•  22  Since 2014, the Nederlandsche Bank has been collecting loan level data on mortgages which provide important information for the analysis of risks building up on mortgage markets. 23  These detailed data contain information on the individual  mortgage lenders portfolio at quarterly frequency.
The variety of attributes that are recorded allow for the computation of various descriptive statistics as (joint) distributions of interest rates, outstanding amounts, the ratio of performing loans, or the age of borrowers. Similar data for the German mortgage market a not available, as has recently been highlighted by the IMF.