• List of systemically important banks

    This article is about a list of systemically important banks. For the umbrella term "SIFI" or "Systemically Important Financial Institution", which in addition to banks also includes insurance companies and financial market infrastructure providers deemed systemically important by regulators, see

    Systemically important financial institution .

    Certain large banks are tracked and labelled by several authorities as

    systemically important financial institutions , depending on the scale and the degree of influence they hold in global and domestic financial markets. Since 2011, the Financial Stability Board has published a list of global systemically important banks (G-SIBs), while individual countries also maintain their own lists of domestic systemically important banks (D-SIBs), also known in Europe as "national SIFIs". In addition, special lists of regional systemically important banks (R-SIBs) also exist.

    In 2009, as a regulatory response to the revealed vulnerability of the banking sector in the financial crisis of 2007–08 , and attempting to come up with a solution to solve the "too big to fail" interdependence between G-SIBs and the economy of sovereign states, the

    Financial Stability Board (FSB) started to develop a method to identify G-SIBs to whom a set of stricter requirements would apply. The first publication of some leaked unofficial G-SIB lists, during a time when the FSB identification method was still being tested and subject for subsequent adjustments, took place in November 2009 and November 2010. [1][2][3] The first official version of the G-SIB list was published by FSB in November 2011, and has ever since been updated each year in November. [4][5][6][7][8] This G-SIB list is the first one shown below.

    All G-SIBs and D-SIBs with headquarters in the US and Europe are required each year to submit an updated emergency Resolution Plan to their Financial Supervision Authority. [9]

    [10] Basel III also requires that all identified G-SIBs no later than March 2018, shall operate with a minimum total capital adequacy ratio comprising: [11]

    Max. 2% Tier 2 capital (Subordinated capital).

    Max. 1.5% Additional Tier 1 capital (Hybrid capital, i.e. Contingent Convertibles aka CoCos).

    Min. 8.0%/8.5%/9.0%/9.5%/10.5% high quality Tier 1 capital (Common Equity Tier 1 capital).*

    This requirement towards G-SIBs depend on an indicator-based measure of size, interconnectedness, complexity, non-substitutibility and global reach, elevating it to be 1.0% or 1.5% or 2.0% or 2.5% or 3.5% higher, compared to the similar Basel III capital requirement at 7% towards banks not contained on the list.

    In addition to the Basel III Capital Adequacy Ratio requirements, on November 10, 2014 the FSB issued a consultative document that defines a global standard for minimum amounts of Total Loss Absorbency Capacity ("TLAC") to be held by G-SIBs. The TLAC are amounts to be held in addition to the Capital Adequacy Ratio requirements, by G-SIBs. [12] This proposal was under consultation until February 2, 2015, when the requirement was finalized. The FSB issued the final minimum total loss-absorbing capacity (TLAC) standard for 30 G-SIBs 9 November 2015. [13]

    The second list, further below, include all those financial institutions having been identified as systemically important by a national regulator, the so-called D-SIBs. For the United States, this list include all those financial institutions not being big enough for G-SIB status, but still with high enough domestic systemically importance making them subject to the most stringent annual Stress Test (USA-ST) by the Federal Reserve.[14]

    In 2013, the EU also adopted a regulation to identify all Domestic SIBs within each EEA member state, which after a phase-in during 2015–18, then shall comply with some even higher total capital adequacy ratio requirements – in accordance with how systemically important they are. Beside of expanding the SIB list, so that it now both include G-SIBs and D-SIBs, the regulation also ensure that all European G-SIBs (with headquarters in one of the EEA member states), will face some higher capital adequacy ratio requirements compared to those required by the FSB. [11]

    Both Basel III and the EU regulation, in addition also introduced a potential counter-cyclical capital ratio buffer, which can be enforced by national authorities on top of the noted total capital adequacy ratios, with demands of up till 2.5% extra Common Equity Tier 1 capital towards all financial institutions (incl. SIBs), during years where the total lending in the specific nation starts to grow faster than the national GDP .[11]

    List of Global Systemically Important Banks (G-SIBs)


    Former G-SIB

    List of all global systemically important banks (as of Nov 2018)[8]

    Entity Region HQ countr

    Mizuho FG Asia Japan

    Sumitomo Mitsui Asia Japan

    Mitsubishi UFJ FG Asia Japan

    State Bank of India Asia India

    ICICI Bank Asia India

    HDFC Bank Asia India

    Bank of China Asia China

    ICBC Asia China

    Agricultural Bank of China Asia China

    China Construction Bank Asia China

    Dexia Group EMEA Belgium

    BNP Paribas EMEA France

    Crédit Agricole EMEA France

    Groupe BPCE EMEA France

    Société Générale EMEA France

    Commerzbank EMEA Germany

    Deutsche Bank EMEA Germany

    Unicredit Group EMEA Italy

    ING Bank EMEA Netherla

    Banco Bilbao Vizcaya Argentaria EMEA Spain

    Santander EMEA Spain

    Nordea EMEA Finland

    Credit Suisse EMEA Switzerla

    UBS EMEA Switzerla

    NatWest Group EMEA

    United Kingdom

    Barclays EMEA

    United Kingdom


    United Kingdom

    Lloyds Banking Group EMEA

    United Kingdom

    Standard Chartered EMEA

    United Kingdom

    Royal Bank of Canada Americas Canada

    Toronto-Dominion Bank Americas Canada

    Bank of America Americas

    United States

    Bank of New York Mellon Americas

    United States

    Citigroup Americas

    United States

    Goldman Sachs Americas

    United States

    JP Morgan Chase Americas

    United States

    Morgan Stanley Americas

    United States

    State Street Americas

    United States

    Wells Fargo Americas

    United States

    1. ^ The listed minimum capital ratios have been defined by FSB, and apply fully towards the G-SIBs as per March 2018. Each country regulator is allowed to set stricter ratios than the minimum FSB requirement ratio, and in most cases have done so. The actual capital ratio requirements imposed by the bank's HQ country can be found in the supplemental

    D-SIB list.

    List of Domestic Systemically Important Banks (D-SIBs)

    D-SIBs in the US

    For the United States, the D-SIB list include those financial institutions not being big enough for G-SIB status, but still with high enough domestic systemically importance making them subject to the most stringent annual

    Stress Test (USA-ST) by the Federal Reserve .[14] Strictly speaking, the

    Financial Stability Oversight Council (FSOC) does not designate any banks or bank holding companies as systemically important, but the Dodd–Frank Act in its terms on the statute imposes heightened supervision standards (including being subject to the annual USA Stress Test) on any bank holding company with a larger than $50 billion balance sheet. Despite the lack of any official D-SIB designation, the banks being subject to the USA Stress Test can be considered to be D-SIBs in the US. [17] The group of banks being stress tested was identical throughout 2009–2013, except for MetLife Bank ceasing its banking and mortgage lending activities in 2012 – and therefore subsequently leaving the group of supervised entities. In 2014 the stress test was expanded from 18 to 30 banks, as a result of a phase-in of the provisions of the Board's Dodd–Frank Act stress test rules, only making the additional 12 entities subject to this stress test starting from 2014. [18]

    All G-SIBs and D-SIBs with headquarters in the US are not only required to comply with some stricter capital ratio requirements but also required to submit an updated emergency Resolution Plan each year to the Board of Governors of the Federal Reserve System . [19]


    Former D-SIB

    List of all domestic systemically important banks in the US (as of March 2014)[18]

    Entity Region HQ country

    Repo curre

    Ally Financial Americas US $, US

    American Express Americas US $, US

    Truist Financial Americas US $, US

    BBVA Compass Americas US $, US

    BMO Financial Corp. Americas US $, US

    Capital One Financial Americas US $, US

    Comerica Americas US $, US

    Discover Financial Services Americas US $, US

    Fifth Third Bank Americas US $, US

    HSBC North America Holdings Americas US $, US

    Huntington Bancshares Americas US $, US

    KeyCorp Americas US $, US

    M&T Bank Americas US $, US

    MetLife Americas US $, US

    Northern Trust Americas US $, US

    PNC Financial Services Americas US $, US

    RBS Citizens Financial Group Americas US $, US

    Regions Financial Americas US $, US

    Santander Holdings USA Americas US $, US

    SunTrust Banks Americas US $, US

    U.S. Bancorp Americas US $, US

    UnionBanCal Americas US $, US

    Zions Americas US $, US

    D-SIBs within each of the EEA member states (both domestic and global)

    In 2013 a new SIB regulation was formulated and adopted by the

    European Union, which outlined the responsibility for each EU member state and all of the three other EEA member states , to compose a list of all their domestic SIBs (with the term including not only ordinary banks – but also credit institutions and investment firms), and implement some new total

    capital ratio requirements towards these identified D-SIBs. The total capital ratio requirements towards D-SIBs, will be stricter than the minimum 10.5% required by Basel III towards all normal sized financial institutions, which comprise a requirement of:

    max. 2% Tier 2 capital (Subordinated capital).

    max. 1.5% Additional Tier 1 capital (Hybrid capital, i.e. Contingent Convertibles aka CoCos).

    min. 7% high quality Tier 1 capital (Common Equity Tier 1 capital).

    The new stricter EU regulated capital requirements , applying towards all "credit institutions or investment firms" identified as being a D-SIB, basically adds further high quality Common Equity Tier 1 capital buffers on top of the above 10.5% Basel III minimum capital requirement, to be phased in during 2015–2019, with full effect for the calendar year 2019. In addition, the new EU rules also requires all instruments recognised in the

    Additional Tier 1 capital of any "credit institution or investment firm" to be

    Contingent Convertibles with the attached clause, that it automatically will be either written down or converted into Common Equity Tier 1 instruments if the Common Equity Tier 1 capital ratio of the institution at any point of time falls below 5.125%. [11]


    Each national SIB list of the EEA Member States include: The already identified G-SIBs with headquarters in the concerned state, and the Other Systemically Important Institutions (O-SII; which include R-SIBs and D-SIBs) with headquarters/branches in the concerned state - to be identified at the latest on 31 December 2015. [24] The European Banking Authority has published some mandatory guidelines on how the O-SIIs shall be identified in each EEA Member State, which will take effect on 1 January 2015. [25] All identified SIBs in the list below are subject to the new elevated capital ratio requirements, which can be introduced immediately (as in Sweden) or phased in during 2015–2019 (as in Denmark).

    This list is incomplete; you can help by expanding it.

    EEA member states Identified SIBs






    Czech Republic

    Denmark [23]


    Danske Bank

    Nordea Denmark


    Jyske Bank






    BNP Paribas

    Crédit Agricole

    Groupe BPCE

    Société Générale

    + yet to be identified O-SIIs


    Deutsche Bank

    + yet to be identified O-SIIs





    Italy [28]

    Unicredit Group

    Intesa Sanpaolo

    Monte dei Paschi di Siena






    Netherlands [29]

    ING Bank


    ABN Amro

    SNS Bank



    Nordea Bank Norge ASA







    Spain [33]

    Banco Santander




    Banco Sabadell

    Sweden [34]


    Svenska Handelsbanken



    United Kingdom [36]



    Nationwide Building Society

    Standard Chartered Bank

    Lloyds Banking Group

    Santander UK

    NatWest Group

    The Co-operative Bank


    1. ^ a b c d e f IRP is an abbreviation of Individual Risk Premium (also known as the "Pillar 2 risk buffer"). For Denmark's seven SIBs, it was equal to a little less than 2% in average when measured in 2013. The exact IRP figure shall each year be recalculated individually for each financial institution, by the national supervisor. [23][26] The financial institution BRFkredit was selected to be a SIB in October 2013, being required to respect a total capital ratio of 11.5%+IRP in 2019, but was bought and became an integrated part of Jyske Bank on 30 April 2014 – meaning that it will no longer be subject to comply with the specific SIB-requirement as an independent entity. [27]

    2. ^ a b c The CET1 requirement is phased-in, to be min. 12% per 1 July 2015 and min. 13% per 1 July 2016 onwards, and this requirement include a counter-cyclical capital ratio buffer currently activated to be 1% starting from 1 July 2015 onwards – but subject to potential later adjustment at the discretion of the Financial Supervisory Authority after its quarterly reassessment of the cyclical trends. [30][31] In addition to the CET1-requirement an amount of max.3.5% AT1/T2 will be required in pillar 1 – so that the total capital buffer is min. 16.5% + IRP per 1 July 2016. IRP is an abbreviation of Individual Risk Premium (also known as the "Pillar 2 risk buffer"), and is currently not published by the Norwegian FSA to the public – although the Norwegian Ministry of Finance recently asked the FSA to consider start publishing these figures for each institution in 2015. The IRP figures are in all circumstances recalculated each year by the FSA, based on some updated individual risk assessments. [32]

    3. ^ a b c d The capital requirements will apply in full for the four Swedish SIBs already from 1 January 2015. The noted total capital ratio's include each institutions Individual Risk Premium (also known as the "Pillar 2 risk buffer"), calculated on basis of their latest asset review in Q2-2014. [34] The ratios also include an additional counter-cyclical capital ratio buffer of 1%, being required by the Financial Supervisory Authority to be met at the latest on 13 September 2015 – with a weight proportionally to the share of the institutions credit exposures in the cyclical affected sectors, [35] meaning it has the following seize for the four SIBs (as per their exposures at the end of Q2-2014): Handelsbanken=0.49%, Nordea=0.19%, SEB=0.34%, Swedbank=0.57%. [34]

    In addition to the total capital ratio requirements noted above, each EEA member state will – as regulated by

    CRD4 – be allowed also to introduce counter-cyclical capital ratio buffers of up to 2.5% extra Common Equity Tier 1 capital, applying for all financial institutions (incl. SIBs) at the national level, if their national statistics measure the total lending to grow faster than the national GDP .[11]

    Additional capital buffer requirements for the resolution phase

    As of December 2013, [37][38][39] the EU institutions also started the technical process to approve a new

    Bank Recovery and Resolution Directive , with entry into force on 1 January 2015, [40] which also outlined the requirement of an extra crisis-management capital buffer, referred to as Minimum Requirement for own funds and Eligible Liabilities (MREL) , to be decided by resolution authorities on a case by case basis.[41] The directive so far did not quantify or specify minimum standards for how big the MREL needs to be. MREL aims to ensure that all firms have adequate total loss-absorbing capacity to be used in a possible resolution phase, including sufficient liabilities that could credibly be exposed to loss in resolution. All EU banks and investment firms will be subject to the MREL requirement, which will be set depending on firm specific risk assessments, from January 2016 at the latest. Separately, the FSB is also working on a proposal on Gone-concern Loss-Absorbing Capacity (GLAC) – such as long-term bonded debt – that will apply for G-SIBs. By ensuring that there are a sufficient amount of liabilities available to be bailed in at the point of resolution, GLAC will complement the MREL requirement. [24]

    MREL and GLAC are treated (just like leverage ratio requirements), as separate requirements from the total capital ratio requirement.

    D-SIBs situated outside EEA or US (both domestic and global)

    Other states


    Australia and


    National Austr

    Westpac Banki

    Canada [44]

    Bank of Montr

    Bank of Nova

    Canadian Impe

    National Bank

    Royal Bank of


    Desjardins Gro


    Bank of China


    Agricultural Ba

    + yet to be ide

    Hong Kong[46]

    The Hongkong

    Bank of China

    Standard Chart

    Bank of East A

    Hang Seng Ba

    Industrial and


    State Bank of I

    ICICI Bank

    HDFC Bank


    Mitsubishi UFJ

    Mizuho FG

    Sumitomo Mit

    + yet to be ide

    Switzerland [47][48]

    Credit Suisse


    Zürcher Kanto



    1. ^ a b c d The additional D-SIB buffer of 1% CET1, as well as the new capital reservation buffer of 2.5% CET1, will both be required without any phase-in, meaning that both the CET1 requirement and the noted total capital ratio requirement will apply in full starting from 1 January 2016. The noted additional IRP, is an abbreviation of Individual Risk Premium (also known as the "Pillar 2 risk buffer"), and is subject for annual recalculation of the FSA - based on some updated individual risk assessments. In case needed, an additional counter-cyclical capital ratio buffer ranging from 0 to 2.5% CET1, can also be activated at the discretion of the Financial Supervisory Authority after its quarterly reassessment of the cyclical trends, starting from 1 January 2016. [42][43]

    2. ^ a b c d e f g The additional D-SIB buffer of 1% CET1 will be required starting from 1 January 2016, but the capital reservation buffer (equal to 2.5% CET1 in 2019) will be phased-in over four years, meaning the minimum CET1 capital requirement will be 6.125% in 2016, then 6.75% in 2017, then 7.375% in 2018 and finally 8% in 2019. In case needed, an additional counter-cyclical capital ratio buffer ranging from 0-2.5% CET1, can also be activated at the discretion of the Financial Supervisory Authority after its quarterly reassessment of the cyclical trends. In addition to the CET1-requirement an amount of max. 3.5% AT1/T2 will be required in pillar 1 – so that the total capital buffer is min. 11.5% + IRP in 2019. IRP is an abbreviation of Individual Risk Premium (also known as the "Pillar 2 risk buffer"), and is subject for annual recalculation of the FSA – based on some updated individual risk assessments. [44] Beside of the six entities being designated to be Canadian SIBs, the entity

    Desjardins Group has been designated as systemically important for the province of

    Quebec , and is required to comply with the same set of requirements as the ordinary D-SIBs. [45]

    3. ^ a b c d e f The latest capital requirement can be obtained from

    HKMA web site , with an additional 2.5% CET1 requirement of capital conservation buffer as stated in Supervisory Policy Manual CA-B-2 Systemically Important Banks . There is also additional Countercyclical Capital Buffer (CCyB) CET1 requirement , which accounts for 2% CET1 as of 14 October 2019. For SIB, there is another 1–3.5% of higher loss absorbency (HLA) CET1 requirement. HKMA also have the authority to apply IRP (Individual Risk Premium, also known as the "Pillar 2 risk buffer") to each bank individually.

    4. ^ a b On top of the noted total capital ratio, a temporary counter-cyclical capital ratio buffer of up till 2.5% (of the total risk-weighet assets) extra amount of CET1, can also be enforced. The Swiss authorities have – by effect since 30 September 2013 – demanded the banks to increase their CET1 amount with 1% extra of their risk-weighted residential mortgage loan positions. [47]

    See also

    For general reference see:

    systemically important financial institution, particularly the section on banks

    For a list of some of the largest banks by assets see: list of largest banks

    For more comprehensive lists of banks see lists of banks

    International Lender of Last Resort


    1. ^ Moenninghoff, S.C., Ongena, S., Wieandt, A. "The Perennial Challenge to Abolish Too-Big-To-Fail in Banking: Empirical Evidence from the New International Regulation Dealing with Global Systemically Important Banks, pp. 10, 11, 28".

    SSRN 2440613 . Missing or empty |url= (help )

    2. ^ Financial Times. "Thirty groups on systemic risk list, Financial Times, November 30, 2009".

    Missing or empty |url= (help )

    3. ^ Financial times. "G20 to press ahead with plans for two-tier bank risk rating, Financial Times, November 10, 2010". Missing or empty |url= (help )

    4. ^ Financial Stability Board. "List of Systemically Important Financial Institutions" (PDF).

    5. ^ Financial Stability Board.

    "Update of group of global systemically important banks (G-SIBs)" (PDF).

    6. ^ "2013 update of group of global systemically important banks (G-SIBs)" (PDF). Financial Stability Board. 11 November 2013.

    7. ^ "2014 update of group of global systemically important banks (G-SIBs)" (PDF). Financial Stability Board. 6 November 2014.

    8. ^ a b "2015 update of group of global systemically important banks (G-SIBs)" (PDF). Financial Stability Board. 3 November 2015.

    9. ^ "Resolution Plan at FDIC" . Retrieved 31 January 2013.

    10. ^ Resolution Plans. "Resolution Plans at FED" . Federal Reserve. Retrieved 23 January 2013.

    11. ^ a b c d e "European Commission – MEMO/13/690: Capital Requirements – CRD IV/CRR – Frequently Asked Questions" (PDF). European Commission. 16 July 2013.

    12. ^ "Ten key points from the FSB's TLAC ratio" (PDF). http://www.pwc.com/us/en/financial-services/regulatory-services/publications/2014-basel-iii-fsbs-tlac-proposal.jhtml . PwC Financial Services Regulatory Practice, November, 2014.

    External link in |website= (help )

    13. ^ "TLAC: what you should know" . Euromoney.

    14. ^ a b List of bank stress tests#Americas

    15. ^ Dalton, Matthew (10 October 2011). "France, Belgium Reach Pact on Ailing Dexia" . The Wall Street Journal . Retrieved


    16. ^ "EU clears Dexia's €90bn restructuring plan" . The Telegraph & AFP. 28 December 2012.

    17. ^ "Who is too big to fail? GAO's assessment of the financial stability oversight council and the office of financial research" (PDF). U.S. Government. 14 March 2013.

    18. ^ a b "Comprehensive Capital Analysis and Review 2014: Assessment Framework and Results" (PDF). Federal Reserve. 26 March 2014.

    19. ^ "Banking Information & Regulation: Resolution Plans" . Federal Reserve. 2 October 2014.

    20. ^ MetLife to Sell Bank Unit to GE Capital

    21. ^ Puzzanghera, Jim (14 January 2013). "MetLife gets out of banking business, sells deposits to GE Capital" . Los Angeles Times.

    22. ^ "MetLife Bank to sell $70B mortgage servicing portfolio to JPMorgan Chase" . CBS/AP .

    23. ^ a b c "Agreement between the Government (Socialdemokraterne, Radikale Venstre and Socialistisk Folkeparti) and Venstre, Dansk Folkeparti, Liberal Alliance and Det Konservative Folkeparti concerning the regulation of systematically important financial institutions (SIFIs), as well as requirements imposed on all banks and mortgage-credit institutions to have more capital and capital of a higher quality as well as higher liquidity" . Danish Ministry of Business and Growth. 10 October 2013.

    24. ^ a b "Financial Stability Report – June 2014" (PDF). Bank of England. 25 June 2014.

    25. ^ "Consultation Paper: Guidelines on the criteria to determine the conditions of application of Article 131(3) of Directive 2013/36/EU (CRD) in relation to the assessment of Other Systemically Important Institutions (O-SIIs)" (PDF). European Banking Authority. 18 July 2014.

    26. ^ a b "Her er Sifi-aftalen" (in Danish). FinansWatch. 10 October 2013.

    27. ^ a b "Udpegning af systemisk vigtige finansielle institutter (SIFI)" (PDF) (in Danish). Finanstilsynet. 24 June 2014.

    28. ^ "Banca D'Italia" (PDF).

    29. ^ "Additional buffer requirement enhances resilience of Dutch systemic banks" . De Nederlandsche Bank. 29 April 2014. Retrieved 28 April 2017.

    30. ^ a b "Regulation and decision on systemically important financial institutions" . Ministry of Finance (Norway). 12 May 2014.

    31. ^ a b "Pengepolitisk rapport – med vurdering av finansiell stabilitet" (PDF) (in Norwegian). Norges Bank. September 2014.

    32. ^ "Finansielle utviklingstrekk (November 2014)" (PDF) (in Norwegian). Finantilsynet (Financial Supervisory Authority of Norway). 4 November 2014.

    33. ^ Banco de España updates the list of systemically important institutions and sets their capital buffers Banco de España 24 November 2017

    34. ^ a b c "Kapitalkrav för svenska banker (FI Dnr 14-6258)" (PDF) (in Swedish). Finans Inspektionen. 8 September 2014.

    35. ^ "Förslag till föreskrifter om kontracykliskt buffertvärde (FI Dnr 14-7010)" (PDF) (in Swedish). Finans Inspektionen. 12 June 2014.

    36. ^ "A framework for stress testing the UK banking system (A Discussion Paper)" (PDF). Bank of England. 30 September 2013.

    37. ^ "EU ministers seek resolution on who pays if banks fail" . Reuters. 24 June 2013.

    38. ^ "Council agrees position on bank resolution (11228/13, PRESSE 270)" (PDF). Council of the EU. 27 June 2013.

    39. ^ "Deal reached on bank 'bail-in directive' " (PDF) (Press release). European Parliament. 12 December 2013.

    40. ^ "Procedure file – Document reference 2012/0150(COD) – Credit institutions and investment firms: framework for recovery and resolution" . European Parliament - Legislative Observatory. 28 January 2014.

    41. ^ "Interinstitutional File 2012/0150 (COD): Bank Recovery and Resolution [First reading] – Proposal for a Directive establishing a framework for the recovery and resolution of credit institutions and investment firms (BRRD) – final compromise text" (PDF). Council of the European Union. 18 December 2013.

    42. ^ a b "Domestic systemically important banks in Australia – December 2013" (PDF). Australian Prudential Regulation Authority. 23 December 2013.

    43. ^ "Round-up of regulatory capital requirements for Australian ADIs post-Basel III" . Clayton Utz. 15 May 2014.

    44. ^ a b "Domestic Systemic Importance and Capital Targets – DTIs" . Office of the Superintendent of Financial Institutions. March 2013.

    45. ^ "Assessing the Systemic Importance of Financial Institutions (Financial System Review: December 2013)" (PDF). Bank of Canada. 10 December 2013.

    46. ^ HKMA. "Designation of Domestic Systemically Important Authorized Institutions (D-SIBs)" (PDF). Hong Kong Monetary Authority. Retrieved 28 December 2019.

    47. ^ a b "Speech: A macroprudential progress report" (PDF). Swiss National Bank. 11 October 2013.

    48. ^ "Determination of systemically important banks" . Publications: Banking sector. Swiss National Bank. Retrieved 2 June 2018.

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