DNB handhaaft de Contracyclische Kapitaalbuffer op 2 procent

On 31 May 2023, a decision was made to increase the CCyB to 2%, please also see EventID#23027. Banks in the Netherlands with outstanding loans were required to comply with this by 31 May 2024. Since this announcement, there hasn’t been a significant change in the risk environment, so there is no reason to change the previous decision to increase the CCyB.
The purpose of the CCyB is to enhance banks‘ resilience during periods of growing cyclical risks and release the buffer when these risks materialize. This provides banks with additional capacity to absorb losses in challenging times and supports lending to businesses and consumers, thereby minimizing the immediate impact of a crisis on the real economy. The CCyB applies to domestic exposures and may have a mandatory reciprocity of up to 2.5%, affecting foreign banks with exposures in the Netherlands.
The decision to set the CCyB at 2% is based on a „standard“ risk environment, which is one where cyclical systemic risk is neither notably high nor low. This approach takes into account the inherent uncertainty in measuring systemic risk and relies on various indicators, including the credit gap, to assess the phase of cyclical systemic risk compared to a structural trend.