New risk indicator shifts EU’s G-Sib score heatmap

Revision in substitutability category inflates mid-sized banks’ score, lowers G-Sibs’

A newly added indicator in the annual assessment of global systemically important banks (G-Sibs) is set to change the substitutability score of European Union lenders, raising some mid-sized dealers’ risk profiles – relative to peers in the bloc – while lowering it at several major market-makers, Risk Quantum analysis shows.

This year’s G-Sib assessment, based on data as of end-2021, is the first to make use of a trading volume indicator, intended to gauge banks’ criticality to secondary market

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