Finansinspektionen’s stress test method to determine the capital planning buffers for the major banks, credit market companies and securities companies is divided into general overarching methodologies and a specific calibration of risk parameters. The specific calibration of risk parameters can be changed by FI on a year-by-year basis. FI has opted to openly account post-ex for the specific calibration of risk factors every year. This memorandum describes the calibration that was used during the supervisory review and evaluation process (SREP) for 2016.
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