Regulatory Alerts2022-03-10
Regulations amending Finansinspektionen’s regulations regarding occupational pension undertakings
Finansinspektionen amended its regulations on occupational pension undertakings to establish detailed methodologies for determining discount interest rate curves and calculating capital requirements for various risks. The amendments specify formulas for long-term forward interest rates, define stress scenarios for interest rate, property price, foreign exchange, and morbidity risks, and introduce new provisions for qualifying mortgages. These changes, which entered into force on 1 June 2021, standardize prudential calculations for Swedish pension institutions to ensure accurate risk assessment and capital adequacy.
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