Global

Details

  • Service: Advisory, Risk Consulting
  • Industry: Financial Services, Banking
  • Type: Business and industry issue
  • Date: 12/14/2011

Reducing systemic risk within the global banking sector 

Systemic risk
How are banks and regulators working together to minimalize fall out from any future failure of ‘significantly’ sized banks?

Although dominated by the current Eurozone problems, October’s G20 summit did demonstrate governments’ determination to press ahead with a second wave of major regulatory reform to the global financial services sector.


Building on the tougher capital and liquidity standards agreed under the auspices of Basel 3, participants settled on a package of measures designed to limit the worldwide knock on effect of the failure of a Global Systemically Important Financial Institution (G-SIFI) such as Lehman Bros.


These measures included capital surcharges on Global Systemically Important Banks (G-SIBs). Specifically, G-SIBs will need to hold a capital surcharge of between 1 and 2.5 percentage points on their core tier one capital ratios – with a higher percentage point surcharge held in reserve in case they become even more systemically important.


Meanwhile, participants also agreed that:


  • G-SIFIs should put in place credible recovery plans. In the US, the UK and in some of the major Asia Pacific centres such as Australia and Japan, banks are already working with regulators to draw up recovery plans (see Recovery and resolution planning)
  • authorities must be able to develop effective resolution plans for these institutions
  • the sector needs more effective supervision of SIFIs in general.

In addition, the G20 also reiterated its view that similar requirements should apply to banks that are of systemic importance at a national or regional level – even if they’re unimportant on a global scale.

Which banks?

With this in mind, the Financial Standards Board published an initial list of 29 banks it considered to be of global systemic importance. This included 17 European banks, eight US banks, three Japanese banks and one Chinese bank. Some very large – although primarily domestic – banks were also listed, including Banque Populaire, Dexia, Lloyds and Wells Fargo.


However, several major international banking groups – such as BBVA and Standard Chartered – were excluded.

 

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Evolving Banking Regulation

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