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1
RBS – Interim Results 2015
Appendix 1 Capital and risk management
Presentation of information 1
General overview 2
Capital management
Pillar 2A and MDA 5
Capital resources 7
Leverage exposure 8
Risk-weighted assets 9
Liquidity and funding risk
Liquidity risk 13
Funding risk 15
Credit risk
Loans and related credit metrics 17
Debt securities 22
Derivatives 23
Key loan portfolios 25
Market risk
Trading portfolios 34
Non-trading portfolios 36
Country risk
Key points 40
Country exposures 42
Presentation of information
The assets and liabilities of disposal groups are presented as single lines in the consolidated balance sheet
as required by IFRS. As allowed by IFRS, exposures, measures and ratios in this Appendix include disposal
groups, primarily relating to CFG and international private banking, on a line-by-line basis. A summary of this
presentation is set out in Appendix 2.
The disclosures in this appendix supplement disclosures in Analysis of results - Balance sheet related key
metrics and ratios; Impairment losses; Capital and leverage ratios. An overview by risk type is included in the
General overview, supporting analyses and additional detailed commentary are included in specific risk
sections.