1. Chapter 1

2. Five-year CDS premiums Basis points
Source: Reuters EcoWin
Chart: 1:1.

3. Interest rates on ten-year government bonds Per cent
Chart: 1:2.
Source: Reuters EcoWin

4. Yield curve for Greek government bonds Per cent
Diagram 1:3.
Källa Reuters Ecowin

5. Refinancing needs of countries and banks for 2011 Percentage of GDP
Chart: 1: Sources: Dealogic, Reuters EcoWin and the Riksbank

6. Exposure of international banks Index, second quarter 2008=100, euro
Chart 1:5.
Source: Bank for International Settlements

7. Government debt as a percentage of GDP (vertical axis) and the difference between the nominal interest rate and nominal GDP growth (horizontal axis) Per cent
Chart 1:6.
Sources: IMF, Eurostat and the Riksbank

8. Signs of search for yield Left scale per cent and right scale index
Chart 1:7.
Sources: Reuters Ecowin and The Economist

9. International stress index
Chart 1:8.
Sources: Reuters EcoWin, Bloomberg and the Riksbank

10. European banks’ bond issuance EUR billion
Chart 1:9.
Source: Dealogic

11. Comparison of 5-year CDS premiums for banks Basis points
Chart: 1:10.
Source: Bloomberg

12. Maturity profile of bonds issued by European banks EUR billion
Chart 1:11.
Source: Dealogic

13. Central banks’ balance sheets Percentage of GDP
Chart 1:12.
Sources: National central banks

14. The risk premium on the interbank market Basis points
Chart 1:13.
Sources: Reuters Ecowin and Bloomberg

15. Maturity structures for non-financial companies’ syndicated loans SEK billion
Chart 1:14.
Source: Dealogic

16. Maturity structures for non-financial companies’ market funding SEK billion
Chart 1:15.
Source: Dealogic

17. US corporate bond issuance USD billions
Source: SIFMA
Chart 1:16.

18. Difference between the short-term interbank rate and the Riksbank’s repo rate Basis points
Chart R1:1.
Source: Reuters Ecowin

19. Grey area in detail Basis points
Chart R1:1.
Source: Reuters Ecowin

20. Monthly volatility in the difference between the tomorrow next rate and the repo rate Basis points
Chart R1.2.
Sources: Reuters EcoWin and the Riksbank

21. Cost of converting long-term borrowing in euros into Swedish kronor via a currency swap Basis points
Chart R1:3.
Source: Bloomberg

22. Chapter 2

23. Lending of the Swedish banking groups by borrower category, March 2011 Per cent of total lending
Chart 2:1.
Sources: Bank reports and the Riksbank

24. Lending of the Swedish banking groups by geographical area, March 2011 Per cent of total lending
Chart 2:2.
Sources: Bank reports and the Riksbank

25. Prices for single-family dwellings and tenant-owned apartments Index, January 2008 = 100
Chart 2:3.
Källor: SCB, Mäklarstatstik och Valueguard AB

26. Household borrowing Monthly change on an annual rate and three-month moving average, percentage
Chart 2:4.
Source: The Riksbank

27. Households’ new loans broken down by fixed interest period Per cent
Chart 2:5.
Source: The Riksbank

28. Lending to households and three-month mortgage rates Annual percentage change and per cent
Source: The Riksbank
Chart 2:6.

29. Household debt and post-tax interest expenditure Per cent of disposable income
Chart 2:7.
Sources: The National Board of Housing, Building and Planning and Statistics Sweden

30. Households’ gross debts, assets and saving as a share of disposable income Per cent
Chart 2:8.
Sources: Statistics Sweden and the Riksbank

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

32. Cororate credit gap Per cent
Chart 2:10.
Sources: Statistics Sweden and the Riksbank

33. Interest coverage ratio in Nordic listed companies Ratio
Chart 2:11.
Sources: Bloomberg and the Riksbank

34. The number of bankruptcies broken down by industry Twelve-month moving average
Chart 2:12.
Source: Statistics Sweden

35. Transaction volumes on the Swedish commercial property market SEK billion
Chart 2:13.
Source: Savills

36. Average yield levels for modern office premises in city centres Per cent
Chart 2:14.
Sources: Newsec and the Riksbank

37. Real house prices Index, March 2004 = 100
Chart 2:15.
Sources: Bank for International Settlement, Bank of Finland, Reuters EcoWin, Statistics Sweden and the Riksbank

38. Expected default frequency (EDF) Per cent
Chart 2:16.
Source: Moody's KMV

39. GDP Annual percentage change
Chart 2:17.
Source: Reuters EcoWin

40. Real exchange rates Index, 2000 = 100
Chart:2:18.
Source: Bank for International Settlements

41. Households' and companies' debts in relation to GDP Per cent
Chart 2:19.
Sources: The national central banks and Reuters EcoWin

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

43. Chapter 3

44. Bank assets in relation to GDP June 2010 Per cent
Chart 3:1.
Sources: ECB, The Swiss National Bank and the Riksbank

45. The total assets of the major Swedish banks, December 2010 SEK billion
Sources: Bank reports and the Riksbank
Chart 3:2.

46. Breakdown of the major Swedish banks’ profits before loan losses, 2010 Per cent
Chart 3:3.
Sources: Bank reports and the Riksbank

47. Earnings before loan losses and loan losses in the major Swedish banks, Mars 2011 Totalled over four quarters, SEK billion, fixed prices
Chart 3:4.
Sources: Bank reports and the Riksbank

48. The major swedish banks' income Rolling four quarters, SEK billion
Chart 3:5.
Sources: Bank reports and the Riksbank

49. The major Swedish banks’ margins on new mortgages in Sweden Per cent
Chart 3:6.
Sources: Bank reports and the Riksbank

50. The major Swedish banks’ profitability Four-quarter moving average, per cent
Chart 3:7.
Sources: Bank reports and the Riksbank

51. Swedish major banks' lending to the public in the Baltic countries EUR billion and per cent
Chart 3:8.
Sources: Bank reports and the Riksbank

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

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

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

55. Core Tier 1 capital ratios of Swedish and foreign banks, according to Basel II, December 2010 Per cent
Chart 3:12.
Sources: Bank reports and the Riksbank

56. Core Tier 1 capital ratios according to Basel II Per cent
Chart 3:13.
Source: Bank reports and the Riksbank

57. Risk weighting on mortgages according to Basel II Per cent
Chart 3:14.
Sources: National central banks and the Riksbank

58. The major Swedish banks' funding, March 2011 Per cent
Chart 3:15.
Sources: Bank reports and the Riksbank

59. Government-guaranteed borrowing and the Riksbank’s lending to the major Swedish banks Left axis: SEK billion, right axis: percentage of Sweden's GDP
Chart 3:16.
Sources: Bank reports, Statistics Sweden and the Riksbank

60. The market funding of the major Swedish banks via Swedish parent and subsidiary companies per SEK and foreign currencies SEK billion
Sources: Statistics Sweden and the Riksbank
Chart 3:17.

61. The major Swedish banks’ lending funded by foreign currency securities issued in Sweden Percentage of the major Swedish banks’ market funding in foreign currency via Swedish parent and subsidiary companies
Chart 3:19.
Sources: Statistics Sweden and the Riksbank

62. Holders of Swedish covered bonds SEK billion
Chart 3:19.
Sources: Statistics Sweden and the Riksbank

63. Funding in US dollars for banks in the euro area and the Fed’s lending to other central banks USD billions
Chart B3:1.
Sources: Bank for international settlements, Federal Reserve and the Riksbank

64. Percentage of funding through securities with original time to maturity of less than one year in the Swedish banking system Per cent
Chart B3:2.
Source: The Riksbank

65. The major banks’ funding from deposits from the public and securities issued, by currency, per December 2010 Per cent
Chart B3:3
Sources: Bank reports and the Riksbank

66. The major Swedish banks’ assets in USD per December 2010 SEK billion
Chart B3:4.
Sources: Bank reports and the Riksbank

67. Contracyclical capital buffers in the Nordic countries Per cent
Chart B3:5
Sources: Reuters EcoWin and the Riksbank

68. Contracyclical capital buffers in the Baltic countries Per cent
Chart B3:6
Sources: Reuters EcoWin and the Riksbank

69. Contracyclical capital buffers for Swedish banks Per cent
Chart B3:7
Sources: The Riksbank and banks’ annual reports

70. Contracyclical capital buffers without ceiling in the Nordic countries Percent
Chart B3:8
Sources: Reuters EcoWin and the Riksbank

71. Contracyclical capital buffers without ceiling in the Baltic countries Per cent
Chart B3:9
Sources: Reuters EcoWin and the Riksbank

72. Chapter 4

73. Earnings before loan losses and loan losses in the major Swedish banks, March 2011 Totalled over four quarters, SEK billion, fixed prices
Chart 4:1.
Sources: Bank reports, SME Direkt and the Riksbank

74. Loan losses levels per bank and year in the main scenario Per cent
Chart 4:2.
Source: The Riksbank

75. Distribution of loan losses per region in the period 2010–2013 in the main scenario SEK billion
Chart 4:3.
Source: The Riksbank

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

77. GDP for Sweden in the stress test and in the main scenario SEK billions, fixed prices
Chart 4:5.
Sources: Statistics Sweden and the Riksbank

78. Expected default frequency (EDF) for the Swedish non-financial companies in the stress test and in the main scenario Per cent
Chart 4:6.
Sources: Moody's KMV and the Riksbank

79. The major Swedish banks’ core Tier 1 capital ratios according to Basel II and Basel III, initially and in the stress test Per cent
Chart 4:7.
Source: The Riksbank

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

81. The Riksbank’s structural liquidity measurement for the major Swedish banks compared with the average for a selection of European banks Stable funding in relation to illiquid assets, per cent
Chart 4:9.
Source: Liquidatum and the Riksbank

82. Survival period for the major Swedish banks in the stressed scenario, compared with the average for a selection of European banks Number of months
Chart 4:10.
Sources: Liquidatum and the Riksbank