Subject to permission obtained from the competent authorities, institutions may use internal models to calculate their capital ratios. Institutions can submit an application for permission to use an internal model for market risk (Article 363 of the Capital Requirements Regulation (CRR)) or for counterparty credit risk (Article 283 of the CRR).
The relevant application forms are available from the ECB website. Institutions under DNB's direct supervision can also use them.
Please note that after submission of the application form we may still require supplementary information from the financial enterprise. In that case, we will inform the institution of this in writing.
Dutch institutional investors such as pension funds, investment funds and insurers kept their investments in risky bonds roughly the same over the past 12 months. This is a break from previous years: since 2019, large investors had expanded their exposure to what are termed high-yield bonds.
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In the area of Interest Rate Risk in the Banking Book (IRRBB) newly introduced reporting schemes for significant institutions (and a few less significant institutions) will be added to the existing reporting.
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Supervisory authority De Nederlandsche Bank (DNB) is submitting a new anti-money laundering approach to financial institutions and other stakeholders as part of a public consultation. In a policy document presented today [...]
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On 31 May 2023, we announced an increase in the countercyclical capital buffer (CCyB) to 2%. Accordingly, banks with loans outstanding in the Netherlands must comply with this requirement by 31 May 2024. Since this announcement the risk environment has not changed substantially.
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