RBS 2012 Annual Report Download - page 279

RBS GROUP 2012
277
Belgium
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 — — — 828 (44) 1,269 711 1,386 103 — 1,489 — 1,489 404 —
Other banks 186 — — 2 — 2 2 2 2,618 50 2,856 7 2,863 4,035 1,256
Other FI 249 — — — — — — — 239 — 488 30 518 252 —
Corporate 414 50 15 14 — 6 — 20 180 — 614 1,263 1,877 270 —
Personal 22 3 20 — — — — — — — 22 8 30 — —
871 53 35 844 (44) 1,277 713 1,408 3,140 50 5,469 1,308 6,777 4,961 1,256
2011
Government — — — 742 (116) 608 722 628 89 — 717 — 717 492 —
Central bank 8 — — — — — — — 3 — 11 — 11 3 —
Other banks 287 — — 4 — — — 4 2,399 51 2,741 8 2,749 7,868 1,694
Other FI 354 — — — — 1 4 (3) 191 — 542 64 606 260 —
Corporate 588 31 21 3 — 20 — 23 277 — 888 1,279 2,167 375 255
Personal 20 — — — — — — — — — 20 8 28 — —
1,257 31 21 749 (116) 629 726 652 2,959 51 4,919 1,359 6,278 8,998 1,949
2010
Government 102 — — 763 (54) 529 602 690 92 — 884 — 884 745 —
Central bank 14 — — — — — — — 7 — 21 — 21 7 —
Other banks 441 — — 39 1 66 2 103 1,822 — 2,366 3 2,369 6,051 961
Other FI 32 — — — — — — — 126 — 158 81 239 201 —
Corporate 893 27 27 1 — 11 2 10 191 — 1,094 1,400 2,494 387 391
Personal 327 — — — — — — — — — 327 8 335 — —
1,809 27 27 803 (53) 606 606 803 2,238 — 4,850 1,492 6,342 7,391 1,352
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 1,890 1,674 (31)29 1,612 1,505 120 (110)880 986 53 (57)
Other banks 212 222 1 (1)312 302 14 (13) 278 266 2 (1)
Corporate 301 276 (1)1 563 570 12 (12)628 594 (6) 6
2,403 2,172 (31)29 2,487 2,377 146 (135) 1,786 1,846 49 (52)
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 244 (2)1,156 (17) 281 (3) — — 1,681 (22)
Other FI 178 — 505 (9) 39 — — — 722 (9)
422 (2)1,661 (26) 320 (3) — — 2,403 (31)
2011
Banks 1,602 97 2 — 12 1 — — 1,616 98
Other FI 866 48 1 — 4 — — — 871 48
2,468 145 3 — 16 1 — — 2,487 146