STOCKHOLM, May 24 (Reuters) - Sweden’s Financial Supervisory Authority said on Tuesday it would introduce new rules for how banks calculate how much capital they need to put aside as a buffer against losses in corporate lending. “The methods will raise the capital requirements,” the FSA said in a statement. It said the risk weights for exposures to corporates are expected to be at least around 30 per cent for all banks once the changes have been fully implemented. (Reporting by Simon Johnson)
Sweden's Financial Supervisory Authority (FSA) is set to introduce new rules raising the capital requirements for banks. New methods have been developed to calculate the amount of capital necessary to buffer against corporate lending losses. All banks will be expected to have risk weighted assets of 30% after a full implementation of the rules.