The Swedish Financial Supervisory Authority, Finansinspektionen (FI), has published a press release regarding the extension of the risk weight floor 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 has notified the European Central Bank (ECB), the European Systemic Risk Board (ESRB) and the European Commission (EC) that it intends to extend the risk weight floor of 25% by two years from December 31, 2023 to December 30, 2025 on the basis of continuously high property prices and highly leveraged households pursuant to Article 458(9) of the Capital Requirements Regulation (CRR).
FI notifies the EU regarding extension of the existing risk weight floor for Swedish mortgages
ID
24920
Other Features
assessment
banks
credit
loan
own funds
real estate
risk
Date Published: 2023-09-13
Regulatory Framework: Capital Requirements Regulation (CRR)
Regulatory Type: procedure
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