RBS 2012 Annual Report Download - page 243

RBS GROUP 2012
241
AFS gross unrealised losses
The table below shows the fair value of available-for-sale debt securities that were in an unrealised loss position at 31 December and the related gross
unrealised losses.
Less than 12 months More than 12 months Total
Fair value
Gross
unrealised
losses Fair value
Gross
unrealised
losses Fair value
Gross
unrealised
losses
2012 £m £m £m £m £m £m
Central and local government
- US 59 1 — — 59 1
- other 1,625 2 145 12 1,770 14
Banks 398 2 3,466 507 3,864 509
Other financial institutions 248 19 7,686 1,300 7,934 1,319
Corporate 346 4 4 — 350 4
Total 2,676 28 11,301 1,819 13,977 1,847
Of which ABS 398 20 10,999 1,797 11,397 1,817
2011
Central and local government - other 2,878 65 778 106 3,656 171
Banks 3,924 49 5,676 789 9,600 838
Other financial institutions 472 41 6,504 2,345 6,976 2,386
Corporate 204 11 78 2 282 13
Total 7,478 166 13,036 3,242 20,514 3,408
Of which ABS 878 54 11,908 3,104 12,786 3,158
2010
Central and local government
- UK 716 10 — — 716 10
- US 74 1 163 1 237 2
- Other 4,328 6 1,738 612 6,066 618
Banks 1,655 16 6,202 770 7,857 786
Other financial institutions 2,993 73 6,972 2,553 9,965 2,626
Corporate 163 32 114 23 277 55
Total 9,929 138 15,189 3,959 25,118 4,097
Of which ABS 2,519 101 12,867 3,296 15,386 3,397