G-SIB Framework: Cut-off score and bucket thresholds

The cut-off score used for the G-SIB designation is 130bps and the bucket sizes are 100bps. The resulting bucket thresholds are set out in the table below.

It should be noted that banks' scores are an average of the five category subscores with substitutability / infrastructure capped at 500 bps, and that these scores are rounded to the nearest whole basis point before banks are allocated to buckets.