FFFS 2007:4

Regulations regarding reporting of interest rate risks in non-trading activities

In force from 2007-02-01

Summary

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.

Amendments

Documents

Changes

Laddar sidan