Financial Stability Report 2009:1 - PowerPoint PPT Presentation

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Financial Stability Report 2009:1

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  1. Financial StabilityReport2009:1 2-6-2009

  2. Financial Markets

  3. The central banks’ balance sheetsIndex, January 2000=100 Sources: Reuters EcoWin and Bloomberg Chart 1:1

  4. Three-month interbank rate relative to expected policy rateBasis points Source: Bloomberg Chart 1:2

  5. Outstanding volumes in US commercial paperUSD, billions Source: Federal Reserve Chart 1:3

  6. Outstanding volumes of EUR commercial paperUSD, billions Source: Euroclear Chart 1:4

  7. Ten-year government bond yields in various countriesPer cent Source: Reuters EcoWin Chart 1:5

  8. Swedish government bond yieldsPer cent Source: Reuters EcoWin Chart 1:6

  9. European countries’ borrowing requirements 2009, as a percentage of GDPPer cent Source: FitchRatings Chart 1:7

  10. Standard & Poor’s upgrades and downgrades, per quarter Source: Bloomberg Chart 1:8

  11. Credit spreads for corporate bonds in the United States and euro areaBasis points Source: Reuters EcoWin Chart 1:9

  12. Credit spreads for high yield corporate bonds in the United States and euro areaBasis points Source: Reuters EcoWin Chart 1:10

  13. Global default rate, actual and forecastPer cent Source: Reuters EcoWin Chart 1:11

  14. Difference between mortgage bond yields and government bond yield with two and five years maturity respectivelyBasis points Source: Reuters EcoWin Chart 1:12

  15. Premiums in the CDS indexBasis points Sources: EcoWin Reuters och Bloomberg Chart 1:13

  16. Stock market developmentsIndex, 28 December 2007=100 Source: Reuters EcoWin Chart 1:14

  17. Implied stock market volatilityPer cent, 10 day moving average Source: Bloomberg Chart 1:15

  18. P/E ratios Source: Reuters EcoWin Chart 1:16

  19. The monetary base in SwedenSEK Billion Source: The Riksbank Chart B1

  20. GDP in Eastern EuropeAnnual percentage change Sources: The IMF and the Riksbank Chart B2

  21. GDP 2003-2007 and IMF forecast for 2009Annual percentage change Sources: The IMF and the Riksbank Chart B3

  22. Exchange rates against EURIndex, September 2008=100 Sources: Reuters EcoWin Chart B4

  23. Exposure to Eastern Europe, as a proportion of host country’s GDP 2008Per cent Sources: BIS and IMF Chart B5

  24. How has your propensity to take risk changed compared to six months ago?Per cent Source: The Riksbank Chart B6

  25. How has your institution’s buffer of liquid assets changed in relation to six months ago?Per cent Source: The Riksbank Chart B7

  26. Do you consider that the financial crisis has peaked?Per cent Source: The Riksbank Chart B8

  27. The Swedish household sector

  28. The banks' lending broken down into Swedish and foreign households and companies, December 2008Per cent Source: The Riksbank Chart 2:1

  29. Banks' loan losses, allocated by geographical location, Q4 2008 and Q1 2009Per cent of total loan losses Source: The Riksbank Chart 2:2

  30. Households' financial net wealth in relation to disposable incomesPer cent Source: Statistics Sweden Chart 2:3

  31. Households' nominal disposable incomes and saving ratioAnnual percentage change and per cent Sources: Statistics Sweden and the Riksbank Chart 2:4

  32. Households' total borrowing from credit institutionsAnnual percentage change Source: The Riksbank Chart 2:5

  33. Mortgage rate, interbank rate and repo ratePer cent Sources: Reuters EcoWin, Statistics Sweden and the Riksbank Chart 2:6

  34. Housing equity withdrawal in Sweden, the United Kingdom and AustraliaPer cent of disposable income Sources: Reserve Bank of Australia, Reuters EcoWin, Statistics Sweden and the Riksbank Chart 2:7

  35. Households' debt and post tax interest expendituresPer cent of disposable income Sources: Statistics Sweden and the Riksbank Chart 2:8

  36. Households below the margin, impaired loans and potential loan lossesPer cent Sources: Statistics Sweden and the Riksbank Chart 2:9

  37. Percentage debt, financial assets and real assets held by indebted households in different income groupsPer cent Sources: Statistics Sweden and the Riksbank Chart 2:10

  38. House prices in Sweden, Stockholm, Göteborg and Malmö regionsIndex: 1986=100 Source: Statistics Sweden Chart 2:11

  39. Tenant-owned apartment prices, three-month moving averageSEK per square metre Source: www.maklarstatistik.se Chart 2:12

  40. Time to sale, sell houses and tenant-owned apartments in SwedenNumber of days, median Sources: Hemnet and www.maklarstatistik.se Chart 2:13

  41. Housing investments in relation to GDP, seasonally-adjusted dataPer cent Sources: Reuters EcoWin, Statistics Sweden and the Riksbank Chart 2:14

  42. Number of housing starts in relation to populationPer cent Source: Reuters EcoWin Chart 2:15

  43. Indebted households' interest ratio and debt ratio broken down into different income groupsPer cent Sources: Statistics Sweden and the Riksbank Chart B9

  44. The Swedish corporate sector

  45. Current ratio in Swedish listed companiesPer cent Sources: Bloomberg and the Riksbank Chart 2:16

  46. Debt/equity ratio in Swedish listed companiesRatio Sources: Bloomberg and the Riksbank Chart 2:17

  47. Profitability in Swedish listed companiesPer cent Sources: Bloomberg and the Riksbank Chart 2:18

  48. Interest coverage ratio in Swedish listed companiesRatio Sources: Bloomberg and the Riksbank Chart 2:19

  49. Lending rates on new loans signed by non-financial companiesPer cent Sources: Reuters EcoWin and the Riksbank Chart 2:20

  50. The number of company bankruptcies broken down by company sizeTwelve-month moving average Sources: Statistics Sweden and the Riksbank Chart 2:21