Liquidity and maturity mismatch

Loan-to-deposit ratio and proportion of short-term market funding

The ratio between loans to and deposits from the non-financial private sectori, at Dutch banks . and the proportion of market fundingi of Dutch banks with a remaining term to maturity of less than 1 year

Source: DNB

Interbank market risk premium and risk premium on senior unsecured bank bonds

The interest rate differential between the three-month Euribori and the three-month EONIA swap-indexi. and the differential between yields on European senior unsecuredi bank bonds and the five-year swap ratei.

Source: Thomson Reuters Datastream