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.
Finansinspektionen publishes the capital needs of the ten largest Swedish banks and credit institutions as of the end of the second quarter 2015.
At the Financial Stability Council meeting of 15 June, Finansinspektionen presented its views on the future structure of banks' capital requirements.
FI intends to comply with the European Banking Authority's (EBA) guidelines on criteria to assess other systemically important institutions (O-SIIs).
Finansinspektionen publishes the capital needs of the ten largest Swedish banks and credit institutions as of the end of the first quarter 2015.
Finansinspektionen (FI) establishes methods for assessing Pillar 2 capital requirements for three types of risk: credit-related concentration risk, interest rate risk in the banking book and pension risk.
Finansinspektionen publishes today the capital needs of the ten largest Swedish banks and credit institutions as of the end of the fourth quarter 2014.
This memorandum describes FI's methods for assessing the capital adequacy requirement within the framework of Pillar 2 for three different types of risk.
Finansinspektionen (Swedish Financial Supervisory Authority – FI) considers that a leverage ratio requirement may serve an important function for establishing financial stability in Sweden as a back-stop, which sets a floor for how low the capital adequacy requirement can fall in relation to the banks' gross assets.