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Deposit Loss Capacity
09/05/2022 -Deposit Loss Capacity A new, alternative liquidity metric devised by the Riksbank is Deposit Loss Capacity (DLC). It is based on the points in time when a bank’s assets and liabilities will contractually fall due for payment and generate cash...
The challenge for monetary policy
13/04/2022 -The challenge for monetary policy How inflation develops is ultimately determined by monetary policy. But inflation is continuously affected by cyclical and structural forces that the central bank must take into account. Examples of the latter...
Energy prices have been rising faster for a long time
13/04/2022 -Energy prices have been rising faster for a long time What guidance can be given on how inflation will develop by studying the impact of energy prices in the past? That energy prices are rising more rapidly than the CPIF, that is, the relative...
What is an appropriate DLC level?
09/05/2022 -What is an appropriate DLC level? There are many benefits of having a positive cumulative net cash flow for all time buckets; that is, a constant DLC level above zero. If a crisis emerges in which a bank cannot obtain new liquidity, the bank is in...
Two international liquidity metrics
09/05/2022 -Two international liquidity metrics There are two international liquidity metrics that set requirements for a bank’s liquidity risk – LCR and NSFR. The first, LCR, is a ratio that shows a bank’s liquid assets in relation to its net cash outflow...
Limitations of DLC
09/05/2022 -Limitations of DLC It is important to emphasise that DLC is a complement to stress tests and the existing liquidity metrics prescribed in the Capital Requirements Regulation. DLC is not a scenario and is thus not an assessment of how a bank...
The carbon footprint of the assets in the Riksbank’s foreign exchange reserves
12/04/2022 -The carbon footprint of the assets in the Riksbank’s foreign exchange reserves...
Appendix
09/05/2022 -Appendix Webbrapport bildblock - Figure 6. Cumulative contractual net cash flows, aggregated for the five large banks in Sweden, monthly average and months with maximum and minimum values, respectively (SEK billion) Figure 1. Maturity ladder...
New liquidity metric measures the banks’ ability to cope with deposit outflows
09/05/2022 -New liquidity metric measures the banks’ ability to cope with deposit outflows...
New measures and closer cooperation between different departments at the Riksbank
07/04/2022 -New measures and closer cooperation between different departments at the Riksbank Short preparations and quick decisions The extensive financial unrest and the rapidly deteriorating prospects for Swedish companies that arose in connection with...