Posts Tagged ‘ Pillar 2 ’

Swedish FSA details Pillar 2 methodology

May 15th, 2015
Finansinspektionen

The Swedish FSA (Finansinspektionen) has published a methodology for assessing three types of risk under Pillar 2 – credit-related concentration risk, interest rate risk in the banking book, and pension risk – that will be used in capital requirements from the third quarter.