RBS 2013 Annual Report Download - page 352
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Business review Risk and balance sheet management
350
Country risk continued
Country exposure continued
Spain
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 — — — 44 (3) 1,468 659 853 5 — 858 11 869 10 —
Other banks 4 — — 2,801 (221) 77 91 2,787 648 — 3,439 13 3,452 3,718 2,126
Other FI 15 — — 1,317 (225) 103 40 1,380 10 — 1,405 40 1,445 37 —
Corporate 2,924 295 152 — — 7 12 (5) 326 — 3,245 1,862 5,107 363 —
Personal 318 55 25 — — — — — — — 318 55 373 — —
3,261 350 177 4,162 (449) 1,655 802 5,015 989 — 9,265 1,981 11,246 4,128 2,126
2012
Government — — — 37 (10) 786 403 420 18 — 438 14 452 56 —
Central bank 6 — — — — — — — — — 6 — 6 — —
Other banks 1 — — 3,169 (634) 100 76 3,193 1,254 — 4,448 8 4,456 5,116 610
Other FI 73 — — 1,661 (540) 96 18 1,739 26 — 1,838 140 1,978 50 —
Corporate 4,269 601 246 4 — 36 18 22 456 — 4,747 1,374 6,121 472 —
Personal 340 61 27 — — — — — — — 340 56 396 — —
4,689 662 273 4,871 (1,184) 1,018 515 5,374 1,754 — 11,817 1,592 13,409 5,694 610
2011
Government 9 — — 33 (15) 360 751 (358) 35 — (314) 116 (198) 40 —
Central bank 3 — — — — — — — — — 3 — 3 — —
Other banks 90 — — 4,892 (867) 162 214 4,840 1,620 2 6,552 7 6,559 5,180 122
Other FI 172 — — 1,580 (639) 65 8 1,637 282 — 2,091 169 2,260 1,084 467
Corporate 5,782 1,190 442 9 — 27 — 36 454 — 6,272 2,249 8,521 471 —
Personal 362 — — — — — — — — — 362 57 419 — —
6,418 1,190 442 6,514 (1,521) 614 973 6,155 2,391 2 14,966 2,598 17,564 6,775 589
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 5,164 5,159 176 (204) 5,934 5,905 361 (359) 5,151 5,155 538 (522)
Other banks 142 91 (3) 3 1,583 1,609 34 (30) 1,965 1,937 154 (152)
Other FI 571 446 8 5 1,209 1,061 47 (28) 2,417 2,204 157 (128)
Corporate 450 202 (5) 5 2,263 2,011 7 (4) 4,831 3,959 448 (399)
6,327 5,898 176 (191) 10,989 10,586 449 (421) 14,364 13,255 1,297 (1,201)
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 484 10 1,930 94 923 20 — — 3,337 124
Other FI 948 2 1,796 49 156 1 90 — 2,990 52
1,432 12 3,726 143 1,079 21 90 — 6,327 176
2012
Banks 646 26 3,648 169 1,409 65 — — 5,703 260
Other FI 2,335 72 2,539 109 324 8 88 — 5,286 189
2,981 98 6,187 278 1,733 73 88 — 10,989 449