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