New risk indicator shifts EU’s G-Sib score heatmap

Revision in substitutability category inflates mid-sized banks’ score, lowers G-Sibs’

A newly added indicator in the annual assessment of global systemically important banks (G-Sibs) is set to change the substitutability score of European Union lenders, raising some mid-sized dealers’ risk profiles – relative to peers in the bloc – while lowering it at several major market-makers, Risk Quantum analysis shows.

This year’s G-Sib assessment, based on data as of end-2021, is the first to make use of a trading volume indicator, intended to gauge banks’ criticality to secondary market

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here