The Financial Inspectorate has begun an in-depth analysis of internal liquidity stress tests conducted by a selection of about 10 smaller banks in Sweden. The analysis aims to provide a clearer picture of how banks identify and measure liquidity risk in their internal processes.

Analysis Scope

The in-depth analysis covers several aspects of banks' internal risk management:

• Scenarios: How banks use different stress scenarios to test resilience
• Assumptions: Underlying assumptions in liquidity assessments
• Methodology: Methods and models used to identify risks
• Result Utilization: How test results are integrated into daily operations

Target Group

The analysis focuses on smaller banks in Sweden, which have particular challenges when it comes to liquidity management compared to larger banks. These banks play an important role in local financial ecosystems and their liquidity safeguarding is crucial for financial stability.

Regulatory Framework Alignment

The internal liquidity management takes place within the framework of the European banking supervision regulation (CRR/CRD IV). FI's analysis will provide valuable information on how the regulation is applied in practice and any need for adjustments.

Key Focus Areas:

• Banks' ability to handle short-term liquidity challenges
• Implementation of LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio)
• Risk-based supervision adapted to smaller banks' conditions
• Collaboration between different risk functions within banks

Relevance for Payment Companies

Although the analysis focuses on banks, it has indirect relevance for payment companies. Many payment companies cooperate with banks for transaction processing and clearing. A stable banking sector is therefore important for the functionality of the entire payment system.

"FI conducts in-depth analysis of internal liquidity stress tests. Purpose: clearer picture of how banks identify and measure liquidity risk," states FI in its press release from July 5, 2026.

Continuous Development

FI's work with liquidity stress tests is part of the ongoing development of financial supervision. The focus is on ensuring that financial institutions have sufficient resilience to handle various types of financial shocks.

The results of the analysis will form the basis for continued dialogue with the affected banks and may lead to improved supervision and governance frameworks for liquidity management.