Sweden – 25% risk weight floor for mortgage loans

This measure imposes a credit institution-specific floor of 25% for average risk weights applied by banks using the internal ratings-based approach to the portfolio of retail exposures to obligors residing in Sweden secured by immovable property. The measure applies at the portfolio level to the average of the risk weights of the individual exposures weighted by the relevant exposure value.

Recommendation ESRB/2019/01

Reciprocating countries

Last updated on 7 November 2019

Relevant authorities are recommended to adopt reciprocating measures by no later than three months following the publication of the Recommendation ESRB/2019/1 in the Official Journal of the European Union (20 March 2019).

The following map shows the Member States reciprocating the measure. The map also shows the Member States that chose not to reciprocate the measure in the light of currently non-material exposures. The remaining countries did not notify the ESRB of their intentions.

The following table details each Member State’s reciprocating measure.

Reciprocating countryInstitution-specific threshold[1]
BelgiumSEK 5 billion
FinlandSEK 5 billion
France€ 500 million (SEK 5.3046 billion)

[1] De minimis exemption

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