RBS 2012 Annual Report Download - page 275

RBS GROUP 2012
273
Eurozone non-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 627 — — 10,843 399 13,744 5,771 18,816 1,663 — 21,106 767 21,873 4,946 —
Central bank 21,862 — — — — — — — 35 — 21,897 — 21,897 36 4,648
Other banks 3,958 — — 2,037 151 856 480 2,413 21,863 685 28,919 4,325 33,244 118,828 24,493
Other FI 3,425 — — 7,302 (540) 795 102 7,995 6,849 624 18,893 4,123 23,016 13,498 11,988
Corporate 12,989 2,107 694 602 31 183 75 710 1,916 24 15,639 23,647 39,286 2,918 406
Personal 220 4 20 — — — — — — — 220 132 352 — —
43,081 2,111 714 20,784 41 15,578 6,428 29,934 32,326 1,333 106,674 32,994 139,668 140,226 41,535
2011
Government 610 — — 17,199 420 14,743 9,397 22,545 1,688 — 24,843 938 25,781 4,599 791
Central bank 25,733 — — 20 — 6 — 26 35 — 25,794 — 25,794 38 15,103
Other banks 2,965 — — 3,144 204 836 1,184 2,796 24,245 610 30,616 4,426 35,042 140,891 27,072
Other FI 3,500 — — 8,163 (475) 910 415 8,658 8,071 1,029 21,258 6,337 27,595 14,569 15,798
Corporate 19,137 1,880 700 690 20 288 59 919 2,578 3 22,637 24,139 46,776 4,556 713
Personal 288 22 21 — — — — — — — 288 128 416 — —
52,233 1,902 721 29,216 169 16,783 11,055 34,944 36,617 1,642 125,436 35,968 161,404 164,653 59,477
2010
Government 1,651 — — 21,116 (22)18,477 9,584 30,009 1,357 — 33,017 87 33,104 4,408 18
Central bank 17,421 — — — — — — — 12 6,244 23,677 — 23,677 24 29,123
Other banks 3,317 — — 3,189 4 1,363 1,006 3,546 20,180 1,186 28,229 5,170 33,399 113,199 20,873
Other FI 3,540 — — 7,875 (257) 613 76 8,412 6,030 1,352 19,334 7,631 26,965 10,836 7,908
Corporate 22,681 1,678 494 693 8 605 238 1,060 2,654 — 26,395 31,556 57,951 4,315 391
Personal 686 3 3 — — — — — — — 686 128 814 — —
49,296 1,681 497 32,873 (267) 21,058 10,904 43,027 30,233 8,782 131,338 44,572 175,910 132,782 58,313
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 15,369 13,980 (45) 54 11,197 10,585 509 (450) 8,331 8,635 137 (138)
Other banks 7,226 7,018 36 (15) 10,364 10,073 646 (602) 8,689 8,201 151 (142)
Other FI 8,423 7,354 28 (25) 14,095 12,973 403 (358) 9,940 9,447 25 (29)
Corporate 33,815 30,710 (507) 512 66,168 60,790 1,242 (1,057) 59,081 54,133 (720) 778
64,833 59,062 (488) 526 101,824 94,421 2,800 (2,467) 86,041 80,416 (407) 469
CDS bought protection: counterparty analysis by internal asset quality band
AQ1 AQ2-AQ3 AQ4-AQ9 AQ10 Total
Notional Fair value Notional Fair value NotionalFair value Notional Fair value NotionalFair value
2012 £m £m £m £m £m £m £m £m £m £m
Banks 5,311 (27) 20,137 (183) 2,903(10)— — 28,351(220)
Other FI 18,265 (152) 14,335 (82) 3,215 (39) 667 5 36,482(268)
23,576 (179) 34,472 (265) 6,118 (49) 667 5 64,833 (488)
2011
Banks 41,616 979 481 19 1059 — — 42,202 1,007
Other FI 57,742 1,625 365 38 1,368 116 147 14 59,622 1,793
99,358 2,604 846 57 1,473 125 147 14 101,8242,800