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GARP Benchmarking
Initiative (GBI)


Addressing the need to conduct global systemic risk studies in a rapidly changing and interconnected marketplace.

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HYPOTHETICAL EXERCISES

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STRESS TESTING

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QUANTITATIVE IMPACT STUDIES

The Problem

The need for regular global financial risk studies presents material challenges. Cross-border issues, legal considerations, data gathering complexities and consistency and speed of analysis, among other things, all affect systemic risk studies. This is an especially difficult proposition if the implementation process has to be reinvented for each study.

GBI addresses these issues by providing an independent, non-partisan platform from which to conduct cross-border, regional or other studies in an efficient, secure and accurate way.

Highlights

  • Established in 2012
  • GBI data processing meets NIST Cybersecurity Standards
  • Study participation from over 110 financial services firms, including
    • Over 70 banks (GSIBs and large, internationally active)
    • Over 35 asset management firms
    • Global participation (link to full list of GBI firms)
  • Over 70 quantitative and qualitative studies completed, including
    • 8 Total Capital Impact (Basel III Revision) Studies
    • 13 FRTB Studies
    • 10 CVA Studies
    • 8 Counterparty Credit Risk Studies
    • 5 EBA Benchmark Portfolio Studies

    • Other study topics include liquidity risk, leverage ratio, Net Stable Funding Ratio, asset management issues, climate risk, third party risk management.

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Featured GBI Studies

  • Total Capital Impact Study 2023 - US G-SIB
    • Study type: Regulatory
    • Participating Institutions: 8
    • Data Provided: Each bank will upload 2 sets of data.  The first set of data will establish a baseline using December 2022 regulatory data and will be limited to the standard Basel QIS workbook.

      The second set of data will be specific to the NPR and will be submitted as a separate template.
    • Study Objective: This study will provide the analytical basis for the industry response to the Notice of Proposed Rulemaking (NPR) for Basel IV implementation as it will impact the 8 U.S. G-SIBs.
  • US Trading Book QIS 2023
    • Study type: Regulatory
    • Participating Institutions: 0
    • Data Provided: Each bank will upload 2 sets of data.  The first set of data will establish a baseline using December 2022 regulatory data and will be limited to the standard Basel QIS workbook.

      The second set of data will be specific to the NPR and will be submitted as a separate template.
    • Study Objective: This study will provide the analytical basis for the industry response to the Notice of Proposed Rulemaking (NPR) for Basel IV implementation as it will impact the U.S. G-SIBs and Category II and Category III domestic and foreign banks.
  • EBA Benchmarking Internal Approaches - Market Risk Study 2023
    • Study type: Regulatory
    • Participating Institutions: 0
    • Data Provided:
    • Study Objective:

      The EBA Market Risk Benchmarking Exercise study assesses the variability of banks’ risk measures for hypothetical portfolios and examines the different possible drivers of any observed variability.

Basel Pillar 3 Summary Charts

From several years of GBI studies related to Basel Quantitative Impact Studies, GBI has compiled a thorough repository of publicly-available Pillar 3 Disclosure data from banks all over the world. This data has been valuable for validation of study submissions and study results. With this data, GBI has aggregated and summarized key features of regulatory capital measures for banks.

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Risk Snapshots

Risk Snapshots are data-driven insights on key topics and issues impacting risk managers globally. These insights are based on proprietary information gathered by GBI.

 Featured

Assessing Today’s Outlook on Model Risk Management

Model risk management has come under increased pressure in recent years. The growing use and complexity of models have coincided with heightened regulatory demands related to FRTB, CECL/IFRS 9, and climate-related stress tests.

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