RBS 2013 Annual Report Download - page 421
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Notes on the consolidated accounts
419
2013 2012 2011
Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total Level 1 Level 2 Level 3 Total
£bn £bn £bn £bn £bn £bn £bn £bn £bn £bn £bn £bn
Of which ABS
RMBS — 18.9 0.1 19.0 — 23.3 0.2 23.5 — 30.9 0.2 31.1
CMBS — 3.1 — 3.1 — 2.3 — 2.3 — 0.7 — 0.7
CDO — — 0.3 0.3 — 0.1 0.5 0.6 — 0.2 1.4 1.6
CLO — 0.1 0.6 0.7 — 0.4 1.9 2.3 — 1.0 3.3 4.3
Other — 1.0 0.1 1.1 — 1.3 0.2 1.5 — 2.3 0.7 3.0
Equity shares 0.2 0.6 0.4 1.2 0.3 0.7 0.4 1.4 0.3 1.3 0.4 2.0
Total AFS assets 21.0 31.7 1.6 54.3 35.0 36.7 3.4 75.1 53.6 49.6 6.1 109.3
Of which
Core 21.0 31.5 0.5 53.0 34.9 35.7 0.6 71.2 53.6 46.9 0.6 101.1
Non-Core — 0.2 1.1 1.3 0.1 1.0 2.8 3.9 — 2.7 5.5 8.2
21.0 31.7 1.6 54.3 35.0 36.7 3.4 75.1 53.6 49.6 6.1 109.3
Liabilities
Deposits by banks
Repos — 23.1 — 23.1 — 36.4 — 36.4 — 23.3 — 23.3
Derivative collateral — 19.1 — 19.1 — 28.6 — 28.6 — 31.8 — 31.8
Other — 0.6 0.1 0.7 — 1.9 0.1 2.0 — 2.4 — 2.4
— 42.8 0.1 42.9 — 66.9 0.1 67.0 — 57.5 — 57.5
Customer accounts
Repos — 52.3 — 52.3 — 82.2 — 82.2 — 65.5 — 65.5
Derivative collateral — 7.1 — 7.1 — 8.0 — 8.0 — 9.2 — 9.2
Other — 8.8 0.2 9.0 — 10.3 0.1 10.4 — 10.8 — 10.8
— 68.2 0.2 68.4 — 100.5 0.1 100.6 — 85.5 — 85.5
Debt securities in issue — 23.1 1.3 24.4 — 33.1 1.4 34.5 — 45.0 2.2 47.2
Short positions 23.9 4.1 — 28.0 23.6 4.0 — 27.6 34.4 6.3 0.3 41.0
Derivatives
Foreign exchange — 65.0 0.7 65.7 — 69.3 1.2 70.5 — 80.6 0.4 81.0
Interest rate 0.1 208.0 0.6 208.7 0.1 345.0 0.4 345.5 0.4 405.2 1.1 406.7
Credit — 4.5 0.9 5.4 — 9.6 0.8 10.4 — 24.9 1.8 26.7
Equities and commodities — 4.9 0.8 5.7 — 7.0 0.9 7.9 — 9.1 0.5 9.6
0.1 282.4 3.0 285.5 0.1 430.9 3.3 434.3 0.4 519.8 3.8 524.0
Subordinated liabilities — 0.9 — 0.9 — 1.1 — 1.1 — 0.9 — 0.9
24.0 421.5 4.6 450.1 23.7 636.5 4.9 665.1 34.8 715.0 6.3 756.1
Of which
Core 24.0 420.1 4.5 448.6 23.7 634.4 4.7 662.8 34.8 708.9 5.7 749.4
Non-Core — 1.4 0.1 1.5 — 2.1 0.2 2.3 — 6.1 0.6 6.7
24.0 421.5 4.6 450.1 23.7 636.5 4.9 665.1 34.8 715.0 6.3 756.1
Proportion 5.3% 93.7% 1.0% 100.0% 3.6% 95.7% 0.7% 100.0% 4.6% 94.6% 0.8% 100.0%
For the notes to this table refer to page 421.