1. Chapter 1

2. Difference between the SEK/USD FX-swap implied dollar interest rate and the USD libor rate, 3 months Per cent
Start of the
financial crisis
Lehman
Greece
Chart 1:1
Source: Bloomberg

3. Swedish and international stress index
Chart 1:2
Sources: Reuters EcoWin, Bloomberg and the Riksbank

4. The difference between interest rates on ten year government bonds and the German government bond with the same maturity Basis points
Chart: 1:3
Source: Reuters EcoWin

5. Implied stock market volatility Per cent, 10 day moving average
Chart 1:4
Source: Reuters EcoWin

6. CDS-premiums on European governments and corporations Basis points
Chart 1:4
Source: Bloomberg

7. Government CDS premiums Basis points
Chart 1:6
Source: Reuters EcoWin

8. Stock market developments Index, 1 January 2008 =100
Chart 1:7
Sources: Reuters EcoWin

9. Risk premiums on the interbank market, 3 months Basis points
Chart 1:8
Soure: Reuters EcoWin

10. Central banks balance sheets Per cent of GDP
Chart 1:9
Sources: Respective central bank

11. Federal Reserve balance sheet USD billions
Chart 1:10
Source: Federal Reserve

12. The Riksbank loans and the guarantee programme’s outstanding volumes SEK billion
Chart 1:11
Sources: The Riksbank and Swedish National Debt Office

13. Budget balance in selected EU countries Percentage of GDP
Chart B1
Source: Reuters Ecowin

14. CDS premiums (5 years) for selected EU countries Basis points
Chart B2
Source: Reuters Ecowin

15. Difference between yields on mortgage bonds and govermnent bond yields with five year maturity Basis points
Chart 1:12
Sources: Reuters EcoWin and the Riksbank

16. The difference between the interbank rate and the expected policy rate of different maturites Basis points
Chart 1:13
Source: Reuters EcoWin

17. Indicative breakdown of the Swedish riskpremium, 3 months Basis points
Chart 1:14
Source: The Riksbank

18. EUR/SEK cross currency basis spread, 5 years Basis points
Chart 1:15
Source: Bloomberg

19. Credit spreads for US corporate bonds Basis points
Chart: 1:16
Source: Reuters EcoWin

20. Credit spreads for European corporate bonds Basis points
Chart 1:17
Source: Reuters EcoWin

21. Chapter 2

22. The Swedish Banks lending per borrower category September 2009, per cent of total lending
Chart 2:1
Sources: Bank reports and the Riksbank

23. The Swedish Banks lending per geographical area September 2009, per cent of total lending
Chart 2:2
Sources: Bank reports and the Riksbank

24. Household borrowing from monetary financial institutions Annual percentage change
Chart 2:3
Source: The Riksbank

25. Mortgage equity witdrawals, percentage of disposable income Per cent
Chart 2:4
Sources: Reserve Bank of Australia, Reuters EcoWin and the Riksbank

26. House prices Purchase Price Coefficient
Chart 2:5
Sources: Statistics Sweden and the Riksbank

27. Tenant-owned apartment prices, three-month moving average SEK per square metre
Chart 2:6
Source:

28. Time to sale in Sweden Number of days, median
Chart 2:7
Sources: Hemnet and

29. Number of housing starts
Chart 2:8
Source: Statistics Sweden

30. Household debt and post-tax interest expenditure Percentage of disposable income
Chart 2:9
Sources: Statistics Sweden and the Riksbank

31. Households' debt ratio in a number of municipalities and in Sweden Per cent
Chart 2:10
Sources: Statistics Sweden and the Riksbank

32. Breakdown of households' new mortgages by fixed interest periods Per cent
Chart 2:11
Source: The Riksbank

33. Disposable income of households, final consumption expenditure and savings SEK million
Chart 2:12
Source: Statistics Sweden

34. Corporate borrowing from credit institutions and fixed gross investment Annual percentage change
Chart 2:13
Sources: Statistics Sweden and the Riksbank

35. Corporate borrowing from credit institutions and their securities funding SEK Billion
Chart 2:14
Source: The Riksbank

36. Interest coverage ratio in Swedish listed companies Ratio
Chart: 2:15
Sources: Bloomberg and the Riksbank

37. Profitability and debt/total assets ratio in Swedish listed companies Per cent
Chart 2:16
Sources: Bloomberg and the Riksbank

38. Breakdown of corporate borrowing by period of fixed interest Per cent
Chart 2:17
Sources: Riksbanken

39. Expected default frequency (EDF), outcome och forceast Per cent
Chart 2:18
Sources: Moody´s KMV och Riksbanken

40. Transaction volumes in the Swedish commercial property market SEK billion
Chart 2:19
Sources: Savills and the Riksbank

41. Real prices of office premises in city centres Index, 1981 = 100
Chart 2:20
Sources: Newsec and the Riksbank

42. Average yield levels for modern office premises in city centres Per cent
Chart 2:21
Sources: Newsec and Reuters EcoWin

43. Component factors for annual change in prices for offices in central Stockholm Per cent
Chart 2:22
Sources: Newsec, Reuters EcoWin and the Riksbank

44. Vacancy rate for office premises in city centres Per cent
Chart 2:23
Source: Newsec

45. The property companies’ credit structure SEK million
Chart 2:24
Sources: Reports of the 17 property comp. listed on the NASDAQ OMX Stockholm A-list, q4, 2009 and the Riksbank.

46. GDP in the Nordic countries and Germany Quarterly changes in per cent
Chart 2:25
Sources: Reuters EcoWin and the Riksbank

47. Households’ borrowings Annual percentage change
Chart 2:26
Sources: ECB and national statistics offices

48. Real house prices in the Nordic countries and Germany Index, March 2004 = 100
Chart 2:27
Sources: the BIS Database, Reuters EcoWin, Statistics Sweden and the Riksbank

49. Companies’ borrowings Annual percentage change
Chart 2:28
Sources: The ECB and national statistics agencies

50. Corporate defaults Twelve-month moving average, index, average year 2007 = 100
Chart 2:29
Sources: National statistics agencies and the Riksbank

51. Expected default frequency for companies in the Nordic countries and Germany Per cent
Chart 2:30
Sources: Moody’s KMV Credit Edge and the Riksbank

52. Expected default frequency for property companies in the Nordic countries and Germany Per cent
Chart 2:31
Sources: Moody’s KMV Credit Edge and the Riksbank

53. GDP Annual percentage change
Chart 2:32
Source: Reuters EcoWin

54. Nominal wages Annual percentage change
Chart 2:33
Source: Reuters EcoWin

55. Unemployment Per cent
Chart 2:34
Source: Eurostat

56. Terms of trade Index: March 2000 = 100
Chart 2:35
Source: Reuters EcoWin

57. Current account Percentage of GDP
Chart: 2:36
Source: Reuters EcoWin

58. Harmonised index for consumer prices Annual percentage change
Chart 2:37
Source: Reuters EcoWin

59. Real exchange rates Index, 2000 = 100
Chart:2:38
Source: BIS

60. Liabilities from banks operating in the Baltic countries to foreign financial institutions National currencies; Index, December 2008 = 100
Chart: 2:39
Sources: National central banks

61. Household borrowing Annual percentage change
Chart 2:40
Source: Reuters EcoWin

62. Corporate borrowing Annual percentage change
Chart 2:41
Source: Reuters EcoWin

63. Households´and companies´debts in relation to GDP Per cent
Chart 2:42
Sources: National central banks and Reuters Ecowin

64. Late payments Per cent of outstanding loans
Chart 2:43
Sources: Eesti Pank, Financial and Capital Market Commission och Lietuvos Bankas

65. Houseprices Index, January 2006 = 100
Chart 2:44
Sources: Latio, Ober Haus, Arco Real Estate Land Board and Lietuvos Bankas

66. Chapter 3

67. The major Swedish banks' assets and liabilities per currency, December 2009 SEK billion
Chart 3:1
Sources: Bank reports and the Riksbank

68. The total assets of the major Swedish banks in Sweden and abroad, March 2010 SEK billion
Sources: Bank reports and the Riksbank
Chart 3:2

69. The banks' earnings SEK billion, rolling four quarters
Chart 3:3
Sources: Bank reports and the Riksbank

70. Profit before loan losses and loan losses (net) in the major Swedish banks Totalled over four quarters, SEK billion, fixed prices, 31 March 2010
Chart 3:4
Sources: Bank reports and the Riksbank

71. Annual lending growth at the major Swedish banks Per cent
Chart 3:5
Sources: Bank reports and the Riksbank

72. Net interest income in relation to interest-bearing assets, the net interest income margin Per cent
Chart 3:6
Sources: Bank reports and the Riksbank

73. The major Swedish banks' securities-related net commission income, Stockholm Stock Exchange turnover and the stock market index Index, Q = 100
Chart 3:7
Source: Bank reports, NASDAQ OMX and the Riksbank

74. Allocation of total assets Per cent, December 2009
Chart 3:8
Sources: Bank reports and the Riksbank

75. Swedish major banks' lending in the Baltic countries Left axis EUR billion, right axis per cent
Chart 3:9
Sources: Bank reports and the Riksbank

76. Market shares of lending in the Baltic countries Per cent, March 2010
Others
Sources: Bank reports and the Riksbank
Chart 3:10

77. Geographical distribution of loan losses, in the period second quarter 2009 to first quarter 2010 Per cent
Chart 3:11
Sources: Bank reports and the Riksbank

78. Loan losses per quarter Percentage of lending at the start of the respective quarters
Chart 3:12
Sources: Bank reports and the Riksbank

79. Capital ratios of Swedish and international banks Per cent
Chart 3:13
Source: Standard & Poor’s

80. Lending in relation to deposits Per cent
Chart 3:14
Sources: Bankscope and the Riksbank

81. The major Swedish banks' deposits and lending SEK billion
Chart 3:15
Sources: Bank reports and the Riksbank

82. The major Swedish banks' sources of funding, March 2010 Per cent
Chart 3:16
Sources: Bank reports and the Riksbank

83. Maturity of the securities of the major Swedish banks, March 2010 SEK billion
Chart 3:17
Sources: Bank reports and the Riksbank

84. The market funding of the major Swedish banks per currency, December 2009 Per cent
Chart 3:18
Sources: Bank reports and the Riksbank

85. Chapter 4

86. Profit before loan losses and loan losses (net) in the major Swedish banks Totalled over four quarters, SEK billion, fixed prices, 31 March 2010
Chart 4:1
Sources: Bank reports, SME Direkt and the Riksbank

87. Distribution of loan losses in main scenario per bank and year SEK billion
Chart 4:2
Source: The Riksbank

88. Distribution of loan losses per region in the period 2010–2012 in the Riksbank’s main scenario SEK billion and per cent
Chart 4:3
Source: The Riksbank

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

90. Expected Default Frequency (EDF) for the Swedish corporate sector in the stress test and main scenario Per cent
Chart 4:5
Sources: Moody's KMV and the Riksbank

91. The major Swedish banks' Tier 1 and core Tier 1 capital ratios, today and in the stress test Per cent
Chart 4:6
Source: The Riksbank