Theoretical and Methodological Foundations of Systemically Important Banks

The article theoretically studies the activities of systemically important banks. In particular, the opinions and scientific research of economists on this issue are studied. At the same time, the main emphasis is placed on the methodology for identifying global and national systemically important banks.The study highlights the critical role of systemically important banks in maintaining financial stability, preventing systemic crises, and ensuring resilience in the banking sector. It also examines how these banks’ size, interconnections with other financial institutions, substitutability of their services, and cross-jurisdictional activity contribute to systemic risk. By reviewing both theoretical approaches and practical regulatory measures, the article emphasizes the need for additional capital, liquidity, and risk management requirements for SIBs. Moreover, the study discusses the global and national policy implications, including the formulation of early warning mechanisms, stress-testing practices, and macroprudential oversight.