G-Sib indicator change would hike JP Morgan surcharge
US bank would swallow 3.5% G-Sib surcharge if substituability cap lifted
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
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