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Playing it safe: global systemically important banks after the crisis

Tirupam Goel, Ulf Lewrick and Aakriti Mathur ()

BIS Quarterly Review, 2019

Abstract: Post-crisis reforms aim to mitigate the systemic risks that arise from global systemically important banks (G-SIBs). Based on our estimates of G- SIBs' probability of distress, we find that their resilience has improved in recent years on the back of higher capital ratios. Furthermore, by benchmarking G-SIBs' balance sheet adjustments against those of other major banks, we show that these adjustments accord with the incentives set by the post-crisis regulatory framework. This suggests that the systemic importance of G-SIBs has declined in recent years.

JEL-codes: G21 G28 C25 (search for similar items in EconPapers)
Date: 2019
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