RBS 2011 Annual Report Download - page 225

RBS Group 2011 223
Netherlands
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 2,567 — — 1,447 74 849 591 1,705 41 4,313 1,206 1,189 31 (31)
Central banks 7,654 — — — — 6 — 6 7 7,667 — — — —
Other banks 623 — — 802 217 365 278 889 7,574 9,086 965 995 41 (42)
Other financial
institutions 1,575 — — 6,804 (386) 290 108 6,986 1,914 10,475 5,772 5,541 142 (131)
Corporate 4,827 621 209 199 6 113 5 307 749 5,883 15,416 14,238 257 (166)
Personal 20 3 2 — — — — — — 20 — — — —
17,266 624 211 9,252 (89) 1,623 982 9,893 10,285 37,444 23,359 21,963 471 (370)
2010
Central and local
government 914 — — 3,469 16 1,426 607 4,288 46 5,248 1,195 999 (2) (4)
Central banks 6,484 — — — — — — — — 6,484 — — — —
Other banks 554 — — 984 2 223 275 932 5,021 6,507 784 789 12 (10)
Other financial
institutions 1,801 — — 6,612 (185) 344 12 6,944 3,116 11,861 4,210 3,985 48 (46)
Corporate 6,170 388 149 264 3 152 57 359 875 7,404 12,330 11,113 (72) 177
Personal 81 3 3 — — — — — — 81 — — — —
16,004 391 152 11,329 (164) 2,145 951 12,523 9,058 37,585 18,519 16,886 (14) 117
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 7,605 107 88 1 6 — — — 7,699 108
Other financial institutions 14,529 231 308 37 676 81 147 14 15,660 363
Total 22,134 338 396 38 682 81 147 14 23,359 471