In addition to four parameters identified by the BCBS namely, size, interconnectedness, complexity, and substitutability, a fifth indicator identified as the exposure to large groups was added to the annual assessment to reflect a specific concern about the Mauritian economy.
The capital surcharge, determined to be in the range of 1.0% – 2.5% for the five banks identified as DSiBs has been effective as from 1 January 2016 and would be implemented over a four-year period to give the D-SIBs ample time to meet the enhance capital requirement.