First Night: Borgen, BBC4

The Killing may be over but the craze for Scandinavian drama is alive and kicking: Borgen is back! While at first glance the smarter-than-average cop show and political drama might not seem to have much in common beyond the Danish language (both are made by the state broadcaster, DR), fans of Borgen fell in love with the show for many of the same reasons we embraced The Killing.

Both centre on a strong, capable, multilayered female character – detective Sarah Lund in the former, prime minister Birgitte Nyborg in the latter – who take the lead thanks to the size of their brains, not the shape of their bottoms. And both dramas succeed in combining a top plot line of intrigue, politics and power play with compelling subplots around the protagonists' personal relationships – in Borgen, politicians, special advisers, journalists and assorted partners and children. Naturally, the two strands rarely remain distinct, and the first series left us worried about the toll that professional success was taking on them all.

The second series began with a double bill last night. It's still on BBC4, plugging the gap for anyone looking for Saturday night telly more challenging than Casualty or Take Me Out (while Borgen is a gripping yarn, it is, after all, a subtitled drama about a coalition government considerably more confusing than our own – you need your wits to tell your Moderates from your Greens).

The good news? It's still got it: the writing is sharp, the acting is warm and believable, and the moral dilemmas arrive thick and fast; those West Wing comparisons are apt. Sidse Babett Knudsen plays Nyborg as a convincing blend of noble ambition, best intentions, inevitable compromise and human frailty. It's 11 months on, and Nyborg wants to get Danish troops out of Afghanistan. But when they come under renewed attack during her visit, she's forced to reconsider her stance on the army's role as an occupying – or stabilising – force.

The stakes are high, and the writers even go for your tear ducts in an emotional scene with a father who lost a soldier son. Meanwhile, Katrine (Birgitte Hjort Sørensen), a young journalist, faces her own dilemmas: she's moved to the Ekspres newspaper, and finds her politically partisan editor putting pressure on her to get stories whatever the human cost (it may be an import, but Borgen often manages to home in on British concerns). And, on the personal front, while the Prime Minister's adorable son Magnus is still a golden-curled cherub, hubby Philip – once also adorable as a model Scando New Man – is cold and distant, and keen for her to sign divorce papers.

So, hardly cheery stuff. Part of the brilliance of the first series was that it started all buoyant and slowly turned sour, and sad, investigating the premise that it is impossible to have it all. But while this series starts at a tough place, the second episode shows more Knudsen sparkle, and the scriptwriters allow a little more wit and gentle humour to shine through. Tak!