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Published byAnnice Walton Modified over 9 years ago
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Chapter 1
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Sovereign debt Percentage of GDP Sources: Reuters EcoWin and IMFChart 1:1.
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Public finance deficits Percentage of GDP Source: Reuters EcowinChart 1:2.
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Interest rates on ten-year government bonds Per cent Source: Reuters EcoWinChart: 1:3.
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Credit rating development Source: BloombergChart 1:4
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Refinancing needs of countries and banks for 2012 Percentage of GDP Chart 1:5 Sources: Dealogic, IMF and the Riksbank
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Exposure of international banks Index, fourth quarter 2008=100, euro Sources: Bank for International Settlements and the RiksbankChart 1:6.
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Correlation between CDS premiums for states and banks Basis points Sources: Reuters Ecowin, Bloomberg and the RiksbankChart 1:7.
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Indication of investors’ risk propensity Percentage change Sources: Reuters EcoWin and the RiksbankChart 1:8.
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International stress index Sources: Reuters EcoWin, Bloomberg and the RiksbankChart 1:9.
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The ECB’s holdings of government bonds and covered bonds EUR billion Source: Reuters EcoWinChart 1:10
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ECB’s lending to European banks EUR billion Source: ECBChart 1:11.
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Central banks’ balance sheets Percentage of GDP Sources: Reuters EcoWin and national central banksChart 1:12.
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European banks’ bond issuance EUR billion Sources: Dealogic and the RiksbankChart 1:13.
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Comparison of 5-year CDS premiums for banks Basis points Source: Bloomberg and the RiksbankChart: 1:14.
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Five-year CDS premiums for banks Basis points Sources: Bloomberg and the RiksbankChart 1:15
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Maturity profile of bonds issued by European banks EUR billion Sources: Dealogic and the RiksbankChart 1:16.
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Funding costs over three months STIBOR for covered bonds Basis points Sources: Reuters EcoWin and the RiksbankChart 1:17.
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The risk premium on the interbank market Basis points Sources: Reuters Ecowin, Bloomberg and the RiksbankChart 1:18.
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Indicative breakdown of the risk premiumin the euro area Basis points Sources: Reuters EcoWin, Bloomberg and the RiksbankChart 1:19
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Difference between the short-term interbank rate and the Riksbank repo rate Basis points Source: Reuters EcowinChart 1:20.
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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.
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Credit spreads for high-yield corporate bonds Basis points Sources: Reuters EcoWin and the RiksbankChart 1:22.
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Chapter 2
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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.
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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.
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Real house prices Index, quarter 1 1995 = 100 Sources: Statistics Sweden and the RiksbankChart 2:3.
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Household borrowing Monthly change on an annual rate and annual change, percentage Source: The RiksbankChart 2:4.
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Credit gap Per cent Sources: The RiksbankChart 2:5.
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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.
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Household debt and post-tax interest expenditure Per cent of disposable income Source: The RiksbankChart 2:7.
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Households’ debts, assets, housing expenditures and savings Per cent of disposable income Sources: Statistics Sweden and the RiksbankChart 2:8.
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Corporate borrowing from credit institutions and fixed gross investment Annual percentage change Sources: Statistics Sweden and the RiksbankChart 2:9.
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Default rate for Swedish companies Per cent Source: The RiksbankChart 2:10.
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Transaction volumes for commercial properties SEK billion Sources: Saville and the RiksbankChart 2:11.
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Average yield levels for modern office premises in city centres Per cent Sources: Newsec and the RiksbankChart 2:12.
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Household borrowing Annual percentage change Sources: Reuters EcoWin and the RiksbankChart 2:13.
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Corporate borrowing Annual percentage change Sources: Reuters EcoWin, the ECB and the RiksbankChart 2:14.
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Real house prices Index, quarter 1 2004 = 100 Sources: Reuters EcoWin, Bank for International Settlements and the RiksbankChart 2:15.
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Corporate defaults Twelve-month moving average, index, average 2007 = 100 Sources: Reuters EcoWin and the RiksbankChart 2:16.
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Credit losses in the Danish banking sector from household borrowing Per cent of total lending Source: Danmarks NationalbankChart 2:17.
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Real exchange rates Index, January 2009 = 100 Source: Bank for International SettlementsChart 2:18.
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Private sector debt Per cent of GDP Sources: The national central banks, Latvijas Statistika and Reuters EcoWinChart 2:19.
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Late payments Per cent of lending Sources: Eesti Pank, Financial and Capital Market Commission och Lietuvos BankasChart 2:20.
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Sovereign debt Percentage of GDP Source: European CommissionChart 2:21.
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Budget deficit in relation to GDP Per cent Source: European CommissionChart 2:22.
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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.
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Chapter 3
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Bank assets in relation to GDP December 2010 Per cent Sources: ECB, the European Commission, the Swiss National Bank and the RiksbankChart 3:1.
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Total assets of the major Swedish banks December 2010, SEK billion Sources: Bank reports and the RiksbankChart 3:2.
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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.
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The major Swedish banks' income Rolling four quarters, SEK billion Sources: Bank reports and the RiksbankChart 3:4.
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The major Swedish banks’ return on equity Four-quarter moving average, per cent Sources: Bank reports and the RiksbankChart 3:5.
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The major Swedish banks’ return on total assets Four-quarter moving average, per cent Sources: Bank reports and the RiksbankChart 3:6.
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Breakdown of a mortgage loan with three-month fixed rate Per cent Sources: Bank reports and the RiksbankChart 3:7.
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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.
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Market shares of lending in the Baltic countries Per cent Sources: Bank reports and the RiksbankChart 3:9.
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The major Swedish banks' loan losses Percentage of lending at the start of the respective quarters Sources: Bank reports and the RiksbankChart 3:10.
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The major Swedish banks’ loan losses per quarter SEK billion Sources: Bank reports and the RiksbankChart 3:11.
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The major Swedish banks’ impaired loans Percentage of gross lending Sources: Bank reports and the RiksbankChart 3:12.
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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.
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Core Tier 1 capital ratios Per cent Source: Bank reports and the RiksbankChart 3:14.
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Risk weights on mortgages defined by Basel II Per cent Sources: National central banks and the RiksbankChart 3:15.
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Core Tier 1 capital in relation to total assets Per cent Source: Bank reports and the RiksbankChart 3:16.
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Countercyclical capital buffers for the Swedish banks Per cent Sources: Bank reports, Reuters EcoWin and the RiksbankChart 3:17.
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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.
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The major Swedish banks' funding, September 2011 Per cent Sources: Bank reports and the RiksbankChart 3:19.
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The major Swedish banks’ market funding via Swedish parent companies and subsidiaries SEK billion Sources: Statistics Sweden and the RiksbankChart 3:20.
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The major Swedish banks’ market funding, December 2010 Per cent of total market funding Sources: Bank reports and the RiksbankChart 3:21.
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The major Swedish banks’ short-term market funding via Swedish parent companies and subsidiaries SEK billion Sources: Statistics Sweden and the RiksbankChart 3:22.
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Lending in foreign currency to households and non-financial companies Percentage of total lending Source: European Systemic Risk Board (ESRB)Chart B3:1
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Distribution and change in U.S. money market funds' exposure to banks Per cent and percentage change Source: Fitch RatingsChart B3:2.
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Average Liquidity Coverage Ratio (LCR) according to the Basel regulations Per cent Sources: Finansinspektionen and the RiksbankChart B3:3.
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The major Swedish banks’ reported liquid assets in US dollars SEK billion Source: Bank reportsChart B3:4.
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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.
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The major banks’ lending to the public in US dollars SEK billion Source: Bank reportsChart B3:6
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Development of the major Swedish banks’ dollar assets SEK billion Sources: Bank reports and the RiksbankChart B3:7.
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The Riksbank’s structural liquidity measure Per cent Sources: Bank reports and the RiksbankChart B3:8.
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Chapter 4
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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.
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Level of loan losses in the main scenario Per cent Source: The RiksbankChart 4:2.
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Distribution of loan losses per region in the period 2012–2014 in the main scenario SEK billion Source: The RiksbankChart 4:3.
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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.
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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.
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GDP for Sweden in the stress test and in the main scenario SEK billions, fixed prices Sources: Statistics Sweden and the RiksbankChart 4:6.
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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.
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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
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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.
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Aggregated Net Stable Funding Ratio (NSFR) for the major Swedish banks Per cent Source: FinansinspektionenChart 4:10.
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Issues and maturity, long-term securities SEK billion Sources: Bank reports, Bloomberg and the RiksbankChart 4:11.
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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.
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The Riksbank’s short-term liquidity measure for the major Swedish banks Survival period, number of days Sources: Liquidatum and the RiksbankChart 4:13.
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Aggregated LCR for the major Swedish banks Survival period, number of days Sources: Finansinspektionen and the RiksbankChart 4:14.
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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.
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Systemic risk indicator, March 2006- October 2011 Probability in per cent Sources: Bloomberg, Moody’s KMV and the RiksbankChart: B4:1.
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Chapter 5
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Bank assets in relation to GDP December 2010 Per cent Sources: ECB, the European Commission, the Swiss National Bank and the RiksbankChart 5:1.
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Core Tier 1 capital ratios Per cent Source: Bank reports and the RiksbankChart 5:2.
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The Riksbank’s short-term liquidity measure for the major Swedish banks Survival period, number of days Sources: Liquidatum and the RiksbankChart 5:3.
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Aggregated LCR for the major Swedish banks Survival period, number of days Sources: Finansinspektionen and the RiksbankChart 5:4.
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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.
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Aggregated Net Stable Funding Ratio (NSFR) for the major Swedish banks Per cent Source: FinansinspektionenChart 5:6.
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Risk weights on mortgages defined by Basel II Per cent Sources: National central banks and the RiksbankChart 5:7.
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Average Liquidity Coverage Ratio (LCR) according to the Basel regulations Per cent Sources: Finansinspektionen and the RiksbankChart 5:8.
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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.
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