RBS 2012 Annual Report Download - page 277

RBS GROUP 2012
275
Netherlands
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 7 — — 1,052 57 1,248 993 1,307 36 — 1,350 29 1,379 1,662 —
Central bank 1,822 — — — — — — — 2 — 1,824 — 1,824 2 4,648
Other banks 496 — — 575 136 252 86 741 6,667 309 8,213 3,471 11,684 16,558 3,074
Other FI 1,785 — — 6,107 (508) 242 17 6,332 1,908 45 10,070 1,311 11,381 5,087 2,335
Corporate 3,720 508 156 66 2 29 28 67 476 — 4,263 6,650 10,913 648 —
Personal 26 — — — — — — — — — 26 12 38 — —
7,856 508 156 7,800 (313) 1,771 1,124 8,447 9,089 354 25,746 11,473 37,219 23,957 10,057
2011
Government 8 — — 1,447 74 849 591 1,705 40 — 1,753 — 1,753 1,521 —
Central bank 7,654 — — — — 6 — 6 7 — 7,667 — 7,667 10 15,103
Other banks 623 — — 802 217 365 278 889 7,410 164 9,086 3,566 12,652 17,425 2,615
Other FI 1,557 — — 6,804 (386) 290 108 6,986 1,806 108 10,457 3,388 13,845 5,082 5,792
Corporate 4,827 621 209 199 6 113 5 307 747 3 5,884 6,596 12,480 1,820 416
Personal 20 3 2 — — — — — — — 20 11 31 — —
14,689 624 211 9,252 (89) 1,623 982 9,893 10,010 275 34,867 13,561 48,428 25,858 23,926
2010
Government 914 — — 3,469 16 1,426 607 4,288 46 — 5,248 46 5,294 1,682 —
Central bank 6,484 — — — — — — — — — 6,484 — 6,484 12 22,167
Other banks 554 — — 984 2 223 275 932 4,819 202 6,507 3,813 10,320 13,199 837
Other FI 1,801 — — 6,612 (185) 344 12 6,944 2,944 172 11,861 4,734 16,595 5,630 1,084
Corporate 6,170 388 149 264 3 152 57 359 875 — 7,404 9,537 16,941 1,178 —
Personal 81 3 3 — — — — — — — 81 11 92 — —
16,004 391 152 11,329 (164) 2,145 951 12,523 8,684 374 37,585 18,141 55,726 21,701 24,088
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 1,352 1,227 (12)11 1,206 1,189 31 (31)1,195 999 (2)(4)
Other banks 659 695 (1)2 965 995 41 (42) 784 789 12 (10)
Other FI 3,080 2,799 20 (23) 5,772 5,541 142 (131)4,210 3,985 48 (46)
Corporate 7,943 6,852 (93) 87
15,416 14,238 257 (166) 12,330 11,113 (72)177
13,034 11,573 (86) 77 23,359 21,963 471 (370)18,519 16,886 (14) 117
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 763 (17) 3,112 (32) 539 (3) — — 4,414(52)
Other FI 4,990 (33) 2,046 7 917(13) 667 5 8,620 (34)
5,753 (50)5,158 (25) 1,456 (16) 667 5 13,034 (86)
2011
Banks 7,605 107 88 1 6 — — — 7,699 108
Other FI 14,529 231 308 37 676 81 147 14 15,660363
22,134 338 396 38 68281 147 14 23,359 471