Chapter 1

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Chapter 2

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

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

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

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

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

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

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

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

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

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

Unemployment Per cent Chart 2:34 Source: Eurostat

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

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

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

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

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

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

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

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

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

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

Chapter 3

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

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

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

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

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

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

The major Swedish banks' securities-related net commission income, Stockholm Stock Exchange turnover and the stock market index Index, Q 1 2003 = 100 Chart 3:7 Source: Bank reports, NASDAQ OMX and the Riksbank

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

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

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

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

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

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

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

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

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

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

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

Chapter 4

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

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

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

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

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

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