// definition
G-SIB
Global Systemically Important Bank
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Short definition
A bank included in the Financial Stability Board’s annual list of global systemically important banks. Five categories measure its relative systemic footprint and inform an additional CET1 buffer on risk-weighted assets, subject to supervisory judgement. The score concerns the impact of failure, rather than its probability. Required capital is a stock, distinct from annual expenses.
risk atlas
Knowledge map
Intuition
A bank’s score can change when either its exposure or its peers’ exposure changes.
Formula
Size contribution = bank exposure / sample exposure × 10,000 × 20%