Result

2021

FI notifies the EU regarding extension of the existing risk weight floor for Swedish Mortgages

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.

Updated Pillar 2 method for assessing flowback risk associated with securitisation

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’s approach to assess suitable level of own funds in Swedish banks (Pillar 2 guidance)

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.

FI extends the risk weight floor for Swedish mortgage exposures

FI has decided to extend the risk weight floor by one year, from 30 December 2020 to 30 December 2021.

FI proposes approach to assess Pillar 2 guidance for Swedish banks

FI is presenting a proposal for a general approach to assess the size of the Pillar 2 guidance for Swedish banks. The proposal is based on a two-step approach that starts with a sensitivity-based stress test. Comments on the proposal may be submitted to FI no later than 12 March.

2020

FI has decided on a change in the application of banks’ capital requirements

FI has decided to change the application of capital requirements for Swedish banks in order to adapt to the EU’s so-called banking package.

FI notifies the EU regarding extension of the existing risk weight floor for Swedish Mortgages

Finansinspektionen has notified the EU Parliament, the Council, the Commission, the European Systemic Risk Board (ESRB) and the European Banking Authority (EBA) that it intends to adopt a decision to extend the current risk weight floor for Swedish Mortgages for a period of one year, in accordance with Article 458 of the CRR.

2019

Requirement on IRB models for exposures to commercial real estate

FI has analysed the commercial real estate market and makes the assessment that it is vulnerable to shocks.

2018

Changed method for the application of the risk weight floor for Swedish mortgages

2018-08-23 | ESRB Mortgage EBA

FI’s Board of Directors decides to change the method used to apply the current risk weight floor for Swedish mortgages through Pillar 2 by replacing it with a corresponding requirement under Article 458 of the Capital Requirements Regulation. The change will enter into force on 31 December 2018.

European Commission’s decision regarding the risk weight floor for Swedish mortgages

2018-08-14 | ESRB Mortgage EBA

The European Commission has decided not to propose to the European Council a rejection of Finansinspektionen’s proposal to change the method for the application of the current risk weight floor for Swedish mortgages. This means that the measure may be implemented in Sweden.

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