RAROC profiles and pricing benchmarks for 3 Sweden banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 3 banks headquartered in Sweden with a combined corporate credit exposure of EUR 2.4tn. The average Sweden bank in our dataset has a cost-to-income ratio of 40.8% and an average corporate probability of default of 1.17%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 7.98%.
On the standard sample deal, Swedbank is the cheapest lender in Sweden, requiring just 232bp to hit a 12% RAROC hurdle. The most expensive is SEB at 236bp — a difference of 4bp on the same deal. For a EUR 25M facility, that's EUR 11,083 per year in interest expense.
RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.
| # | Bank | C/I | Avg PD | LGD | EAD | RAROC | Min spread |
|---|---|---|---|---|---|---|---|
| 1 | Handelsbanken | 41.5% | 0.80% | 32.0% | EUR 886bn | 8.06% | 233bp |
| 2 | Swedbank | 36.0% | 1.87% | 39.8% | EUR 727bn | 8.01% | 232bp |
| 3 | SEB | 45.0% | 0.85% | 34.8% | EUR 740bn | 7.87% | 236bp |
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