The Riksbank published an Economic Commentary that maps how Swedish credit institutions are connected through bilateral domestic large exposures, using supervisory COREP data. The analysis concludes that the system forms a concentrated network in which the largest banks act as key intermediaries, increasing the likelihood that shocks propagate rapidly across institutions. The mapping covers 109 Swedish credit institutions over 2021Q2 to 2025Q3 and identifies 734 unique bilateral large exposures totalling SEK 674 billion. Interconnectedness is mainly driven by debt exposures, particularly banks’ cross-holdings of one another’s covered bonds, and the network displays a core-periphery structure with exposures tending to be concentrated toward larger institutions; centrality metrics (betweenness, eigenvector and PageRank) also rank the large banks as the most important nodes in channelling exposures. The Commentary is positioned as a first step in a broader research project, with future work expected to add foreign exposures and quantify potential contagion risks; the Riksbank notes that Economic Commentaries reflect the authors’ views rather than the institution’s official position.