According to Di's experience, the suspicions apply to both money laundering and fraud.
The banks' shares plummet on the stock market after the news.
Swedbank falls just over seven percent and SEB just under six percent.
It is already known that the Baltic money laundering scandal is the subject of scrutiny in the United States and US authorities are known to impose huge fines.
However, it has not been known which banks are formally investigated and exactly all authorities that conduct the investigation, according to Di.
Last summer, the Swedish Ministry of Justice received a request for legal aid from the United States' current money laundering investigation, something that is required to be authorized to act on Swedish soil, according to Di's sources.