The chart below shows systemic importance measures for large banks. The "International Data" tab provides data for all institutions identified as global systemically important banks (G-SIBs). The "U.S. Data" tab provides data for all U.S. banks with assets greater than $50 billion.
The Basel Committee on Banking Supervision, a group of bank supervisors from 28 jurisdictions, created a set of 12 financial indicators in 2011 to identify global systemically important banks (G-SIBs). A G-SIB is a bank whose failure could pose a threat to the international financial system. A bank designated as a G-SIB must hold more risk-based capital to enhance its resilience, and is subject to additional regulatory oversight. The capital add-on, or surcharge, for each bank "bucket" is shown in the legend below. Mouse over a horizontal bar in the chart to see a bank's G-SIB score for that period. Click on a bar to see underlying data for that bank in each of the five scoring categories for systemic importance. Click on the bar for one of the categories to see data for the indicators underlying that category.
Note: All data presented are OFR-derived aggregates on an ultimate parent basis of the original source data. Updated March 15, 2017, with data through February 28, 2017.
The OFR staff makes its best effort to map each security issuer to an ultimate parent, sector, region, and country. The OFR staff relies upon elements in the source data such as regulatory filings, company disclosures and commercial data that contain the security's title, name of issuer, description, and a numeric identifier to link records that correspond to the same security issuer. The OFR staff consolidates security issuers to an ultimate parent on the basis of publically available information sources such as regulatory filings and company websites. In making a determination of country of domicile, using regulatory filings, company disclosures or commercial data, the OFR staff relies on either the address of the ultimate parent's headquarters, or if different, the country where source materials suggest the ultimate parent has its most substantial operations or marketing presence. In the case of securities issued or guaranteed by U.S. states, municipalities, or associated authorities, the OFR staff aggregates all security issuers to a single generic entity, "Municipal."
Individual security issuers are assigned to a sector on the basis of their ultimate parent and what the OFR staff believes to be the primary business of that ultimate parent.
Credit risk associated with a counterparty used for repurchase agreement transactions, including those backed by Treasury and Government Agency securities, is considered as part of the total exposure to a specific country and region.
Users should consult the source data and other references for themselves and perform their own analysis.
Legal Disclaimer: This OFR Monitor is presented solely for informative purposes and should not be relied upon for financial decisions as it is not intended to provide any investment or financial advice. Users should consult source materials as they were originally filed. The OFR may provide links and/or references to other sites outside of these Monitor pages, which are provided for information only and do not constitute endorsement by the U.S. Government, the U.S. Treasury Department, or the Office of Financial Research, of the referenced organizations, content, products, or services, including suitability, usefulness, functioning, completeness, or accuracy. Please note that neither the U.S. Treasury Department nor the Office of Financial Research controls, and cannot guarantee the relevance, timeliness, or accuracy of these outside materials.
