FFFS 2007:4

Summary

Reporting companies shall submit information describing the sensitivity of the net worth of the company's total interest-bearing assets and debts outside the trading book. FI shall take supervisory measures when a company risks losing 20 per cent of its own funds as a result of a change in interest rates.

Amendments

The scope of the regulations has been expanded to include very large securities companies. The appendix to the regulation has been amended to specify that the amounts undertakings must report are denominated in SEK.

The amendments enter into force on 8 March 2023. Amendment 2023:1

The scope is amended so that securities companies, with the exception of those that will continue to apply the Capital Requirements Regulation (575/2013/EU), are no longer subject to the regulations.

The amendments enter into force on 7 July 2021. Amendment 2021:12

The scope of the regulation is amended to exclude Svenska skeppshypotekskassan from the regulations. The amendment goes into effect on 2 August 2014. Amendment 2014:15