Substitutability cap spares JP Morgan higher Basel G-Sib score

The Basel Committee’s long-standing decision to limit the weight given to a bank’s substitutability in its too-big-to-fail designation process continues to benefit JP Morgan by constraining its total systemic risk score, Risk Quantum analysis shows.

Global systemically important banks (G-Sibs) are identified using Basel’s assessment methodology, which assigns a systemic risk score to each firm, calculated by averaging the scores of five indicator categories, one of which is substitutability. 

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: