Regulatory Alerts2022-02-25
Added · Updated
Consultation on the revised countercyclical capital buffer framework
De Nederlandsche Bank clarifies that when releasing the countercyclical capital buffer, it will communicate the period during which it expects not to raise the buffer, providing adequate substantiation. The regulator will apply a 2% countercyclical capital buffer in a standard risk environment and will consider possible overlap with Pillar II Guidance for less significant institutions to avoid double counting. The final revised framework for setting the countercyclical capital buffer will be implemented following the conclusion of the consultation period.
Supervision consultation
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Published: 25 February 2022
Supervision consultation closed
This Supervision consultation is closed. It is no longer possible to respond.
On 7 December 2021, we launched the consultation process for the draft revised CCyB framework. The consultation period ended on 18 January 2022. Further to the response we received during this period, we have clarified that, when releasing the buffer, we will also communicate the period during which we expect not to raise the buffer.
Why we launched the consultation
Recent experience during the COVID-19 pandemic underlines the desirability of a capital buffer available for immediate release. Such a buffer gives banks additional scope to absorb losses and maintain lending in times of economic adversity.
In our Autumn 2021 Financial Stability Report we announced our intention to apply a 2% countercyclical capital buffer (CCyB) in a standard risk environment. This reflects the inherent uncertainty in measuring cyclical systemic risk. To implement this adjusted policy, the analytical framework for determining the CCyB needed to be adjusted.
As announced in March 2020, we consider the CCyB in conjunction with other capital requirements for banks. To avoid double counting, we will take into account possible overlap when determining the Pillar II Guidance (P2G) for less significant institutions (LSIs). In addition, we will separately consider the extent to which the introduction of a CCyB justifies further adjustments to the O-SII buffer for significant institutions.
Results
The consultation period was between 7 December 2021 and 18 January 2022. We received one response, from the Dutch Banking Association (NVB). Further to the NVB’s response, we have clarified that, when releasing the buffer, we will communicate the period during which we expect not to raise the buffer, providing adequate substantiation. Our more detailed comments further to the NVB’s response are available for download below. With the consultation process now completed, we will start using the final revised framework for setting the CCyB.
Analytical framework for setting the Countercyclical Capital Buffer in the Netherlands
427KB PDF
Download Analytical framework for setting the Countercyclical Capital Buffer in the Netherlands
DNB response to the reactions received on the consultation of the new CCyB framework
106KB PDF
Download DNB response to the reactions received on the consultation of the new CCyB framework
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Supervision consultation
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