Six Sigma is proved to be an effective way of improving the quality of processes and products in a wide range of industries. At the major banks in Sweden, Six Sigma has not yet had a major impact, even though the methodology has been successfully used in banks in other parts of the world. In this thesis the applicability of Six Sigma in a Swedish bank is explored using a case study. The subject of the case study is the loan process at a major Swedish bank. The loan process is defined as the activities taking place after the loan has been disbursed to the customer to ensure the bank’s legal right to seize the securities used as collateral in the case of a default by the customer. The loan process is approached using the DMAIC cycle with the objectives of lower operational risk, less rework and higher customer satisfaction. The results of the case study show that Six Sigma can be used at Swedish banks. There are however problems with the availability of data as well as the maturity of the organization and the employees’ competences in handling large data sets. New tools to monitor the loan process and to act on deviations are developed in the thesis.