Capital requirements for Swedish banks

2016

Biennial Review of the Systemic Risk Buffer

As outlined in the capital requirements directive, FI must review the systemic risk buffer on an biennial basis. FI has reviewed the arguments originally set out to support a SRB buffer level of 3% at consolidated level for the four major banking groups and finds the arguments to still hold today.

Capital requirements of Swedish banks as of the third quarter 2016

Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the third quarter 2016.

New methods for banks' risk weights and capital requirements

Finansinspektionen (FI) is publishing two consultation memorandums today that will raise the capital requirements primarily for exposures to corporates for banks that use the internal ratings-based approach.

Capital requirements of Swedish banks as of the second quarter 2016

Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the second quarter 2016.

FI decides on stress test methodology for determining the capital planning buffer

FI has now decided on the stress test methodology that will be used for determining the capital planning buffer for the largest Swedish bank companies. The methodology, which is described in more detail it in a new memorandum, is based on the proposal that FI published on the 9 May.

Capital requirements of Swedish banks as of the first quarter 2016

Note: Capital requirements of the Swedish banks, first quarter 1 2016 has been revised. The outcome of the 2015 SREP for Skandiabanken is now accounted for in this memorandum. No other changes have been done."

New methods for banks' risk weights and capital requirements decided

FI has formally adopted the supervisory methods which will be used in the supervision of the banks' internal models for corporate exposures. The banks should now assume that at least every fifth year is a downturn year in probability of default calculations.

Pillar 2 capital requirements for maturity assumptions

FI intends to introduce a maturity floor of 2.5 years under Pillar 2 for banks authorised to use the advanced IRB approach for exposures to corporates.

FI's supervision of banks' calculations of risk weights for exposures to corporates

FI is implementing a new assessment method to evaluate the banks' calculations of risk weights both in general and for exposures to corporates.

Capital requirements of Swedish banks as of the fourth quarter 2015

Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the fourth quarter 2015.

Laddar sidan