FFFS 2007:4

Regulations regarding reporting of interest rate risks in non-trading activities

In force from 2007-02-01


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.


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



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