Risk weight measure on bank mortgage loans expires

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De Nederlandsche Bank (DNB) has decided not to extend the minimum floor on the risk weights of Dutch mortgage loans of banks. The current measure was introduced in January 2022 and will expire 30 November 2026.

Published: 24 April 2026

DNB Dronebeeld

© DNB

To address elevated systemic risks in the Dutch housing market, DNB introduced a minimum floor on the average risk weight of Dutch housing loan portfolios for credit institutions that use an internal ratings-based approach. The measure is based on DNB’s competence under Article 458 of the Capital Requirements Regulation (CRR3). This so-called 458-measure is laid down in the Regeling risicoweging hypothecaire leningen 2022 and was extended twice, last in 2024. The current measure expires 30 November 2026.

Systemic risks housing market

DNB has evaluated the 458-measure and concludes that extension is currently not warranted. Our assessment is that while systemic risks in the Dutch housing market remain present, they have gradually declined over the past years (see also the DNB-AFM leennormenrapport (in Dutch) for more information on the housing market). In addition, Dutch banks have become less vulnerable to a housing price correction. DNB now expects banks would remain sufficiently resilient against the potential materialisation of systemic risks in the housing market without the 458-measure.

Bank resilience

The expiration of the 458-measure underpins the importance of other macroprudential instruments in maintaining the resilience of the Dutch banking sector against systemic risks, in particular the current countercyclical capital buffer (CCyB) of 2%. DNB will also continue to closely monitor systemic risks in the housing market and bank risk weighting of mortgages and take additional measures if necessary.

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