Systemic risk scores surge at six US G-Sibs
JP Morgan and Goldman Sachs bump up against higher-risk surcharge thresholds
Six of the eight US global systemically important banks (G-Sibs) increased their systemic risk scores in the first three months of this year.
JP Morgan raised its score the most, by 58 basis points to 748bp. If it stays at this level at the year-end, the bank would attract a 4% G-Sib capital surcharge, up from the current 3.5% applied as per Federal Reserve rules.
BofA Securities and Goldman
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