The G-SIB assessment methodology - score calculation
As detailed in the Committee's July 2013 publication, the methodology for assessing the systemic importance of banks consists of an indicator-based measurement approach. The indicators are calculated based on data for the previous fiscal year-end supplied by banks and validated by national authorities. These indicators and the denominators are then used to calculate a score.
After the automated calculation is produced, bank scores may in exceptional cases be adjusted by supervisory judgment. Consistent with the Basel framework, supervisors may use a variety of supporting evidence to propose such adjustments, including the use of additional data and qualitative information. These changes are subject to scrutiny by the Basel Committee and the FSB.
The final score, including the use of judgment, is then mapped to the corresponding bucket using the cut-off score and bucket thresholds. The assignment to a bucket determines the HLA requirement for each G-SIB.
The agreed methodology also requires banks to disclose, at a minimum, the 12 indicators used. However, given the potential for the use of supervisory judgment to adjust scores, the data disclosed by banks may not always be perfectly consistent with the final bucketing published today.