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Chapter 1

Chapter 1. European stress index. Sources: Reuters EcoWin and the Riksbank. Chart 1:1. Prices of single-family houses and tenant-owned apartments Index, January 2008 = 100. Sources: Mäklarstatistik and Valueguard. Chart 1:2. The credit gap in Sweden Per cent.

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Chapter 1

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  1. Chapter 1

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  19. Chapter 2

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

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

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

  23. Change in banks’ holdings of government bonds in euros and in loans from the ECBEUR billion Sources: ECB and Bloomberg Chart 2:4.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  42. Chapter 3

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

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

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

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

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

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

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

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

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