The Swedish Financial Supervisory Authority has opened an investigation into how Marginalen Bank has complied with rules on managing credit risk and providing information to the supervisor in connection with a securitisation involving significant risk transfer. The review will examine whether Marginalen Bank followed the requirements for assessing and managing credit risks when transferring credit risk on a loan portfolio to external investors through securitisation, and whether the bank met transparency requirements for information provided to the authority. The stated objective is to enable a correct assessment of the credit risk transferred in the transaction and ensure the resulting capital requirement reflects the actual risk in the securitisation.
Finansinspektionen 2025-11-26
Swedish Financial Supervisory Authority launches investigation into Marginalen Bank’s credit risk management and disclosure in a significant risk transfer securitisation
The Swedish Financial Supervisory Authority is investigating Marginalen Bank's compliance with credit risk management and transparency rules in a securitisation involving significant risk transfer. The review will assess the bank's adherence to credit risk assessment and management requirements and the adequacy of information provided. The aim is to ensure accurate credit risk assessment and appropriate capital requirements for the securitisation.