Credit Suisse, Schwab and UBS hardest hit by new risk indicator
Swiss dealer sees biggest score increase under revised substitutability category in G-Sib assessment
Credit Suisse, UBS and Charles Schwab were the dealers most negatively impacted by two trading volume indicators introduced in this year’s assessment of systemic banks, Risk Quantum analysis shows, with several Chinese lenders and a handful of European ones reaping major reductions to their scores instead.
The latest evaluation of too-big-to-fail firms, based on end-2021 data, is the first to make use of indicators of equity and fixed-income intermediation. The new metrics are two of five
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