2024年全球系统重要性银行分组预测：中国G-SIBs分组料将保持稳定，兼并瑞信推动瑞银评分大幅提升

Core Insights - The report predicts that the grouping of Chinese G-SIBs will remain stable in 2024, with major state-owned banks maintaining their positions in the second group and the Bank of Communications in the first group [1][8] - The total number of G-SIBs is expected to remain at 29, with potential changes in the grouping of certain institutions, particularly a possible downgrade for American banks [7][20] - Agricultural Bank of China is projected to have the highest score increase among Chinese G-SIBs, rising by 21 points to 256, while other major banks like ICBC and Bank of China are expected to see slight declines in their scores [8][12] Summary by Sections Global Systemically Important Banks (G-SIBs) Overview - The G-SIB framework was established to mitigate risks posed by large banks during financial crises, requiring them to hold higher capital based on their group classification [3][4] - The report indicates that the 2024 G-SIBs list will be published in November 2024, with the current predictions aligning closely with previous assessments [7][8] Chinese G-SIBs Performance - The five major state-owned banks in China have consistently been included in the G-SIBs list since its inception, with their group classifications varying over the years [2][8] - The Agricultural Bank of China has shown significant growth, with its score increasing by 21 points, while ICBC and Bank of China are expected to see declines of 8 and 7 points, respectively [8][12] Factors Influencing Scores - Key factors affecting the scores of Chinese G-SIBs include growth in size, interbank asset and liability expansion, and payment amounts processed [12][13] - Exchange rate fluctuations have negatively impacted the scores of Chinese banks, with the depreciation of the RMB against major currencies leading to a decrease in scores by 4-8 points [13][18] Predictions for Other Regions - In the European Banking Union (EBU), most banks are expected to see score increases, driven primarily by exchange rate changes, while Deutsche Bank and Société Générale are projected to continue their downward trends [14][15] - North American banks are expected to maintain their number in the G-SIBs list, but most are likely to experience score declines, with American Bank potentially dropping from the third to the second group [20][21] Conclusion - The report emphasizes the stability of Chinese G-SIBs in the upcoming year, with Agricultural Bank of China leading in score improvements, while external factors such as exchange rates and regulatory changes continue to play a significant role in the overall assessment of global banks [8][13][20]