Systemic importance of global banks is measured on the consolidated group with an indicator-based approach giving equal 20% weights to five categories: size, cross-jurisdictional activity, interconnectedness, substitutability or financial institution infrastructure, and complexity (SCO40.5 and 40.7). The 75 largest global banks by year-end leverage ratio exposure measure (including insurance subsidiaries), banks designated as G-SIBs in the previous year and banks added by supervisory judgment form the sample and must submit the full data set used in the methodology to their supervisors (SCO40.19). Banks scoring above the 130 basis point cutoff are G-SIBs and are bucketed for the higher loss absorbency requirement of RBC40 (SCO40.20 to 40.21). Every bank whose leverage ratio exposure measure, including insurance subsidiaries, exceeded EUR 200 billion at the previous year-end must publish the 13 indicators for each financial year-end, noting that the figures may be revised; banks below that size that are in the sample by supervisory judgment or prior G-SIB status must do the same; and a bank must disclose when the data used for its score differ from what it published, giving the corrected figures in the quarter after the Committee finalises the scores (SCO40.32 to 40.34).
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.