Backend, Manage Location How to manage region?

Hi

In backend - Manage Location, there are options for manage State's and City's.
I'm missing the option for manage region as well.

Here is why I'm missing this option:

You choose a state/province within this state/province you can choose a region and within this region you can choose a city.

This is how it is divided in Sweden
State/Province (County) -> "Län"
Region/(District) (municipality) -> "Kommun"
City (city) -> "Stad/Postort"

Is it possible to have this implemented in the system?

Regards
Stephen