Regulatory Alerts2021-09-30
Added · Updated
Reciprocated foreign macroprudential measures
DNB applies specific systemic risk buffer rates to Dutch banks with relevant exposures in Belgium, Germany, Norway, and Italy, including a 6% rate for Belgian residential property, 1% for German real estate, 4.5% for Norwegian exposures, and 1% for Italian credit risks. For countercyclical capital buffers exceeding 2.5%, DNB reciprocates rates set by other Member States and third countries, while calculating institution-specific buffers as weighted averages of applicable jurisdictional rates. A one-month consultation period precedes the formal implementation of any reciprocated measure, which becomes effective for Dutch banks on the date specified in the official publication.
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