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Systemic Importance Data Shed Light on Global Banking Risks

Author

Listed:
  • Bert Loudis

    (Office of Financial Research)

  • Meraj Allahrakha

    (Office of Financial Research)

Abstract

This brief uses the latest available data to show that U.S. banks remain among the most systemically important, while the systemic importance scores of Chinese banks increased the most. Also with this brief, the OFR introduces an online interactive chart to help users compare the 30 global systemically important banks, or G-SIBs. Regulators will begin phasing in capital surcharges on G-SIBs this year.

Suggested Citation

  • Bert Loudis & Meraj Allahrakha, 2016. "Systemic Importance Data Shed Light on Global Banking Risks," Briefs 16-03, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:briefs:16-03
    as

    Download full text from publisher

    File URL: https://financialresearch.gov/briefs/files/OFRbr_2016-02_Captive-Insurers.pdf
    File Function: First version, 2016
    Download Restriction: no
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    Citations

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    Cited by:

    1. Wayne Passmore & Alexander H. von Hafften, 2017. "Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?," FEDS Notes 2017-02-27-1, Board of Governors of the Federal Reserve System (U.S.).
    2. Office of Financial Research (ed.), 2017. "2017 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 17-2.
    3. Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe, 2019. "Pitfalls in systemic-risk scoring," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 19-44.
    4. Office of Financial Research (ed.), 2016. "2016 Financial Stability Report," Reports, Office of Financial Research, US Department of the Treasury, number 16-3.

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