TLAC Quantitative Impact Study Report.
The TLAC Quantitative Impact Study (QIS) Report analyses the TLAC levels and shortfalls at G-SIBs based onthe FSB's consultative version of the TLAC term sheet, published in November 2014. The TLAC QIS is a critical component of the impact analysis of the TLAC regime. In particular, it provides the main data set that is the basis for the report led by staff of the Bank for International Settlements: Assessing the economic costs and benefits of TLAC implementation. The TLAC QIS report also examines the extent that G-SIBs and non-G-SIBs are currently invested in TLAC instruments, which helps to inform the prudential treatment of TLAC holdings.
- Publication Date: November 2015
- Publication Type: Qis
- Publication Status: Current
- Publication Category: Credit Risk
- Number of Pages: 53
- Keywords: TLAC Holdings, TLAC, Credit Risk, Total Loss Absorbing Capacity
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