ESRB recommends EU-wide reciprocation of Sweden’s 25% risk-weight floor for mortgage loans
On 15 January 2019, the European Systemic Risk Board (ESRB) adopted a Recommendation for the EU-wide reciprocation of Sweden’s 25% floor for average risk weights applied by banks using the internal ratings-based approach to the portfolio of retail exposures to obligors residing in Sweden secured by immovable property. This Recommendation was published in the Official […]