Size dominates in determining systemic risk status, accounting for about 80 percent of
the systemic risk score.
That still leaves one - fifth of
the systemic risk score accounted for by other measures, but perhaps the answer is not quite so simple.
Using
systemic risk scores that evaluated size, interconnectedness, substitutability, complexity, and cross-jurisdictional activities, JPMorgan came in with the most dangerous score of 5.05 for U.S. mega banks.
Not exact matches
So determining
systemic risk may be largely a matter of size, at least to the extent that G - SIB
scores are an accurate measure, but that doesn't mean it's safe to ignore the other indicators.