Banks call for revamped G-Sib surcharge

Fears surcharge will raise post-stress capital requirements under proposed new buffer

Capital calculation

US banks are calling on the Federal Reserve to change the way it calculates its capital surcharge for global systemically important banks (G-Sibs), in order to avoid a spike in capital requirements under its proposed stress capital buffer.

Banks are concerned that adding the G-Sib surcharge in its current form to the stress capital buffer (SCB) will raise post-stress minimum capital requirements. The surcharge does not take into account the fact that banks are better capitalised than they were

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