This chapter describes disclosures accompanying the assessment methodology for G-SIBs and the countercyclical capital buffer.

Version effective as of 15 Dec 2019

First version in the format of the consolidated framework.

Introduction

75.1 The disclosure requirements set out in this chapter are:

(1) Template GSIB1 - Disclosure of global systemically important bank (G-SIB) indicators

(2) Template CCyB1 - Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement

75.2 Template GSIB1 provides users of Pillar 3 data with details of the indicators used to assess how a G-SIB has been determined. National authorities retain the discretion to require G-SIBs to report a more detailed breakdown of the assessment indicators on the Committee's data hub using the existing template. Those banks that are required by their national authorities to disclose the full breakdown of their indicators, or choose to do so, should include the web link or other relevant reference in their Pillar 3 report to facilitate users' access to this information.

75.3 Template CCyB1 provides details of the calculation of a bank's countercyclical capital buffer, including details of the geographical breakdown of the bank's private sector credit exposures.

Template GSIB1 - Disclosure of G-SIB indicators