1. Chapter 1

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

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

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

5. 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.

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

7. 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

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

9. 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

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

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

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

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

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

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

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

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

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

19. Chapter 2

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

21. 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

22. 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

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

24. 10-year government bonds yields Per cent
Chart 2:5.
Source: Reuters EcoWin

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

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

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

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

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

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

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

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

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

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

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

36. 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

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

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

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

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

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

42. Chapter 3

43. 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

68. Chapter 4

69. 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

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

71. 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

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

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

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

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

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

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

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

79. 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

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

81. 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

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

83. 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

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

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

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

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

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

89. 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

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

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

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

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

94. Chapter 5

95. 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

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

97. 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

98. 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

99. 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

100. 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

101. 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

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

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

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

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

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

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

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

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

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