G-Sib capital surcharge: how indexing and averaging alter incentives
Capital risk strategist anticipates Basel III endgame impact on US big-bank behaviour
In the vast US prudential regulatory package unveiled in March 2026, one key element was a series of updates to the capital surcharge for the eight US-headquartered global systemically important banks, or G-Sibs.
The surcharge is based on a set of metrics compiled according to two different methodologies. The first, which works on a relative basis, is in line with the original standards written
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