RBS 2011 Annual Report Download - page 217
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RBS Group 2011 215
Ireland
Credit default protection (reference entity)
HFT
debt securities Notional Fair value
Lending REIL Provisions
AFS and
LAR debt
securities
AFS
reserves Long Short
Total debt
securities
Derivatives
(gross of
collateral)
and repos
Balance
sheet
exposures
Bought Sold Bought Sold
2011 £m £m £m £m £m £m £m £m £m £m £m £m £m £m
Central and
local government 45 — — 102 (46) 20 19 103 92 240 2,145 2,223 466 (481)
Central banks 1,467 — — — — — — — — 1,467 — — — —
Other banks 136 — — 177 (39) 195 14 358 1,459 1,953 110 107 21 (21)
Other financial
institutions 336 — — 61 — 116 35 142 855 1,333 523 630 64 (74)
Corporate 18,994 10,269 5,689 148 3 135 — 283 417 19,694 425 322 (11) 10
Personal 18,858 2,258 1,048 — — — — — 1 18,859 — — — —
39,836 12,527 6,737 488 (82) 466 68 886 2,824 43,546 3,203 3,282 540 (566)
2010
Central and local
government 61 — — 104 (45) 93 88 109 20 190 1,872 2,014 360 (387)
Central banks 2,119 — — — — 7 — 7 126 2,252 — — — —
Other banks 87 — — 435 (51) 96 45 486 1,523 2,096 317 312 103 (95)
Other financial
institutions 813 — — 291 (1) 205 — 496 837 2,146 566 597 45 (84)
Corporate 19,886 8,291 4,072 91 (2) 140 6 225 434 20,545 483 344 (20) 17
Personal 20,228 1,638 534 — — — — — — 20,228 — — — —
43,194 9,929 4,606 921 (99) 541 139 1,323 2,940 47,457 3,238 3,267 488 (549)
CDS bought protection: counterparty analysis by internal asset quality band
AQ1 AQ2-AQ3 AQ4-AQ9 AQ10 Total
Notional Fair value Notional Fair value Notional Fair value Notional Fair value Notional Fair value
2011 £m £m £m £m £m £m £m £m £m £m
Banks 1,586 300 2 — — — — — 1,588 300
Other financial institutions 1,325 232 161 1 129 7 — — 1,615 240
Total 2,911 532 163 1 129 7 — — 3,203 540