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Difficulties in calculating the carbon footprint of bonds issued by states and regions

12/04/2022 -

Difficulties in calculating the carbon footprint of bonds issued by states and regions Emissions data are published with a time lag and measured in different ways The Riksbank uses data on greenhouse gas emissions for countries and regions from...

Press & published / Publications

Calculation of the carbon footprint of the foreign exchange reserves

12/04/2022 -

Calculation of the carbon footprint of the foreign exchange reserves Weighted Average Carbon Intensity (WACI) is used when the Riksbank calculates and reports the carbon footprint of the foreign exchange reserves.[21] See the Appendix for...

Press & published / Publications

How do climate-related risks affect the economy and the financial system?

12/04/2022 -

How do climate-related risks affect the economy and the financial system? Financial risks related to the transition to a less fossil-dependent economy are called transition risks. The transition risks for a country (or region) arise from all the...

Press & published / Publications

Challenges inherent in backward-looking measures of greenhouse gas emissions

12/04/2022 -

Challenges inherent in backward-looking measures of greenhouse gas emissions Backward-looking measures of greenhouse gas emissions – such as carbon intensity – have a number of flaws if they are to be used as measures of financial risk. For...

Press & published / Publications

How sustainability considerations are applied to the management of the Riksbank’s foreign exchange reserves

12/04/2022 -

How sustainability considerations are applied to the management of the Riksbank’s foreign exchange reserves The Riksbank can apply sustainability considerations to its operations in accordance with the current Sveriges Riksbank Act[11] See...

Press & published / Publications

The Riksbank's work on taking account of climate change

12/04/2022 -

The Riksbank's work on taking account of climate change An important part of the Riksbank’s asset management is the work of analysing financial risks. One source of financial risk is the risks arising from climate change – which are usually...

Press & published / Publications

DLC for the large banks in Sweden

09/05/2022 -

DLC for the large banks in Sweden Diagram 5 shows a DLC time series for the five large banks in Sweden, anonymised, calculated according to Formula 1. The levels have been fairly stable since March 2018, usually between 10 and 40 per cent, but...

Press & published / Publications

Different views of the liquidity reserve

09/05/2022 -

Different views of the liquidity reserve The liquidity metrics LCR and NSFR define a liquidity reserve; that is, the assets that are considered able to generate immediate liquidity, no matter what their maturity is. An example is a government...

Press & published / Publications

How have the banks’ cash flows been affected by LCR and NSFR?

09/05/2022 -

How have the banks’ cash flows been affected by LCR and NSFR? Diagram 4 describes the cumulative net cash flow in the same way as in Diagram 3, but aggregated here for the five large banks in Sweden. The diagram data is based on a monthly...

Press & published / Publications

Auction result 2024-04-26

26/04/2024 -

Auction results Auction Result of auction Auction date 2024-04-26 Loan 3104 Isin SE0000556599 Coupon, % 3.500 Maturity 2028-12-01 Offered volume, SEK mln 400 +/- 400 Bid volume, SEK mln 1025 Volume sold, SEK mln 400 Number of...

Markets / Market operations