FFFS 2007:3
Regulations regarding reporting of liquidity risk
In force from: 1 February 2007
Summary
FI is imposing new quarterly reporting regarding liquidity risks in conjunction with the capital adequacy regulations that entered into force on 1 February 2007. Liquidity risks in terms of financing risks for the large credit institutions are very important when analysing the stability in the financial system. The regulations shall be applied by credit institutions and investment firms with a balance sheet total exceeding SEK 5 billion.
Amendments
The amendment means that individual firms which are part of a financial group but have their own liquidity management, and are therefore excluded from the group reporting, will be obligated to report at a solo level. These firms have previously been exempted from the reporting.
With these new regulations, FI obtains a comprehensive view of the market. In practice, only a few firms are affected by the amendment.
The regulations entered into force on 1 August 2007 and will be applied for reporting as of Q4 2008.
