Riksbank develops model to stress-test banks’ corporate lending

Sveriges Riksbank
Benjamin Horn

Sveriges Riksbank has developed a model to carry out stress tests on Swedish banks’ corporate lending.

The model is based on microdata on all Swedish non-financial corporations and their loans with Swedish banks. The central bank highlights how using microdata rather than aggregate data allows users to identify specific characteristics at the company level.

“The estimated models are very robust due to the millions of observations in the dataset,” says the Riksbank. Nonetheless, the central

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: