Finansinspektionen presents here a new Pillar 2 method for assessing an additional own funds requirement for pension risk in credit institutions.
FI has decided to extend the risk weight floor by two years, from 31 December 2021 to 30 December 2023.
Finansinspektionen has notified the Commission and the European Systemic Risk Board (ESRB) that it intends to adopt a decision to extend the current risk weight floor for Swedish Mortgages for a period of two years, in accordance with Article 458 of the CRR.
FI has updated its method for assessing flowback risks associated with securitisation for individual banks. The aim is to decide, where applicable, on an additional own funds requirement under Pillar 2 for flowback risks associated with securitisation. This enables us to safeguard that a bank is sufficiently covering the flowback risks to which it is exposed.
FI has decided on a general approach to assess the size of a bank’s so-called Pillar 2 guidance. The approach is based on a two-step assessment that starts with a sensitivity-based stress test.