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Risk assessment indicators

This section gathers non-standard indicators derived from MFI interest rate statistics. These indicators, primarily designed for macroprudential analysis and systemic risk monitoring, nowadays are also used by a wider audience. This dataset currently comprises two sets of indicators: (i) share of variable-rate loans in total loans and (ii) annual growth rate of new loans to households and non-financial corporations.

(i) Share of variable-rate loans in total loans

Two indicators are available for each EU Member State:

o    share of variable rate loans in total loans to households and non-financial corporations;

o    share of variable rate loans in total loans for house purchase.

These indicators are calculated by dividing the new business volumes of loans with a floating rate or an initial rate fixation of up to one year by the total new business volume, all interest rates fixations combined.

(ii) Annual growth rate of new loans to households and non-financial corporations

This indicator is available for each EU Member State. It is derived using a 12-month moving average of new loans to households and non-financial corporations.