On Aug. 13, SWE FI decided macroprudential measures recognition.
SWE FI decided on macroprudential measures in Denmark, Portugal, Germany, Italy.
Denmark
SWE FI recognized the Danish systemic risk buffer of 7% for exposures to real estate companies in Denmark applicable to Swedish banks with over €200 mn exposures.
Portugal
POR CB introduced a systemic risk buffer of 4% for household exposures secured by residential property in Portugal, for banks using internal risk classification models.
SWE FI won't recognize the measure, because exposures in Portugal are insignificant.
Germany
GE Bafin has extended its existing systemic risk buffer of 2 percent for household exposures and corporate exposures secured by residential real estate in Germany.
SWE FI won't recognize the measure, because exposures in Germany are insignificant.
Italy
ITA CB introduced a systemic risk buffer of 7% for credit and counterparty credit risk exposures in Italy; SWE FI won't recognize it due to insignificant exposures.
Effectiveness
The decision to recognize Danish measures applies from Oct. 31, 2024.
Regulators
SWE FI
Entity Types
Bank; MG Orig
Reference
PR, 8/13/2024; Dec FI dnr 24-4318, 8/12/2024; CRD/CRR Dir 2013/36, Reg 575/2013
