The Swedish Financial Supervisory Authority will conduct an in-depth analysis of how changes in market rates affect the interest rate sensitivity of banks’ non-maturing deposits. The review will assess the resulting impact on interest rate risk in the banking book, including banks’ economic value and net interest income. The authority will collect quantitative information from 15 banks selected according to their size and business model. Non-maturing deposits represent a substantial source of bank funding and play a central role in managing interest rate risk outside the trading book, making their behavior particularly relevant during uncertain and volatile market conditions.
Swedish Financial Supervisory Authority launches analysis of 15 banks’ interest rate sensitivity in non-maturing deposits
The Swedish Financial Supervisory Authority will analyze how market rate changes affect the interest rate sensitivity of non-maturing deposits at 15 banks. The review will examine the consequences for interest rate risk in the banking book, economic value and net interest income.