Fed methodology adds as much as 2% to US G-Sib surcharges

- By Lorenzo Migliorato
- 11 Dec 2023

The US Federal Reserve’s parallel methodology for scoring global systemically important banks continues to generate higher capital surcharges for top US banks than under Basel rules, Risk Quantum analysis shows, as hopes fade that formulas will be revised to level the field with overseas peers anytime soon.

Once designated as G-Sibs by the Financial Stability Board under the Basel Committee on

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 print this content. Please contact info@risk.net to find out more.

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

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net