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Auction results 2024-11-29

29/11/2024 -

Auction results Auction Result of auction Auction date 2024-11-29 Loan 1061 Isin SE0011281922 Coupon, % 0.750 Maturity 2029-11-12 Offered volume, SEK mln 1200 +/- 1200 Bid volume, SEK mln 5615 Volume sold, SEK mln 1200 Number of...

Markets / Market operations

Auction result 2024-12-10

10/12/2024 -

Auction results of Riksbank certificate sale Auction Auction results Auction date 2024-12-10 Start date 2024-12-11 Maturity date 2024-12-18 Interest rate 2.75 % Offered volume, SEK bn 812.0 Total bid amount, SEK bn 655.9 Accepted...

Markets / Market operations

Auction result 2024-12-17

17/12/2024 -

Auction results of Riksbank certificate sale Auction Auction results Auction date 2024-12-17 Start date 2024-12-18 Maturity date 2025-01-08 Interest rate 2.75 % Offered volume, SEK bn 792.0 Total bid amount, SEK bn 554.45 Accepted...

Markets / Market operations

Auction date 2024-01-12

05/01/2024 -

SPECIAL TERMS AND CONDITIONS FOR THE RIKSBANK'S SALE OF BONDS VIA BID PROCEDURE Bid procedure, 2024-01-12 Bonds SWEDISH GOVERNMENT: 1061, SE0011281922, 2029-11-12 SWEDISH GOVERNMENT: 1056, SE0004517290, 2032-06-01 SWEDISH GOVERNMENT: 1053,...

Markets / Market operations

Auction date 2024-01-26

19/01/2024 -

SPECIAL TERMS AND CONDITIONS FOR THE RIKSBANK'S SALE OF BONDS VIA BID PROCEDURE Bid procedure, 2024-01-26 Bonds SWEDISH GOVERNMENT: 1060. SE0009496367. 2028-05-12 SWEDISH GOVERNMENT: 1062, SE0013935319, 2031-05-12 SWEDISH GOVERNMENT: 1056,...

Markets / Market operations

Auction date 2024-02-02

26/01/2024 -

SPECIAL TERMS AND CONDITIONS FOR THE RIKSBANK'S SALE OF BONDS VIA BID PROCEDURE Bid procedure, 2024-02-02 Bonds SWEDEN I/L BOND: 3113. SE0009548704. 2027-12-01 SWEDEN I/L BOND: 3114, SE0013748258, 2030-06-01 Bid date 2024-02-02 Bid times...

Markets / Market operations

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...

Press & published / Publications

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...

Press & published / Publications

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...

Press & published / Publications

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...

Press & published / Publications