When assessing the systemic riskiness of US banks, size is one of the most important criteria used by the Federal Reserve. It’s therefore no surprise that the biggest lenders typically shrink at year-end, when systemic risk scores and associated capital surcharges are set, in order to meet their internal objectives. 

But each bank of the eight current US global systemically important banks (G-Sibs) pares down different businesses, to varying degrees, to hit these targets, Risk Quantum analysis