German corporate bank loans index, 1 to 5 years
German corporate bank loans index, 1 to 5 years stood at 189.18 in Aug 2026, according to Deutsche Bundesbank. It is one of the indicators in the Money and credit table (Value · Monthly), with a complete series running from Jan 1995 to Aug 2026. The complete series with an interactive chart, free to download.
This indicator in the Money and credit table
| Indicator | 08-2026 | 07-2026 | 06-2026 | 05-2026 | 04-2026 | 03-2026 | 02-2026 | 01-2026 | 12-2025 | 11-2025 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Total, Counterparty: Non-Financial corporations based Domestic (home or reference area), Index | 161.85 | 161.44 | 161.25 | 160.69 | 160.17 | 159.91 | 159.91 | 159.42 | 159.34 | 159.88 | |
| Over 1 and up to 5 years, Counterparty: Non-Financial corporations based Domestic (home or reference area), Index | 189.18 | 188.74 | 190.07 | 189.47 | 189.57 | 188.58 | 187.35 | 187.35 | 187.37 | 191.25 | |
| Over 5 years, Counterparty: Non-Financial corporations based Domestic (home or reference area), Index | 170.56 | 170.25 | 169.86 | 169.35 | 169.1 | 168.6 | 168.37 | 167.99 | 167.99 | 167.69 |
Understanding german corporate bank loans index, 1 to 5 years
Evaluating medium-term corporate leverage through a mathematically smoothed timeline isolates genuine credit shifts from administrative noise. Focusing strictly on banking arrangements that surpass twelve months but terminate within five years, the series recalibrates the financing of corporate vehicle fleets and IT infrastructure into an uninterrupted Index 1208=100 format. This methodology surgically removes the disjointed leaps caused by portfolio securitizations or broad sector reclassifications. By linking pure net transactions to a static historical base, the metric distances itself from absolute EUR billion readings to offer a flawless canvas for corporate debt analysis.
Navigating this calibrated timeline grants analysts the ability to cleanly evaluate shifts in medium-term business investment without the interference of administrative data breaks. Because the over 1 and up to 5 years segment is less susceptible to extreme seasonal shocks than shorter liquidity lines, period-on-period evaluations yield highly credible signals regarding corporate confidence. The normalized format is particularly valuable when assessing the delayed impact of central bank policy, as users can directly trace the smooth deceleration or acceleration of new equipment leasing in response to shifting borrowing costs, entirely free from background balance sheet noise.
Frequently asked questions
- Does this series include loans that have less than five years remaining?
- No, it strictly monitors the continuous evolution of loans that were originally drafted with a one-to-five-year lifespan, regardless of residual maturity.
- Why use this instead of the raw medium-term flow data?
- The index format automatically compounds the historical transaction flows, allowing users to instantly visualize long-term structural trends rather than deciphering isolated monthly bars.
- Are corporate bond issues tracked in this relative measure?
- The underlying data relies exclusively on bilateral and syndicated bank facilities, intentionally ignoring all securitized debt market activities.