GARP Global Benchmarking Initiative

About GBI

GBI was launched by GARP in 2012 for banks to compare risk measures against realistic benchmark portfolios. They quickly pivoted to becoming an independent, non-partisan platform conducting cross-border benchmarking studies with efficiency, security, and transparency. Today, GBI is a trusted partner for collecting and analyzing sensitive data in today’s rapidly changing and interconnected marketplace, with over 100 quantitative and qualitative studies completed on a range of timely risk management topics.

Basel 3 Endgame and G-SIB NPR Response

The objective of this study is to provide the analytical basis for an industry response to the Basel 3 Endgame implementation roadmap outlined in two Notices of Proposed Rulemaking (NPR) covering risk-based capital requirements and the G-SIB surcharge.

Each of the 8 U.S. G-SIBs will provide various slices of their year-end 2025 exposure data for the banking book and the trading book.

Study results will be used to benchmark the expected capital impact using industry data against the -4.8% combined impact announced by the Federal Reserve on March 19.

Participating Institutions: 8

Study Type: Regulatory
US Trading Book QIS - Basel 3 NPR Response Study

This study analyzes the impacts of the trading book portions of the 2026 Notice of Proposed Rulemaking (NPR) for Basel III implementation in the U.S. on the U.S. G-SIBs, Category II, and Category III domestic and foreign banks. This analysis will serve as the basis for the industry response to the NPR.

Participating Institutions: 8

Study Type: Regulatory
EU XGS Implicit Support

Under the new Basel 3 framework, banks are not permitted to use ratings that incorporate implicit government support for their exposures to Financial Institutions (FI).
GBI carried out a study to assess the impact of the new requirement in the EU.

Participating Institutions: 8

Study Type: Regulatory
Credit Risk Variability

The European Banking Authority (EBA) conducts an annual benchmarking exercise that assesses the level of variability observed in risk-weighted assets (RWA) produced by banks in their credit portfolios.

Participating Institutions: 6

Study Type: EBA Benchmarking

Basel 3 Endgame and G-SIB NPR Response

The objective of this study is to provide the analytical basis for an industry response to the Basel 3 Endgame implementation roadmap outlined in two Notices of Proposed Rulemaking (NPR) covering risk-based capital requirements and the G-SIB surcharge.

Each of the 8 U.S. G-SIBs will provide various slices of their year-end 2025 exposure data for the banking book and the trading book.

Study results will be used to benchmark the expected capital impact using industry data against the -4.8% combined impact announced by the Federal Reserve on March 19.

Participating Institutions: 8

Study Type: Regulatory

US Trading Book QIS - Basel 3 NPR Response Study

This study analyzes the impacts of the trading book portions of the 2026 Notice of Proposed Rulemaking (NPR) for Basel III implementation in the U.S. on the U.S. G-SIBs, Category II, and Category III domestic and foreign banks. This analysis will serve as the basis for the industry response to the NPR.

Participating Institutions: 8

Study Type: Regulatory

EU XGS Implicit Support

Under the new Basel 3 framework, banks are not permitted to use ratings that incorporate implicit government support for their exposures to Financial Institutions (FI).
GBI carried out a study to assess the impact of the new requirement in the EU.

Participating Institutions: 8

Study Type: Regulatory

Credit Risk Variability

The European Banking Authority (EBA) conducts an annual benchmarking exercise that assesses the level of variability observed in risk-weighted assets (RWA) produced by banks in their credit portfolios.

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