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Higher interest rates affect the Riksbank’s financial results
04/07/2022 -Higher interest rates affect the Riksbank’s financial results In the Riksbank's reporting of its financial results, the return from the bonds is divided into two parts. One part is a periodisation of current interest income that spreads the...
Consequences of losses
04/07/2022 -Consequences of losses It is still too early to express with any high degree of precision what the overall effect on the Riksbank's financial results will be from rising inflation and interest rates. Other central banks that have used their...
The Riksbank's capital and its financial independence
04/07/2022 -The Riksbank's capital and its financial independence With asset purchases for monetary policy purposes, the Riksbank took over some of the financial risks that private operators did not want to, or could not, take because of the uncertainty...
References
04/07/2022 -References af Jochnick, K. (2015, januari 23). Tal: Måste Riksbanken gå med vinst? Utmaningar för Riksbankens finansiering. Swedish House of Finance, Stockholm. Retrieved from...
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...
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...
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...
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...
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...
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...