or below the relevant threshold. 

This page outlines information that the Basel Committee uses in this process.

G-SIB scores (based on end-2023 data)	G-SIB scores dashboard
Denominators used to calculate the scores of sample banks	Denominators
Bucketing information (fixed at end-2012)	Cutoff score and bucket thresholds
High level indicator values and disclosures	Bank indicators and disclosures
G-SIB assessment reporting instructions	Reporting instructions