Chapter 1 Difference between the SEKUSD FXswap implied

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 Chart 1: 1 Lehman Greece Source: Bloomberg

Swedish and international stress index Chart 1: 2 Sources: Reuters Eco. Win, 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 Eco. Win

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

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

Government CDS premiums Basis points Chart 1: 6 Source: Reuters Eco. Win

Stock market developments Index, 1 January 2008 =100 Chart 1: 7 Sources: Reuters Eco. Win

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

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 B 1 Source: Reuters Ecowin

CDS premiums (5 years) for selected EU countries Basis points Chart B 2 Source: Reuters Ecowin

Difference between yields on mortgage bonds and govermnent bond yields with five year maturity Basis points Chart 1: 12 Sources: Reuters Eco. Win and the Riksbank

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

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 Eco. Win

Credit spreads for European corporate bonds Basis points Chart 1: 17 Source: Reuters Eco. Win

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 Eco. Win and the Riksbank

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

Tenant-owned apartment prices, threemonth 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 Eco. Win

Component factors for annual change in prices for offices in central Stockholm Per cent Chart 2: 22 Sources: Newsec, Reuters Eco. Win 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, q 4, 2009 and the Riksbank.

GDP in the Nordic countries and Germany Quarterly changes in per cent Chart 2: 25 Sources: Reuters Eco. Win 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 Eco. Win, 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 Eco. Win

Nominal wages Annual percentage change Chart 2: 33 Source: Reuters Eco. Win

Unemployment Per cent Chart 2: 34 Source: Eurostat

Terms of trade Index: March 2000 = 100 Chart 2: 35 Source: Reuters Eco. Win

Current account Percentage of GDP Chart: 2: 36 Source: Reuters Eco. Win

Harmonised index for consumer prices Annual percentage change Chart 2: 37 Source: Reuters Eco. Win

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 Eco. Win

Corporate borrowing Annual percentage change Chart 2: 41 Source: Reuters Eco. Win

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 Total Chart 3: 2 Sources: Bank reports and the Riksbank

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 interestbearing assets, the net interest income margin Per cent Chart 3: 6 Sources: Bank reports and the Riksbank

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 Chart 3: 10 Sources: Bank reports and the Riksbank

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