RBS 2012 Annual Report Download - page 264

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Business review Risk and balance sheet management continued
Country risk: Country risk exposure continued
Ireland
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 42 — — 127 (23) 79 56 150 2 — 194 2 196 6 —
Central bank 73 — — — — — — — — — 73 — 73 — —
Other banks 98 — — 191 (6) 181 208 695 476 1,477 — 1,477 15,258 3,547
Other FI 532 — — 46 — 3252 369 583 103 1,587 601 2,188 1,365 4,121
Corporate 17,921 11,058 6,226 60 — — — 60 411 — 18,392 1,840 20,232 436 326
Personal 17,893 3,286 1,686 — — — — — 1 — 17,894 515 18,409 1 —
36,559 14,344 7,912 424 (29) 422 59 787 1,692 579 39,617 2,958 42,575 17,066 7,994
2011
Government 45 — — 102 (46) 20 19 103 92 — 240 2 242 102 —
Central bank 1,467 — — — — — — — — — 1,467 — 1,467 — —
Other banks 136 — — 177 (39) 195 14 358 981 478 1,953 — 1,953 19,090 3,441
Other FI 333 — — 61 — 116 35 142 782 73 1,330 546 1,876 1,831 3,968
Corporate 18,994 10,269 5,689 148 3 135 — 283 417 — 19,694 1,841 21,535 438 —
Personal 18,858 2,258 1,048 — — — — — 1 — 18,859 539 19,398 1 —
39,833 12,527 6,737
488 (82) 466 68 886 2,273 551 43,543 2,928 46,471 21,462 7,409
2010
Government 61 — — 104 (45) 93 88 109 20 — 190 1 191 20 —
Central bank 2,119 — — — — 7 — 7 1 125 2,252 — 2,252 1 1,160
Other banks 87 — — 435 (51) 96 45 486 1,265 258 2,096 83 2,179 15,892 2,702
Other FI 813 — — 291 (1)205 — 496 826 11 2,146 1,050 3,196 2,084 3,258
Corporate 19,886 8,291 4,072 91 (2)1406 225 430 4 20,545 2,638 23,183 446 4
Personal 20,228 1,638 534 — — — — — — — 20,228 544 20,772 1 —
43,194 9,929 4,606 921 (99) 541139 1,323 2,542 398 47,457 4,316 51,773 18,444 7,124
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 2,486 2,525 72 (71)2,145 2,223 466 (481)1,872 2,014 360 (387)
Other banks 43 32 1 (2)110 107 21 (21)317 312 103 (95)
Other FI 759
677 21 (33) 523 630 64 (74) 566 597 45 (84)
Corporate 236 165 (17) 17 425 322 (11)10 483 344 (20)17
3,524 3,399 77 (89) 3,203 3,282 540 (566) 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
2012 £m £m £m £m £m £m £m £m £m £m
Banks 214 6 1,461 41 32 (1)— — 1,707 46
Other FI 528 16 970 7 319 8 — — 1,817 31
742 22 2,431 48 351 7 — — 3,524 77
2011
Banks 1,586 300 2 — — — — — 1,588 300
Other FI 1,325 232 161 1 129 7 — — 1,615 240
2,911 532 163 1 129 7 — — 3,203 540