Chapter 1

European stress index Chart 1:1. Sources: Reuters EcoWin and the Riksbank

Prices of single-family houses and tenant-owned apartments Index, January 2008 = 100 Chart 1:2. Sources: Mäklarstatistik and Valueguard

The credit gap in Sweden Per cent Chart 1:3. Sources: Reuters EcoWin and the Riksbank

Earnings before loan losses and loan losses in the four major banks Totalled over four quarters, SEK billion, fixed prices, March 2012 Sources: Bank reports and the Riksbank Chart 1:4.

Core Tier 1 capital ratios defined by Basel II December 2011, per cent Chart 1:5. Sources: Bank reports and the Riksbank

CET 1 capital ratios as defined by Basel III, initially and in the stress test Per cent Chart 1:6. Sources: Bank reports and the Riksbank

Swedish and foreign banks’ published levels of Liquidity Coverage Ratio (LCR) Per cent, December 2011 Chart 1:7. Sources: Bank reports and Liquidatum

Bank assets in relation to GDP December 2010, per cent Chart 1:8. Sources: ECB, the European Commission, the Swiss National Bank and the Riksbank

CET 1 capital ratios, Basel III Per cent Chart 1:9. Source: The Riksbank

Risk weights on mortgages defined by Basel II Per cent Chart 1:10. Sources: National central banks and the Riksbank

Countercyclical capital buffers Per cent Chart 1:11. Sources: Bank reports, Reuters EcoWin and the Riksbank

The major Swedish banks’ liquidity buffers SEK billion Chart 1:12. Sources: Bank reports and the Riksbank

The major Swedish banks’ LCRs Per cent Chart 1:13. Sources: Bank reports and the Riksbank

The major Swedish banks´ average LCR Per cent Chart 1:14. Sources: Finansinspektionen and the Riksbank

The major Swedish banks average LCR in euros Per cent Chart 1:15. Sources: Finansinspektionen and the Riksbank

The major Swedish banks' average LCR in US dollars Per cent Chart 1:16. Sources: Finansinspektionen and the Riksbank

The major Swedish banks' average NSFR Per cent Chart 1:17. Sources: Finansinspektionen and the Riksbank

Chapter 2

The ECB’s lending to European banks EUR billion Chart 2:1. Source: ECB

Net lending in the ECB’s three-year loans and the euro area’s bank bond maturities EUR billion Chart 2:2. Sources: Dealogic and the Riksbank

Borrowing from the ECB before and after the three-year loans in December and February Percentage of total bank assets Chart 2:3. Sources: Bloomberg, national central banks and the Riksbank

bonds in euros and in loans from the ECB EUR billion Chart 2:4. Sources: ECB and Bloomberg

10-year government bonds yields Per cent Chart 2:5. Source: Reuters EcoWin

Development of various stock markets Index, July 2011=100 Chart 2:6. Source: Bloomberg

European stress index Chart 2:7. Sources: Reuters EcoWin and the Riksbank

Public debt Percentage of GDP Chart 2:8. Sources: Reuters EcoWin and the Riksbank

Deficit in i public finances Per cent of GDP Chart 2:9. Source: Reuters Ecowin

European banks’ bond issuance EUR billion Chart 2:10. Sources: Dealogic and the Riksbank

Maturity of banks’ issued unsecured debt Years Chart 2:11. Source: Dealogic

Funding costs over 3-months Stibor for covered bonds Basis points Chart 2:12. Sources: Reuters EcoWin and the Riksbank

Five-year CDS premiums for banks Basis points Chart 2:13. Sources: Bloomberg and the Riksbank

Five-year CDS premiums for Swedish banks Basis points Chart 2:14. Sources: Bloomberg and the Riksbank

The risk premium on the interbank market Basis points Chart 2:15. Sources: Bloomberg and the Riksbank

Indicative breakdown of the three month risk premium in the euro area Basis points Chart 2:16. Sources: Bloomberg and the Riksbank

Cost of borrowing in euros for three months and converting the loan to US dollars Basis points Chart 2:17. Sources: Bloomberg and the Riksbank

Turnover on the Swedish repo market, per month SEK billion Chart 2:18. Source: The Riksbank

Volumnes issued by European companies regardless of currency EUR billion Chart 2:19. Source: Dealogic

Comparison between corporate bond yields and bank bond yields in Europe Basis points Chart 2:20. Källa: Barclays Live/Iboxx

Volumes issued by Swedish corporate bonds, regardless of currency EUR billion Chart 2:21. Source: Dealogic

The risk premium on the interbank market Basis points Chart B2:1. Sources: Bloomberg and the Riksbank

Chapter 3

Lending activities of the Swedish banking groups by borrower category, Mars 2012 Per cent of total lending Chart 3:1. Sources: Bank reports and the Riksbank

Lending activities of the Swedish banking groups by geographical area, Mars 2012 Per cent of total lending Chart 3:2. Sources: Bank reports and the Riksbank

Household borrowing Per cent Chart 3:3. Sources: Statistics Sweden and the Riksbank

Average lending rate and property prices Per cent, index 1980 = 100 Chart 3:4. Sources: Statistics Sweden and the Riksbank

Turnover and changes in house prices Number of permanent housing units in thousands, per cent Chart 3:5. Sources: Statistics Sweden and the Riksbank

Unsecured credit as a percentage of total borrowing Annual percentage change Chart 3:6. Source: Statistics Sweden

Prices of single-family houses and tenant-owned apartments Index, 2008-01 = 100 Chart 3:7. Sources: Mäklarstatistik and Valueguard

Number of housing starts Thousands Chart 3:8. Source: Statistics Sweden

Household indebtedness and interest expenditures after tax Per cent of disposable income Chart 3:9 Sources: Statistics Sweden and the Riksbank

Households’ debts, assets and savings Per cent of disposable income Chart 3:10. Sources: Statistics Sweden and the Riksbank

Corporate borrowing from credit institutions and fixed gross investment Annual percentage change Chart 3:11. Sources: Statistics Sweden and the Riksbank

Lending rates to non-financial companies for new loans and three month Stibor Per cent Chart 3:12. Sources: Statistics Sweden and Reuters EcoWin

Default rate for Swedish companies Per cent Chart 3:13. Source: The Riksbank

Direct earnings requirement for office premises in city centres Per cent Chart 3:14. Sources: Pangea and Reuters EcoWin

Household borrowing Annual percentage change Chart 3:15. Sources: Reuters EcoWin and the Riksbank

Corporate borrowing Annual percentage change Chart 3:16. Sources: Reuters EcoWin and the Riksbank

Real house prices Index, Q1 1995 = 100 Chart 3:17. Sources: Reuters EcoWin, Bank for International Settlements (BIS) and the Riksbank

GDP Annual percentage change Chart 3:18. Source: Reuters EcoWin

Real exchange rates Index, January 2009 = 100 Chart 3:19. Source: Bank for International Settlements

Household and corporate borrowing Annual percentage change Chart 3:20. Source: Reuters EcoWin

Late payments Per cent of total lending Chart 3:21. Sources: Eesti Pank, Financial and Capital Market Commission och Lietuvos Bankas

Percentage of total loans and mortgages in foreign currency in Poland Per cent Chart 3:22. Source: Narodowy Bank Polski

Credit growth in non-financial private sector Per cent Chart B3:1 Source: IMF

Lending to Swedish households and companies by credit institutions SEK billion Chart B3:2. Sorce: Statistics Sweden

Swedish banks’ lending to households and companies in the Baltic countries EUR billion Chart B3:2. Sources: Bank reports and the Riksbank

Chapter 4

Bank assets in relation to GDP December 2010, per cent Chart 4:1. Sources: ECB, the European Commission, the Swiss National Bank and the Riksbank

Total assets December 2011, SEK billion Chart 4:2. Sources: Bank reports and the Riksbank

Earnings before loan losses and loan losses in the major Swedish banks Totalled over four quarters, SEK billion, fixed prices, March 2012 Chart 4:3. Sources: Bank reports and the Riksbank

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

The major Swedish banks’ return on equity Four-quarter moving average, per cent Chart 4:5. Sources: Bank reports and the Riksbank

The major Swedish banks’ return on total assets Four-quarter moving average, per cent Chart 4:6. Sources: Bank reports and the Riksbank

The swedish banks' cost to income ratio Four-quarter moving average, per cent Chart 4:7. Sources: Bank reports and the Riksbank

Breakdown of interest rate for new mortgages with tree-month fixed rate Per cent Chart 4:8. Sources: Bank reports and the Riksbank

Gross margins on Swedish new mortgages with three-month fixed rate Per cent Chart 4:9. Sources: Bank reports, Reuter EcoWin and the Riksbank

The major Swedish banks' volume and earnings on mortgages December 2011, per cent Chart 4:10. Sources: Banks' reports, SCB and the Riksbank

Swedish major banks' lending to the public in the Baltic countries EUR billions and annual percentage change Chart 4:11. Sources: Bank reports and the Riksbank

Market shares of lending in the Baltic countries Per cent Chart 4:12. Sources: Bank reports and the Riksbank

The major Swedish banks' loan losses Percentage of lending at the start of the respective quarters Chart 4:13. Sources: Bank reports and the Riksbank

The major Swedish banks’ loan losses per quarter SEK billions Chart 4:14. Sources: Bank reports and the Riksbank

Loan losses in Swedish mortgage institutions and the four major banks Loan losses in relation to lending to the public, per cent Chart 4:15. Sources: Bank reports, Statistics Sweden and the Riksbank

Impaired loans Percentage of gross lending Chart 4:16. Sources: Bank reports and the Riksbank

Core Tier 1 capital ratios as defined by Basel II December 2011, per cent Chart 4:17. Sources: Bank reports and the Riksbank

Core Tier 1 Capital ratios according to Basel II Per cent Chart 4:18. Sources: Bank reports and the Riksbank

Core Tier 1 capital according to Basel II in relation to total assets Per cent Chart 4:19. Source: Bank reports and the Riksbank

Risk weights on mortgages defined by Basel II Per cent Chart 4:20. Sources: National central banks and the Riksbank

The Riksbank's structural liquidity measure for the major Swedish banks Stable funding in relation to illiquid assets, per cent Chart 4:21. Source: Liquidatum and the Riksbank

The major Swedish banks' funding, March 2012 Per cent Chart 4:22. Sources: Bank reports and the Riksbank

The major Swedish banks' liquidity buffers SEK billions Chart 4:23. Sources: Bank reports and the Riksbank

US Money Market Funds' exposures on European and Nordic banks USD billions Chart 4:24. Sources: Fitch and the Riksbank

Investors in Swedish Covered Bonds December 2011, per cent Chart 4:25. Sources: SCB and the Riksbank

Chapter 5

Earnings before loan losses and loan losses in the four major Swedish banks Totalled over four quarters, SEK billion, fixed prices, March 2012 Chart 5:1. Sources: Bank reports and the Riksbank

Level of loan losses in the main scenario Per cent Chart 5:2. Source: The Riksbank

Distribution of the major banks' loan losses per region in the period 2012–2014 in the main scenario SEK billion Chart 5:3. Source: The Riksbank

The major Swedish bank with the lowest Tier 1 capital ratio after another major Swedish bank has defaulted on payments Per cent Chart 5:4. Source: The Riksbank

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

Common Equity Tier 1 capital ratios according to Basel III, initially and in the stress test Per cent Chart 5:6. Sources: Bank reports and the Riksbank

Factors that contribute to changes in the banks’ CET 1 capital ratios according to Basel III in the stress test Per cent Chart 5:7. Source: The Riksbanken

The Riksbank’s short-term liquidity measure Survival period, number of days Chart 5:8. Sources: Liquidatum and the Riksbank

The major Swedish banks’ liquidity buffers SEK billion Chart 5:9. Sources: Bank reports and the Riksbank

The major Swedish banks average LCR Per cent Chart 5:10. Sources: Finansinspektionen and the Riksbank

The Riksbank’s short-term liquidity measure December 2011, Survival period, number of days Chart 5:11. Sources: Liquidatum and the Riksbank

The Riksbank’s structural liquidity measure Stable funding in relation to illiquid assets, per cent Chart 5:12. Source: Liquidatum and the Riksbank

The major Swedish banks' average NSFR Per cent Chart 5:13. Source: Finansinspektionen and the Riksbank

Maturity and issues of bonds 2011 SEK billion Chart 5:14. Sources: Bank reports and the Riksbank

Relation between lending and deposits Per cent Chart 5:15. Sources: Liquidatum and the Riksbank

The Riksbank's structural liquidity measure Stable funding in relation to illiquid assets, percent Chart 5:16. Sources: Liquidatum and the Riksbank