G-Sib indicator change would hike JP Morgan surcharge

JP Morgan has the most to lose should the Basel Committee alter its systemic bank assessment methodology to fully reflect how difficult it would be to replace a firm that collapsed.

The global systemically important bank (G-Sib) assessment methodology uses five systemic indicator categories to gauge a firm's risk: size, interconnectedness, complexity, cross-jurisidictional activity, and substitutability. 

Each bank's indicators are scored using a Basel-defined formula and their averages used

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

If you already have an account, please sign in here.

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