Swedish citizens have the opportunity to apply for loan and allowance from CSN. The allowance component is the same as for studies in Sweden, but the amount of loan may vary depending on which country you are studying. You can also apply for an additional loan, to cover travel costs and insurance. For more information see www.csn.se (New regulations from 1 June 2015.)
To get a visa you often need to prove that you have enough money to support yourself during the studies abroad, either by a certificate from CSN or your bank.