The European Central Bank (ECB) has released the O-SII scores for numerous financial institutions, calculated using its enhanced floor methodology. This updated framework, which came into effect in December 2024, now integrates a banking union perspective alongside the traditional national perspective. These scores, derived from data as of end-2024, are fundamental for national authorities to determine the O-SII buffer levels required for these systemically important entities.
Every atomic assertion extracted from the underlying record, ranked by evidence strength.
The ECB follows a floor methodology to assess O-SII buffer levels notified by national authorities.
In December 2024, the ECB methodology was enhanced to include the banking union perspective.
The O-SII scores presented are based on data as at the end of 2024.
The O-SII buffer is part of the combined buffer requirement.
The combined buffer requirement includes the capital conservation buffer, the countercyclical capital buffer, the systemic risk buffer, and a buffer for either global or other systemically important institutions.
The national perspective has been used since 2016 for O-SII assessment.
This publication presents the O-SII scores from the banking union perspective.
O-SII scores from the banking union perspective will be published on an annual basis.
BNP Paribas has an O-SII score of 911 basis points from the banking union perspective.
Deutsche Bank AG has an O-SII score of 693 basis points from the banking union perspective.
Groupe Crédit Agricole has an O-SII score of 677 basis points from the banking union perspective.
Banco Santander, S.A. has an O-SII score of 573 basis points from the banking union perspective.
SOCIETE GENERALE has an O-SII score of 498 basis points from the banking union perspective.
Groupe BPCE has an O-SII score of 444 basis points from the banking union perspective.
ING Bank N.V. has an O-SII score of 336 basis points from the banking union perspective.
J.P. Morgan SE has an O-SII score of 299 basis points from the banking union perspective.
Groupe Crédit Mutuel has an O-SII score of 253 basis points from the banking union perspective.
UniCredit Group has an O-SII score of 242 basis points from the banking union perspective.
Gruppo Intesa Sanpaolo has an O-SII score of 220 basis points from the banking union perspective.
Nordea Bank Abp has an O-SII score of 212 basis points from the banking union perspective.
COMMERZBANK AG has an O-SII score of 206 basis points from the banking union perspective.
Coöperatieve Rabobank U.A. has an O-SII score of 184 basis points from the banking union perspective.
DZ Bank AG Dt. Zentral-Genossenschaftsbank has an O-SII score of 167 basis points from the banking union perspective.
Euroclear Holding has an O-SII score of 132 basis points from the banking union perspective.
CaixaBank, S.A. has an O-SII score of 131 basis points from the banking union perspective.
Goldman Sachs Bank Europe SE has an O-SII score of 128 basis points from the banking union perspective.
Landesbank Baden-Württemberg has an O-SII score of 126 basis points from the banking union perspective.
Citibank Europe plc has an O-SII score of 119 basis points from the banking union perspective.
ABN AMRO Bank N.V. has an O-SII score of 116 basis points from the banking union perspective.
HSBC Continental Europe has an O-SII score of 110 basis points from the banking union perspective.
Erste Group Bank AG has an O-SII score of 109 basis points from the banking union perspective.
KBC Group has an O-SII score of 102 basis points from the banking union perspective.
Barclays Bank Ireland PLC has an O-SII score of 82 basis points from the banking union perspective.
Morgan Stanley Europe Holding SE has an O-SII score of 76 basis points from the banking union perspective.
Bayerische Landesbank has an O-SII score of 73 basis points from the banking union perspective.
Landesbank Hessen-Thüringen GZ has an O-SII score of 66 basis points from the banking union perspective.
Raiffeisen Bank International AG has an O-SII score of 63 basis points from the banking union perspective.
La Banque Postale has an O-SII score of 62 basis points from the banking union perspective.
Banco de Sabadell, S.A. has an O-SII score of 56 basis points from the banking union perspective.
Bank of America Europe DAC has an O-SII score of 46 basis points from the banking union perspective.
Gruppo Banco BPM has an O-SII score of 45 basis points from the banking union perspective.
Belfius Banque SA has an O-SII score of 41 basis points from the banking union perspective.
BNG Bank N.V. has an O-SII score of 37 basis points from the banking union perspective.
The Bank of New York Mellon has an O-SII score of 36 basis points from the banking union perspective.
Clearstream Banking S.A. has an O-SII score of 35 basis points from the banking union perspective.
OP Cooperative has an O-SII score of 33 basis points from the banking union perspective.
DekaBank has an O-SII score of 32 basis points from the banking union perspective.
AIB Group plc has an O-SII score of 31 basis points from the banking union perspective.
Bank of Ireland Group PLC has an O-SII score of 30 basis points from the banking union perspective.
Gruppo bancario cooperativo ICCREA has an O-SII score of 29 basis points from the banking union perspective.
Eurobank Ergasias Services & Holdings S.A. has an O-SII score of 27 basis points from the banking union perspective.
Banco Comercial Português, S.A. has an O-SII score of 25 basis points from the banking union perspective.
BAWAG P.S.K. Bank für Arbeit und Wirtschaft und Österreichische Postsparkasse Aktiengesellschaft has an O-SII score of 21 basis points from the banking union perspective.
Caixa Geral de Depósitos, S.A. has an O-SII score of 21 basis points from the banking union perspective.
De Volksbank N.V. has an O-SII score of 19 basis points from the banking union perspective.
Piraeus Financial Holdings S.A. has an O-SII score of 17 basis points from the banking union perspective.
Alpha Services and Holdings S.A. has an O-SII score of 16 basis points from the banking union perspective.
National Bank of Greece S.A. has an O-SII score of 16 basis points from the banking union perspective.
Banque et Caisse d'Epargne de l'Etat, Luxembourg has an O-SII score of 15 basis points from the banking union perspective.
Investeringsmaatschappij Argenta has an O-SII score of 15 basis points from the banking union perspective.