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2025 List of Global Systemically Important Banks (G-SIBs) 7 See FSB (2015), Total Loss-Absorbing Capacity (TLAC) Principles and Term Sheet, November The BCBS published the final standard on the regulatory capital treatment of banks’ investments in instruments that comprise TLAC for G-SIBs on 12 October 2016 In March 2017 (updated in December 2018), the BCBS published a consolidated and enhanced framework of Pillar 3 disclosure requirements
Randall S. Kroszner and Norman R. Bobins - FDIC In July 2023, U S regulators issued the Basel III Endgame Proposal (the “Proposal”) “that would substantially revise the capital requirements applicable to large banking organizations and to banking organizations with significant trading activity ”
Regulatory Capital Rule: Risk-Based Capital Surcharges for Global . . . The Board of Governors of the Federal Reserve System (Board) adopted a final rule in 2015 that established a methodology for identifying U S global systemically important bank holding companies (GSIBs) and assigning a risk-based capital surcharge for the largest, most interconnected U S -based bank holding companies [1]
Bank Capital Requirements and Treasury Market Resiliency They are subject to the most stringent safety and soundness regulations, including the eSLR and an additional G-SIB surcharge, which is added to their risk-weighted capital requirements based on each’s systemic importance
The G-SIB framework - Executive Summary The methodology, as updated in 2018, clarifies the disclosure requirements that national authorities would set for their G-SIBs, and especially for the 75 largest banks in the world
FSB publishes 2025 G-SIB list | Global Regulation Tomorrow The capital buffer requirements established by the 2025 list will be effective beginning 1 January 2027 Total Loss-Absorbing Capacity (TLAC): G-SIBs are required to meet the TLAC standard, alongside the regulatory capital requirements set out in the Basel III framework
Calculating the Regulatory Surcharge for US G-SIBs The G-SIB surcharge is designed to require an additional buffer of capital for the largest, most interconnected banks In the US, the G-SIB surcharge is derived from two methods: Method 1 set by the Financial Stability Board Basel and Method 2 set by the Federal Reserve Board