RBS 2013 Annual Report Download - page 351
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Business review Risk and balance sheet management
349
Ireland
AFS and HFT Off-
LAR debt AFS debt securities Total debt Net Balance balance Total Gross
Lending REIL Provisions securities reserves Long Short securities Derivatives SFT sheet sheet exposure Derivatives SFT
2013 £m £m £m £m £m £m £m £m £m £m £m £m £m £m £m
Government 39 — — 140 (7) 9 13 136 13 — 188 2 190 22 —
Central bank 116 — — — — — — — — — 116 — 116 — —
Other banks 13 — — 47 (2) 33 22 58 544 73 688 — 688 1,810 2,329
Other FI 319 — — 46 — 116 12 150 92 — 561 521 1,082 389 —
Corporate 17,440 11,114 8,855 — — 142 5 137 251 — 17,828 1,677 19,505 255 —
Personal 17,667 3,306 1,846 — — — — — — — 17,667 511 18,178 — —
35,594 14,420 10,701 233 (9) 300 52 481 900 73 37,048 2,711 39,759 2,476 2,329
2012
Government 42 — — 127 (23) 79 56 150 2 — 194 2 196 6 —
Central bank 73 — — — — — — — — — 73 — 73 — —
Other banks 99 — — 191 (6) 18 1 208 694 476 1,477 — 1,477 2,384 3,547
Other FI 395 — — 46 — 325 2 369 140 27 931 552 1,483 471 1,042
Corporate 18,185 11,058 6,226 60 — — — 60 376 — 18,621 1,786 20,407 382 326
Personal 17,890 3,286 1,686 — — — — — 1 — 17,891 515 18,406 1 —
36,684 14,344 7,912 424 (29) 422 59 787 1,213 503 39,187 2,855 42,042 3,244 4,915
2011
Government 45 — — 102 (45) 20 19 103 92 — 240 2 242 102 —
Central bank 1,467 — — — — — — — — — 1,467 — 1,467 — —
Other banks 137 — — 177 (39) 195 14 358 980 478 1,953 1 1,954 19,090 3,441
Other FI 320 — — 61 — 116 35 142 342 61 865 513 1,378 857 1,181
Corporate 19,098 10,269 5,689 148 3 135 — 283 400 — 19,781 1,817 21,598 416 —
Personal 18,855 2,258 1,048 — — — — — 1 — 18,856 539 19,395 1 —
39,922 12,527 6,737 488 (81) 466 68 886 1,815 539 43,162 2,872 46,034 20,466 4,622
CDS by reference entity
2013 2012 2011
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 2,287 2,228 (4) (43) 2,486 2,525 72 (71) 2,145 2,223 466 (481)
Other banks — — — — 43 32 1 (2) 110 107 21 (21)
Other FI 262 210 (20) 12 758 676 21 (33) 523 630 64 (74)
Corporate 81 81 (5) 5 164 159 (17) 17 425 322 (11) 10
2,630 2,519 (29) (26) 3,451 3,392 77 (89) 3,203 3,282 540 (566)
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
2013 £m £m £m £m £m £m £m £m £m £m
Banks 197 (6) 1,217 (3) 9 — — — 1,423 (9)
Other FI 396 (5) 771 (15) 40 — — — 1,207 (20)
593 (11) 1,988 (18) 49 — — — 2,630 (29)
2012
Banks 213 5 1,455 41 32 (1) — — 1,700 45
Other FI 529 17 969 7 253 8 — — 1,751 32
742 22 2,424 48 285 7 — — 3,451 77