National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Global systemically important banks: Assessment methodology and the additional loss absorbency requirement
Tanasković, Dušan ; Seidler, Jakub (advisor) ; Hausenblas, Václav (referee)
1. 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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