Solvency

Information about the IRB approach

On this page you will find basic information and updates about the IRB approach.

Supervisory disclosure

This section displays and provides access to information that The Danish Financial Supervisory Authority (DFSA) publishes according to article 143(1) of Directive 2013/36/EU (CRD IV) and article 57(1) of Directive 2019/2034/EU (IFD).

Grading by the Danish FSA of the credit quality of lending

Grades for the credit quality of lending​.

Risk weight of exposures to public sector entities

Risk weight of exposures to public sector entities.