New risk indicator ensnares BofA, benefits Chinese banks
Overhaul in substitutability category pushed US bank's capital surcharge to 2%
A methodology overhaul in the assessment of global systemically important banks sentenced Bank of America to a higher surcharge bucket while benefiting two of China’s largest dealers, which respectively won a lower surcharge and escaped G-Sib designation altogether, Risk Quantum analysis shows.
This year’s assessment of too-big-to-fail firms saw the introduction of trading volume scores for
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