Credit Suisse, Schwab and UBS hardest hit by new risk indicator

Swiss dealer sees biggest score increase under revised substitutability category in G-Sib assessment

Credit Suisse, UBS and Charles Schwab were the dealers most negatively impacted by two trading volume indicators introduced in this year’s assessment of systemic banks, Risk Quantum analysis shows, with several Chinese lenders and a handful of European ones reaping major reductions to their scores instead.

The latest evaluation of too-big-to-fail firms, based on end-2021 data, is the first to make use of indicators of equity and fixed-income intermediation. The new metrics are two of five

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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