RBS 2011 Annual Report Download - page 132

130 RBS Group 2011
Balance sheet management: Liquidity and funding risk continued
Assets and liabilities by contractual cash flow maturity continued
0-3 months 3-12 months 1-3 years 3-5 years 5-10 years 10-20 years
2009 £m £m £m £m £m £m
Assets by contractual maturity
Cash and balances at central banks 52,239 — — 1 25 —
Loans and advances to banks 42,615 1,757 966 282 868 71
Debt securities 17,581 14,484 29,675 26,788 52,104 30,335
Settlement balances 12,020 6 1 — 8 1
Other financial assets 265 215 402 127 421 —
Total maturing assets 124,720 16,462 31,044 27,198 53,426 30,407
Loans and advances to customers 126,238 65,946 130,323 101,984 180,595 202,809
Derivatives held for hedging 488 1,547 3,049 1,076 751 10
251,446 83,955 164,416 130,258 234,772 233,226
Liabilities by contractual maturity
Deposits by banks 65,966 15,541 3,934 2,301 632 12
Debt securities in issue 100,220 49,300 56,869 25,915 27,326 3,819
Subordinated liabilities 1,929 1,892 3,654 4,963 20,157 6,105
Settlement balances and other liabilities 12,048 100 139 104 239 83
Total maturing liabilities 180,163 66,833 64,596 33,283 48,354 10,019
Customer accounts 521,400 15,619 5,944 4,221 8,490 4,392
Derivatives held for hedging 660 1,566 3,232 1,264 1,674 1,508
702,223 84,018 73,772 38,768 58,518 15,919
Maturity gap (55,443) (50,371) (33,552) (6,085) 5,072 20,388
Cumulative maturity gap (55,443) (105,814) (139,366) (145,451) (140,379) (119,991)
Guarantees and commitments notional amount
Guarantees (1) 39,952 — — — — —
Commitments (2) 291,634 — — — — —
Notes:
(1) The Group is only called upon to satisfy a guarantee when the guaranteed party fails to meet its obligations. The Group expects most guarantees it provides to expire unused.
(2) The Group has given commitments to provide funds to customers under undrawn formal facilities, credit lines and other commitments to lend subject to certain conditions being met by the
counterparty. The Group does not expect all facilities to be drawn, and some may lapse before drawdown.
Held-for-trading assets of £763 billion and liabilities of £708 billion (2010 - £665 billion assets, £586 billion liabilities; 2009 - £651 billion assets, £568
billion liabilities) have been excluded from the table in view of their short-term nature.
*unaudited
Business review Risk and balance sheet management continued