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Chapter 1

Chapter 1. Five-year CDS premiums Basis points. Source: Reuters EcoWin. Chart: 1:1. Interest rates on ten-year government bonds Per cent. Source: Reuters EcoWin. Chart: 1:2. Yield curve for Greek government bonds Per cent. Källa Reuters Ecowin. Diagram 1:3.

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Chapter 1

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  1. Chapter 1

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

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

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

  5. Refinancing needs of countries and banks for 2011Percentage of GDP Chart: 1:4 Sources: Dealogic, Reuters EcoWin and the Riksbank

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

  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 Sources: IMF, Eurostat and the Riksbank Chart 1:6.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  22. Chapter 2

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  37. Real house pricesIndex, 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 Source: Moody's KMV Chart 2:16.

  39. GDPAnnual percentage change Source: Reuters EcoWin Chart 2:17.

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

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

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

  43. Chapter 3

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

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

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

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

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

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

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

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