Credit and leverage

Trend deviation of the credit-to-GDP ratio Netherlands

The extent to which the ratio of total crediti to GDP deviates from its long-term trend (as calculated in ESRB Occasional Paper No. 5, 2014 ).

Source: Statistics Netherlands (CBS), BIS, ESRB and DNB

Credit to households and non-financial corporations

Growth of credit to Dutch households and corporate sector, y-o-yi in %.

Source: Statistics Netherlands (CBS), BIS

House and commercial property prices

The development of house and commercial property prices in the Netherlands,  y-o-y i in %.  

Source: Statistics Netherlands (CBS), BIS, MSCI/IPD

Loan-to-value and loan-to-income ratio for first-time buyers

The ratio between the mortgage amount of first-time buyers and the value of their home or and their income at the time of taking out the mortgage. DNB estimates based on a sample.

Source: DNB

Long-term interest rates and BAA-AA risk premium

Dutch 10-year government bondi yields and the yield differential between international BAA- and AA-rated corporate bonds, y-o-yi in %.

Source: Thomson Reuters Datastream

Leverage ratio of banks

Different definitions are used for different time periods:
1998-2013 Tier 1 capitali as a percentage of the balance sheet total of the Dutch banking sector.
2014-today: the leverage ratioi under Basel III.

Source: DNB

Basel capital ratios for banks

Different definitions are used for different time periods:
1998-2008 Tier 1 capital ratioi under Basel Ii.
2008-2013 Tier 1 capital ratioi under Basel IIi, including the Basel-I floori.
2014-today: CET1 capital ratioi under Basel III.

Source: DNB