RBS 2012 Annual Report Download - page 281

RBS GROUP 2012
279
Other eurozone(1)
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 126 — — 323 (26)971 411 883 734 — 1,743 — 1,743 954 —
Central bank — — — — — — — — 33 — 33 — 33 34 —
Other banks 19 — — 54 — 130 27 157 927 8 1,111 117 1,228 4,805 1,432
Other FI 90 — — 102 (4)8 — 110 2 3 205 24 229 184 893
Corporate 856 33 13 97 (1) 2 7 92 41 — 989 1,118 2,107 52 —
Personal 14 — — — — — — — — — 14 10 24 — —
1,105 33 13 576 (31) 1,111 445 1,242 1,737 11 4,095 1,269 5,364 6,029 2,325
2011
Government 121 — — 327 (47)445 331 441 779 — 1,341 25 1,366 930 627
Central bank — — — — — — — — 23 — 23 — 23 23 —
Other banks 28 — — 63 (1) 13 70 6 1,011 — 1,045 94 1,139 9,268 350
Other FI 77 — — 100 (9)25 2 123 36 — 236 130 366 131 277
Corporate 1,125 12 15 134 (4)11 7 138 45 — 1,308 1,038 2,346 55 —
Personal 12 — — — — — — — — — 12 10 22 — —
1,363 12 15 624 (61) 494 410 708 1,894 — 3,965 1,297 5,262 10,407 1,254
2010
Government 124 — — 324 (25)268 283 309 697 — 1,130 26 1,156 777 —
Central bank 1 — — — — — — — 1 — 2 — 2 1 —
Other banks 141 — — 71 (1) 52 44 79 550 2 772 149 921 5,828 212
Other FI 81 — — 4 — — 5 (1) 8 6 94 70 164 47 238
Corporate 1,220 63 22 133 (1) 30 15 148 37 — 1,405 1,745 3,150 50 —
Personal 11 — — — — — — — — — 11 9 20 — —
1,578 63 22 532 (27)350 347 535 1,293 8 3,414 1,999 5,413 6,703 450
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 2,850 2,793 (82) 80 2,281 2,350 54 (47)1,975 2,190 (26)34
Other banks 63 68 — — 90 87 2 (1) 148 142 1 —
Corporate 2,222 2,082 (41) 41 4,054 3,944 70 (59)3,254 2,966 (63)51
5,135 4,943 (123) 121 6,425 6,381 126 (107)5,377 5,298 (88)85
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 461 (4)1,893 (55)159 (2) — — 2,513 (61)
Other FI 944 (25)1,522 (32) 156 (5)— — 2,622 (62)
1,405 (29)3,415 (87)315 (7)— — 5,135 (123)
2011
Banks 2,877 58 50 1 — — — — 2,927 59
Other FI 3,464 67 4 — 30 — — — 3,498 67
6,341 125 54 1 30 — — — 6,425 126
Note:
(1) Comprises Austria, Estonia, Finland, Malta, Slovakia and Slovenia.