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

To continue reading...

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: