The Danish mortgage finance system is generally considered to be very safe when it comes to the ability of issuers to meet their obligations against bondholders, and no Danish mortgage bank has ever been declared bankrupt.

Nykredit and Totalkredit's bonds are characterised by a high degree of security as a result of both the Danish mortgage finance legislation and Nykredit's credit policies. The ratings assigned by Moody's and Standard & Poor's directly reflects the security of the bonds. The Danish market is generally characterized as a Aaa mortgage bond market and all newly issued bonds in Nykredit and Totalkredit are Aaa-rated.