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    SNB Publishes Form for Counterparty Solvency Risk in Interbank Sector

    September 17, 2018

    SNB released reporting forms (Version 4.42) for solvency risk of counterparties in the interbank sector. The forms cover recording of the ten or twenty largest claims and liabilities positions vis-à-vis other banks or bank groups in Switzerland and abroad. The forms are valid for reporting from June 30, 2019. The forms, which a have a quarterly reporting frequency, must be submitted within one month of the cut-off date. Reporting institutions include all banks or banking groups without branches of foreign banks in Switzerland.

    Related Link: Reporting Form (v4.42) and Associated Documents


    Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Default Risk, SNB

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