RBS 2012 Annual Report Download - page 262

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Business review Risk and balance sheet management continued
Country risk: Country risk exposure continued
Total eurozone
HFT
debt securities Net Gross
Lending REIL Provisions
AFS and
LAR debt
securities
AFS
reserves Long Short
Total debt
securities Derivatives Repos
Balance
sheet
Off-
balance
sheet Total Derivatives Repos
2012 £m £m £m £m £m £m £m £m £m £m £m £m £m £m £m
Government 678 — — 11,487 267 17,430 8,469 20,448 1,797 — 22,923 783 23,706 5,307 —
Central bank 21,969 — — — — — — — 35 — 22,004 — 22,004 36 4,648
Other banks 4,257 — — 5,588 (509) 1,021 611 5,998 25,956 1,161 37,372 4,400 41,772 148,534 28,679
Other FI 4,237 — — 9,367 (1,081)1,261 142 10,486 7,595 727 23,045 5,537 28,582 15,055 16,124
Corporate 37,351 14,253 7,451 794 33 311 115 990 3,594 24 41,959 29,061 71,020 4,945 732
Personal 18,512 3,351 1,733 — — — — — 1 — 18,513 743 19,256 1 —
87,004 17,604 9,184 27,236 (1,290)20,023 9,337 37,922 38,978 1,912 165,816 40,524 206,340 173,878 50,183
2011
Government 671 — — 18,406 81 19,597 15,049 22,954 1,924 — 25,549 1,056 26,605 4,979 791
Central bank 27,282 — — 20 — 6 — 26 35 — 27,343 — 27,343 38 15,103
Other banks 3,474 — — 8,423 (752)1,272 1,502 8,193 28,595 1,090 41,352 4,493 45,845 175,187 31,157
Other FI 4,355 — — 10,494 (1,129) 1,138 471 11,161 9,854 1,102 26,472 8,199
34,671 18,204 20,436
Corporate 47,522 14,152 7,267 964 24 528 59 1,433 4,116 3 53,074 30,551 83,625 6,659 713
Personal 19,564 2,280 1,069 —
— — — — 1 — 19,565 765 20,330 1 —
102,868 16,432 8,336
38,307 (1,776) 22,541 17,081 43,767 44,525 2,195 193,355 45,064 238,419 205,068 68,200
2010
Government 1,876 — — 23,201 (893) 25,041 14,256 33,986 1,537 — 37,399 313 37,712 4,712 18
Central bank 19,659 — — — — 7 — 7 13 6,369 26,048 1 26,049 25 30,283
Other banks 4,320 — — 9,192 (916) 1,719 1,187 9,724 24,193 1,447 39,684 5,463 45,147 142,668 25,111
Other FI 4,932 — — 10,583 (737) 908 83 11,408 7,648 1,377 25,365 10,189 35,554 13,842 11,384
Corporate 53,128 12,404 5,393 813 45 831 260 1,384 4,136 4 58,652 39,997 98,649 6,319 395
Personal 21,383 1,642 537 — — — — — — — 21,383 775 22,158 1 —
105,298 14,046 5,930 43,789
(2,501)28,506 15,786 56,509 37,527 9,197 208,531 56,738 265,269 167,567 67,191
CDS by reference entity
2012 2011 2010
Notional Fair value Notional Fair value Notional Fair value
Bought Sold Bought Sold Bought Sold Bought Sold Bought Sold Bought Sold
£m £m £m £m £m £m £m £m £m £m £m £m
Government 40,154 38,580 1,407 (1,405) 37,080 36,759 6,488 (6,376) 28,825 29,075 2,899 (2,843)
Other banks 13,249 13,014 266 (217) 19,736 19,232 2,303 (2,225) 16,616 16,256 1,042 (1,032)
Other FI 11,015 9,704 104 (92)17,949 16,608 693 (620)12,921 12,170 173 (182)
Corporate 39,639 35,851 (455) 465
76,966 70,119 2,241 (1,917) 70,354 63,790 (267) 461
104,057 97,149 1,322 (1,249) 151,731 142,718 11,725 (11,138) 128,716 121,291 3,847 (3,596)
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
2012 £m £m £m £m £m £m £m £m £m £m
Banks 8,828 126 34,862 597 8,056 204 — — 51,746 927
Other FI 23,912 88 23,356 319 4,111 (17) 932 5 52,311 395
32,740 214 58,218 916 12,167 187 932 5 104,057 1,322
2011
Banks 67,624 5,585 1,085 131 198 23 — — 68,907 5,739
Other FI 79,824 5,605 759 89 2,094 278 147 14 82,824 5,986
147,448 11,190 1,844 220 2,292 301 147 14 151,731 11,725