Work detail

Global systemically important banks: Assessment methodology and the additional loss absorbency requirement

Author: Bc. Dušan Tanasković
Year: 2015 - summer
Leaders: PhDr. Jakub Seidler Ph.D.
Consultants:
Work type: Bachelors
Language: English
Pages: 50
Awards and prizes:
Link: https://is.cuni.cz/webapps/zzp/detail/138380/
Abstract: This bachelor thesis deals with Global systematically important banks (G-SIBs) and how to identify
them through various assessment. The crises in 2007 and failure of global financial institutions
spread fast and sent shocks trough financial system which harmed the real economy worldwide. So
it means that this is not a uniquely national authority’s problem, therefore requiring a global
minimum agreement. The aim of these additional policy measures is to deal with cross-border and
“too big to fail” negative externalities together with moral hazard costs. Thesis explains the
indicator-based measurement approach and bucketing approach introduced by BCBS. It illustrates
how G-SIBs are allocated into different categories with different additional loss absorbency
requirements and elaborates on how important is each particular indicator in calculating the final
score.
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