Capital requirements for Swedish banks

2016

FI’s capital assessment method for securitisation within Pillar 2

In this memorandum, FI describes its view of securitisation and the risks (primarily flowback) that FI sees and that are not taken into consideration in the banks’ current capital requirements.

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.

Calibration of stress test for the capital planning buffer

Finansinspektionen’s stress test method to determine the capital planning buffers for the major banks, credit market companies and securities companies is divided into general overarching methodologies and a specific calibration of risk parameters. The specific calibration of risk parameters can be changed by FI on a year-by-year basis.

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.

FI reiterates its statement from the June 22 on Nordea

FI hereby clarifies that its public statement made on June 22, regarding the internal analysis which was unintendedly published in the media last week, is still valid:

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.

Stress test methodology for assessment of the capital planning buffer

In this memorandum, FI accounts for the stress test methodology that it intends to use to assess the size of the capital planning buffer for the largest firms.

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