RBS 2012 Annual Report Download - page 272

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Business review Risk and balance sheet management continued
Country risk: Country risk exposure continued
Greece
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 — — — — — 9 — 9 17 — 26 — 26 151 —
Central bank 7 — — — — — — — — — 7 — 7 — —
Other banks — — — — — — — — 299 — 299 — 299 411 —
Other FI 1 — — — — — 8 (8) — — (7) — (7) — —
Corporate 179 38 38 — — — — — 44 — 223 18 241 61 —
Personal 14 — — — — — — — — — 14 9 23 — —
201 38 38 — — 9 8 1 360 — 562 27 589 623 —
2011
Government 7 — — 312 — 102 5 409 — — 416 — 416 71 —
Central bank 6 — — — — — — — — — 6 — 6 — —
Other banks — — — — — — — — 290 — 290 — 290 405 —
Other FI 31 — — — — — — — 2 — 33 — 33 2 —
Corporate 427 256 256 — — — — — 63 — 490 42 532 63 —
Personal 14 — — — — — — — — — 14 10 24 — —
485 256 256 312 — 102 5 409 355 — 1,249 52 1,301 541 —
2010
Government 14 — — 895 (694) 118 39 974 7 — 995 7 1,002 23 —
Central bank 36 — — — — — — — — — 36 — 36 — —
Other banks 18 — — — — — — — 167 — 185 1 186 284 181
Other FI 31 — — — — — — — 3 — 34 3 37 3 —
Corporate 191 48 48 — — — — — 50 — 241 143 384 50 —
Personal 16 — — — — — — — — — 16 10 26 — —
306 48 48 895 (694) 118 39 974 227 — 1,507 164 1,671 360 181
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 — — — — 3,158 3,165 2,228 (2,230)2,960 3,061 854 (871)
Other banks 4 4 1 (1)22 22 3 (3) 21 19 3 (3)
Other FI — — — — 34 34 8 (8) 35 35 11 (11)
Corporate 319 317 31 (33) 434 428 144 (142)511 616 44 (49)
323 321 32 (34) 3,648 3,649 2,383 (2,383) 3,527 3,731 912 (934)
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 64 5 54 6 — — — — 118 11
Other FI 130 18 42 3 — — 33 — 205 21
194 23 96 9 — — 33 — 323 32
2011
Banks 2,001 1,345 1 1 — — — — 2,002 1,346
Other FI 1,507 945 63 45 76 47 — — 1,646 1,037
3,508 2,290 64 46 76 47 — — 3,648 2,383