Chapter 1

Sovereign debt Percentage of GDP Sources: Reuters EcoWin and IMFChart 1:1.

Public finance deficits Percentage of GDP Source: Reuters EcowinChart 1:2.

Interest rates on ten-year government bonds Per cent Source: Reuters EcoWinChart: 1:3.

Credit rating development Source: BloombergChart 1:4

Refinancing needs of countries and banks for 2012 Percentage of GDP Chart 1:5 Sources: Dealogic, IMF and the Riksbank

Exposure of international banks Index, fourth quarter 2008=100, euro Sources: Bank for International Settlements and the RiksbankChart 1:6.

Correlation between CDS premiums for states and banks Basis points Sources: Reuters Ecowin, Bloomberg and the RiksbankChart 1:7.

Indication of investors’ risk propensity Percentage change Sources: Reuters EcoWin and the RiksbankChart 1:8.

International stress index Sources: Reuters EcoWin, Bloomberg and the RiksbankChart 1:9.

The ECB’s holdings of government bonds and covered bonds EUR billion Source: Reuters EcoWinChart 1:10

ECB’s lending to European banks EUR billion Source: ECBChart 1:11.

Central banks’ balance sheets Percentage of GDP Sources: Reuters EcoWin and national central banksChart 1:12.

European banks’ bond issuance EUR billion Sources: Dealogic and the RiksbankChart 1:13.

Comparison of 5-year CDS premiums for banks Basis points Source: Bloomberg and the RiksbankChart: 1:14.

Five-year CDS premiums for banks Basis points Sources: Bloomberg and the RiksbankChart 1:15

Maturity profile of bonds issued by European banks EUR billion Sources: Dealogic and the RiksbankChart 1:16.

Funding costs over three months STIBOR for covered bonds Basis points Sources: Reuters EcoWin and the RiksbankChart 1:17.

The risk premium on the interbank market Basis points Sources: Reuters Ecowin, Bloomberg and the RiksbankChart 1:18.

Indicative breakdown of the risk premiumin the euro area Basis points Sources: Reuters EcoWin, Bloomberg and the RiksbankChart 1:19

Difference between the short-term interbank rate and the Riksbank repo rate Basis points Source: Reuters EcowinChart 1:20.

Extra cost of borrowing in EUR and converting to USD compared with borrowing directly in USD Basis points Sources: Bloomberg and the RiksbankChart 1:21.

Credit spreads for high-yield corporate bonds Basis points Sources: Reuters EcoWin and the RiksbankChart 1:22.

Chapter 2

Lending activities of the Swedish banking groups by borrower category, September 2011 Per cent of total lending Sources: Bank reports and the RiksbankChart 2:1.

Lending activities of the Swedish banking groups by geographical area, September 2011 Per cent of total lending Sources: Bank reports and the RiksbankChart 2:2.

Real house prices Index, quarter = 100 Sources: Statistics Sweden and the RiksbankChart 2:3.

Household borrowing Monthly change on an annual rate and annual change, percentage Source: The RiksbankChart 2:4.

Credit gap Per cent Sources: The RiksbankChart 2:5.

Difference between three month and three year mortgage rates and the share of new lending at variable rates Percentage points and per cent Source: The RiksbankChart 2:6.

Household debt and post-tax interest expenditure Per cent of disposable income Source: The RiksbankChart 2:7.

Households’ debts, assets, housing expenditures and savings Per cent of disposable income Sources: Statistics Sweden and the RiksbankChart 2:8.

Corporate borrowing from credit institutions and fixed gross investment Annual percentage change Sources: Statistics Sweden and the RiksbankChart 2:9.

Default rate for Swedish companies Per cent Source: The RiksbankChart 2:10.

Transaction volumes for commercial properties SEK billion Sources: Saville and the RiksbankChart 2:11.

Average yield levels for modern office premises in city centres Per cent Sources: Newsec and the RiksbankChart 2:12.

Household borrowing Annual percentage change Sources: Reuters EcoWin and the RiksbankChart 2:13.

Corporate borrowing Annual percentage change Sources: Reuters EcoWin, the ECB and the RiksbankChart 2:14.

Real house prices Index, quarter = 100 Sources: Reuters EcoWin, Bank for International Settlements and the RiksbankChart 2:15.

Corporate defaults Twelve-month moving average, index, average 2007 = 100 Sources: Reuters EcoWin and the RiksbankChart 2:16.

Credit losses in the Danish banking sector from household borrowing Per cent of total lending Source: Danmarks NationalbankChart 2:17.

Real exchange rates Index, January 2009 = 100 Source: Bank for International SettlementsChart 2:18.

Private sector debt Per cent of GDP Sources: The national central banks, Latvijas Statistika and Reuters EcoWinChart 2:19.

Late payments Per cent of lending Sources: Eesti Pank, Financial and Capital Market Commission och Lietuvos BankasChart 2:20.

Sovereign debt Percentage of GDP Source: European CommissionChart 2:21.

Budget deficit in relation to GDP Per cent Source: European CommissionChart 2:22.

Lending in foreign currency to house- holds and non-financial companies Per cent of total lending Source: European Systemic Risk Board (ESRB)Chart 2:23.

Chapter 3

Bank assets in relation to GDP December 2010 Per cent Sources: ECB, the European Commission, the Swiss National Bank and the RiksbankChart 3:1.

Total assets of the major Swedish banks December 2010, SEK billion Sources: Bank reports and the RiksbankChart 3:2.

Earnings before loan losses and loan losses in the major Swedish banks, March 2011 Totalled over four quarters, SEK billion, fixed prices, September 2011 Sources: Bank reports and the RiksbankChart 3:3.

The major Swedish banks' income Rolling four quarters, SEK billion Sources: Bank reports and the RiksbankChart 3:4.

The major Swedish banks’ return on equity Four-quarter moving average, per cent Sources: Bank reports and the RiksbankChart 3:5.

The major Swedish banks’ return on total assets Four-quarter moving average, per cent Sources: Bank reports and the RiksbankChart 3:6.

Breakdown of a mortgage loan with three-month fixed rate Per cent Sources: Bank reports and the RiksbankChart 3:7.

Swedish major banks' lending to the public in the Baltic countries EUR billion and annual percentage change Sources: Bank reports and the RiksbankChart 3:8.

Market shares of lending in the Baltic countries Per cent Sources: Bank reports and the RiksbankChart 3:9.

The major Swedish banks' loan losses Percentage of lending at the start of the respective quarters Sources: Bank reports and the RiksbankChart 3:10.

The major Swedish banks’ loan losses per quarter SEK billion Sources: Bank reports and the RiksbankChart 3:11.

The major Swedish banks’ impaired loans Percentage of gross lending Sources: Bank reports and the RiksbankChart 3:12.

Core Tier 1 capital ratios of Swedish and foreign banks as defined by Basel II September 2011, per cent Sources: Bank reports and the RiksbankChart 3:13.

Core Tier 1 capital ratios Per cent Source: Bank reports and the RiksbankChart 3:14.

Risk weights on mortgages defined by Basel II Per cent Sources: National central banks and the RiksbankChart 3:15.

Core Tier 1 capital in relation to total assets Per cent Source: Bank reports and the RiksbankChart 3:16.

Countercyclical capital buffers for the Swedish banks Per cent Sources: Bank reports, Reuters EcoWin and the RiksbankChart 3:17.

The Riksbank's structural liquidity measure on an aggregated for the major Swedish banks Stable funding in relation to illiquid assets, per cent Source: Liquidatum and the RiksbankChart 3:18.

The major Swedish banks' funding, September 2011 Per cent Sources: Bank reports and the RiksbankChart 3:19.

The major Swedish banks’ market funding via Swedish parent companies and subsidiaries SEK billion Sources: Statistics Sweden and the RiksbankChart 3:20.

The major Swedish banks’ market funding, December 2010 Per cent of total market funding Sources: Bank reports and the RiksbankChart 3:21.

The major Swedish banks’ short-term market funding via Swedish parent companies and subsidiaries SEK billion Sources: Statistics Sweden and the RiksbankChart 3:22.

Lending in foreign currency to households and non-financial companies Percentage of total lending Source: European Systemic Risk Board (ESRB)Chart B3:1

Distribution and change in U.S. money market funds' exposure to banks Per cent and percentage change Source: Fitch RatingsChart B3:2.

Average Liquidity Coverage Ratio (LCR) according to the Basel regulations Per cent Sources: Finansinspektionen and the RiksbankChart B3:3.

The major Swedish banks’ reported liquid assets in US dollars SEK billion Source: Bank reportsChart B3:4.

Percentage of issued securities with original maturities of less than one year in the Swedish banking system September 2011, per cent Source: The RiksbankChart B3:5.

The major banks’ lending to the public in US dollars SEK billion Source: Bank reportsChart B3:6

Development of the major Swedish banks’ dollar assets SEK billion Sources: Bank reports and the RiksbankChart B3:7.

The Riksbank’s structural liquidity measure Per cent Sources: Bank reports and the RiksbankChart B3:8.

Chapter 4

Earnings before loan losses and loan losses in the four major Swedish banks Totalled over four quarters, SEK billion, fixed prices, September 2011 Sources: Bank reports and the RiksbankChart 4:1.

Level of loan losses in the main scenario Per cent Source: The RiksbankChart 4:2.

Distribution of loan losses per region in the period 2012–2014 in the main scenario SEK billion Source: The RiksbankChart 4:3.

The major Swedish bank with the lowest Tier 1 capital ratio after another major Swedish bank has defaulted on payments Per cent Source: The RiksbankChart 4:4.

Expected default frequency (EDF) for the Swedish non- financial companies in the stress test and in the main scenario Per cent Sources: Moody's KMV and the RiksbankChart 4:5.

GDP for Sweden in the stress test and in the main scenario SEK billions, fixed prices Sources: Statistics Sweden and the RiksbankChart 4:6.

The major Swedish banks’ core Tier 1 capital ratios according to Basel II and Basel III, initially and in the stress test Per cent Sources: Bank reports and the RiksbankChart 4:7.

Factors that contribute to changes in the banks’ core Tier 1 capital ratios as defined by Basel III in the stress test Per cent Chart 4:8.Source: The Riksbank

The Riksbank’s structural liquidity measure for the major Swedish banks Stable funding in relation to illiquid assets, per cent Source: Liquidatum and the RiksbankChart 4:9.

Aggregated Net Stable Funding Ratio (NSFR) for the major Swedish banks Per cent Source: FinansinspektionenChart 4:10.

Issues and maturity, long-term securities SEK billion Sources: Bank reports, Bloomberg and the RiksbankChart 4:11.

The Riksbank's structural liquidity measure for the major Swedish banks and for banks in the European sample Stable funding in relation to illiquid assets, percent Sources: Liquidatum and the RiksbankChart 4:12.

The Riksbank’s short-term liquidity measure for the major Swedish banks Survival period, number of days Sources: Liquidatum and the RiksbankChart 4:13.

Aggregated LCR for the major Swedish banks Survival period, number of days Sources: Finansinspektionen and the RiksbankChart 4:14.

The Riksbank’s short-term liquidity measure for the major Swedish banks and for banks in the European sample Survival period, number of days Sources: Liquidatum and the RiksbankChart 4:15.

Systemic risk indicator, March October 2011 Probability in per cent Sources: Bloomberg, Moody’s KMV and the RiksbankChart: B4:1.

Chapter 5

Bank assets in relation to GDP December 2010 Per cent Sources: ECB, the European Commission, the Swiss National Bank and the RiksbankChart 5:1.

Core Tier 1 capital ratios Per cent Source: Bank reports and the RiksbankChart 5:2.

The Riksbank’s short-term liquidity measure for the major Swedish banks Survival period, number of days Sources: Liquidatum and the RiksbankChart 5:3.

Aggregated LCR for the major Swedish banks Survival period, number of days Sources: Finansinspektionen and the RiksbankChart 5:4.

The Riksbank’s structural liquidity measure for the major Swedish banks Stable funding in relation to illiquid assets, per cent Source: Liquidatum and the RiksbankChart 5:5.

Aggregated Net Stable Funding Ratio (NSFR) for the major Swedish banks Per cent Source: FinansinspektionenChart 5:6.

Risk weights on mortgages defined by Basel II Per cent Sources: National central banks and the RiksbankChart 5:7.

Average Liquidity Coverage Ratio (LCR) according to the Basel regulations Per cent Sources: Finansinspektionen and the RiksbankChart 5:8.

The Riksbank's structural liquidity measure for the major Swedish banks and for banks in the European sample Stable funding in relation to illiquid assets, percent Sources: Liquidatum and the RiksbankChart 5:9.