RBS 2012 Annual Report Download - page 263

RBS GROUP 2012
261
Eurozone periphery
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 51 — — 644 (132) 3,686 2,698 1,632 134 — 1,817 16 1,833 361 —
Central bank 107 — — — — — — — — — 107 — 107 — —
Other banks 299 — — 3,551 (660)165 131 3,585 4,093 476 8,453 75 8,528 29,706 4,186
Other FI 812 — — 2,065 (541) 466 40 2,491 746 103 4,152 1,414 5,566 1,557 4,136
Corporate 24,362 12,146 6,757 192 2 128 40 280 1,678 — 26,320 5,414 31,734 2,027 326
Personal 18,292 3,347 1,713 — — — — — 1 — 18,293 611 18,904 1 —
43,923 15,493 8,470 6,452 (1,331) 4,445 2,909 7,988 6,652 579 59,142 7,530 66,672 33,652 8,648
2011
Government 61 — — 1,207 (339) 4,854 5,652 409 236 — 706 118 824 380 —
Central bank 1,549 — — — — — — — — — 1,549 — 1,549 — —
Other banks 509 — — 5,279 (956) 436 318 5,397 4,350 480 10,736 67 10,803 34,296 4,085
Other FI 855 — — 2,331 (654) 228 56 2,503 1,783 73
5,214 1,862 7,076 3,635 4,638
Corporate 28,385 12,272 6,567 274 4 240 — 514 1,538 — 30,437 6,412 36,849 2,103 —
Personal 19,276 2,258 1,048 — — — — — 1 — 19,277 637 19,914 1 —
50,635 14,530 7,615 9,091 (1,945) 5,758 6,026 8,823 7,908 553 67,919 9,096 77,015 40,415 8,723
2010
Government 225 — — 2,085 (871) 6,564 4,672 3,977 180 — 4,382 226 4,608 304 —
Central bank 2,238 — — — — 7 — 7 1 125 2,371 1 2,372 1 1,160
Other banks 1,003 — — 6,003 (920) 356 181 6,178 4,013 261 11,455 293 11,748 29,469 4,238
Other FI 1,392 —
— 2,708 (480)295 7 2,996 1,618 25 6,031 2,558 8,589 3,006 3,476
Corporate 30,447 10,726 4,899 120 37 226 22 324 1,482 4 32,257 8,441 40,698 2,004 4
Personal 20,697 1,639 534 — — — — — — — 20,697 647 21,344 1 —
56,002 12,365 5,433 10,916 (2,234) 7,448 4,882 13,482 7,294 415 77,193 12,166 89,359 34,785 8,878
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 24,785 24,600 1,452 (1,459) 25,883 26,174 5,979 (5,926) 20,494 20,440 2,762 (2,705)
Other banks 6,023 5,996 230 (202)9,372 9,159 1,657 (1,623) 7,927 8,055 891 (890)
Other FI 2,592 2,350 76 (67) 3,854 3,635 290 (262)2,981 2,723 148 (153)
Corporate 5,824 5,141 52 (47) 10,798 9,329 999
(860)11,273 9,657 453 (317)
39,224 38,087 1,810 (1,775) 49,907 48,297 8,925 (8,671)42,675 40,875 4,254 (4,065)
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 3,517 153 14,725 780 5,153 214 — — 23,395 1,147
Other FI 5,647 240 9,021 401 896 22 265 — 15,829 663
9,164 393 23,746 1,181 6,049 236 265 — 39,224 1,810
2011
Banks 26,008 4,606 604 112 93 14 — — 26,705 4,732
Other FI 22,082 3,980 394 51 726 162 — — 23,202 4,193
48,090 8,586 998 163 819 176 — — 49,907 8,925