RBS 2010 Annual Report Download - page 209

FVTPL (1)
US UK
Other
Europe RoW (2) Total HFT (3) DFV (4) AFS (5) LAR (6)
2008 £m £m £m £m £m £m £m £m £m
Carrying value
RMBS: G10 government 33,464 25 7,642 46 41,177 18,631 — 22,546 —
RMBS: covered bond 44 296 10,040 — 10,380 — — 10,380 —
RMBS: prime 5,623 4,754 6,154 246 16,777 7,272 166 8,769 570
RMBS: non-conforming 1,111 2,906 — — 4,017 352 — 2,183 1,482
RMBS: sub-prime 1,824 445 439 381 3,089 1,594 16 913 566
CMBS 2,145 1,395 1,646 141 5,327 2,751 13 1,126 1,437
CDOs 8,275 259 441 45 9,020 4,389 — 4,280 351
CLOs 6,428 329 2,605 255 9,617 3,385 — 5,299 933
Other ABS 3,582 1,622 5,098 1,437 11,739 1,505 41 6,571 3,622
62,496 12,031 34,065 2,551 111,143 39,879 236 62,067 8,961
Net exposure
RMBS: G10 government 33,464 25 7,642 46 41,177 18,631 — 22,546 —
RMBS: covered bond 44 296 10,040 — 10,380 — — 10,380 —
RMBS: prime 5,548 3,667 5,212 215 14,642 5,138 166 8,768 570
RMBS: non-conforming 1,106 2,906 — — 4,012 346 — 2,184 1,482
RMBS: sub-prime 358 408 380 313 1,459 346 16 571 526
CMBS 1,147 1,225 1,095 79 3,546 1,178 13 918 1,437
CDOs 2,402 127 311 — 2,840 1,618 — 873 349
CLOs 874 259 2,139 171 3,443 845 — 1,665 933
Other ABS 3,507 1,367 4,299 1,256 10,429 196 40 6,572 3,621
48,450 10,280 31,118 2,080 91,928 28,298 235 54,477 8,918
Notes:
(1) Fair value through profit or loss.
(2) Rest of the world.
(3) Held-for-trading.
(4) Designated as at fair value.
(5) Available-for-sale.
(6) Loans and receivables.
207RBS Group 2010
Business review
Risk and balance sheet management