A stable, well-functioning financial market for allA stable, well-functioning financial market for allCapital requirements for Swedish banks
2017
Capital requirements of Swedish banks as of the third quarter 2017
Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the third quarter 2017.
Capital requirements of Swedish banks as of the second quarter 2017
Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the second quarter 2017.
FI’s Pillar 2 capital assessment method for systemic risk associated with securitisation
Finansinspektionen considers it to be necessary to implement a back-stop within Pillar 2 to limit effects on the total credit supply from systemically critical securitisation. FI is publishing today a method that it intends to use during its capital requirements assessment.
FI’s view on financial stability and the risks for financial imbalances
Erik Thedéen visited the Committee on Finance today for a Q&A session. He discussed the unprecedented economic conditions that Sweden is currently experiencing.
Capital requirements of Swedish banks as of the first quarter 2017
Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the first quarter 2017.
Swedish banking requirements for financial stability should be safeguarded
The design of the Swedish regulations for capital adequacy and crisis management is appropriate for reducing the risk of financial crises and ensuring effective management if a crisis were still to occur. This is the conclusion reached by Finansinspektionen (FI) and the Swedish National Debt Office in a joint report. The report emphasises that Sweden should safeguard national discretions in the framework of banking requirements in ongoing EU negotiations.
Capital requirements of Swedish banks as of the fourth quarter 2016
Finansinspektionen publishes the capital requirements of the ten largest Swedish banks and credit institutions as of the end of the fourth quarter 2016.
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.
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.
2015
FI increases transparency in capital requirement for Swedish banks
FI today disclosed for the first time the actual capital requirements for the ten largest Swedish banks and credit institutions at the end of the third quarter of 2015. This is to increase clarity with regard to the effects of FI's capital requirements, including Pillar 2.
Capital needs of Swedish banks as of the second quarter 2015
Finansinspektionen publishes the capital needs of the ten largest Swedish banks and credit institutions as of the end of the second quarter 2015.
The future structure of banks' capital requirements
At the Financial Stability Council meeting of 15 June, Finansinspektionen presented its views on the future structure of banks' capital requirements.
Swedish banks' systemic importance (O-SII)
FI intends to comply with the European Banking Authority's (EBA) guidelines on criteria to assess other systemically important institutions (O-SIIs).
