The Swedish Financial Supervisory Authority, Finansinspektionen (FI), has published a press release as regards its intention to extend the risk weight floor of 25% for Swedish retail mortgage exposures of institutions using the internal ratings-based (IRB) approach to calculate risk-weighted exposure amounts for credit risk and subsequent capital requirements.
Specifically, FI informs that the European Commission and the European Systemic Risk Board (ESRB) have approved the extension and FI has subsequently made a final decision to extend the applicability from December 31, 2023 to December 30, 2025 on the basis of continuously high property prices and highly leveraged households pursuant to Article 458 of the Capital Requirements Regulation (CRR).
FI extends the risk weight floor for Swedish mortgage exposures
ID
26267
Other Features
assessment
banks
credit
loan
own funds
real estate
risk
Date Published: 2023-12-14
Date Taking Effect: 2023-12-31
Regulatory Framework: Capital Requirements Regulation (CRR)
Regulatory Type: procedure
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