A stable, well-functioning financial market for allA stable, well-functioning financial market for allCalibration of stress test for the capital planning buffer
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.
