AI Terminal

MODULE: AI_ANALYST
Interactive Q&A, Risk Assessment, Summarization
MODULE: DATA_EXTRACT
Excel Export, XBRL Parsing, Table Digitization
MODULE: PEER_COMP
Sector Benchmarking, Sentiment Analysis
SYSTEM ACCESS LOCKED
Authenticate / Register Log In

Natwest Group PLC

Annual Report Aug 3, 2012

4644_iss_2012-08-03_20f68914-78db-41ba-a512-dd70fc8d0344.pdf

Annual Report

Open in Viewer

Opens in native device viewer

RBS reports an H1 2012 Group operating profit(1) of £1,834 million Core RBS H1 2012 operating profit of £3,185 million Core return on tangible equity 10.2% Net attributable H1 loss of £1,990 million after £2,974 million accounting charge for own credit, reflecting improvement in market trading levels of Group credit; £287 million attributable profit ex own credit adjustments Non-Core proceeding well, assets down £22 billion in H1 to £72 billion Group Core Tier 1 ratio strengthens further to 11.1%

"The first half of 2012 saw RBS make good progress on both of the jobs that make up our recovery plan. We have continued to make the bank safer and stronger as we clean up problems of the past. And despite the tougher economy, these results show our ongoing businesses to be more resilient than before with many further improvements underway.

Our recovery plan for RBS is about both physical and cultural change. We know that in a difficult moment for banks it is more essential than ever to drive through these changes. 30 million customers worldwide rely on our services. We have the obligation to show that their interests consistently come first. I am determined that RBS should be a leader as we remodel this bank to better serve society and all those who rely on us."

Stephen Hester, Group Chief Executive

Highlights

Continued progress on strengthening and derisking the bank

  • Non-Core third party assets were down £22 billion in H1 to £72 billion, with year-end targets revised down further to £60-65 billion.
  • Group Core Tier 1 ratio improved to 11.1%, with a net £4 billion reduction in risk-weighted assets in H1 2012 despite increases to regulatory risk-weightings.
  • Excluding capital relief from the Asset Protection Scheme (APS), the Core Tier 1 ratio was 10.3%. The Group intends to exit the APS in H2 2012, subject to Financial Services Authority approval.
  • Customer deposits grew by £7 billion from a year earlier, with minimal impact from a credit rating downgrade during Q2 2012. Group loan:deposit ratio improved further to 104%.
  • Short-term wholesale borrowings were reduced further by £40 billion during H1 2012 to £62 billion. This is covered 2.5 times by a significant liquidity buffer of £156 billion.

Highlights (continued)

Operating profit stable in H1 2012

  • H1 2012 Group operating profit(1) was £1,834 million, after a £125 million provision for costs arising from the technology incident in June 2012 and a £50 million provision for interest rate swap mis-selling. Excluding these provisions, the results were in line with H1 2011.
  • Core operating profit was £3,185 million in H1 2012, delivering a return on equity (ROE) of 10.2%. Retail & Commercial, excluding Ulster Bank, showed favourable trends in Q2, with H1 ROE at 14.4%. H1 ROE for our Markets business was 14.0%.
  • Q2 Group operating profit was £650 million, down £183 million versus Q2 2011 as lower Markets revenues and the technology incident provision were only partially offset by lower Non-Core losses.

Favourable credit trends and cost control continue

  • Group impairment losses totalled £2,649 million in H1 2012, down £1,562 million (37%) from H1 2011. Core impairments were down £172 million, or 10%, with favourable trends particularly in UK Retail and US Retail & Commercial; Non-Core saw a significant reduction in impairment charges on the Ulster Bank portfolio.
  • Core expenses were flat in H1 relative to a year ago, as the Group's cost reduction programme and the restructuring of Markets and International Banking offset the cost of the one-off provisions.
  • Staff costs were 4% lower than in H1 2011, with employee numbers down by 5,700, principally in Markets and International Banking.

Note:

(1) Operating profit before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals and RFS Holdings minority interest ('operating profit'). Statutory operating loss before tax was £1,505 million for the half year ended 30 June 2012.

Key financial data

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Core
Total income (1) 13,299 14,494 6,437 6,862 6,816
Operating expenses (2) (7,336) (7,355) (3,615) (3,721) (3,557)
Insurance net claims (1,225) (1,487) (576) (649) (703)
Operating profit before impairment losses (3) 4,738 5,652 2,246 2,492 2,556
Impairment losses (4) (1,553) (1,725) (728) (825) (853)
Core operating profit (3) 3,185 3,927 1,518 1,667 1,703
Non-Core operating loss (3) (1,351) (1,961) (868) (483) (870)
Group operating profit (3) 1,834 1,966 650 1,184 833
Own credit adjustments (2,974) (236) (518) (2,456) 324
Asset Protection Scheme (45) (637) (2) (43) (168)
Payment Protection Insurance costs (260) (850) (135) (125) (850)
Sovereign debt impairment - (733) - - (733)
Other items (5) (60) (304) (96) 36 (84)
Loss before tax (1,505) (794) (101) (1,404) (678)
Loss attributable to ordinary and
B shareholders (1,990) (1,425) (466) (1,524) (897)
Memo: APS after tax cost (6) (34) (468) (2) (32) (123)
30 June
2012
31 March
2012
31 December
2011
Capital and balance sheet
Funded balance sheet (7) £929bn £950bn £977bn
Loan:deposit ratio (Group) (8) 104% 106% 108%
Loan:deposit ratio (Core) (8) 92% 93% 94%
Core Tier 1 ratio 11.1% 10.8% 10.6%
Tangible equity per ordinary and B share (9) 489p 488p 501p

Notes:

  • (1) Excluding own credit adjustments, Asset Protection Scheme, gain on redemption of own debt, strategic disposals and RFS Holdings minority interest.
  • (2) Excluding Payment Protection Insurance costs, amortisation of purchased intangible assets, integration and restructuring costs, bonus tax and RFS Holdings minority interest.
  • (3) Operating profit before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment and other items (see note 5 below).
  • (4) Excluding sovereign debt impairment and related interest rate hedge adjustments.
  • (5) Other items comprise amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax, RFS Holdings minority interest and interest rate hedge adjustments on impaired available-for-sale sovereign debt. Refer to page 18 of the main announcement for further details.
  • (6) Asset Protection Scheme, net of tax.
  • (7) Funded balance sheet is total assets less derivatives.
  • (8) Net of provisions, including disposal groups and excluding repurchase agreements.
  • (9) Tangible equity per ordinary and B share is total tangible equity divided by number of ordinary and effect of convertible B shares in issue. Prior period data have been adjusted for the sub-division and one-for-ten consolidation of ordinary shares, which took effect in June 2012.

Comment

Stephen Hester, Group Chief Executive, commented:

We launched our plan to change RBS in 2009 and it continues to deliver good progress along the path we set out. For the first half of this year, the Group made an operating profit of £1.8 billion, close to the same period in 2011 despite a worsening economic backdrop and the further restructuring of our Markets businesses. Excluding 'clean-up' losses from Non-Core and Ulster Bank, operating profit was £3.7 billion and operating ROE on this basis was 13.2%.

We also achieved an important milestone in completing full repayment of the huge liquidity support given to RBS by public authorities during the crisis. We navigated Eurozone problems and a credit rating downgrade from Moody's with no slippage in the balance sheet resilience painstakingly rebuilt in the first three years of our plan. The bottom-line loss we report for H1 2012 includes a £3 billion 'own credit' accounting charge, itself an indicator of RBS's recovery as our debt now trades at tighter margins.

We continue to prioritise support for customers and have increased overall net lending in Core UK Retail and Corporate businesses. In the first six months, despite economic shrinkage; gross new lending to UK non-financial institutions and homeowners was £49.2 billion. Since 2008, total drawn lending balances in our UK Core businesses are up 4%.

However, steady progress in rebuilding financial strength, and resilience in the Group's underlying financial performance, contrasts with a grim period for the reputation of our industry and for RBS within it.

We are in a chastening period for the banking industry. The consequences of the sector's past overexpansion are still being accounted for, probably with some way still to go. The mistakes and vulnerabilities carried over from that period are both financial and cultural. The consequences of these mistakes have seen the reputation of the sector fall to new lows. This is dangerous because customer trust is a pre-requisite for a successful banking sector and an effective banking sector is so important to economic stability and growth. It especially saddens me because since rejoining the sector three and a half years ago to lead the change and recovery at RBS, I have been struck by the sterling efforts of the vast majority of people in our bank to provide honest, reliable and helpful services to customers.

When we first set out the plan for recovery and change at RBS, we were under no illusions as to the scale of the task. Most things that had gone wrong in the industry as a whole had also been present within RBS. It was clear the changes we needed to bring about could not be accomplished overnight. We foresaw five tough years - identifying the problems, paying for their consequences and putting them right for the future. The sheer scale of what was needed to recover RBS from the chaos of 2008- 2009 meant the problems would take much work to fix and we would not get everything right first time.

Three years on we have made a lot of progress in our task. We have largely corrected the unstable balance sheet. The clean-up costs from past mistakes are steadily being put behind us, though still significant. The Bank's leadership has been almost entirely changed. Our recovery has been elongated by tough economic conditions in our main markets, but we have taken care to build resiliency into our balance sheet and sustainability into our customer revenues. This means the business is increasingly well positioned for the more conservative approach that customers and shareholders want from their banks.

Comment (continued)

At the centre of RBS's recovery and change plan was always both physical and cultural change. Our industry's weaknesses, and those of RBS specifically, were often rooted in the interplay of these two aspects. While there are many different strands to cultural change, at its heart is one central truth: we must build RBS around good and enduring customer service. The Bank's own fortunes - shareholders and employees - must be a reflection of how well we do this, not an end in itself.

All companies make mistakes and have individual cases of wrongdoing. The nature of financial services tends to magnify the impact of these. But we must not rest until our physical defences are robust and the culture of RBS and the wider industry, properly and permanently reinforces the good and isolates the bad. Culture is defined over years, not months. The wrenching changes at RBS and elsewhere are a hugely powerful catalyst to hasten that process. However, the process of combing through and rectifying the past can seem like going backwards for a while - just as realisation of bad lending takes time to identify, provide for and deal with.

A significant blot on RBS's reputation came at the end of this quarter via a systems failure. We are working through a detailed root cause investigation to assess what improvements need to be made to ensure these types of issues do not re-occur. While we have significantly increased technology spend over the past three years, there is clearly more we need to do to ensure reliability for our customers. I know our customers expect and deserve better and we are determined to learn the lessons of this incident and make the necessary improvements.

RBS legal disclosures, which accompany each of our quarterly reports, highlight a list of items arising from past actions that we are still dealing with in the conduct arena. It is no comfort that many are shared across the industry. The LIBOR situation is on our agenda and is a stark reminder of the damage that individual wrongdoing and inadequate systems and controls can have in terms of financial and reputational impact. This is the subject of ongoing regulatory investigation but our customers and shareholders should be in no doubt that we are taking it seriously. These issues together are hard to deal with but just as necessary a part of change from the past as the restructuring of our balance sheet.

We debate carefully what these industry problems say about different forms of banking. Certainly, wholesale businesses saw the greatest financial and cultural distortion in the boom years. In response to this, RBS wholesale businesses are now just one third of their pre-crisis size in balance sheet terms - a restructuring on a greater scale than any peer so far. Yet our industry, and RBS, has had cultural, customer and risk management failures across all its business lines arising out of pre-crisis times. The change we are making must be as comprehensive. This is because customers and our economies need strong and effective financial services of all kinds - from the man in the street to the international needs of large exporters, pension funds and governments themselves.

RBS plays an important and enduring role for our customers. We are needed, and where we do our jobs well we also have a valuable, well performing and enduring business. We have undergone huge change for the better in the last three years. The fruits of change are visible in many areas, but still to be secured in others. There will remain tough moments ahead. We want RBS to be a model for the way a bank relates to society. This means we aspire to serve our customers well with a dedicated staff who can feel proud of their work at RBS. And as we do that, we must also deliver enduring value to our shareholders and meet all of our responsibilities in the wider economy and society. I believe we can do what we need to do.

Highlights

First half 2012 results summary

The Royal Bank of Scotland Group (RBS) reported a Group operating profit of £1,834 million for the first half of 2012. The results included a provision of £125 million for costs arising from the technology incident that affected the Group's systems in June, principally to cover customer redress. In addition, we have reserved £50 million for redress of a particular category of complex interest rate swaps based on agreement reached with the FSA. Excluding these provisions, operating profit was stable compared with H1 2011.

Core operating profit totalled £3,185 million in H1, down 19%, while return on equity was 10.2%.

  • Retail & Commercial (R&C) faced headwinds with a weakening economy and continuing low interest rates, but held costs flat and there was a continued improvement in impairments. R&C H1 operating profit was £2,067 million, down 12%. Although Q2 net interest margin was broadly stable at 2.94% compared with Q1, net interest income has remained under pressure as a consequence of muted lending demand. R&C ROE in H1 was 9.8%, although excluding Ulster Bank R&C ROE in H1 was 14.4%.
  • Markets also faced a difficult environment, reinforcing management's decision to restructure the business, as the increased liquidity and investor confidence that followed the European Central Bank's Long Term Refinancing Operation in Q1 proved short-lived. H1 operating profit fell 21% to £1,075 million, with weakness in currencies, credit markets and investor products and equity derivatives, mitigated by higher rates revenues. ROE for Markets' ongoing business was 14.0%.
  • Direct Line Group H1 operating profit of £219 million was 6% higher than in the prior year, with significantly improved claims ratios despite the impact of more severe weather this year.
  • Non-Core operating losses were 31% lower than H1 2011 at £1,351 million, with expenses down 20% and impairments down 56% from the prior year.

Q2 2012 Group operating profit totalled £650 million, down 22% from Q2 2011 but only 1% excluding the provisions described earlier. Core operating profit for the quarter was £1,518 million, down 9% from Q1 2012 and down 11% versus Q2 2011 (down 1% year-on-year and up 2% quarter-on-quarter excluding the provisions).

Non-operating items and statutory results

H1 integration and restructuring costs totalled £673 million, of which £213 million was recorded in the second quarter. This was largely offset by the gain of £577 million recorded in March following a restructuring of the Group's Lower Tier 2 debt. A disposal gain of £197 million was recorded on the sale of RBS Aviation Capital, completed in June 2012.

A further provision of £135 million in Q2 (H1 2012 - £260 million) was recorded for Payment Protection Insurance claims, bringing the cumulative charge taken to £1.3 billion, of which £0.7 billion in redress had been paid by 30 June 2012.

The significant narrowing of RBS's credit spreads in debt markets, reflecting strengthened investor perceptions, that occurred in the first quarter of 2012 continued in Q2, resulting in an own credit charge of £2,974 million in H1 2012, of which £518 million was booked in Q2. Excluding own credit adjustments, H1 pre-tax profit was £1,469 million and attributable profit £287 million*. H1 2012 statutory pre-tax loss was £1,505 million and statutory attributable loss was £1,990 million. Tangible net asset value per share rose to 489 pence.

*Attributable loss adjusted for post-tax effect of own credit adjustments.

Efficiency

Core expenses in H1 2012 were flat, with benefits from the Group's cost reduction programme and the restructuring of Markets and International Banking offsetting the £88 million litigation settlement booked by US R&C in Q1 and the £125 million provision for costs arising from the technology incident accrued in Group Centre in Q2.

Staff expenses were reduced by 4% from H1 2011, with employee numbers down by 5,700, principally in Markets and International Banking. The compensation:revenue ratio in Markets declined to 33%, compared with 35% in H1 2011.

Despite strong expense control, the Core cost:income ratio, net of claims, worsened to 61%, compared with 57% in H1 2011, reflecting the weaker income trends. R&C cost:income ratio was 59% in H1, improving slightly from 60% in Q1 to 57% in Q2.

Risk

Group impairment losses totalled £2,649 million in H1 2012, with Q2 2012 in line with Q1 2012 at £1,335 million. R&C impairments were £241 million lower than H1 2011, with improvements particularly in UK Retail and US R&C. Core Ulster Bank impairments were in line with H1 2011 at £717 million, with Q2 2012 down 18% on Q1 2012. Non-Core impairments were down £1,390 million in H1 2012 at £1,096 million, principally reflecting the substantial provisioning of development land values in the Ulster Bank portfolio during the first half of 2011. Non-Core's Q2 2012 impairments were £118 million higher than Q1 2012, largely reflecting one significant provision within the project finance portfolio.

Core annualised impairments represented 0.7% of loans and advances to customers in Q2 2012 compared with 0.8% in Q1. Group risk elements in lending totalled £41.1 billion at 30 June 2012, down from £42.4 billion at 31 December 2011, with provision coverage increasing from 49% to 51%. Ulster Bank provision coverage was 53% in Core and 57% in Non-Core.

Balance sheet

RBS made strong progress on the task of strengthening and derisking its balance sheet during the first half. Non-Core third party assets, which had been reduced by £11 billion in Q1, fell by a further £11 billion in Q2 to £72 billion at 30 June 2012, principally driven by the disposal of RBS Aviation Capital and run-off. In light of this strong progress the Group has lowered its year-end target for Non-Core assets to £60-65 billion.

Markets funded assets have been reduced by £60 billion over the 12 months to 30 June 2012, with a further £18 billion reduction in International Banking assets.

From its highest reported point in 2008 the Group has reduced its funded balance sheet by £298 billion (24%).

Liquidity and funding

The Group maintained its trajectory towards a more stable, deposit-led balance sheet with the Group loan:deposit ratio improving further to 104% at 30 June 2012, compared with 114% a year earlier. Customer deposits grew by £3 billion during Q2 2012 and at 30 June 2012 were up £7 billion from a year earlier. No material impact was experienced from the credit rating downgrade during Q2 2012, on either the Group's credit spreads or its ability to attract customer deposits.

Reflecting the Group's strategy of sharply reducing its dependence on short-term wholesale funding, this funding fell to £62 billion at 30 June 2012, down £40 billion since the end of 2011. Short-term wholesale funding was covered 2.5 times by the Group's liquidity buffer, which was maintained at £156 billion.

Capital

The Group's Core Tier 1 ratio remained strong at 11.1%, and the leverage ratio was 15.6x. Although regulatory changes continued to increase risk-weightings on a number of portfolios, the Group reduced risk-weighted assets in Markets and successfully restructured a large derivative position in Non-Core, resulting in a substantial decrease in exposure to a highly leveraged counterparty. The capital relief afforded by the Asset Protection Scheme fell from 85 basis points in Q1 2012 to 77 basis points in Q2 2012 and continues to diminish. It remains the Group's intention to exit the Scheme in H2 2012, subject to the approval of the Financial Services Authority. The Group has already expensed £2.5 billion for the APS, which equals the minimum fee payable.

Strategic Plan

Worst Medium
point Q1 2012 Q2 2012 term target
Core Core Core
(31%)(2) 11.0% 9.3% >12%
97%(4) 60% 62% <55%
Group Group Group
4%(5) 10.8% 11.1% >10%
154%(6) 106% 104% c.100%
£297bn(7) £80bn £62bn <10% TPAs(8)
£90bn(7) £153bn £156bn >1.5x STWF
28.7x(11) 16.3x 15.6x <18x

Notes:

(1) Based on indicative Core attributable profit taxed at standard rates and Core average tangible equity per the average balance sheet (c.75% of Group tangible equity based on RWAs at 30 June 2012); (2) Group return on tangible equity for 2008; (3) Cost:income ratio net of insurance claims; (4) Year ended 31 December 2008; (5) As at 1 January 2008; (6) As at October 2008; (7) As at December 2008; (8) Third party assets (TPAs); (9) Eligible assets held for contingent liquidity purposes including cash, Government issued securities and other eligible securities with central banks; (10) Funded tangible assets divided by total Tier 1 capital; (11) As at June 2008.

Disposals

Preparations for the planned IPO of Direct Line Group in the latter part of 2012 remain on track. The company is prepared for separation and, from 1 July, is operating on a substantially standalone basis with its own corporate functions and HR platform. Residual IT services will be provided by the Group under a Transitional Services Agreement. Direct Line Group returned £800 million to the Group during H1 2012 as part of optimising its capital structure.

We continue to work with Santander on the sale of the RBS England & Wales and NatWest Scotland branch-based businesses along with certain SME and corporate activities. The complexity of the transaction and the focus on causing minimum disruption to our customers is likely to lead to an extension of the process well into 2013.

The sale of RBS Aviation Capital to Sumitomo Mitsui Banking Corporation, acting on behalf of a consortium comprising its parent, Sumitomo Mitsui Financial Group, and Sumitomo Corporation, was completed on 1 June 2012. The disposal realised a net gain of £197 million and removed £5 billion of funded assets from the Non-Core balance sheet.

Technology issues

In late June, a number of our customers were impacted by a technology incident affecting our transaction batch processing.

The immediate software issue was promptly identified and rectified. Despite this, significant manual intervention in a highly automated and complex batch processing environment was required. This resulted in a significant backlog of daily data and information processing. The consequential technology problems and backlog took time to resolve. However, at no point was any customer data lost or destroyed. Regrettably, in Ulster Bank, our customers experienced extended problems with their accounts, which have now been largely rectified.

Throughout the incident, we took action to help customers experiencing difficulty. We opened our branches for longer, doubled the number of staff in our UK-based call centres and gave staff greater authority to provide on-the-spot help. Thereafter, we focused on honouring our commitment that we would put impacted Group and non-Group customers back to the position they would have been in had the incident not occurred.

A full and detailed investigation is under way into the causes of the problem, overseen by independent experts and reporting to the Group Board Risk Committee. It will consider both the Group's own operations and the role of third parties in the context of the incident. It will establish a full account of what happened, an assessment of how the Group responded and a thorough review of the root cause.

A charge of £125 million has been accrued in Q2 2012 in relation to the costs of this incident, principally covering redress to the Group's customers. Additional costs may arise once all redress and business disruption items are clear and a further update will be given in Q3.

Core UK franchise

The health of RBS's core UK retail and commercial banking franchises is directly dependent on the health and success of its customers. Over the first half of 2012 the Group has maintained its support for these customers, with UK Retail increasing net lending to homeowners by £2.0 billion, or 2%, while UK Corporate increased loans to the manufacturing industry by 4%.

Gross mortgage lending in H1 2012 totalled £7.7 billion, with net new lending of over £3 billion in the same period. Gross new lending to first time buyers was up 26% from H1 2011.

Gross new lending to UK non-financial businesses totalled £41.5 billion, of which £19.2 billion was to SME customers. This included £28.3 billion of new loans and facilities (of which £15.2 billion was to SMEs) as well as £13.2 billion of overdraft renewals (including £4.0 billion to SMEs). Customer confidence has weakened in the face of economic newsflow, with many companies scaling back their investment plans, given concerns about the prospects for demand, and this is reflected in weak SME application volumes, down 18% on H1 2011. As a result, Q2 gross lending volumes were lower, with some impact from the technology incident as relationship managers prioritised the provision of operational support for affected customers. Overall, utilisation of overdraft facilities remained below 50% as it has for over two years.

It is into this challenging environment that the Bank of England recently launched the new Funding for Lending Scheme (FLS), aimed at increasing lending to the real economy. The Group welcomes this new initiative and has taken immediate steps to ensure that the FLS delivers real benefits for customers. UK Retail has introduced a new set of mortgage rates and products, offering low fixed rates to first time buyers and buyers of newly built homes as well as a strong offering for buy-to-let purchasers. In UK Corporate, the scheme will be used to cut interest rates on £2.5 billion of SME loans by an average of 1 percentage point, with larger reductions for the smallest businesses. The division will also remove arrangement fees on £2.5 billion of new SME loans. For larger businesses, the FLS benefits will be targeted at specific client segments where there are good opportunities to increase support to customers.

The Group also played an active role in the UK Government's National Loan Guarantee Scheme (NLGS), launched in March, and by 30 June had provided over 8,000 loans and asset finance facilities, totalling £470 million. RBS was the only bank to make NLGS loans available for the full range of loans down to as little as £1,000, and approximately two-thirds of the facilities provided have been for amounts under £25,000, demonstrating the Group's commitment to supporting as wide a range of customers as possible.

Core UK franchise (continued)

We continue to conduct extensive research with our customers to ensure that we are well equipped to meet their needs. Customers' principal expectations are that we will make their banking straightforward and simple, enabling them to interact with us in a way and at a time that suits them. When their needs are more complex, our customers want fast access to business expertise. They want to be confident that the person they talk to understands their business well. Key initiatives to ensure that we can meet these expectations include:

  • The launch of Business Connect, an enhanced telephony service that now supports 210,000 customers, with 75% of customers very satisfied with the service received;
  • Continuing efforts to ensure our relationship managers are fully equipped to serve their customers, through an accreditation programme in partnership with the Chartered Banker Institute; and
  • The "Working with you" programme, in which managers, of all levels, including senior executives, spend at least two days a year working in customers' businesses. This has proved popular both with our managers and with our customers, and has substantially improved our ability to understand customers' needs.

Outlook

The economic and regulatory challenges we face are unlikely to abate over the remainder of the year. We will continue to focus on maintaining a strong balance sheet and capital position.

We expect our Retail and Commercial businesses to continue to perform satisfactorily albeit Ulster Bank impairments are expected to remain elevated. Net interest margin is expected to be slightly up compared with the first half of 2012.

Markets' revenues remain sensitive to client activity levels and broader market volatility.

Non-Core continues to make good progress operating within our loss expectations, with third party assets projected to fall to between £60 billion and £65 billion by the year end.

We will make an announcement regarding exit from the Asset Protection Scheme once formal regulatory clearance has been secured.

The divestment of Direct Line Group is on track and, subject to market conditions, the IPO is planned for October 2012.

Contacts

For analyst enquiries:
Richard O'Connor Head of Investor Relations +44 (0) 20 7672 1758
For media enquiries:
Group Media Centre +44 (0) 131 523 4205

Results presentation and Q&A call

A pre-recorded presentation of the results for the half year ended 30 June 2012 will be available on www.rbs.com/results from 7.00 am on Friday 3 August 2012.

An audio Q&A session will also be held, details as follows:

Date: Friday 3 August 2012
Time: 9.30 am UK time
Webcast: www.rbs.com/results
Dial in details: International – +44 (0) 1452 568 172
UK Free Call – 0800 694 8082
US Toll Free – 1 866 966 8024

Slides

Slides accompanying this document will be available on www.rbs.com/results

Financial supplement

A financial supplement will be available on www.rbs.com/results This supplement shows published income and balance sheet financial information by quarter for the last nine quarters to assist analysts for modelling purposes.

Interim results for the half year ended 30 June 2012

Contents

Page
Forward-looking statements 3
Presentation of information 4
Results summary 6
Results summary - statutory 9
Summary consolidated income statement 10
Summary consolidated balance sheet 12
Analysis of results 13
Net interest income 13
Non-interest income 14
Operating expenses 15
Impairment losses 16
One-off and other items 18
Capital resources and ratios 19
Balance sheet 20
Divisional performance 21
UK Retail 24
UK Corporate 28
Wealth 32
International Banking 35
Ulster Bank 39
US Retail & Commercial 42
Markets 48
Direct Line Group 52
Central items 58
Non-Core 60
Statutory results 68
Condensed consolidated income statement 68
Condensed consolidated statement of comprehensive income 69
Condensed consolidated balance sheet 70
Commentary on condensed consolidated balance sheet 71
Average balance sheet 73
Condensed consolidated statement of changes in equity 76
Condensed consolidated cash flow statement 79
Notes 80
1. Basis of preparation 80
2. Accounting policies 80
3. Analysis of income, expenses and impairment losses 81
4. Loan impairment provisions 83
5. Pensions 84
6. Tax 84
7. (Loss)/profit attributable to non-controlling interests 85
8. Dividends 86
9. Share consolidation 86
10. Earnings per ordinary and B share 87
11. Segmental analysis 88

Contents (continued)

Notes (continued) Page
12. Discontinued operations and assets and liabilities of disposal groups 95
13. Financial instruments 97
14. Available-for-sale reserve 110
15. Contingent liabilities and commitments 110
16. Litigation, investigations and reviews 111
17. Other developments 124
18. Related party transactions 127
19. Date of approval 128
20. Post balance sheet events 128
Risk and balance sheet management 129
General overview 129
Balance sheet management 132
Capital 132
Regulatory capital developments 135
Liquidity and funding risk 137
Funding sources 138
Securitisations and asset transfers 142
Conduits 145
Liquidity portfolio 146
Net stable funding ratio 147
Non-traded interest rate risk 148
Interest rate risk 149
Structural hedges 150
Structural foreign currency exposures 151
Risk management 152
Credit risk 152
Financial assets 152
Problem debt management 165
Key credit portfolios 180
- Commercial real estate 180
- Residential mortgages 186
- Ulster Bank Group (Core and Non-Core) 190
Market risk 194
Country risk 201
Independent review report to The Royal Bank of Scotland Group plc 237
Risk factors 239
Statement of directors' responsibilities 241
Additional information 242
Appendix 1 Income statement reconciliations
Appendix 2 Businesses outlined for disposal
Appendix 3 Credit risk assets

Forward-looking statements

Certain sections in this document contain 'forward-looking statements' as that term is defined in the United States Private Securities Litigation Reform Act of 1995, such as statements that include the words 'expect', 'estimate', 'project', 'anticipate', 'believes', 'should', 'intend', 'plan', 'could', 'probability', 'risk', 'Value-at-Risk (VaR)', 'target', 'goal', 'objective', 'will', 'endeavour', 'outlook', 'optimistic', 'prospects' and similar expressions or variations on such expressions.

In particular, this document includes forward-looking statements relating, but not limited to: the Group's restructuring plans, divestments, capitalisation, portfolios, net interest margin, capital ratios, liquidity, risk weighted assets (RWAs), return on equity (ROE), profitability, cost:income ratios, leverage and loan:deposit ratios, funding and risk profile; discretionary coupon and dividend payments; certain ring-fencing proposals; sustainability targets; the Group's future financial performance; the level and extent of future impairments and write-downs, including sovereign debt impairments; the protection provided by the Asset Protection Scheme (APS); and the Group's potential exposures to various types of market risks, such as interest rate risk, foreign exchange rate risk and commodity and equity price risk. These statements are based on current plans, estimates and projections, and are subject to inherent risks, uncertainties and other factors which could cause actual results to differ materially from the future results expressed or implied by such forward-looking statements. For example, certain market risk disclosures are dependent on choices about key model characteristics and assumptions and are subject to various limitations. By their nature, certain of the market risk disclosures are only estimates and, as a result, actual future gains and losses could differ materially from those that have been estimated.

Other factors that could cause actual results to differ materially from those estimated by the forward-looking statements contained in this document include, but are not limited to: global economic and financial market conditions and other geopolitical risks, and their impact on the financial industry in general and on the Group in particular; the ability to implement strategic plans on a timely basis, or at all, including the disposal of certain Non-Core assets and of certain assets and businesses required as part of the State Aid restructuring plan; organisational restructuring, including any adverse consequences of a failure to transfer, or a further delay in transferring, certain business assets and liabilities from RBS N.V. to RBS; the ability to access sufficient sources of liquidity and funding when required; deteriorations in borrower and counterparty credit quality; litigation, government and regulatory investigations including investigations relating to the setting of LIBOR and other interest rates; costs or exposures borne by the Group arising out of the origination or sale of mortgages or mortgage-backed securities in the United States; the extent of future write-downs and impairment charges caused by depressed asset valuations; the value and effectiveness of any credit protection purchased by the Group; unanticipated turbulence in interest rates, yield curves, foreign currency exchange rates, credit spreads, bond prices, commodity prices, equity prices and basis, volatility and correlation risks; changes in the credit ratings of the Group; ineffective management of capital or changes to capital adequacy or liquidity requirements; changes to the valuation of financial instruments recorded at fair value; competition and consolidation in the banking sector; the ability of the Group to attract or retain senior management or other key employees; regulatory or legal changes (including those requiring any restructuring of the Group's operations) in the United Kingdom, the United States and other countries in which the Group operates or a change in United Kingdom Government policy; changes to regulatory requirements relating to capital and liquidity; changes to the monetary and interest rate policies of central banks and other governmental and regulatory bodies; changes in UK and foreign laws, regulations, accounting standards and taxes, including changes in regulatory capital regulations and liquidity requirements; the implementation of recommendations made by the Independent Commission on Banking (ICB) and their potential implications; impairments of goodwill; pension fund shortfalls; general operational risks; HM Treasury exercising influence over the operations of the Group; insurance claims; reputational risk; the ability to access the contingent capital arrangements with HM Treasury; the participation of the Group in the APS and the effect of the APS on the Group's financial and capital position; the conversion of the B Shares in accordance with their terms; limitations on, or additional requirements imposed on, the Group's activities as a result of HM Treasury's investment in the Group; and the success of the Group in managing the risks involved in the foregoing.

The forward-looking statements contained in this document speak only as of the date of this announcement, and the Group does not undertake to update any forward-looking statement to reflect events or circumstances after the date hereof or to reflect the occurrence of unanticipated events.

The information, statements and opinions contained in this document do not constitute a public offer under any applicable legislation or an offer to sell or solicitation of any offer to buy any securities or financial instruments or any advice or recommendation with respect to such securities or other financial instruments.

Presentation of information

The financial information on pages 6 to 67, prepared using the Group's accounting policies, shows the underlying performance of the Group on a managed basis which excludes certain one-off and other items. Information is provided in this form to give a better understanding of the results of the Group's operations. Group operating profit on this basis excludes:

  • own credit adjustments;
  • Asset Protection Scheme;
  • Payment Protection Insurance (PPI) costs;
  • sovereign debt impairment;
  • interest rate hedge adjustments on impaired available-for-sale sovereign debt;
  • amortisation of purchased intangible assets;
  • integration and restructuring costs;
  • gain on redemption of own debt;
  • strategic disposals;
  • bonus tax; and
  • RFS Holdings minority interest (RFS MI).

Statutory results

The condensed consolidated income statement, condensed consolidated statement of comprehensive income, condensed consolidated balance sheet, condensed consolidated statement of changes in equity, condensed consolidated cash flow statement and related notes presented on pages 68 to 128 inclusive are on a statutory basis. Reconciliations between the managed basis and statutory basis are included in Appendix 1.

Disposal groups

In accordance with IFRS 5 'Non-current Assets Held for Sale and Discontinued Operations', in Q4 2011 the Group transferred the assets and liabilities relating to the planned disposal of its RBS England and Wales, and NatWest Scotland branch-based businesses, along with certain SME and corporate activities across the UK ('UK branch-based businesses'), to assets and liabilities of disposal groups.

Presentation of information (continued)

Restatements

Organisational change

In January 2012, the Group announced changes to its wholesale banking operations in light of a changed market and regulatory environment. The changes have seen the reorganisation of the Group's wholesale businesses into 'Markets' and 'International Banking' and the proposed exit and/or downsizing of selected activities. The changes will ensure the wholesale businesses continue to deliver against the Group's strategy.

The changes include an exit from cash equities, corporate broking, equity capital markets and mergers and acquisitions advisory businesses. Significant reductions in balance sheet, funding requirements and cost base in the remaining wholesale businesses will be implemented.

Revised allocation of Group Treasury costs

In the first quarter of 2012, the Group revised its allocation of funding and liquidity costs and capital for the new divisional structure as well as for a new methodology. The new methodology is designed to ensure that the allocated funding and liquidity costs more fully reflect each division's funding requirement.

Revised divisional return on equity ratios

For the purposes of divisional return on equity ratios, notional equity has been calculated as a percentage of the monthly average of divisional risk-weighted assets (RWAs), adjusted for capital deductions. Historically, notional equity was allocated at 9% of RWAs for the Retail & Commercial divisions and 10% of RWAs for Global Banking & Markets. This was revised in Q1 2012 and 10% of RWAs is now applied to both the Retail & Commercial and Markets divisions.

Fair value of own debt and derivative liabilities

The Group had previously excluded changes in the fair value of own debt (FVOD) in presenting the underlying performance of the Group on a managed basis given it is a volatile non-cash item. To better align our managed view of performance, movements in the fair value of own derivative liabilities (FVDL), previously incorporated within Markets operating performance, are now combined with movements in FVOD in a single measure, 'Own Credit Adjustments' (OCA). This took effect in Q1 2012 and Group and Markets operating results have been adjusted to reflect this change which does not affect profit/(loss) before and after tax.

Comparatives for all of the items discussed above were restated in Q1 2012. For further information on the restatements refer to the announcement dated 1 May 2012, available on www.rbs.com/ir.

Share consolidation

Following approval at the Group's Annual General Meeting on 30 May 2012, the sub-division and consolidation of the Group's ordinary shares on a one-for-ten basis took effect on 6 June 2012. Consequently, disclosures relating to or affected by numbers of ordinary shares or share price have been restated.

Results summary

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Core
Total income (1) 13,299 14,494 6,437 6,862 6,816
Operating expenses (2) (7,336) (7,355) (3,615) (3,721) (3,557)
Insurance net claims (1,225) (1,487) (576) (649) (703)
Operating profit before impairment losses (3) 4,738 5,652 2,246 2,492 2,556
Impairment losses (4) (1,553) (1,725) (728) (825) (853)
Operating profit (3) 3,185 3,927 1,518 1,667 1,703
Non-Core
Total income (1) 270 1,401 1 269 966
Operating expenses (2) (525) (658) (262) (263) (335)
Insurance net claims - (218) - - (90)
Operating (loss)/profit before impairment
losses (3) (255) 525 (261) 6 541
Impairment losses (4) (1,096) (2,486) (607) (489) (1,411)
Operating loss (3) (1,351) (1,961) (868) (483) (870)
Total
Total income (1) 13,569 15,895 6,438 7,131 7,782
Operating expenses (2) (7,861) (8,013) (3,877) (3,984) (3,892)
Insurance net claims (1,225) (1,705) (576) (649) (793)
Operating profit before impairment losses (3) 4,483 6,177 1,985 2,498 3,097
Impairment losses (4) (2,649) (4,211) (1,335) (1,314) (2,264)
Operating profit (3) 1,834 1,966 650 1,184 833
Own credit adjustments (2,974) (236) (518) (2,456) 324
Asset Protection Scheme (45) (637) (2) (43) (168)
Payment Protection Insurance costs (260) (850) (135) (125) (850)
Sovereign debt impairment - (733) - - (733)
Other items (60) (304) (96) 36 (84)
Loss before tax (1,505) (794) (101) (1,404) (678)

For definitions of the notes refer to page 8.

Results summary (continued)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
Key metrics 2012 2011 2012 2012 2011
Performance ratios
Core
- Net interest margin 2.16% 2.24% 2.20% 2.12% 2.19%
- Cost:income ratio (5) 61% 57% 62% 60% 58%
- Return on equity 10.2% 13.9% 9.3% 11.0% 11.9%
- Adjusted earnings per ordinary and B share
from continuing operations (6) 10.4p 14.0p 4.4p 6.0p 6.9p
- Adjusted earnings per ordinary and B share
from continuing operations assuming a
normalised tax rate of 24.5% (2011 - 26.5%) (6) 21.3p 26.8p 9.7p 11.6p 11.6p
Non-Core
- Net interest margin 0.28% 0.77% 0.24% 0.31% 0.83%
- Cost:income ratio (5) 194% 56% nm 98% 38%
Group
- Net interest margin 1.92% 2.00% 1.95% 1.89% 1.97%
- Cost:income ratio (5) 64% 56% 66% 61% 56%
Continuing operations
- Basic loss per ordinary and B share (6,7) (18.2p) (13.2p) (4.2p) (14.0p) (8.3p)

For definitions of the notes refer to page 8.

Results summary (continued)

30 June
31 March
31 December
2012 2012 Change 2011 Change
Capital and balance sheet
Funded balance sheet (8) £929bn £950bn (2%) £977bn (5%)
Total assets £1,415bn £1,403bn 1% £1,507bn (6%)
Loan:deposit ratio - Core (9) 92% 93% (100bp) 94% (200bp)
Loan:deposit ratio - Group (9) 104% 106% (200bp) 108% (400bp)
Risk-weighted assets - gross £488bn £496bn (2%) £508bn (4%)
Benefit of Asset Protection Scheme (APS) (£53bn) (£62bn) (15%) (£69bn) (23%)
Risk-weighted assets - net of APS £435bn £434bn - £439bn (1%)
Total equity £75bn £75bn - £76bn (1%)
Core Tier 1 ratio* 11.1% 10.8% 30bp 10.6% 50bp
Tier 1 ratio 13.4% 13.2% 20bp 13.0% 40bp
Risk elements in lending (REIL) £40bn £40bn - £41bn (2%)
REIL as a % of gross loans and advances (10) 8.6% 8.6% - 8.6% -
Tier 1 leverage ratio (11) 15.6x 16.3x (70bp) 16.9x (130bp)
Tangible equity leverage ratio (12) 6.0% 5.8% 20bp 5.7% 30bp
Tangible equity per ordinary and B share (6,13) 489p 488p - 501p (2%)

* The benefit of APS in the Core Tier 1 ratio is 77 basis points at 30 June 2012 (31 March 2012 - 85 basis points; 31 December 2011 - 90 basis points).

Notes:

  • (1) Excluding own credit adjustments, Asset Protection Scheme, gain on redemption of own debt, strategic disposals and RFS Holdings minority interest.
  • (2) Excluding Payment Protection Insurance costs, amortisation of purchased intangible assets, integration and restructuring costs, bonus tax and RFS Holdings minority interest.
  • (3) Operating profit before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment and related interest rate hedge adjustments, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax and RFS Holdings minority interest.
  • (4) Excluding sovereign debt impairment and related interest rate hedge adjustments on impaired available-for-sale sovereign debt.
  • (5) Cost:income ratio is based on total income and operating expenses as defined in (1) and (2) above and after netting insurance claims against income.
  • (6) Prior period data have been adjusted for the sub-division and one-for-ten consolidation of ordinary shares, which took effect in June 2012. Refer to page 86.
  • (7) Loss from continuing operations attributable to ordinary and B shareholders divided by the weighted average number of ordinary and effect of convertible B shares in issue. Prior period data have been adjusted for the sub-division and one for ten consolidation of ordinary shares, which took effect in June 2012. Refer to page 87.
  • (8) Funded balance sheet represents total assets less derivatives.
  • (9) Net of provisions, including disposal groups and excluding repurchase agreements.
  • (10) Gross loans and advances to customers include disposal groups and exclude reverse repurchase agreements.
  • (11) Tier 1 leverage ratio is total tangible assets (after netting derivatives) divided by Tier 1 capital.
  • (12) Tangible equity leverage ratio is total tangible equity divided by total tangible assets (after netting derivatives).
  • (13) Tangible equity per ordinary and B share is total tangible equity divided by the number of ordinary and effect of convertible B shares in issue.

Results summary - statutory

Highlights

  • Income of £11,263 million for H1 2012.
  • Operating loss before tax of £1,505 million for H1 2012.
Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Summary income statement
Total income 11,263 15,296 6,087 5,176 8,238
Operating expenses (8,894) (9,332) (4,277) (4,617) (5,017)
Operating profit/(loss) before impairment losses 1,144 4,259 1,234 (90) 2,428
Impairment losses (2,649) (5,053) (1,335) (1,314) (3,106)
Operating loss before tax (1,505) (794) (101) (1,404) (678)
Loss attributable to ordinary and B shareholders (1,990) (1,425) (466) (1,524) (897)

A reconciliation between statutory and managed view income statements is shown in Appendix 1 to this announcement.

Summary consolidated income statement for the period ended 30 June 2012

In the income statement set out below, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax, interest rate hedge adjustments on impaired available-for-sale sovereign debt and RFS Holdings minority interest are shown separately. In the statutory condensed consolidated income statement on page 68, these items are included in income, operating expenses and impairments as appropriate.

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Core £m £m £m £m £m
Net interest income 5,868 6,115 2,925 2,943 3,012
Non-interest income (excluding insurance net
premium income) 5,564 6,373 2,583 2,981 2,809
Insurance net premium income 1,867 2,006 929 938 995
Non-interest income 7,431 8,379 3,512 3,919 3,804
Total income (1) 13,299 14,494 6,437 6,862 6,816
Operating expenses (2) (7,336) (7,355) (3,615) (3,721) (3,557)
Profit before insurance net claims and
impairment losses 5,963 7,139 2,822 3,141 3,259
Insurance net claims (1,225) (1,487) (576) (649) (703)
Operating profit before impairment losses (3) 4,738 5,652 2,246 2,492 2,556
Impairment losses (4) (1,553) (1,725) (728) (825) (853)
Operating profit (3) 3,185 3,927 1,518 1,667 1,703
Non-Core
Net interest income 112 420 48 64 221
Non-interest income (excluding insurance net
premium income) 158 748 (47) 205 650
Insurance net premium income - 233 - - 95
Non-interest income 158 981 (47) 205 745
Total income (1) 270 1,401 1 269 966
Operating expenses (2) (525) (658) (262) (263) (335)
(Loss)/profit before insurance net claims and
impairment losses (255) 743 (261) 6 631
Insurance net claims - (218) - - (90)
Operating (loss)/profit before impairment
losses (3) (255) 525 (261) 6 541
Impairment losses (4) (1,096) (2,486) (607) (489) (1,411)
Operating loss (3) (1,351) (1,961) (868) (483) (870)

For definitions of the notes refer to page 8.

Summary consolidated income statement

for the period ended 30 June 2012 (continued)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
Total 2012
£m
2011
£m
2012
£m
2012
£m
2011
£m
Net interest income 5,980 6,535 2,973 3,007 3,233
Non-interest income (excluding insurance net
premium income) 5,722 7,121 2,536 3,186 3,459
Insurance net premium income 1,867 2,239 929 938 1,090
Non-interest income 7,589 9,360 3,465 4,124 4,549
Total income (1) 13,569 15,895 6,438 7,131 7,782
Operating expenses (2) (7,861) (8,013) (3,877) (3,984) (3,892)
Profit before insurance net claims and
impairment losses 5,708 7,882 2,561 3,147 3,890
Insurance net claims (1,225) (1,705) (576) (649) (793)
Operating profit before impairment
losses (3) 4,483 6,177 1,985 2,498 3,097
Impairment losses (4) (2,649) (4,211) (1,335) (1,314) (2,264)
Operating profit (3) 1,834 1,966 650 1,184 833
Own credit adjustments (2,974) (236) (518) (2,456) 324
Asset Protection Scheme (45) (637) (2) (43) (168)
Payment Protection Insurance costs (260) (850) (135) (125) (850)
Sovereign debt impairment - (733) - - (733)
Amortisation of purchased intangible assets (99) (100) (51) (48) (56)
Integration and restructuring costs (673) (353) (213) (460) (208)
Gain on redemption of own debt 577 255 - 577 255
Strategic disposals 152 27 160 (8) 50
Other items (17) (133) 8 (25) (125)
Loss before tax (1,505) (794) (101) (1,404) (678)
Tax charge (429) (645) (290) (139) (222)
Loss from continuing operations (1,934) (1,439) (391) (1,543) (900)
Profit/(loss) from discontinued operations, net
of tax
1 31 (4) 5 21
Loss for the period (1,933) (1,408) (395) (1,538) (879)
Non-controlling interests 19 (17) 5 14 (18)
Preference share and other dividends (76) - (76) - -
Loss attributable to ordinary and B
shareholders (1,990) (1,425) (466) (1,524) (897)

For definitions of the notes refer to page 8.

Summary consolidated balance sheet at 30 June 2012

30 June
2012
£m
31 March
2012
£m
31 December
2011
£m
Loans and advances to banks (1,2) 39,436 36,064 43,870
Loans and advances to customers (1,2) 434,965 440,406 454,112
Reverse repurchase agreements and stock borrowing 97,901 91,129 100,934
Debt securities and equity shares 200,717 213,534 224,263
Other assets (3) 155,738 168,534 154,070
Funded assets 928,757 949,667 977,249
Derivatives 486,432 453,354 529,618
Total assets 1,415,189 1,403,021 1,506,867
Bank deposits (2,4) 67,619 65,735 69,113
Customer deposits (2,4) 412,769 410,207 414,143
Repurchase agreements and stock lending 128,075 128,718 128,503
Debt securities in issue 119,855 142,943 162,621
Settlement balances and short positions 53,502 54,919 48,516
Subordinated liabilities 25,596 25,513 26,319
Other liabilities (3) 51,812 53,821 57,616
Liabilities excluding derivatives 859,228 881,856 906,831
Derivatives 480,745 446,534 523,983
Total liabilities 1,339,973 1,328,390 1,430,814
Owners' equity 74,016 73,416 74,819
Non-controlling interests 1,200 1,215 1,234
Total liabilities and equity 1,415,189 1,403,021 1,506,867
Memo: Tangible equity (5) 54,386 53,901 55,217

Notes:

(1) Excluding reverse repurchase agreements and stock borrowing.

(2) Excludes disposal groups (see page 96).

(3) Includes disposal groups (see page 96).

(4) Excluding repurchase agreements and stock lending.

(5) Tangible equity is equity attributable to ordinary and B shareholders less intangible assets.

Analysis of results

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Net interest income £m £m £m £m £m
Net interest income (1) 5,987 6,534 2,979 3,008 3,245
Average interest-earning assets 627,182 660,125 612,995 641,369 661,672
Net interest margin
- Group 1.92% 2.00% 1.95% 1.89% 1.97%
- Retail & Commercial (2) 2.93% 3.02% 2.94% 2.91% 2.99%
- Non-Core 0.28% 0.77% 0.24% 0.31% 0.83%

Notes:

(1) For further analysis and details of adjustments refer to pages 74 and 75.

(2) Retail & Commercial (R&C) comprises the UK Retail, UK Corporate, Wealth, International Banking, Ulster Bank and US Retail & Commercial divisions.

Key points

H1 2012 compared with H1 2011

  • Group net interest income decreased by £547 million, 8%, driven by a 5% fall in Retail & Commercial and a 62% fall in Non-Core.
  • Retail & Commercial net interest income fell £286 million, reflecting the impact of lower longterm interest rate hedges and the impact of a competitive savings market on UK Retail. International Banking net interest income was also lower, as loans and advances to customers reduced by £15 billion. The decrease in Non-Core reflects continued run-down.
  • Group net interest margin (NIM) declined by 8 basis points, largely reflecting the cost of precautionary liquidity and funding strategies adopted in the latter part of 2011.

Q2 2012 compared with Q1 2012

  • Group NIM increased by 6 basis points, benefiting from lower liquidity and funding costs as average short-term wholesale funding fell and low-yielding portfolios were managed down across the Group.
  • Group net interest income fell by 1%, driven by a £24 million decrease in Retail & Commercial, largely reflecting the roll-off of low yielding portfolios in International Banking.

Q2 2012 compared with Q2 2011

• Group NIM fell 2 basis points, reflecting increased funding and liquidity costs and pressure on liability margins.

Half year ended Quarter ended
Non-interest income 30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Net fees and commissions
Income from trading activities
Other operating income
2,333
2,195
1,194
2,759
2,789
1,573
1,136
931
469
1,197
1,264
725
1,377
1,219
863
Non-interest income (excluding insurance
net premium income)
Insurance net premium income
5,722
1,867
7,121
2,239
2,536
929
3,186
938
3,459
1,090
Total non-interest income 7,589 9,360 3,465 4,124 4,549

Key points

H1 2012 compared with H1 2011

  • Non-interest income fell by £1,771 million, or 19%, driven by a decrease of £807 million in Non-Core, which reflects significant gains recorded in H1 2011, and lower Markets non-interest income, down £470 million (15%). The Markets' fall reflects sluggish market conditions relative to a year ago, as investor confidence has waned.
  • Retail & Commercial non-interest income of £2,924 million compares with £3,150 million in H1 2011. In UK Retail, lower card transaction volumes and changing customer behaviours drove a 20% decline. International Banking non-interest income fell as a result of lower revenue share from Markets as client activity levels were down.
  • Insurance net premium income decreased by 17% to £1,867 million driven by a decrease in volumes written by Direct Line Group during 2011, reflecting a planned decrease in the Motor book, the exit of certain business lines and the run-off of legacy policies.

Q2 2012 compared with Q1 2012

  • Group non-interest income declined by 16%, primarily reflecting lower Markets revenues following a seasonal uplift in the first quarter.
  • Non-Core recorded a £39 million loss on disposals in Q2 2012, compared with gains of £182 million in Q1 2012.
  • Retail & Commercial non-interest income increased by £80 million, or 6%, largely driven by a gain of £47 million on the sale of Visa B shares in US Retail & Commercial.

Q2 2012 compared with Q2 2011

• Non-interest income decreased by £1,084 million, or 24%, principally driven by Non-Core as significant gains on restructured assets in Q2 2011 were not repeated.

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Operating expenses £m £m £m £m £m
Staff expenses 4,257 4,419 2,036 2,221 2,099
Premises and equipment 1,073 1,119 523 550 563
Other 1,755 1,699 936 819 834
Administrative expenses 7,085 7,237 3,495 3,590 3,496
Depreciation and amortisation 776 776 382 394 396
Operating expenses 7,861 8,013 3,877 3,984 3,892
Insurance net claims 1,225 1,705 576 649 793
Staff costs as a % of total income 31% 28% 32% 31% 27%

Key points

H1 2012 compared with H1 2011

  • Group operating expenses decreased by 2%, largely driven by the on-going run-down of the Non-Core division and lower revenue-linked staff expenses in Markets.
  • Retail & Commercial expenses were broadly flat as benefits from the Group cost reduction programme were largely offset by a litigation settlement of £88 million (\$138 million) in US Retail & Commercial in Q1.
  • Insurance net claims of £1,225 million were £480 million lower than H1 2011 as Direct Line Group loss ratios improved, reflecting reduced exposure, tight underwriting discipline and reserve releases from prior years. Legacy business run-off also contributed to the reduction.

Q2 2012 compared with Q1 2012

  • Group operating expenses fell by 3%, with staff expenses down £185 million, largely driven by a seasonal fall in Markets revenues. This was partially offset by a 14% increase in other expenses, which includes a £125 million provision for customer redress relating to the technology incident in June 2012.
  • Retail & Commercial expenses declined 5%, principally reflecting the litigation settlement of £88 million (\$138 million) in Q1 in US Retail & Commercial, and reductions in International Banking as a result of a planned reduction in headcount following the Q1 2012 restructuring.
  • Insurance net claims decreased by £73 million largely reflecting prior year reserve releases.

Q2 2012 compared with Q2 2011

  • Group operating expenses were flat compared with Q2 2011, as Non-Core run-down and lower expenses in Markets, largely driven by headcount reductions, were offset by the £125 million provision relating to the Q2 2012 technology incident.
  • Retail & Commercial expenses decreased by 3% as a result of savings achieved as part of the Group cost reduction programme.
  • Insurance net claims fell by 27% reflecting legacy business run-off and reduced exposures, particularly in Motor. Tightened claims management also supported prior year reserve releases.
Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Impairment losses £m £m £m £m £m
Loan impairment losses 2,730 4,135 1,435 1,295 2,237
Securities impairment losses (81) 76 (100) 19 27
Group impairment losses 2,649 4,211 1,335 1,314 2,264
Loan impairment losses
- individually assessed 1,690 3,119 945 745 1,834
- collectively assessed 1,129 1,311 534 595 591
- latent (113) (295) (56) (57) (188)
Customer loans 2,706 4,135 1,423 1,283 2,237
Bank loans 24 - 12 12 -
Loan impairment losses 2,730 4,135 1,435 1,295 2,237
Core 1,515 1,662 719 796 810
Non-Core 1,215 2,473 716 499 1,427
Group 2,730 4,135 1,435 1,295 2,237
Customer loan impairment charge as a % of
gross loans and advances (1)
Group 1.1% 1.6% 1.2% 1.1% 1.8%
Core 0.7% 0.8% 0.7% 0.8% 0.8%
Non-Core 3.6% 5.2% 4.2% 2.7% 6.0%

Note:

(1) Customer loan impairment charge as a percentage of gross customer loans and advances excluding reverse repurchase agreements and including disposal groups.

Key points

H1 2012 compared with H1 2011

  • Group loan impairment losses fell 34% to £2,730 million, compared with £4,135 million in H1 2011, driven by a significant reduction in Non-Core and improvements in Retail & Commercial.
  • Non-Core loan impairment losses were 51% lower, reflecting the substantial provisioning of development land values in the Ulster Bank portfolio during H1 2011.
  • Retail & Commercial loan impairment losses decreased by £206 million, 12%, driven by an overall improvement in asset quality reflecting risk appetite tightening in UK Retail and an improved credit environment for US Retail & Commercial.
  • Total Ulster Bank (Core and Non-Core) loan impairments were £1,166 million, compared with £2,540 million in H1 2011, driven by the fall in Non-Core. Core Ulster Bank impairments decreased by 2%.
  • The Group customer loan impairment charge as a percentage of loans and advances fell to 1.1% compared with 1.6% for H1 2011. For Core, the comparable percentages were 0.7% and 0.8%.

Q2 2012 compared with Q1 2012

  • Group loan impairment losses increased 11%, driven by Non-Core, where loan impairments rose by £217 million, largely reflecting one large provision in the Project Finance portfolio.
  • Retail & Commercial showed continuing improvement in credit trends, with loan impairment losses down 10%. This largely reflected a decrease in Ulster Bank, where significant provisions were recorded in Q1 2012 in respect of retail mortgages. UK Retail impairments also declined, with lower default volumes in both mortgages and unsecured lending reflecting risk appetite tightening.
  • Core and Non-Core Ulster Bank loan impairments totalled £512 million, a decrease of £142 million. Credit conditions remained difficult leading to a deterioration in asset quality. However, the level of deterioration of mortgages in default and the rate of decline in house prices slowed during the quarter.

Q2 2012 compared with Q2 2011

  • Group loan impairment losses decreased by 36%, driven by a decline in Non-Core impairments, due to the non repeat of the Q2 2011 development land provisions in Ulster Bank.
  • Retail & Commercial loan impairment losses were down £147 million, or 17%. Excluding Ulster Bank, R&C loan impairment losses declined by £201 million reflecting broad strengthening in credit metrics.
Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
One-off and other items £m £m £m £m £m
Own credit adjustments* (2,974) (236) (518) (2,456) 324
Asset Protection Scheme (45) (637) (2) (43) (168)
Payment Protection Insurance costs (260) (850) (135) (125) (850)
Sovereign debt impairment (1) - (733) - - (733)
Amortisation of purchased intangible assets (99) (100) (51) (48) (56)
Integration and restructuring costs (673) (353) (213) (460) (208)
Gain on redemption of own debt 577 255 - 577 255
Strategic disposals** 152 27 160 (8) 50
Other
- Bonus tax - (22) - - (11)
- RFS Holdings minority interest (17) (2) 8 (25) (5)
- Interest rate hedge adjustments on impaired
available-for-sale sovereign debt - (109) - - (109)
(3,339) (2,760) (751) (2,588) (1,511)
* Own credit adjustments impact:
Income from trading activities (1,280) (170) (271) (1,009) 96
Other operating income (1,694) (66) (247) (1,447) 228
Own credit adjustments (2,974) (236) (518) (2,456) 324
**Strategic disposals
Gain/(loss) on sale and provision for loss on disposal
of investments in:
- RBS Aviation Capital 197 - 197 - -
- Global Merchant Services - 47 - - -
- Other (45) (20) (37) (8) 50
152 27 160 (8) 50

Note:

(1) In the second quarter of 2011, the Group recorded an impairment loss of £733 million in respect of its AFS portfolio of Greek government debt as a result of Greece's continuing fiscal difficulties. In Q1 2012, as part of Private Sector Involvement in the Greek government bail-out, the vast majority of this portfolio was exchanged for Greek sovereign debt and European Financial Stability Facility notes; the Greek sovereign debt received in the exchange was sold.

Key points

H1 2012 compared with H1 2011

  • H1 2012 included a £2,974 million charge in relation to own credit adjustments, given the significant tightening in the Group's credit spreads. This compares with a smaller charge of £236 million in H1 2011.
  • Additional provisions totalling £260 million were taken in relation to Payment Protection Insurance in H1 2012, bringing the cumulative charge to £1.3 billion.
  • Integration and restructuring costs totalled £673 million, driven by the restructure of Markets and International Banking, Group property exits and expenditure incurred in preparation for the divestment of Direct Line Group and the sale of branches to Santander.
  • H1 2012 includes £577 million gain on the redemption of own debt completed during the first quarter.
  • A net gain on strategic disposals of £152 million in H1 2012 largely reflects the sale of RBS Aviation Capital in June 2012.
Capital resources and ratios 30 June
2012
31 March
2012
31 December
2011
Core Tier 1 capital £48bn £47bn £46bn
Tier 1 capital £58bn £57bn £57bn
Total capital £63bn £61bn £61bn
Risk-weighted assets
- gross £488bn £496bn £508bn
- benefit of Asset Protection Scheme (£53bn) (£62bn) (£69bn)
Risk-weighted assets £435bn £434bn £439bn
Core Tier 1 ratio (1) 11.1% 10.8% 10.6%
Tier 1 ratio 13.4% 13.2% 13.0%
Total capital ratio 14.6% 14.0% 13.8%

Note:

(1) The benefit of APS in the Core Tier 1 ratio was 77 basis points at 30 June 2012 (31 March 2012 - 85 basis points; 31 December 2011 - 90 basis points).

30 June 2012 compared with 31 March 2012

  • The Group's Core Tier 1 ratio improved to 11.1%. Core Tier 1 capital increased by £1.4 billion. This reflected the issue of new shares and the sale of surplus shares held by the Group's Employee Benefit Trust to fund deferred employee incentive awards, £0.5 billion, together with lower regulatory deductions, including APS, of £0.9 billion.
  • The impact of the Asset Protection Scheme (APS) on the Core Tier 1 ratio continued to decline, from 85 basis points at 31 March 2012 to 77 basis points at 30 June 2012.
  • Gross risk-weighted assets (RWAs) fell by £8 billion, reflecting a significant reduction in market risk coupled with Non-Core run-off and disposals.

30 June 2012 compared with 31 December 2011

  • The Core Tier 1 ratio increased by 50 basis points compared with 31 December 2011, driven by attributable profits (net of movements in fair value of own debt), issuance of new shares, lower regulatory capital deductions, and a 4% reduction in gross risk-weighted assets.
  • Gross risk-weighted assets fell by £20 billion, excluding the effect of the APS. Post APS, RWAs decreased by £4 billion.
Balance sheet 30 June
2012
31 March
2012
31 December
2011
Funded balance sheet (1) £929bn £950bn £977bn
Total assets £1,415bn £1,403bn £1,507bn
Loans and advances to customers (2) £455bn £460bn £474bn
Customer deposits (3) £435bn £432bn £437bn
Loan:deposit ratio - Core (4) 92% 93% 94%
Loan:deposit ratio - Group (4) 104% 106% 108%
Short-term wholesale funding £62bn £80bn £102bn
Wholesale funding £213bn £234bn £258bn
Liquidity portfolio £156bn £153bn £155bn

Notes:

  • (1) Funded balance sheet represents total assets less derivatives.
  • (2) Excluding reverse repurchase agreements and stock borrowing, and including disposal groups.
  • (3) Excluding repurchase agreements and stock lending, and including disposal groups.
  • (4) Net of provisions, including disposal groups and excluding repurchase agreements. Excluding disposal groups, the loan:deposit ratios of Core and Group at 30 June 2012 were 92% and 105% respectively (31 March 2012 - 93% and 107% respectively; 31 December 2011 - 94% and 110% respectively).

30 June 2012 compared with 31 March 2012

  • Group funded assets fell by £21 billion during Q2 2012 to £929 billion. Non-Core further reduced third party assets by £11 billion, including the disposal of RBS Aviation Capital.
  • The Group loan:deposit ratio improved to 104% compared with 106% at 31 March 2012, as customer deposits increased by £3 billion through successful deposit-gathering initiatives. A credit rating downgrade during Q2 2012 had negligible impact.
  • Short-term wholesale funding decreased by £18 billion in Q2 2012 to £62 billion, while a significant liquidity portfolio of £156 billion was maintained, a coverage ratio of 2.5 times.

30 June 2012 compared with 31 December 2011

  • Funded assets decreased by £48 billion to £929 billion, reflecting the Group's programme of deleveraging and reducing capital intensive assets. Non-Core funded assets fell by £22 billion primarily reflecting disposals and run-off, and Markets reduced its assets by £11 billion.
  • Loans and advances to customers were £19 billion lower, reflecting net customer repayments in International Banking, weak customer credit demand and Non-Core run-down and disposals.
  • The Group loan:deposit ratio improved to 104% compared with 108% at 31 December 2011. The Core loan:deposit ratio improved to 92%.

Further analysis of the Group's liquidity and funding position is included on pages 137 to 148.

Divisional performance

The operating profit/(loss)(1) of each division is shown below.

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Operating profit/(loss) before impairment
losses by division
UK Retail 1,209 1,455 577 632 743
UK Corporate 1,361 1,416 693 668 692
Wealth 131 138 76 55 63
International Banking 326 473 194 132 253
Ulster Bank 162 187 78 84 91
US Retail & Commercial 378 413 257 121 208
Retail & Commercial 3,567 4,082 1,875 1,692 2,050
Markets 1,096 1,342 270 826 313
Direct Line Group 219 206 135 84 139
Central items (144) 22 (34) (110) 54
Core 4,738 5,652 2,246 2,492 2,556
Non-Core (255) 525 (261) 6 541
Group operating profit before impairment
losses 4,483 6,177 1,985 2,498 3,097
Impairment losses/(recoveries) by division
UK Retail 295 402 140 155 208
UK Corporate 357 327 181 176 220
Wealth 22 8 12 10 3
International Banking 62 98 27 35 104
Ulster Bank 717 730 323 394 269
US Retail & Commercial 47 176 28 19 65
Retail & Commercial 1,500 1,741 711 789 869
Markets 21 (14) 19 2 (14)
Central items 32 (2) (2) 34 (2)
Core 1,553 1,725 728 825 853
Non-Core 1,096 2,486 607 489 1,411
Group impairment losses 2,649 4,211 1,335 1,314 2,264

Note:

(1) Operating profit/(loss) before own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax, interest rate hedge adjustments on impaired available-for-sale sovereign debt and RFS Holdings minority interest.

Divisional performance (continued)

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
£m £m £m £m £m
Operating profit/(loss) by division
UK Retail 914 1,053 437 477 535
UK Corporate 1,004 1,089 512 492 472
Wealth 109 130 64 45 60
International Banking 264 375 167 97 149
Ulster Bank (555) (543) (245) (310) (178)
US Retail & Commercial 331 237 229 102 143
Retail & Commercial 2,067 2,341 1,164 903 1,181
Markets 1,075 1,356 251 824 327
Direct Line Group 219 206 135 84 139
Central items (176) 24 (32) (144) 56
Core 3,185 3,927 1,518 1,667 1,703
Non-Core (1,351) (1,961) (868) (483) (870)
Group operating profit 1,834 1,966 650 1,184 833
Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
% % % % %
Net interest margin by division
UK Retail 3.59 4.06 3.57 3.61 4.04
UK Corporate 3.13 3.11 3.17 3.09 3.03
Wealth 3.68 3.29 3.69 3.67 3.33
International Banking 1.62 1.78 1.65 1.60 1.73
Ulster Bank 1.85 1.82 1.82 1.87 1.80
US Retail & Commercial 3.04 3.06 3.02 3.06 3.12
Retail & Commercial 2.93 3.02 2.94 2.91 2.99
Non-Core 0.28 0.77 0.24 0.31 0.83
Group net interest margin 1.92 2.00 1.95 1.89 1.97
30 June
2012
£bn
31 March
2012
£bn
31 December
2011
£bn
Total funded assets by division
UK Retail 116.9 116.3 114.5
UK Corporate 113.7 113.1 114.1
Wealth 21.2 21.3 21.6
International Banking 61.4 63.7 69.9
Ulster Bank 33.1 33.4 34.6
US Retail & Commercial 74.3 72.9 74.9
Markets 302.4 300.6 313.9
Other 132.9 144.2 139.2
Core 855.9 865.5 882.7
Non-Core 72.1 83.3 93.7
928.0 948.8 976.4
RFS Holdings minority interest 0.8 0.9 0.8
Total 928.8 949.7 977.2

Divisional performance (continued)

30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Risk-weighted assets by division
UK Retail 47.4 48.2 (2%) 48.4 (2%)
UK Corporate 79.4 76.9 3% 79.3 -
Wealth 12.3 12.9 (5%) 12.9 (5%)
International Banking 46.0 41.8 10% 43.2 6%
Ulster Bank 37.4 38.4 (3%) 36.3 3%
US Retail & Commercial 58.5 58.6 - 59.3 (1%)
Retail & Commercial 281.0 276.8 2% 279.4 1%
Markets 107.9 115.6 (7%) 120.3 (10%)
Other 12.7 11.0 15% 12.0 6%
Core 401.6 403.4 - 411.7 (2%)
Non-Core 82.7 89.9 (8%) 93.3 (11%)
Group before benefit of Asset Protection Scheme 484.3 493.3 (2%) 505.0 (4%)
Benefit of Asset Protection Scheme (52.9) (62.2) (15%) (69.1) (23%)
Group before RFS Holdings minority interest 431.4 431.1 - 435.9 (1%)
RFS Holdings minority interest 3.3 3.2 3% 3.1 6%
Group 434.7 434.3 - 439.0 (1%)
Employee numbers by division (full time equivalents in continuing
operations rounded to the nearest hundred)
30 June
2012
31 March
2012
31 December
2011
UK Retail 27,500 27,600 27,700
UK Corporate 13,100 13,400 13,600
Wealth 5,600 5,700 5,700
International Banking 4,800 5,400 5,400
Ulster Bank 4,500 4,500 4,200
US Retail & Commercial 14,500 14,700 15,400
Retail & Commercial 70,000 71,300 72,000
Markets 12,500 13,200 13,900
Direct Line Group 15,100 15,100 14,900
Group Centre 6,900 6,600 6,200
Core 104,500 106,200 107,000
Non-Core 3,800 4,300 4,700
108,300 110,500 111,700
Business Services 33,500 33,600 34,000
Integration and restructuring 1,000 1,000 1,100
Group 142,800 145,100 146,800

UK Retail

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Net interest income 1,989 2,184 988 1,001 1,098
Net fees and commissions 451 565 214 237 295
Other non-interest income 57 72 28 29 38
Non-interest income 508 637 242 266 333
Total income 2,497 2,821 1,230 1,267 1,431
Direct expenses
- staff (417) (433) (210) (207) (218)
- other (189) (219) (110) (79) (106)
Indirect expenses (682) (714) (333) (349) (364)
(1,288) (1,366) (653) (635) (688)
Operating profit before impairment losses 1,209 1,455 577 632 743
Impairment losses (295) (402) (140) (155) (208)
Operating profit 914 1,053 437 477 535
Analysis of income by product
Personal advances 458 553 222 236 278
Personal deposits 353 511 168 185 257
Mortgages 1,159 1,124 596 563 581
Cards
Other
431
96
481
152
212
32
219
64
243
72
Total income 2,497 2,821 1,230 1,267 1,431
Analysis of impairments by sector
Mortgages 58 116 24 34 55
Personal 166 201 84 82 106
Cards 71 85 32 39 47
Total impairment losses 295 402 140 155 208
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) by sector
Mortgages 0.1% 0.2% 0.1% 0.1% 0.2%
Personal 3.6% 3.7% 3.7% 3.5% 3.9%
Cards 2.5% 3.0% 2.3% 2.8% 3.4%
Total 0.5% 0.7% 0.5% 0.6% 0.8%

UK Retail (continued)

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios
Return on equity (1) 23.3% 25.1% 22.5% 24.0% 25.8%
Net interest margin 3.59% 4.06% 3.57% 3.61% 4.04%
Cost:income ratio 52% 48% 53% 50% 48%
30 June
2012
31 March
2012
31 December
2011
£bn £bn Change £bn Change
Capital and balance sheet
Loans and advances to customers (gross) (2)
- mortgages 98.1 97.5 1% 95.0 3%
- personal 9.2 9.4 (2%) 10.1 (9%)
- cards 5.7 5.6 2% 5.7 -
113.0 112.5 - 110.8 2%
Customer deposits (2) 106.5 104.2 2% 101.9 5%
Assets under management (excluding deposits) 5.8 5.8 - 5.5 5%
Risk elements in lending (2) 4.6 4.6 - 4.6 -
Loan:deposit ratio (excluding repos) 104% 105% (100bp) 106% (200bp)
Risk-weighted assets 47.4 48.2 (2%) 48.4 (2%)

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions).

(2) Includes disposal groups: loans and advances to customers £7.5 billion (31 March 2012 and 31 December 2011 - £7.3 billion), risk elements in lending £0.5 billion (31 March 2012 and 31 December 2011 - £0.5 billion) and customer deposits £8.6 billion (31 March 2012 - £8.7 billion; 31 December 2011 - £8.8 billion).

Key points

UK Retail had a subdued H1 2012, with operating profit falling 13%, although the division continued to lend more despite the tough economic conditions reducing demand for unsecured lending. The division had a successful ISA season and has achieved balance growth well in excess of the market, although deposit margins remained under pressure.

UK Retail's aspiration to become the UK's most helpful bank suffered a setback in June, following the technology problems that affected a number of the Group's payment systems. The division's priority has been to take all steps possible to help customers experiencing difficulty by opening branches for longer, doubling staff numbers in UK-based call centres and giving greater authority to local staff to provide on-the-spot help.

In early July, the Bank of England announced the Funding for Lending Scheme (FLS) designed to boost lending to the real economy. UK Retail will use this scheme to cut costs for first time buyers, introducing a new set of mortgages with lower rates.

UK Retail (continued)

Key points (continued)

H1 2012 compared with H1 2011

  • Net interest income was 9% lower with net interest margin falling 47 basis points to 3.59%. This was driven by the decline in liability margins due to the continued impact of low rates on long term interest rate hedges and the competitive savings market.
  • Total customer lending grew by £3 billion, or 2%, with mortgage balances increasing 4% while unsecured balances fell 9%. Deposit balances grew 11%, with both savings and current account deposits up 11%.
  • Costs decreased by 6% from H1 2011 with the majority of savings coming from direct cost initiatives.
  • Impairment losses fell 27% in H1 2012, as overall asset quality improved reflecting risk appetite tightening and lower unsecured balances.

Q2 2012 compared with Q1 2012

  • Operating profit decreased by 8%, with increased costs and falling income, partially offset by a 10% reduction in impairments.
  • The division further reduced the loan to deposit ratio to 104%.
  • Customer deposits grew 2%, driven by increases of 2% in both savings and current account balances following successful savings campaigns in the quarter.
  • Mortgage balances increased by 1% in the quarter. Unsecured lending continued to be managed carefully, contracting by 1% as a result of the strategic decision to improve the Group's risk profile combined with customer deleveraging.
  • Income growth has been challenging in the current economic environment, as total income fell by 3%.
  • Net interest margin declined 4 basis points largely due to the impact of lower rates on long term interest rate hedges. In addition, competition in the deposit market continued to drive down overall liability margins.
  • Changes in consumer behaviour has reduced fee income and driven down unsecured interest-bearing balances, putting pressure on net interest income.
  • Costs increased, primarily due to the timing of regulatory expenses.
  • Impairment losses decreased 10%, reflecting the continued impact of tightening risk appetite. Impairments are expected to remain broadly stable subject to normal seasonal fluctuations and the economic environment.
  • Mortgage impairment losses decreased in the quarter due to further improvement in default volumes and a stable collection outlook.
  • The unsecured portfolio charge fell 4%, with slightly lower default volumes and continued good collections performance. Industry benchmarks for cards arrears remain stable, with RBS continuing to perform better than the market.
  • Risk-weighted assets decreased 2%, with volume growth in lower risk secured mortgages offset by a decrease in the unsecured portfolio, and a small improvement in credit quality across both the secured and unsecured portfolios.

UK Retail (continued)

Key points (continued)

Q2 2012 compared with Q2 2011

  • Operating profit fell by £98 million with income down 14%, costs down 5% and impairments down 33%.
  • Net interest income was £110 million lower than Q2 2011, with the unsecured book being managed down and continued pressure on liability margins, partly offset by strong mortgage growth.
  • Costs were 5% lower than in Q2 2011 due to continued implementation of process efficiencies and headcount reductions.
  • The continued effect of risk appetite tightening and muted demand for unsecured lending contributed to lower default volumes, with impairment losses decreasing by 33%.

UK Corporate

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
£m £m £m £m £m
Income statement
Net interest income 1,528 1,581 772 756 770
Net fees and commissions 682 681 346 336 336
Other non-interest income 202 218 93 109 112
Non-interest income 884 899 439 445 448
Total income 2,412 2,480 1,211 1,201 1,218
Direct expenses
- staff (477) (470) (232) (245) (235)
- other (174) (189) (89) (85) (85)
Indirect expenses (400) (405) (197) (203) (206)
(1,051) (1,064) (518) (533) (526)
Operating profit before impairment losses 1,361 1,416 693 668 692
Impairment losses (357) (327) (181) (176) (220)
Operating profit 1,004 1,089 512 492 472
Analysis of income by business
Corporate and commercial lending 1,351 1,379 664 687 657
Asset and invoice finance 333 315 171 162 164
Corporate deposits 340 348 174 166 174
Other 388 438 202 186 223
Total income 2,412 2,480 1,211 1,201 1,218
Analysis of impairments by sector
Financial institutions 4 16 2 2 13
Hotels and restaurants 23 21 8 15 13
Housebuilding and construction 104 47 79 25 15
Manufacturing 19 12 19 - 6
Other 31 94 (9) 40 91
Private sector education, health, social work,
recreational and community services 43 12 21 22 1
Property 64 69 34 30 51
Wholesale and retail trade, repairs 49 32 16 33 16
Asset and invoice finance 20 24 11 9 14
Total impairment losses 357 327 181 176 220

UK Corporate (continued)

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) by sector
Financial institutions 0.1% 0.5% 0.1% 0.1% 0.9%
Hotels and restaurants 0.8% 0.6% 0.5% 1.0% 0.8%
Housebuilding and construction 5.9% 2.2% 9.0% 2.7% 1.4%
Manufacturing 0.8% 0.5% 1.6% - 0.5%
Other 0.2% 0.6% (0.1%) 0.5% 1.1%
Private sector education, health, social work,
recreational and community services 1.0% 0.3% 0.9% 1.0% -
Property 0.5% 0.5% 0.5% 0.4% 0.7%
Wholesale and retail trade, repairs 1.1% 0.7% 0.7% 1.5% 0.7%
Asset and invoice finance 0.4% 0.5% 0.4% 0.3% 0.6%
Total 0.6% 0.6% 0.7% 0.6% 0.8%
Key metrics Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Performance ratios
Return on equity (1) 16.5% 16.9% 16.8% 16.2% 14.6%
Net interest margin 3.13% 3.11% 3.17% 3.09% 3.03%
Cost:income ratio 44% 43% 43% 44% 43%
30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Capital and balance sheet
Total third party assets 113.7 113.2 - 114.2 -
Loans and advances to customers (gross) (2)
- financial institutions 6.1 6.2 (2%) 5.8 5%
- hotels and restaurants 6.1 6.0 2% 6.1 -
- housebuilding and construction 3.5 3.7 (5%) 3.9 (10%)
- manufacturing 4.9 4.7 4% 4.7 4%
- other 34.1 34.4 (1%) 34.2 -
- private sector education, health, social
work, recreational and community services 8.9 8.6 3% 8.7 2%
- property 26.9 26.7 1% 28.2 (5%)
- wholesale and retail trade, repairs 8.9 9.1 (2%) 8.7 2%
- asset and invoice finance 10.7 10.3 4% 10.4 3%
110.1 109.7 - 110.7 (1%)
Customer deposits (2) 127.5 124.3 3% 126.3 1%
Risk elements in lending (2) 4.9 4.9 - 5.0 (2%)
Loan:deposit ratio (excluding repos) 85% 87% (200bp) 86% (100bp)
Risk-weighted assets 79.4 76.9 3% 79.3 -

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax, divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions).

(2) Includes disposal groups: loans and advances to customers £11.9 billion (31 March 2012 - £12.0 billion; 31 December 2011 - £12.2 billion), risk elements in lending £0.9 billion (31 March 2012 and 31 December 2011 - £1.0 billion) and customer deposits £13.1 billion (31 March 2012 - £12.7 billion; 31 December 2011- £13.0 billion).

UK Corporate (continued)

Key points

In a challenging environment, UK Corporate delivered a resilient performance in the first half, with a stronger operating profit in Q2 than Q1. Customer confidence has weakened in the face of economic newsflow, with many companies scaling back their investment plans, given concerns about the prospects for demand. This was reflected in weak SME application volumes.

UK Corporate has, nevertheless, continued to support its customers, playing an active role in supporting government initiatives, including over 8,000 new loans and asset finance facilities under the Government's National Loan Guarantee Scheme. The Group has also welcomed the new FLS, and will use the scheme to cut interest rates on £2.5 billion of SME loans by an average of 1% and to remove arrangement fees on the same amount of new SME loans.

H1 2012 saw the launch of an enhanced telephony offering aimed at Business Banking customers: Business Connect. This service now supports 210,000 customers and has already processed over 28,000 calls with 75% of customers very satisfied with the service received. UK Corporate also rolled out an FX campaign, which uses expertise from Corporate & Institutional Banking, Transaction Services UK and Corporate Banking Risk Services to help customers trade internationally.

UK Corporate responded swiftly and decisively to minimise the impact on its customers from the recent Group technology incident. Corporate service centre hours were immediately extended, and business banking customers had access to additional support during extended branch opening hours, while relationship managers were empowered to take critical decisions to action customer payments and drawdowns.

H1 2012 compared with H1 2011

  • Operating profit decreased 8% to £1,004 million, driven by higher net funding costs and lower non-interest income, partly offset by reduced costs.
  • Net interest income decreased by 3%, predominantly driven by higher net funding costs. While lending income benefited from asset margin increases, this was offset by increased competition on deposit margins.
  • Non-interest income decreased 2%, reflecting fee accelerations from refinancing and asset disposal gains in H1 2011, partially offset by a higher revenue share of Markets income.
  • Total costs decreased 1% due to cost efficiencies achieved in discretionary spending categories.
  • Impairments were 9% higher, primarily driven by the significant release of latent provisions in H1 2011, partially offset by lower individual and collectively assessed provisions.

UK Corporate (continued)

Key points (continued)

Q2 2012 compared with Q1 2012

  • Operating profit increased by 4% to £512 million, driven by higher income and lower costs.
  • Net interest income rose by 2% and net interest margin increased 8 basis points largely driven by lower net costs of funding. Strong customer deposit growth supported an improvement in the loan to deposit ratio to 85%.
  • Non-interest income decreased 1% as a result of lower Markets revenue share income and valuation movements, partially offset by growth in operating lease activity.
  • Total costs decreased 3%, due to the phasing of staff incentive costs and lower Markets revenue related costs, partly offset by operating lease costs.
  • Impairments of £181 million were £5 million higher, exhibiting a similar profile to Q1 2012.

Q2 2012 compared with Q2 2011

  • Operating profit increased by £40 million, or 8%, predominantly driven by lower impairments.
  • Net interest income was broadly flat while net interest margin increased 14 basis points, benefiting from a revision to deferred income recognition assumptions, partially offset by deposit margin pressure and increased net funding costs.
  • Non-interest income decreased by £9 million. Higher revenue share of Markets income in Q2 2012 was offset by the non-recurrence of asset disposal gains recorded in Q2 2011 and lower operating lease activity.
  • Impairments decreased £39 million, with lower individual provisions slightly offset by reduced latent provision releases.

Wealth

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Income statement
Net interest income
357 325 178 179 168
Net fees and commissions
Other non-interest income
183
53
191
38
90
35
93
18
94
21
Non-interest income 236 229 125 111 115
Total income 593 554 303 290 283
Direct expenses
- staff
- other
Indirect expenses
(233)
(116)
(113)
(211)
(95)
(110)
(116)
(56)
(55)
(117)
(60)
(58)
(111)
(51)
(58)
(462) (416) (227) (235) (220)
Operating profit before impairment losses
Impairment losses
131
(22)
138
(8)
76
(12)
55
(10)
63
(3)
Operating profit 109 130 64 45 60
Analysis of income
Private banking
Investments
489
104
452
102
252
51
237
53
231
52
Total income 593 554 303 290 283

Key metrics

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Performance ratios
Return on equity (1) 11.6% 13.9% 13.8% 9.5% 12.8%
Net interest margin 3.68% 3.29% 3.69% 3.67% 3.33%
Cost:income ratio 78% 75% 75% 81% 78%
30 June 31 March 31 December
2012 2012 2011
£bn £bn Change £bn Change
Capital and balance sheet
Loans and advances to customers (gross)
- mortgages 8.6 8.4 2% 8.3 4%
- personal 5.6 6.8 (18%) 6.9 (19%)
- other 2.8 1.7 65% 1.7 65%
17.0 16.9 1% 16.9 1%
Customer deposits 38.5 38.3 1% 38.2 1%
Assets under management (excluding deposits) 30.6 31.4 (3%) 30.9 (1%)
Risk elements in lending 0.2 0.2 - 0.2 -
Loan:deposit ratio (excluding repos) 44% 44% - 44% -
Risk-weighted assets 12.3 12.9 (5%) 12.9 (5%)

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions).

Wealth (continued)

Key points

H1 2012 delivered a strong income performance, driven by improved interest margins, more than offset by higher expenses and increased impairments. Continued volatile markets led to subdued client transactions, resulting in reduced brokerage and foreign exchange income.

The period saw further progress in the implementation of the refreshed Coutts divisional strategy across all jurisdictions. Coutts completed the sale of the Latin American, Caribbean and African business to RBC Wealth Management. The business, with client assets of around £1.5 billion, represented approximately 2% of Coutts' total client assets. The decision to sell the business was consistent with the new Coutts strategy of simplifying the business and sharpening the focus on key regions and countries, specifically the UK, Switzerland, the Middle East, Russia, the Commonwealth of Independent States and selected countries in Asia.

The UK rollout of the Coutts global technology platform was completed in Q1 2012. The platform, and related strategic investment, will transform the division's ability to serve clients globally, enabling the business to operate as an international organisation on a unified and common information technology platform.

The division continued to prepare for the implementation of the Retail Distribution Review (RDR) regulations in the UK. Revised Private Banker and Wealth Manager roles were announced aimed at ensuring clients continue to receive the best service and advice based on their specific needs.

H1 2012 compared with H1 2011

  • Operating profit declined 16% with a strong income performance more than offset by higher expenses and increased impairments.
  • Income increased 7% reflecting an improvement in lending and deposit margins and strong divisional treasury performance, together with the gain from the disposal of the Latin American, Caribbean and African business.
  • Expenses increased by 11% reflecting continued strategic investment in the business, a client redress expense following a past business review into the sale of the ALICO Enhanced Variable Rate Fund announced in November 2011 and the Financial Services Authority (FSA) fine incurred during Q1 2012.
  • Impairments were £22 million, up £14 million from the low level recorded in the prior period.
  • Client assets and liabilities managed by the division declined 3%. Lending volumes remained stable and deposit volumes grew 3%, predominantly through the UK. Assets under management declined 11% with adverse market movements of £2.1 billion, and client outflows of £1.9 billion, predominantly in the latter half of 2011.
  • Return on equity declined by 230 basis points to 11.6%, as operating profit declined.

Wealth (continued)

Key points (continued)

Q2 2012 compared with Q1 2012

  • Operating profit increased 42% to £64 million in the second quarter, including the gain from the sale of the Latin American, Caribbean and African business and the phasing of incentive accruals.
  • Income growth of 4% included a 13% increase in non-interest income, reflecting the disposal gain. Excluding the disposal gain, income declined 1%, with lower investment income linked to a decline in assets under management.
  • Expenses which include client redress expense following a past business review into the sale of the ALICO Enhanced Variable Rate Fund announced in November 2011 decreased by 3% as a result of lower incentive accruals and the non-recurrence of the FSA fine in Q1 2012.
  • Client assets and liabilities managed by the division declined 1%. Lending volumes were broadly stable and deposit volumes increased by 1%. Assets under management declined 3% due to adverse market movements which accounted for £0.6 billion of the movement and net new business outflows of £0.2 billion, mainly in international markets.

Q2 2012 compared with Q2 2011

  • Operating profit rose 7% with strong growth in income including the disposal gain, partially offset by client redress costs and higher impairments.
  • Income increased 7% as a result of the disposal gain and strong growth in net interest income. Net interest income grew as a result of a 14 basis points improvement in lending margins and strong growth in divisional treasury income. Deposit income also increased with sustained growth in volumes and improved margins. Excluding the impact of the business disposal, noninterest income declined 4% with continued volatile markets subduing client transactions, leading to reduced brokerage and foreign exchange income.
  • Expenses increased by 3% due to the impact of the client redress. Excluding this, expenses decreased 5%, assisted by favourable exchange rate movements and management of discretionary costs.
  • Impairments were £12 million, up £9 million from the low level recorded in the prior period.

International Banking

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Net interest income 494 604 234 260 301
Non-interest income 609 708 327 282 364
Total income 1,103 1,312 561 542 665
Direct expenses
- staff (340) (376) (153) (187) (181)
- other (95) (118) (47) (48) (57)
Indirect expenses (342) (345) (167) (175) (174)
(777) (839) (367) (410) (412)
Operating profit before impairment losses 326 473 194 132 253
Impairment losses (62) (98) (27) (35) (104)
Operating profit 264 375 167 97 149
Of which:
Ongoing businesses 281 395 168 113 160
Run-off businesses (17) (20) (1) (16) (11)
Analysis of income by product
Cash management 514 458 246 268 242
Trade finance 145 131 73 72 69
Loan portfolio 430 693 233 197 340
Ongoing businesses 1,089 1,282 552 537 651
Run-off businesses 14 30 9 5 14
Total income 1,103 1,312 561 542 665
Analysis of impairments by sector
Manufacturing and infrastructure 19 132 2 17 100
Property and construction 7 6 7 - -
Transport and storage (4) 9 - (4) -
Telecommunications, media and technology 9 - - 9 -
Banks and financial institutions 31 1 19 12 2
Other - (50) (1) 1 2
Total impairment losses 62 98 27 35 104
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) 0.2% 0.3% 0.2% 0.3% 0.6%

International Banking (continued)

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios (ongoing businesses)
Return on equity (1) 9.0% 11.5% 10.5% 7.5% 9.6%
Net interest margin 1.62% 1.78% 1.65% 1.60% 1.73%
Cost:income ratio 69% 62% 65% 72% 59%
30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Capital and balance sheet
Loans and advances to customers 49.5 52.3 (5%) 56.9 (13%)
Loans and advances to banks 5.1 3.9 31% 3.4 50%
Securities 2.4 4.0 (40%) 6.0 (60%)
Cash and eligible bills 0.7 0.3 133% 0.3 133%
Other 3.7 3.2 16% 3.3 (12%)
Total third party assets (excluding derivatives
mark-to-market) 61.4 63.7 (4%) 69.9 (12%)
Customer deposits (excluding repos) 42.2 45.0 (6%) 45.1 (6%)
Bank deposits 7.7 10.5 (27%) 11.4 (32%)
Risk elements in lending 0.7 0.9 (22%) 1.6 (56%)
Loan:deposit ratio (excluding repos and conduits) 102% 95% 700bp 103% (100bp)
Risk-weighted assets 46.0 41.8 10% 43.2 6%

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax, divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions), for the ongoing businesses.

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Run-off businesses (1)
Total income 14 30 9 5 14
Direct expenses (31) (50) (10) (21) (25)
Operating loss (17) (20) (1) (16) (11)

Note:

(1) Run-off businesses consist of the exited corporate finance business.

Key points

H1 results for International Banking were affected by the division's restructuring, with a substantial reduction in exposures improving capital efficiency but with a consequential impact on income. Debt capital markets were sluggish during the period affecting loan portfolio revenues, but trade finance activity has shown significant growth, particularly in Asia. In Europe, the European Central Bank (ECB) lending and deposit rate cuts in Q2 underlined growing fragility across the region. Clients remain cautious following continued economic uncertainty.

The International Banking structure and governance were fully bedded down by the end of Q2 2012. Management is focused on leveraging the International network and the Transaction Services offering to ensure relevance and intimacy with the division's client base.

International Banking (continued)

Key points (continued)

H1 2012 compared with H1 2011

  • Operating profit decreased by £111 million as reduced income was only partially mitigated by lower expenses and impairments.
  • Income was 16% lower mainly due to a reduction in third party assets coupled with higher funding costs:
  • The lending portfolio decreased by 38%, as exposures were reduced to improve capital efficiency and liquidity levels. Ancillary debt financing income also declined, as economic uncertainty in H1 2012 resulted in sluggish debt capital markets.
  • Cash management increased 12% due to a higher funding surplus and robust deposit retention activity.
  • Trade finance was up by 11% reflecting significant growth in activity, particularly in Asia.
  • Expenses were down by £62 million as planned cost initiatives in the Markets & International Banking restructuring took effect.
  • Impairments fell by £36 million due to a single name trade finance provision in H1 2011.
  • Third party assets fell by 23% mainly due to loan portfolio reductions of £14 billion, reflecting capital management discipline, and a reduced collateral requirement for Japanese business activities.
  • Customer deposits decreased 11% as market conditions and a competitive environment created headwinds in raising deposits.

Q2 2012 compared with Q1 2012

  • Operating profit was up £70 million driven primarily by planned cost reduction initiatives across the business (£43 million), higher loan portfolio-linked income, and lower impairment charges. Return on equity was 10.5%.
  • Income was up £19 million to £561 million despite continued macroeconomic uncertainty and the low interest rate environment.
  • Lending portfolio income was up 18%, benefiting from lower balance sheet funding costs, and positive valuation adjustments on credit hedging activity.
  • Cash management decreased 8% as increasingly difficult economic conditions led to suppressed deposit levels.
  • Expenses declined by £43 million, largely reflecting the planned headcount reduction following the formation of the International Banking division, and tight management of technology and support infrastructure costs.
  • Impairments in Q2 2012 included a charge of £18 million relating to a single name portfolio exposure.
  • Third party assets declined 4%, reflecting a reduction in loan portfolio and in the collateral required for Japanese business activities. This was partially offset by growth in trade finance as the business sought to increase market share and grow capital efficient lending.
  • Customer deposits fell by 6% as deposit gathering remained challenging due to continued macroeconomic uncertainty and a competitive environment.

International Banking (continued)

Key points (continued)

Q2 2012 compared with Q2 2011

  • Operating profit was up £18 million with lower expenses and impairments partially offset by lower income driven by planned balance sheet reduction across the loan portfolio.
  • Income decreased by 16%:
  • Loan portfolio income fell by £107 million, reflecting a reduction in assets in order to improve capital efficiency and liquidity levels, and lower ancillary revenues associated with debt financing following subdued market activity in Q2 2012.
  • Cash management was up £4 million, despite weak European activity and lower global payments, as a result of a higher funding surplus arising from lower liquidity buffer requirements.
  • Trade finance increased by 6% following continued business initiatives to increase penetration in chosen markets, primarily in Asia.
  • Expenses fell by £45 million, largely reflecting planned headcount reduction and increased focus on the management of discretionary costs.
  • Impairments were £77 million lower due to a single name trade finance provision in Q2 2011.

Ulster Bank

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Net interest income 325 363 160 165 182
Net fees and commissions 73 73 35 38 37
Other non-interest income 22 29 11 11 14
Non-interest income 95 102 46 49 51
Total income 420 465 206 214 233
Direct expenses
- staff (104) (113) (52) (52) (57)
- other (23) (35) (11) (12) (17)
Indirect expenses (131) (130) (65) (66) (68)
(258) (278) (128) (130) (142)
Operating profit before impairment losses 162 187 78 84 91
Impairment losses (717) (730) (323) (394) (269)
Operating loss (555) (543) (245) (310) (178)
Analysis of income by business
Corporate 190 230 88 102 117
Retail 174 211 86 88 98
Other 56 24 32 24 18
Total income 420 465 206 214 233
Analysis of impairments by sector
Mortgages 356 311 141 215 78
Corporate
- property 115 163 61 54 66
- other corporate 217 223 103 114 103
Other lending 29 33 18 11 22
Total impairment losses 717 730 323 394 269
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) by sector
Mortgages 3.7% 2.9% 2.9% 4.3% 1.4%
Corporate
- property 4.8% 6.2% 5.1% 4.4% 5.0%
- other corporate 5.7% 5.1% 5.4% 5.8% 4.7%
Other lending 4.1% 4.1% 5.1% 3.4% 5.5%
Total 4.3% 3.9% 3.9% 4.6% 2.9%

Ulster Bank (continued)

Key metrics

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Performance ratios
Return on equity (1) (22.8%) (26.5%) (19.8%) (25.8%) (16.9%)
Net interest margin 1.85% 1.82% 1.82% 1.87% 1.80%
Cost:income ratio 61% 60% 62% 61% 61%
30 June 31 March
2012 2012 31 December
2011
£bn £bn Change £bn Change
Capital and balance sheet
Loans and advances to customers (gross)
- mortgages 19.2 19.8 (3%) 20.0 (4%)
- corporate
- property 4.8 4.9 (2%) 4.8 -
- other corporate 7.6 7.9 (4%) 7.7 (1%)
- other lending 1.4 1.3 8% 1.6 (13%)
33.0 33.9 (3%) 34.1 (3%)
Customer deposits 20.6 21.0 (2%) 21.8 (6%)
Risk elements in lending
- mortgages 2.6 2.5 4% 2.2 18%
- corporate
  • property 1.4 1.3 8% 1.3 8% - other corporate 2.0 1.9 5% 1.8 11% - other lending 0.2 0.2 - 0.2 - Total risk elements in lending 6.2 5.9 5% 5.5 13% Loan:deposit ratio (excluding repos) 144% 147% (300bp) 143% 100bp Risk-weighted assets 37.4 38.4 (3%) 36.3 3%

Spot exchange rate - €/£ 1.238 1.200 1.196

10% of the monthly average of divisional RWAs, adjusted for capital deductions).

Key points

Note:

Trading conditions remained difficult, as Irish economic indicators continue to be weak. The high cost of funding has an adverse impact on income, while impairment levels are still elevated, asset prices weakening over the period and residential mortgage arrears continue to rise, albeit with less deterioration in credit metrics in Q2 than in Q1 2012. Cost management remained a central priority.

(1) Divisional return on equity is based on divisional operating loss after tax divided by average notional equity (based on

The recent RBS Group technology incident, affecting a number of the Group's payments systems, has had an extended impact on Ulster Bank customers. During the period of disruption Ulster Bank's main priority was to help customers experiencing difficulty. Branches remained open for longer and the number of staff in call centres was trebled. Provision for costs arising from this incident are included in central items (see page 59).

Ulster Bank (continued)

Key points (continued)

H1 2012 compared with H1 2011

  • The operating loss of £555 million was marginally higher than H1 2011, with lower income only partly offset by lower expenses and impairment losses.
  • Income decreased by 6% in constant currency terms due to a combination of reducing assets and higher funding costs. Net interest margin increased by 3 basis points with the benefit of loan re-pricing initiatives largely offsetting the higher cost of funds.
  • Expenses decreased by 4% on a constant currency basis reflecting the benefits of cost saving initiatives, particularly relating to discretionary spend.
  • Impairment losses reduced marginally, however credit conditions in Ireland remain challenging with asset prices deteriorating over the period and residential mortgage arrears rising.
  • Loans and advances to customers declined by 3% in constant currency terms reflecting further amortisation and the continuing weak demand for credit.
  • Customer deposit balances declined by 9% on a constant currency basis due to outflows of wholesale balances over the period with Retail and SME balances remaining stable despite the competitive market, particularly in the Republic of Ireland.

Q2 2012 compared with Q1 2012

  • The operating loss of £245 million decreased by £65 million primarily driven by a reduction in mortgage impairment losses.
  • Net interest income reduced marginally due to the continuing high cost of deposits. Net interest margin decreased by 5 basis points, principally due to higher liquid assets during the period.
  • Non-interest income fell by £3 million in the quarter largely due to lower volumes of derivative product sales during the period following the technology incident.
  • Expenses fell by £2 million over the period as cost management initiatives continued to be implemented.
  • Impairment losses decreased by £71 million reflecting a reduction in mortgage losses due to a reduced level of deterioration in credit metrics during the quarter.
  • Customer deposit balances remained flat on a constant currency basis despite significant market volatility and the impact of a credit rating downgrade. Loans and advances to customers fell marginally during the quarter in constant currency terms.
  • Risk-weighted assets remained flat on a constant currency basis.

Q2 2012 compared with Q2 2011

  • The operating loss increased by £67 million as higher impairment losses and lower income were only partly offset by a reduction in expenses.
  • Income decreased by 6% in constant currency terms due to lower earning asset volumes and higher funding costs. Net interest margin remained broadly flat.
  • Expenses decreased by 10% due to active management of the cost base with a focus on reducing discretionary expenditure.
  • Impairment losses increased by £54 million, largely reflecting affordability issues and the continued deterioration in asset quality as property prices declined further over the period.

US Retail & Commercial (£ Sterling)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Net interest income 988 922 492 496 470
Net fees and commissions 390 419 195 195 217
Other non-interest income 193 135 128 65 62
Non-interest income 583 554 323 260 279
Total income 1,571 1,476 815 756 749
Direct expenses
- staff (440) (412) (217) (223) (211)
- other (260) (264) (144) (116) (138)
- litigation settlement (88) - - (88) -
Indirect expenses (405) (387) (197) (208) (192)
(1,193) (1,063) (558) (635) (541)
Operating profit before impairment losses
Impairment losses
378
(47)
413
(176)
257
(28)
121
(19)
208
(65)
Operating profit 331 237 229 102 143
Average exchange rate - US\$/£ 1.577 1.616 1.582 1.571 1.631
Analysis of income by product
Mortgages and home equity 268 216 134 134 107
Personal lending and cards 201 225 102 99 113
Retail deposits 444 452 224 220 234
Commercial lending 311 286 151 160 148
Commercial deposits 227 201 113 114 102
Other 120 96 91 29 45
Total income 1,571 1,476 815 756 749
Analysis of impairments by sector
Residential mortgages 2 18 (4) 6 12
Home equity 42 51 20 22 12
Corporate and commercial (22) 42 (6) (16) 23
Other consumer 20 28 17 3 8
Securities 5 37 1 4 10
Total impairment losses 47 176 28 19 65
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) by sector
Residential mortgages 0.1% 0.6% (0.3%) 0.4% 0.8%
Home equity 0.6% 0.7% 0.6% 0.6% 0.3%
Corporate and commercial
Other consumer
(0.2%)
0.5%
0.4%
0.9%
(0.1%)
0.8%
(0.3%)
0.2%
0.4%
0.5%
Total 0.2% 0.6% 0.2% 0.1% 0.5%

US Retail & Commercial (£ Sterling) (continued)

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios
Return on equity (1) 7.3% 5.7% 10.0% 4.5% 6.9%
Return on equity - excluding litigation settlement
and net gain on the sale of Visa B shares (1) 8.4% 5.7% 8.3% 8.4% 6.9%
Net interest margin 3.04% 3.06% 3.02% 3.06% 3.12%
Cost:income ratio 76% 72% 69% 84% 72%
Cost:income ratio - excluding litigation settlement
and net gain on the sale of Visa B shares 72% 72% 72% 72% 72%
30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Capital and balance sheet
Total third party assets 75.1 73.7 2% 75.8 (1%)
Loans and advances to customers (gross)
- residential mortgages 6.1 6.0 2% 6.1 -
- home equity 14.2 14.2 - 14.9 (5%)
- corporate and commercial 23.6 22.6 4% 22.9 3%
- other consumer 8.3 8.1 2% 7.7 8%
52.2 50.9 3% 51.6 1%
Customer deposits (excluding repos) 59.2 58.7 1% 60.0 (1%)
Bank deposits (excluding repos) 5.0 4.3 16% 5.2 (4%)
Risk elements in lending
- retail 0.6 0.6 - 0.6 -
- commercial 0.4 0.3 33% 0.4 -
Total risk elements in lending 1.0 0.9 11% 1.0 -
Loan:deposit ratio (excluding repos) 87% 86% 100bp 85% 200bp
Risk-weighted assets 58.5 58.6 - 59.3 (1%)
Spot exchange rate - US\$/£ 1.569 1.599 1.548

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions).

Key points

  • Sterling strengthened relative to the US dollar during the first half of 2012, with the spot exchange rate increasing by 1.4% compared with 31 December 2011.
  • Performance is described in full in the US dollar-based financial statements set out on pages 44 and 45.

US Retail & Commercial (US Dollar)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
\$m \$m \$m \$m \$m
Income statement
Net interest income 1,557 1,491 778 779 767
Net fees and commissions 616 678 309 307 354
Other non-interest income 304 216 202 102 100
Non-interest income 920 894 511 409 454
Total income 2,477 2,385 1,289 1,188 1,221
Direct expenses
- staff (694) (665) (344) (350) (343)
- other (410) (427) (228) (182) (224)
- litigation settlement (138) - - (138) -
Indirect expenses (638) (625) (311) (327) (313)
(1,880) (1,717) (883) (997) (880)
Operating profit before impairment losses 597 668 406 191 341
Impairment losses (74) (285) (43) (31) (108)
Operating profit 523 383 363 160 233
Analysis of income by product
Mortgages and home equity 422 350 211 211 175
Personal lending and cards 317 364 161 156 185
Retail deposits 701 730 355 346 381
Commercial lending 490 462 239 251 241
Commercial deposits 358 325 179 179 167
Other 189 154 144 45 72
Total income 2,477 2,385 1,289 1,188 1,221
Analysis of impairments by sector
Residential mortgages 3 28 (6) 9 19
Home equity 65 82 30 35 19
Corporate and commercial (34) 67 (9) (25) 37
Other consumer
Securities
33
7
49
59
27
1
6
6
17
16
Total impairment losses 74 285 43 31 108
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) by sector
Residential mortgages 0.1% 0.6% (0.3%) 0.4% 0.8%
Home equity 0.6% 0.7% 0.5% 0.6% 0.3%
Corporate and commercial (0.2%) 0.4% (0.1%) (0.3%) 0.4%
Other consumer 0.5% 0.9% 0.8% 0.2% 0.7%
Total 0.2% 0.6% 0.2% 0.1% 0.5%

US Retail & Commercial (US Dollar) (continued)

Key metrics

Half year ended Quarter ended
30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Performance ratios
Return on equity (1) 7.3% 5.7% 10.0% 4.5% 6.9%
Return on equity - excluding litigation settlement and
net gain on the sale of Visa B shares (1) 8.4% 5.7% 8.3% 8.4% 6.9%
Net interest margin 3.04% 3.06% 3.02% 3.06% 3.12%
Cost:income ratio 76% 72% 69% 84% 72%
Cost:income ratio - excluding litigation settlement
and net gain on the sale of Visa B shares 72% 72% 72% 72% 72%
30 June
2012
\$bn
31 March
2012
\$bn
Change 31 December
2011
\$bn
Change
Capital and balance sheet
Total third party assets 117.8 117.9 - 117.3 -
Loans and advances to customers (gross)
- residential mortgages 9.6 9.5 1% 9.4 2%
- home equity 22.3 22.6 (1%) 23.1 (3%)
- corporate and commercial 37.0 36.2 2% 35.3 5%
- other consumer 13.1 13.2 (1%) 12.0 9%
82.0 81.5 1% 79.8 3%
Customer deposits (excluding repos) 92.9 93.9 (1%) 92.8 -
Bank deposits (excluding repos) 7.8 6.9 13% 8.0 (3%)
Risk elements in lending
- retail 1.0 0.9 11% 1.0 -
- commercial 0.6 0.6 - 0.6 -
Total risk elements in lending 1.6 1.5 7% 1.6 -
Loan:deposit ratio (excluding repos) 87% 86% 100bp 85% 200bp
Risk-weighted assets 91.7 93.7 (2%) 91.8 -

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax divided by average notional equity (based on 10% of monthly average of divisional RWAs, adjusted for capital deductions).

Key points

US Retail & Commercial performed strongly in H1 2012, with a significant improvement in operating profit, largely reflecting lower impairment losses. The macroeconomic operating environment remained challenging, with low rates, high unemployment, a soft housing market, sluggish consumer activity and the continuing impact of legislative changes. However, the credit environment showed signs of improvement.

US Retail & Commercial has focused on its back-to-basics strategy; concentrating on core banking products and competing on service and product capabilities rather than price. This was supported by the four core Customer Commitments launched across the entire branch footprint last year. The division enhanced its mobile capabilities, launching an Android app along with an improved iPhone user experience, including a new person-to-person (P2P) payment application. Consumers also recognised Citizens Bank as within the top 10 US banks for corporate reputation in the 2012 American Banker survey, an increase of eight places from 2011.

US Retail & Commercial (US Dollar) (continued)

Key points (continued)

In Q2 2012, Commercial Banking introduced its own four core Client Commitments, which were built around client feedback. Standard & Poor's recently recognised US Retail & Commercial's continued focus on strengthening and growing valued Commercial Banking client relationships as delivering results and providing differentiation from competitors based on the quality of ideas and solutions.

The reintegration of both Corporate Risk Solutions and Treasury Solutions into Commercial Banking has significantly strengthened the cross-sell of Treasury Solutions products as well as foreign exchange and derivatives hedging to the Commercial client base. Referrals increased by 25% for derivatives, 6% for foreign exchange services and 36% for cash management compared with the same period last year.

In Q2 2012, Citizens executed a referral partnership with Oppenheimer & Company to address the corporate finance needs of its Commercial Enterprise Banking and Middle Market clients. As a result, Commercial bankers are now able to offer their clients timely and relevant corporate finance solutions, including mergers & acquisitions, joint ventures, divestitures and common equity underwriting.

H1 2012 compared with H1 2011

  • US Retail & Commercial posted an operating profit of \$523 million, up \$140 million, or 37%, from H1 2011. Excluding the \$138 million litigation settlement in Q1 2012 and the \$62 million net gain on the sale of Visa B shares in Q2 2012, operating profit was up \$216 million, or 56%, largely reflecting lower impairment losses due to an improved credit environment.
  • Net interest income was up \$66 million, or 4%, driven by commercial loan growth, deposit pricing discipline and lower funding costs, partially offset by consumer loan run-off and lower asset yields.
  • Non-interest income was up \$26 million, or 3%, reflecting the \$75 million gain on Visa B shares and strong mortgage banking fees, significantly offset by lower security gains and a decline in debit card fees as a result of the Durbin Amendment legislation.
  • Citizens completed the sale of Visa B shares in June 2012 resulting in a net gain of \$62 million consisting of a \$75 million gain on sale and a \$13 million litigation reserve associated with two outstanding lawsuits against Visa (and all Visa Class B owners).
  • The Durbin Amendment in the Dodd-Frank Act became effective 1 October 2011 and lowers the allowable interchange on debit transactions by approximately 50% to \$0.23 - \$0.24 per transaction.
  • Total expenses were up \$163 million, or 9%, as Q1 2012 included a \$138 million litigation settlement in a class action lawsuit relating to how overdraft fees were assessed on customer accounts prior to 2010. Citizens was one of more than 30 banks included in these class action lawsuits.
  • Excluding the litigation settlement and the \$13 million litigation reserve related to the sale of Visa B shares, total expenses were up \$12 million, largely reflecting a change in accrual methodology related to the annual incentive plan during H1 2011. This was partially offset by lower loan collection costs and the elimination of the Everyday Points rewards programme for consumer debit card customers.

US Retail & Commercial (US Dollar) (continued)

Key points (continued)

H1 2012 compared with H1 2011 (continued)

  • Impairment losses declined by \$211 million, reflecting an improved credit environment as well as lower impairments related to securities.
  • Customer deposits were up 2% with strong growth achieved in checking balances. Consumer checking balances grew by 3% while small business checking balances grew by 8% over the year.

Q2 2012 compared with Q1 2012

  • Operating profit of \$363 million, compared with \$160 million in the prior quarter, an increase of \$203 million. Excluding the Q1 2012 litigation settlement and the Q2 2012 net gain on the sale of Visa B shares, operating profit was broadly in line with Q1 2012.
  • Net interest income was in line with the prior quarter. Asset growth offset a decrease in net interest margin of 4 basis points to 3.02% reflecting lower asset yields, partially offset by lower funding costs.
  • Loans and advances were up \$0.5 billion, or 1%, due to strong growth in commercial loan volumes partially offset by continued run-off of consumer loan balances reflecting reduced credit demand and the unwillingness to hold long term fixed rate products.
  • Non-interest income was up \$102 million, or 25%, reflecting a \$75 million gain on the sale of Visa B shares and securities gains of \$26 million.
  • Excluding the \$138 million litigation settlement and the \$13 million litigation reserve associated with the sale of Visa B shares, total expenses were up \$11 million, or 1%, largely reflecting a mortgage servicing rights impairment.
  • Impairment losses were up \$12 million, although the credit environment remains broadly stable.

Q2 2012 compared with Q2 2011

  • Excluding the \$62 million net gain on the sale of Visa B shares in Q2 2012, operating profit increased to \$301 million from \$233 million, an increase of \$68 million, or 29%, substantially driven by lower impairment losses.
  • Total expenses were broadly in line with Q2 2011. Excluding the \$13 million litigation reserve related to the sale of Visa B shares, total expenses fell \$10 million primarily reflecting lower loan collection costs and the elimination of the Everyday Points rewards programme for consumer debit card customers.

Markets

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Net interest income from banking activities 56 62 32 24 6
Net fees and commissions receivable 200 388 73 127 181
Income from trading activities 2,465 2,741 917 1,548 924
Other operating income (net of related
funding costs) 79 85 44 35 57
Non-interest income 2,744 3,214 1,034 1,710 1,162
Total income 2,800 3,276 1,066 1,734 1,168
Direct expenses
- staff (967) (1,203) (423) (544) (476)
- other (351) (354) (185) (166) (188)
Indirect expenses (386) (377) (188) (198) (191)
(1,704) (1,934) (796) (908) (855)
Operating profit before impairment losses 1,096 1,342 270 826 313
Impairment (losses)/recoveries (21) 14 (19) (2) 14
Operating profit 1,075 1,356 251 824 327
Of which:
Ongoing businesses 1,129 1,364 268 861 325
Run-off businesses (54) (8) (17) (37) 2
Analysis of income by product
Rates 1,217 1,036 416 801 287
Currencies 421 508 175 246 267
Asset backed products (ABP) 805 984 378 427 367
Credit markets 497 638 184 313 208
Investor products and equity derivatives 214 399 91 123 183
Total income ongoing businesses 3,154 3,565 1,244 1,910 1,312
Inter-divisional revenue share (360) (412) (174) (186) (204)
Run-off businesses 6 123 (4) 10 60
Total income 2,800 3,276 1,066 1,734 1,168
Memo - Fixed income and currencies
Rates/currencies/ABP/credit markets 2,940 3,166 1,153 1,787 1,129
Less: primary credit markets (303) (417) (132) (171) (188)
Total fixed income and currencies 2,637 2,749 1,021 1,616 941

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios (ongoing businesses)
Return on equity (1) 14.0% 17.1% 6.8% 21.1% 8.2%
Cost:income ratio 59% 57% 73% 50% 72%
Compensation ratio (2) 33% 35% 38% 29% 39%
30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Capital and balance sheet (ongoing
businesses)
Loans and advances 53.7 50.5 6% 61.2 (12%)
Reverse repos 97.6 90.8 7% 100.4 (3%)
Securities 101.7 106.6 (5%) 108.1 (6%)
Cash and eligible bills 26.8 24.2 11% 28.1 (5%)
Other 22.2 27.7 (20%) 14.8 50%
Total third party assets (excluding derivatives
mark-to-market) 302.0 299.8 1% 312.6 (3%)
Customer deposits (excluding repos) 34.3 34.6 (1%) 36.8 (7%)
Bank deposits (excluding repos) 50.7 46.2 10% 48.2 5%
Net derivative assets (after netting) 27.5 29.3 (6%) 37.0 (26%)
Risk-weighted assets 107.9 115.6 (7%) 120.3 (10%)

Notes:

(1) Divisional return on equity is based on divisional operating profit after tax, divided by average notional equity (based on 10% of the monthly average of divisional RWAs, adjusted for capital deductions), for the ongoing businesses.

(2) Compensation ratio is based on staff costs as a percentage of total income.

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Run-off businesses (1) £m £m £m £m £m
Total income 6 123 (4) 10 60
Direct expenses (60) (131) (13) (47) (58)
Operating loss (54) (8) (17) (37) 2
30 June 31 March 31 December
2012 2012 2011
Run-off businesses (1) £bn £bn £bn
Total third party assets (excluding derivatives mark-to-market) 0.4 0.8 1.3

Note:

(1) Run-off businesses consist of the exited cash equities, corporate broking and equity capital markets operations.

Key points

In both H1 2011 and H1 2012, Markets benefited from an initial surge in investor confidence, with H1 2012 helped by the increased liquidity provided in Q1 2012 by the ECB's Long Term Refinancing Operation (LTRO). In both periods, however, confidence fell away quickly, with the decline in H1 2012 being precipitated by heightened instability in peripheral European financial markets.

Trading conditions during Q2 2012 have been challenging, driven by renewed uncertainty in the Eurozone and slowing Chinese growth. Investor confidence and appetite for risk have declined, causing client volumes to weaken. This mirrors the conditions seen at the end of 2011 but contrasts with Q1 2012.

The difficult environment reinforces Markets' decision to restructure, announced in January of this year. The sale of the cash equities business in the Asia Pacific region has been announced and the remainder of cash equities is being efficiently wound down. Within the ongoing businesses the new structure has been largely cascaded through the front office - the division's focus remains the provision of a seamless service to clients within the context of the strategy to reduce the balance sheet.

H1 2012 compared with H1 2011

  • Operating profit of the ongoing businesses fell 17% as revenue generation weakened across a range of products.
  • Currencies suffered from historically low levels of client activity.
  • Asset backed products were less affected by the loss of confidence in markets, though the Q1 2012 recovery in demand was weaker than in Q1 2011, leading to an overall decrease in revenue in H1 2012 compared with H1 2011.
  • Credit and loan markets suffered from low origination activity as both issuers and investors lacked confidence and opportunity in difficult markets.
  • Investor products and equity derivatives fell 46%, as issuer and redemption volumes remained weak.
  • Revenue in rates was 17% higher. However, the increase was partially driven by an improvement in counterparty exposure management, a c.£90 million gain in H1 2012 compared with a c.£40 million loss in H1 2011, despite high volatility in counterparty spreads and real rates.
  • The overall decline in expenses was driven by a focus on cost discipline (including a reduction in headcount within the ongoing businesses), the wind-down of the run-off businesses and a lower level of variable compensation. The compensation ratio in the ongoing businesses declined to 33%, compared with 35% in H1 2011.

Q2 2012 compared with Q1 2012

  • Markets' profitability was constrained by the difficult trading conditions during Q2 2012, despite a decrease in costs.
  • Rates fell from a strong Q1 2012 as a heightened level of risk aversion limited trading opportunities. In the swaps market, underlying rates flattened and asset spreads widened.
  • In currencies, client volume remained subdued. Earnings were affected by the uncertainty in the Eurozone and slowing Chinese growth, with the generally risk-averse market sentiment negatively affecting emerging markets in particular, as investors sought safe havens.

Key points

Q2 2012 compared with Q1 2012 (continued)

  • Asset backed products continued to perform strongly, benefiting from both strong client volumes and a robust trading performance, although markets were less buoyant than during Q1 2012. Asset prices remained firm, despite an increase in supply through a series of auctions by the New York Federal Reserve.
  • The credit market recovery in Q1 2012 was short lived. Conditions began to deteriorate in March and this continued into Q2 2012, exacerbating the traditionally slow April and limiting recovery thereafter. Although the UK corporate debt capital market business maintained its market-leading position, opportunities for origination activity were limited. Flow credit trading remained robust, although weaker than a strong Q1 2012.
  • Demand for investor products and equity derivatives remained weak. Client volumes remained well below 2011 levels amid unsettled equity markets, with UK volumes also affected by the impact of the Retail Distribution Review.
  • Total expenses fell by 12%. Cost discipline remained a central focus for the division, with further reductions compared with Q1 2012 reflecting the wind-down of run-off businesses and a reduction in variable compensation, reflecting lower revenue. Other costs increased as a result of additional legal expenses in the quarter.
  • Impairments in both Q1 2012 and Q2 2012 reflected a small number of individual provisions.
  • Third party assets were flat and remain on track to meet previously disclosed targets.
  • Risk-weighted assets fell, reflecting a continued focus on mitigation actions.
  • Return on equity for the ongoing businesses was 6.8% compared with 21.1% in Q1 2012.

Q2 2012 compared with Q2 2011

  • Operating profit of the ongoing businesses fell 18%, driven by lower revenue, partly offset by lower costs.
  • The increase in rates revenue reflected a positive contribution from counterparty exposure management, with a c.£70 million gain in Q2 2012 compared with a c.£30 million loss in Q2 2011, despite volatility in counterparty spreads and interest rates in the period.
  • Flow currencies revenues held up well despite lower client volumes, but the currency options business had poor trading results.
  • Investor products and equity derivatives fell sharply compared with the same period last year. Client activity declined significantly year on year.
  • Cost reduction measures introduced during 2011 have driven down discretionary expenditure. Staff costs have been reduced through headcount reductions in the ongoing businesses and the wind-down of the run-off businesses. Other costs in Q2 2012 were higher due to additional legal expenses.
  • A regulatory-led increase in risk-weighted assets in 2012 has been managed down through a range of mitigating actions, leading to a 10% reduction compared with 31 December 2011.

Direct Line Group

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Income statement
Earned premiums 2,032 2,121 1,012 1,020 1,056
Reinsurers' share (165) (114) (83) (82) (60)
Net premium income 1,867 2,007 929 938 996
Fees and commissions (222) (156) (113) (109) (81)
Instalment income 62 70 31 31 35
Other income 30 62 14 16 27
Total income 1,737 1,983 861 876 977
Net claims (1,225) (1,488) (576) (649) (704)
Underwriting profit 512 495 285 227 273
Staff expenses (160) (146) (81) (79) (70)
Other expenses (172) (166) (81) (91) (79)
Total direct expenses (332) (312) (162) (170) (149)
Indirect expenses (124) (110) (61) (63) (54)
(456) (422) (223) (233) (203)
Technical result 56 73 62 (6) 70
Investment income 163 133 73 90 69
Operating profit 219 206 135 84 139
Analysis of income by product
Personal lines motor excluding broker
- own brands 820 878 409 411 438
- partnerships 62 130 31 31 57
Personal lines home excluding broker
- own brands 231 235 115 116 118
- partnerships 182 188 94 88 90
Personal lines rescue and other excluding
broker
- own brands 91 92 46 45 46
- partnerships 89 94 47 42 48
Commercial 158 154 79 79 80
International 161 160 77 84 80
Other (1) (57) 52 (37) (20) 20
Total income 1,737 1,983 861 876 977

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
In-force policies (000s)
Personal lines motor excluding broker
- own brands 3,816 3,931 3,816 3,827 3,931
- partnerships 319 474 319 322 474
Personal lines home excluding broker
- own brands 1,795 1,844 1,795 1,812 1,844
- partnerships 2,509 2,524 2,509 2,520 2,524
Personal lines rescue and other excluding
broker
- own brands 1,798 1,932 1,798 1,803 1,932
- partnerships 7,895 7,577 7,895 7,493 7,577
Commercial 496 393 496 417 393
International 1,441 1,302 1,441 1,412 1,302
Other (1) 54 211 54 123 211
Total in-force policies (2) 20,123 20,188 20,123 19,729 20,188
Gross written premium (£m)
Personal lines motor excluding broker
- own brands 776 798 378 398 408
- partnerships 69 73 32 37 36
Personal lines home excluding broker
- own brands 222 229 112 110 117
- partnerships 263 273 127 136 135
Personal lines rescue and other excluding
broker
- own brands 88 86 45 43 44
- partnerships 86 82 45 41 42
Commercial 230 232 123 107 120
International 306 303 133 173 134
Other (1) 2 (5) 1 1 (2)
Total gross written premium 2,042 2,071 996 1,046 1,034

Key metrics (continued)

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios
Return on tangible equity (3) 10.1% 9.5% 13.4% 7.4% 12.9%
Loss ratio (4) 66% 74% 62% 69% 71%
Commission ratio (5) 12% 8% 12% 12% 8%
Expense ratio (6) 24% 21% 24% 25% 20%
Combined operating ratio (7) 102% 103% 98% 106% 99%
Balance sheet
Total insurance reserves - (£m) (8) 8,184 8,132 7,557

Notes:

  • (1) 'Other' predominantly consists of the personal lines broker business and from Q1 2012 business previously reported in Non-Core.
  • (2) Total in-force policies include travel and creditor policies sold through RBS Group. These comprise travel policies included in bank accounts e.g. Royalties Gold Account, and creditor policies sold with bank products including mortgage, loan and card payment protection.
  • (3) Return on tangible equity is based on annualised operating profit after tax divided by average tangible equity adjusted for dividend payments.
  • (4) Loss ratio is based on net claims divided by net premium income.
  • (5) Commission ratio is based on fees and commissions divided by net premium income.
  • (6) Expense ratio is based on expenses divided by net premium income.
  • (7) Combined operating ratio is the sum of the loss, commission and expense ratios.
  • (8) Consists of general and life insurance liabilities, unearned premium reserve and liability adequacy reserve. Q1 2012 includes business previously reported in Non-Core.

Key points

Direct Line Group continues to make good progress with improved loss ratios and stabilisation of inforce policies demonstrating that the transformation plan is effective.

Operating profit for H1 2012 of £219 million was 6% higher than H1 2011. Operating profit of £135 million for Q2 2012 was 61% higher than Q1 2012 but in line with Q2 2011. Q2 2012 included Home weather claims of approximately £40 million worse than expected for a summer quarter following the wettest April to June period since UK meteorological records began. This was more than offset by significant releases from reserves held against prior year claims across the portfolio. Reserve releases were in part attributable to benefits arising from Direct Line Group's claims transformation programme reflecting significant investment since 2010.

In 2012, Direct Line Group has made significant progress in developing its distribution capabilities. It has renewed or expanded partnership agreements that represent a substantial portion of its portfolio, especially in its home segment. The agreement with Sainsbury's to provide motor insurance to its customers is now in its second year and was recently extended to provide home insurance. Furthermore, Direct Line Group is in the process of agreeing terms with the UK Retail division for an arm's length, five year distribution agreement for the continued provision of general insurance products after the divestment.

Following launch on comparethemarket.com, Churchill and Privilege motor insurance products are now available on all four major price comparison websites in the UK. This move reinforces Direct Line Group's multi-channel distribution strategy.

Key points (continued)

Execution of Direct Line Group's clear strategic plan continues with further developments in its pricing capability, embedding peril level technical pricing models for Home and developing price optimisation for Motor. Within claims management, and following rigorous pilot testing, a number of claims initiatives were implemented and the benefits are beginning to emerge. Claims inflation in small bodily injury claims has reduced and together with lower litigation rates has contributed to higher reserve releases from estimates for prior year claims.

In-force policies of 20.1 million were up 2% in the quarter and 4% since the start of the year. The main growth was in Rescue and other personal lines due to an increase in travel policies from packaged bank accounts. Within Motor, in-force policies were stable marking a stabilisation in the portfolio following a period of de-risking and business exits during the period 2009 to 2011. The Motor market remained competitive with prices broadly stable in H1 2012.

Commercial income was slightly higher than the equivalent period for 2011. In-force policies continued to increase due to growth in Direct Line for Business.

International consolidated its position during the first half of 2012, although reported gross written premium was adversely affected by foreign exchange rates. This followed a period of strong growth in 2010 and 2011. Operating profit in the quarter improved, partially as a result of releases in prior year claims reserves. International continues to benefit from its multi-channel distribution model including partnerships.

In line with its strategic business transformation plan, Direct Line Group has identified further initiatives to realise £100 million of gross annual cost and claims savings by the end of 2014(1), with one-off restructuring costs, for all cost saving initiatives, expected to be c.£100 million. The initiatives include reducing administration costs in central functions and improving marketing efficiency.

Direct Line Group supports the current regulatory reviews and initiatives announced by the UK Government, the Ministry of Justice, the Office of Fair Trading and others in relation to the motor insurance industry. It is actively engaged with the major stakeholders, and supports the introduction of a coherent set of reforms.

Direct Line Group also made further progress in optimising its capital structure during the first six months of 2012. On 27 April 2012, £500 million of Tier 2 subordinated debt was raised following publication of inaugural credit ratings from both Standard and Poor's and Moody's Investor Services. In addition, a £500 million dividend was paid to RBS Group on 6 June 2012, a total of £800 million for H1 2012. At 30 June 2012, shareholders' equity was £2.9 billion, with tangible shareholders' equity of £2.6 billion.

Direct Line Group continues to be well capitalised, with an estimated Insurance Group's Directive (IGD) coverage ratio of 299%.

Investment markets remained challenging with continued low yields. Direct Line Group continues to manage its investment portfolios carefully, with portfolios composed primarily of cash, investment grade corporate bonds and gilts. At 30 June 2012, exposure to peripheral Eurozone debt was £51 million, less than 1% of the portfolio, comprising non-sovereign debt issued in Ireland, Italy and Spain. During the quarter Direct Line Group invested c.£400 million in US dollar corporate credit, hedged back to Sterling, through leading global third party asset managers.

(1) Cost savings expected to be recognised in operating expenses and claims handling expenses.

Key points (continued)

Separation update

From 1 July 2012, Direct Line Group is operating on a substantially standalone basis with independent corporate functions and governance following successful execution of a comprehensive programme of initiatives. During H1 2012, these included: launching a new corporate identity, confirming further senior management appointments, appointing a chairman, agreeing and issuing new terms and conditions for staff, implementing independent HR systems and making progress on an arm's length transitional services agreement with RBS Group for residual services.

Overall, Direct Line Group continues to deliver on the transformation required to fulfil its aim to be Britain's best retail general insurer.

H1 2012 compared with H1 2011

  • Operating profit of £219 million was £13 million, 6% higher than H1 2011 despite the impact of Home weather claims of c.£50 million more than expected, versus benign conditions in H1 2011. The result reflected stable underlying business performance in a competitive market.
  • Gross written premium of £2,042 million was broadly flat compared with H1 2011 in a competitive market.
  • Total income decreased by £246 million, predominantly driven by lower earned premiums following planned volume reduction on Motor and the exit of the personal lines Broker business. H1 2012 included commissions payable relating to business previously reported within Non-Core. Other income decreased by £32 million due to the loss of Tesco Personal Finance tariff income and reduced supply chain income, linked to lower claims volumes.
  • Net claims of £1,225 million were £263 million, 18%, lower than the same period last year driven by a combination of reduced exposure, exit of the personal line Broker business, tight underwriting discipline and prior year reserve releases partly attributable to the claims transformation programme. This was partly offset by adverse weather experienced in H1 2012.
  • Direct expenses increased by £20 million, mainly driven by the phasing of marketing expenditure in Q1 2012, and increased head office expenses as Direct Line Group prepares for separation from RBS Group.
  • Investment income was up £30 million, 23%, due to the inclusion of income from investments from business previously reported in Non-Core, together with investment gains arising from portfolio management initiatives, partially offset by lower yields and interest on the recent Tier 2 debt issued.
  • Total in-force policies remained relatively stable despite a competitive market. The decline in Motor was mainly due to termination of previous partnership arrangements and the exit of unprofitable business, partially offset by the commencement of the Sainsbury's partnership. The decline was largely offset by growth in International and Personal Lines Rescue and other.

Key points (continued)

Q2 2012 compared with Q1 2012

  • Operating profit of £135 million was £51 million, 61% higher, reflecting lower expenses, and the benefit of releases of reserves from prior years across most products. This was partially offset by lower investment income.
  • Gross written premium of £996 million was £50 million, 5% lower primarily due to seasonality on the International book where a significant proportion of the business is written on 1 January each year.
  • Total income of £861 million was £15 million, 2%, lower, primarily driven by reduced earned premium on International and higher commissions payable on business previously reported within Non-Core.
  • Net claims fell by £73 million, 11%, to £576 million, largely reflecting reserve releases from prior years.
  • Total direct expenses of £162 million were £8 million, 5%, lower, predominantly due to higher marketing expenditure in Q1 2012.
  • Investment income of £73 million declined by £17 million, 19%, mainly as a result of lower yields combined with interest on the Tier 2 debt issued in April 2012.

Q2 2012 compared with Q2 2011

  • Operating profit of £135 million was £4 million, 3%, lower compared with Q2 2011 as Q2 2012 included claims for adverse weather of £40 million more than expected.
  • Gross written premium declined by £38 million, 4%, due to the impact of de-risking in Motor during 2011 and competitive market conditions.
  • Total income decreased by £116 million, 12%, to £861 million, as a result of lower earned premiums following a managed reduction in volumes on Motor and run-off of personal lines Broker, together with higher commissions payable relating to business previously reported within Non-Core.
  • Net claims fell £128 million, 18%, as a result of reduced exposure, particularly on Motor, together with prior year reserve releases. Home was affected by adverse weather experienced in the quarter compared with benign conditions experienced during Q2 2011.
  • Total direct expenses increased by £13 million, 9%, as a result of increased head office expenses in preparation for separation from RBS Group.
  • Investment income increased by £4 million, 6%, as a result of investment gains arising from portfolio management initiatives, including those relating to the business previously reported in Non-Core. These gains were largely offset by lower investment yields in 2012 and interest associated with the Tier 2 debt issued in April 2012.

Central items

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Central items not allocated (176) 24 (32) (144) 56

Note:

(1) Costs/charges are denoted by brackets.

Funding and operating costs have been allocated to operating divisions based on direct service usage, the requirement for market funding and other appropriate drivers where services span more than one division.

Residual unallocated items relate to volatile corporate items that do not naturally reside within a division.

Key points

H1 2012 compared with H1 2011

  • Central items not allocated represented a debit of £176 million, a deterioration of £200 million compared with H1 2011.
  • The movement was driven in part by a £125 million provision, taken in Q2 2012, for costs relating to the technology incident that affected the Group's systems in June 2012. The provision is principally to cover customer redress. A break down of the provision by division is provided on the next page.
  • A provision of £50 million has also been recognised for redress in respect of interest rate hedging products. This follows the agreement reached with the FSA in June 2012 by a number of banks, including the Group, to carry out a review of sales of interest rate hedging products since 1 December 2001 to small and medium sized customers.

Q2 2012 compared with Q1 2012

  • Central items not allocated represented a debit of £32 million, an improvement of £112 million compared with Q1 2012.
  • The movement was due to increased available-for-sale bond disposals and unallocated volatility costs in Group Treasury, partially offset by the £125 million provision for the costs of redress following the technology incident.

Q2 2012 compared with Q2 2011

  • Central items not allocated represented a debit of £32 million, a deterioration of £88 million compared with Q2 2011.
  • The movement was driven primarily by the £125 million provision for the technology incident in Q2 2012, and the provision for redress partially offset by unallocated volatility costs in Group Treasury.

Central items (continued)

Technology incident - costs of redress

The following table provides an analysis by division of the estimated costs of redress following the technology incident in June 2012. These costs are included in Central items above and include waiver of interest and other charges together with other compensation payments all of which are reported in expenses. Additional costs may arise once all redress and business disruption items are clear and a further update will be given in Q3.

Total
£m
UK Retail 35
UK Corporate 36
International Banking 21
Ulster Bank 28
Group Centre 5
125

Non-Core

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Income statement
Net interest income
201 525 86 115 273
Net fees and commissions 60 94 29 31 47
(Loss)/income from trading activities (401) (68) (131) (270) 230
Insurance net premium income - 233 - - 95
Other operating income
- rental income
301 398 133 168 206
- other (1) 109 219 (116) 225 115
Non-interest income/(loss) 69 876 (85) 154 693
Total income 270 1,401 1 269 966
Direct expenses
- staff (151) (200) (80) (71) (109)
- operating lease depreciation (152) (174) (69) (83) (87)
- other (87) (137) (46) (41) (68)
Indirect expenses (135) (147) (67) (68) (71)
(525) (658) (262) (263) (335)
Operating (loss)/profit before other operating
charges and impairment losses (255) 743 (261) 6 631
Insurance net claims - (218) - - (90)
Impairment losses (1,096) (2,486) (607) (489) (1,411)
Operating loss (1,351) (1,961) (868) (483) (870)

Note:

(1) Includes gains/(losses) on disposals (H1 2012 - £143 million gain; H1 2011 - £54 million loss; Q2 2012 - £39 million loss; Q1 2012 - £182 million gain; Q2 2011 - £20 million loss).

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Analysis of income/(loss) by business
Banking and portfolios 60 1,374 (117) 177 818
International businesses 161 218 76 85 137
Markets 49 (191) 42 7 11
Total income 270 1,401 1 269 966
(Loss)/income from trading activities
Monoline exposures (191) (197) (63) (128) (67)
Credit derivative product companies (7) (61) 31 (38) (21)
Asset-backed products (1) 68 102 37 31 36
Other credit exotics (49) (160) (69) 20 8
Equities 2 (1) 3 (1) (2)
Banking book hedges (22) (38) (22) - (9)
Other (202) 287 (48) (154) 285
(401) (68) (131) (270) 230
Impairment losses
Banking and portfolios 1,190 2,463 706 484 1,405
International businesses 25 35 14 11 15
Markets (119) (12) (113) (6) (9)
Total impairment losses 1,096 2,486 607 489 1,411
Loan impairment charge as % of gross
customer loans and advances (excluding
reverse repurchase agreements) (2)
Banking and portfolios 3.6% 5.3% 4.2% 2.8% 6.1%
International businesses 3.0% 2.3% 3.4% 2.1% 1.9%
Markets (2.6%) (0.7%) (4.4%) (0.8%) (1.2%)
Total 3.6% 5.2% 4.2% 2.7% 6.0%

Notes:

(1) Asset-backed products include super senior asset-backed structures and other asset-backed products.

(2) Includes disposal groups.

Key metrics

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
Performance ratios
Net interest margin 0.28% 0.77% 0.24% 0.31% 0.83%
Cost:income ratio 194% 47% nm 98% 35%
Adjusted cost:income ratio 194% 56% nm 98% 38%
30 June
2012
£bn
31 March
2012
£bn
Change 31 December
2011
£bn
Change
Capital and balance sheet
Total third party assets (excluding derivatives) (1) 72.1 83.3 (13%) 93.7 (23%)
Total third party assets (including derivatives) 80.6 91.8 (12%) 104.7 (23%)
Loans and advances to customers (gross) (2) 67.7 72.7 (7%) 79.4 (15%)
Customer deposits (2) 2.9 3.1 (6%) 3.5 (17%)
Risk elements in lending (2) 23.1 23.5 (2%) 24.0 (4%)
Risk-weighted assets (1) 82.7 89.9 (8%) 93.3 (11%)

nm = not meaningful

Notes:

(1) Includes RBS Sempra Commodities JV (30 June 2012 third party assets, excluding derivatives (TPAs) nil, RWAs £1.0 billion, 31 March 2012 TPAs nil, RWAs £1.0 billion, 31 December 2011 TPAs £0.1 billion, RWAs £2.4 billion).

(2) Excludes disposal groups.

30 June
2012
31 March
2012
31 December
2011
£bn £bn £bn
Gross customer loans and advances
Banking and portfolios 66.3 70.8 77.3
International businesses 1.4 1.9 2.0
Markets - - 0.1
67.7 72.7 79.4
Risk-weighted assets
Banking and portfolios 64.4 66.1 64.8
International businesses 2.9 3.8 4.1
Markets 15.4 20.0 24.4
82.7 89.9 93.3
Third party assets (excluding derivatives)
Banking and portfolios 63.5 73.2 81.3
International businesses 2.2 2.7 2.9
Markets 6.4 7.4 9.5
72.1 83.3 93.7

Third party assets (excluding derivatives)

Quarter ended 30 June 2012 31 March
2012
£bn
Run-off
£bn
Disposals/
restructuring
£bn
Drawings/
roll overs
£bn
Impairments
£bn
FX
£bn
30 June
2012
£bn
Commercial real estate 29.1 (1.2) (0.2) - (0.4) (0.4) 26.9
Corporate 40.1 (1.7) (5.9) 0.5 (0.2) - 32.8
SME 1.9 (0.3) (0.1) 0.1 - - 1.6
Retail 4.2 (0.3) - 0.1 (0.1) 0.1 4.0
Other 0.6 (0.2) - - - - 0.4
Markets 7.4 (0.7) (0.5) - 0.1 0.1 6.4
Total (excluding derivatives) 83.3 (4.4) (6.7) 0.7 (0.6) (0.2) 72.1
Quarter ended 31 March 2012 31 December
2011
£bn
Run-off
£bn
Disposals/
restructuring
£bn
Drawings/
roll overs
£bn
Impairments
£bn
FX
£bn
31 March
2012
£bn
Commercial real estate 31.5 (1.5) (0.4) 0.1 (0.4) (0.2) 29.1
Corporate 42.2 (0.8) (1.1) 0.4 (0.1) (0.5) 40.1
SME 2.1 (0.3) - 0.1 - - 1.9
Retail 6.1 (0.2) (1.6) - - (0.1) 4.2
Other 1.9 (1.2) - - - (0.1) 0.6
Markets 9.8 (0.2) (2.1) 0.1 - (0.2) 7.4
Total (excluding derivatives)
Markets - RBS Sempra
93.6 (4.2) (5.2) 0.7 (0.5) (1.1) 83.3
Commodities JV 0.1 (0.1) - - - - -
Total (1) 93.7 (4.3) (5.2) 0.7 (0.5) (1.1) 83.3
Quarter ended 30 June 2011 31 March
2011
£bn
Run-off
£bn
Disposals/
restructuring
£bn
Drawings/
roll overs
£bn
Impairments
£bn
FX
£bn
30 June
2011
£bn
Commercial real estate 38.7 (1.1) (0.3) 0.2 (1.3) 0.4 36.6
Corporate 56.0 (2.6) (4.0) 0.6 - 0.4 50.4
SME 3.1 (0.4) - - - - 2.7
Retail 8.3 (0.2) - - (0.1) - 8.0
Other 2.5 (0.2) - - - - 2.3
Markets 12.3 (0.7) (0.4) 0.3 - - 11.5
Total (excluding derivatives)
Markets - RBS Sempra
120.9 (5.2) (4.7) 1.1 (1.4) 0.8 111.5
Commodities JV 3.9 (0.5) (2.2) - - (0.1) 1.1
Total (1) 124.8 (5.7) (6.9) 1.1 (1.4) 0.7 112.6

Note:

(1) No disposals have been signed as at 30 June 2012 (31 March 2012 - £5 billion; 30 June 2011 - £2 billion).

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Impairment losses by donating division
and sector
UK Retail
Mortgages - 4 - - 1
Personal 3 - 1 2 3
Total UK Retail 3 4 1 2 4
UK Corporate
Manufacturing and infrastructure 14 47 7 7 47
Property and construction 78 49 23 55 36
Transport 14 46 16 (2) 26
Financial institutions (2) 4 (3) 1 1
Lombard 22 43 12 10 25
Other 17 57 11 6 46
Total UK Corporate 143 246 66 77 181
Ulster Bank
Commercial real estate
- investment 136 384 52 84 161
- development 262 1,313 120 142 810
Other corporate
Other EMEA
51
6
113
11
17
2
34
4
6
5
Total Ulster Bank 455 1,821 191 264 982
US Retail & Commercial
Auto and consumer
20 37 11 9 12
Cards 4 (10) (1) 5 (3)
SBO/home equity 62 111 44 18 58
Residential mortgages 7 10 4 3 6
Commercial real estate (1) 30 2 (3) 11
Commercial and other (7) (9) (3) (4) (6)
Total US Retail & Commercial 85 169 57 28 78
International Banking
Manufacturing and infrastructure 5 (8) (1) 6 (6)
Property and construction 322 322 236 86 217
Transport 147 (7) 134 13 (1)
Telecoms, media and technology 27 23 11 16 34
Banks and financial institutions (114) (38) (102) (12) (39)
Other 23 (47) 14 9 (39)
Total International Banking 410 245 292 118 166
Other
Wealth - - 1 (1) (1)
Central items - 1 (1) 1 1
Total Other - 1 - - -
Total impairment losses 1,096 2,486 607 489 1,411
30 June
2012
£bn
31 March
2012
£bn
31 December
2011
£bn
Gross loans and advances to customers (excluding reverse
repurchase agreements) by donating division and sector
UK Retail
Mortgages - - 1.4
Personal 0.1 0.1 0.1
Total UK Retail 0.1 0.1 1.5
UK Corporate
Manufacturing and infrastructure 0.1 0.1 0.1
Property and construction 4.3 4.8 5.9
Transport 4.1 4.3 4.5
Financial institutions 0.6 0.6 0.6
Lombard 0.7 0.9 1.0
Other 6.9 7.0 7.5
Total UK Corporate 16.7 17.7 19.6
Ulster Bank
Commercial real estate
- investment 3.7 3.7 3.9
- development 7.7 8.0 8.5
Other corporate 1.6 1.7 1.6
Other EMEA 0.4 0.4 0.4
Total Ulster Bank 13.4 13.8 14.4
US Retail & Commercial
Auto and consumer 0.6 0.8 0.8
Cards 0.1 0.1 0.1
SBO/home equity 2.3 2.4 2.5
Residential mortgages 0.5 0.5 0.6
Commercial real estate
Commercial and other
0.7
0.2
0.9
-
1.0
0.4
Total US Retail & Commercial 4.4 4.7 5.4
International Banking
Manufacturing and infrastructure 5.4 5.8 6.6
Property and construction 14.3 15.4 15.3
Transport
Telecoms, media and technology
2.0
0.7
2.4
0.7
3.2
0.7
Banks and financial institutions 5.3 5.7 5.6
Other 5.4 6.4 7.0
Total International Banking 33.1 36.4 38.4
Other
Wealth
0.2 0.2 0.2
Central items (0.2) (0.3) (0.2)
Total Other - (0.1) -
Gross loans and advances to customers (excluding reverse
repurchase agreements) 67.7 72.6 79.3

Key points

Non-Core continues to make significant progress towards exiting approximately 85% of the portfolio by the end of 2013. In Q2 2012 third party assets fell to £72 billion, a reduction of £11 billion during the quarter and an overall reduction to date of 72%. The successful completion of the disposal of the RBS Aviation Capital business contributed c£5 billion of the Q2 2012 reduction and c£2 billion of the riskweighted asset reduction.

Risk-weighted assets were reduced by £7 billion during Q2 2012 as the division continued to focus on run-off, disposals and reducing exposure to capital intensive positions.

H1 2012 compared with H1 2011

  • Third party assets of £72 billion were £41 billion lower than H1 2011 reflecting disposals of £22 billion and run-off of £17 billion.
  • Risk-weighted assets decreased by £42 billion principally reflecting the restructuring on monoline exposures in 2011, totalling £17 billion, and associated market risk reductions of £7 billion. Sales and run-off reduced risk-weighted assets by a further £16 billion.
  • Non-Core operating loss decreased from £1,961 million in H1 2011 to £1,351 million in H1 2012. Lower impairments and costs were partially offset by a fall in income.
  • Impairments in H1 2012 of £1,096 million were £1,390 million favourable to H1 2011, reflecting substantial provisioning in respect of development land values in the Ulster Bank portfolio during the first half of 2011.
  • Costs fell by £133 million as the division continued to contract and headcount reduced. At the end of H1 2012, headcount totalled approximately 3,800, a decrease of 40% since June 2011.
  • Income declined by £1,131 million with continued run-down of the balance sheet reducing income streams by £654 million. H1 2011 included gains on a number of securities arising from restructured assets totalling approximately £500 million, not repeated in H1 2012.

Q2 2012 compared with Q1 2012

  • An operating loss of £868 million in Q2 2012 was £385 million higher than the previous quarter.
  • Trading losses in Q2 2012 were £139 million favourable to Q1 2012 as significant losses on disposal of trading positions in the first quarter were not repeated. This was partially offset by higher dealing losses as market conditions deteriorated.
  • Other income decreased by £341 million in Q2 2012 due to negative equity valuation movements of £147 million as well as losses on disposal of £39 million compared with gains of £182 million in Q1 2012.
  • Impairment losses increased by £118 million during Q2 2012 largely reflecting one significant provision within the Project Finance portfolio.

Key points (continued)

Q2 2012 compared with Q1 2012 (continued)

  • Third party assets fell by £11 billion to £72 billion in Q2 2012 reflecting disposals of £7 billion and run-off of £4 billion.
  • Risk-weighted assets decreased by £7 billion resulting from sales and run-off of £6 billion, market risk movements of £2 billion and the £2 billion impact of derivative restructuring. These reductions were partially offset by adverse foreign exchange and mark-to-market movements of £2 billion and credit model changes.

Q2 2012 compared with Q2 2011

  • The Q2 2012 operating loss of £868 million was broadly flat. Impairment losses fell significantly compared with Q2 2011, driven by a £789 million decrease in charges in relation to the Ulster Bank portfolio. Costs were £73 million lower as the division continued to run down and headcount reduces.
  • Income declined by £965 million as continuing run-off and disposal activity reduced revenue streams by £355 million. Trading revenues and other income in Q2 2011 included gains on a number of securities arising from restructured assets, totalling approximately £500 million.

Condensed consolidated income statement for the period ended 30 June 2012

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Interest receivable 9,791 10,805 4,774 5,017 5,404
Interest payable (3,821) (4,277) (1,803) (2,018) (2,177)
Net interest income 5,970 6,528 2,971 2,999 3,227
Fees and commissions receivable 2,937 3,342 1,450 1,487 1,700
Fees and commissions payable (604) (583) (314) (290) (323)
Income from trading activities 869 1,982 657 212 1,147
Gain on redemption of own debt 577 255 - 577 255
Other operating income (excluding insurance net
premium income) (353) 1,533 394 (747) 1,142
Insurance net premium income 1,867 2,239 929 938 1,090
Non-interest income 5,293 8,768 3,116 2,177 5,011
Total income 11,263 15,296 6,087 5,176 8,238
Staff costs (4,713) (4,609) (2,143) (2,570) (2,210)
Premises and equipment (1,107) (1,173) (544) (563) (602)
Other administrative expenses (2,172) (2,673) (1,156) (1,016) (1,752)
Depreciation and amortisation (902) (877) (434) (468) (453)
Operating expenses (8,894) (9,332) (4,277) (4,617) (5,017)
Profit before insurance net claims and
impairment losses 2,369 5,964 1,810 559 3,221
Insurance net claims (1,225) (1,705) (576) (649) (793)
Impairment losses (2,649) (5,053) (1,335) (1,314) (3,106)
Operating loss before tax (1,505) (794) (101) (1,404) (678)
Tax charge (429) (645) (290) (139) (222)
Loss from continuing operations (1,934) (1,439) (391) (1,543) (900)
Profit/(loss) from discontinued operations, net of tax 1 31 (4) 5 21
Loss for the period (1,933) (1,408) (395) (1,538) (879)
Non-controlling interests 19 (17) 5 14 (18)
Preference share and other dividends (76) - (76) - -
Loss attributable to ordinary and B shareholders (1,990) (1,425) (466) (1,524) (897)
Basic and diluted loss per ordinary and B share from
continuing operations (1) (18.2p) (13.2p) (4.2p) (14.0p) (8.3p)
Basic and diluted loss per ordinary and B share from
discontinued operations (1) - - - - -

Note:

(1) Prior periods have been adjusted for the sub-division and one-for-ten ordinary share consolidation of ordinary shares.

In the income statement above, one-off and other items as shown on page 18 are included in the appropriate captions. A reconciliation between the income statement above and the managed view income statement on page 11 is given in Appendix 1 to this announcement.

Condensed consolidated statement of comprehensive income for the period ended 30 June 2012

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Loss for the period (1,933) (1,408) (395) (1,538) (879)
Other comprehensive income
Available-for-sale financial assets 591 1,369 66 525 1,406
Cash flow hedges 695 361 662 33 588
Currency translation (496) (301) 58 (554) 59
Other comprehensive income before tax 790 1,429 786 4 2,053
Tax charge (256) (492) (237) (19) (524)
Other comprehensive income/(loss)
after tax 534 937 549 (15) 1,529
Total comprehensive (loss)/income for
the period (1,399) (471) 154 (1,553) 650
Total comprehensive (loss)/income is
attributable to:
Non-controlling interests (13) (6) (10) (3) 3
Ordinary and B shareholders (1,386) (465) 164 (1,550) 647
(1,399) (471) 154 (1,553) 650

Key points

  • The movement in available-for-sale financial assets reflects net unrealised gains on high quality sovereign bonds.
  • Cash flow hedging gains largely result from reductions in swap rates with significant movements during the second quarter of 2012.
  • Currency translation losses during the half year largely result from the strengthening of Sterling against both the Euro, by 3.5%, and the US Dollar, by 1.4%. Movements in Q2 2012 reflect the weakening of Sterling against the US Dollar by 1.9%, partially offset by a 3.2% strengthening of Sterling against the Euro.

Condensed consolidated balance sheet at 30 June 2012

30 June
2012
£m
31 March
2012
£m
31 December
2011
£m
Assets
Cash and balances at central banks 78,647 82,363 79,269
Net loans and advances to banks 39,436 36,064 43,870
Reverse repurchase agreements and stock borrowing 37,705 34,626 39,440
Loans and advances to banks 77,141 70,690 83,310
Net loans and advances to customers 434,965 440,406 454,112
Reverse repurchase agreements and stock borrowing 60,196 56,503 61,494
Loans and advances to customers 495,161 496,909 515,606
Debt securities 187,626 195,931 209,080
Equity shares 13,091 17,603 15,183
Settlement balances
Derivatives
15,312
486,432
20,970
453,354
7,771
529,618
Intangible assets 14,888 14,771 14,858
Property, plant and equipment 11,337 11,442 11,868
Deferred tax 3,502 3,849 3,878
Prepayments, accrued income and other assets 10,983 10,079 10,976
Assets of disposal groups 21,069 25,060 25,450
Total assets 1,415,189 1,403,021 1,506,867
Liabilities
Bank deposits 67,619 65,735 69,113
Repurchase agreements and stock lending 39,125 41,415 39,691
Deposits by banks 106,744 107,150 108,804
Customer deposits 412,769 410,207 414,143
Repurchase agreements and stock lending 88,950 87,303 88,812
Customer accounts 501,719 497,510 502,955
Debt securities in issue 119,855 142,943 162,621
Settlement balances 15,126 17,597 7,477
Short positions 38,376 37,322 41,039
Derivatives 480,745 446,534 523,983
Accruals, deferred income and other liabilities 18,820 20,278 23,125
Retirement benefit liabilities 1,791 1,840 2,239
Deferred tax 1,815 1,788 1,945
Insurance liabilities 6,322 6,251 6,312
Subordinated liabilities 25,596 25,513 26,319
Liabilities of disposal groups 23,064 23,664 23,995
Total liabilities 1,339,973 1,328,390 1,430,814
Equity
Non-controlling interests 1,200 1,215 1,234
Owners' equity*
Called up share capital 6,528 15,397 15,318
Reserves 67,488 58,019 59,501
Total equity 75,216 74,631 76,053
Total liabilities and equity 1,415,189 1,403,021 1,506,867
* Owners' equity attributable to:
Ordinary and B shareholders 69,272 68,672 70,075
Other equity owners 4,744 4,744 4,744
74,016 73,416 74,819

Commentary on condensed consolidated balance sheet

30 June 2012 compared with 31 December 2011

Key points

  • Total assets of £1,415.2 billion at 30 June 2012 were down £91.7 billion, 6%, compared with 31 December 2011. This was principally driven by the Group's programme of deleveraging and reducing capital intensive assets, including Non-Core disposals and run-off, and the reduction in the mark-to-market value of derivatives.
  • Loans and advances to banks decreased by £6.2 billion, 7%, to £77.1 billion. Excluding reverse repurchase agreements and stock borrowing ('reverse repos'), down £1.8 billion, 4%, to £37.7 billion, bank placings declined £4.4 billion, 10%, to £39.4 billion.
  • Loans and advances to customers declined £20.4 billion, 4%, to £495.2 billion. Within this, reverse repurchase agreements were down £1.3 billion, 2%, to £60.2 billion. Customer lending decreased by £19.1 billion, 4%, to £435.0 billion, or £18.7 billion to £455.1 billion before impairments. This reflected planned reductions in Non-Core of £10.6 billion, along with declines in International Banking, £6.8 billion, Markets, £0.6 billion, UK Corporate, £0.5 billion and Ulster Bank, £0.2 billion, together with the effect of exchange rate and other movements, £3.6 billion. These were partially offset by growth in UK Retail, £2.2 billion, US Retail & Commercial, £1.3 billion and Wealth, £0.1 billion.
  • Debt securities were down £21.5 billion, 10%, to £187.6 billion, driven mainly by a reduction in Eurozone government and financial institution bonds within Markets and Group Treasury.
  • Settlement balance assets and liabilities increased £7.5 billion to £15.3 billion and £7.6 billion to £15.1 billion respectively as a result of increased customer activity from seasonal year-end lows.
  • Movements in the value of derivative assets, down £43.2 billion, 8%, to £486.4 billion, and liabilities, down £43.2 billion, 8%, to £480.7 billion, primarily reflect decreases in interest rate and credit derivative contracts, together with the effect of currency movements, with Sterling strengthening against both the US dollar and the Euro.
  • The reduction in assets and liabilities of disposal groups, down £4.4 billion, 17%, to £21.1 billion, and £0.9 billion, 4%, to £23.1 billion respectively, primarily reflects the disposal of RBS Aviation Capital in the second quarter.
  • Deposits by banks decreased £2.1 billion, 2%, to £106.7 billion, with a reduction in repurchase agreements and stock lending ('repos'), down £0.6 billion, 1%, to £39.1 billion and a decrease in inter-bank deposits, down £1.5 billion, 2%, to £67.6 billion.
  • Customer accounts decreased £1.2 billion to £501.7 billion. Within this, repos were broadly flat at £88.9 billion. Excluding repos, customer deposits were down £1.4 billion at £412.8 billion, reflecting decreases in International Banking, £2.2 billion, Markets, £1.9 billion, Non-Core, £0.7 billion and Ulster Bank, £0.6 billion, together with exchange and other movements, £2.2 billion. This was partially offset by increases in UK Retail, £4.8 billion, UK Corporate, £1.1 billion and Wealth, £0.3 billion.

Commentary on condensed consolidated balance sheet (continued)

  • Debt securities in issue decreased £42.8 billion, 26%, to £119.9 billion reflecting the maturity of the remaining notes issued under the UK Government's Credit Guarantee Scheme, £21.3 billion, and the reduction of commercial paper and medium term notes in issue in line with the Group's strategy.
  • Subordinated liabilities decreased by £0.7 billion, 3%, to £25.6 billion, primarily reflecting the net decrease in dated loan capital as a result of the liability management exercise completed in March 2012, with redemptions of £3.4 billion offset by the issuance of £2.8 billion new loan capital, together with exchange rate movements and other adjustments of £0.1 billion.
  • Owners' equity decreased by £0.8 billion, 1%, to £74.0 billion, due to the £1.9 billion attributable loss for the period together with movements in foreign exchange reserves, £0.5 billion and other reserve movements of £0.1 billion. Partially offsetting these reductions were positive movements in available-for-sale reserves, £0.5 billion and cash flow hedging reserves, £0.5 billion and share capital and reserve movements in respect of employee benefits, £0.7 billion.

Average balance sheet

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
% % % %
Average yields, spreads and margins of the banking
business
Gross yield on interest-earning assets of banking business 3.14 3.30 3.13 3.15
Cost of interest-bearing liabilities of banking business (1.52) (1.59) (1.47) (1.57)
Interest spread of banking business 1.62 1.71 1.66 1.58
Benefit from interest-free funds 0.30 0.29 0.29 0.31
Net interest margin of banking business 1.92 2.00 1.95 1.89
Average interest rates
The Group's base rate 0.50 0.50 0.50 0.50
London inter-bank three month offered rates
- Sterling 1.02 0.81 0.99 1.06
- Eurodollar 0.49 0.29 0.47 0.51
- Euro 0.79 1.20 0.61 0.97

Average balance sheet (continued)

Half year ended
30 June 2012
Half year ended
30 June 2011
Average
balance
£m
Interest
£m
Rate
%
Average
balance
£m
Interest
£m
Rate
%
Assets
Loans and advances to banks
Loans and advances to
82,588 282 0.69 65,606 336 1.03
customers 439,395 8,369 3.83 472,385 9,138 3.90
Debt securities 105,199 1,149 2.20 122,134 1,343 2.22
Interest-earning assets -
banking business (1,2,3) 627,182 9,800 3.14 660,125 10,817 3.30
Trading business (4) 246,256 281,771
Non-interest earning assets 618,586 532,429
Total assets 1,492,024 1,474,325
Memo: Funded assets 984,037 1,078,045
Liabilities
Deposits by banks 42,965 334 1.56 65,895 504 1.54
Customer accounts 335,552 1,787 1.07 333,071 1,688 1.02
Debt securities in issue 109,934 1,290 2.36 173,647 1,743 2.02
Subordinated liabilities 22,297 336 3.03 23,300 318 2.75
Internal funding of trading
business (6,884) 66 (1.93) (51,811) 30 (0.12)
Interest-bearing liabilities -
banking business (1,2,3) 503,864 3,813 1.52 544,102 4,283 1.59
Trading business (4)
Non-interest-bearing liabilities
257,343 307,926
- demand deposits 74,088 64,256
- other liabilities 582,768 483,682
Owners' equity 73,961 74,359
Total liabilities and
owners' equity 1,492,024 1,474,325

Notes:

(1) Interest receivable has been increased by nil (H1 2011 - £5 million) and interest payable has been decreased by £10 million (H1 2011 - nil) to exclude RFS Holdings minority interest. Related interest-earning assets and interest-bearing liabilities have also been adjusted.

(2) Interest receivable has been increased by £9 million (H1 2011 - £5 million) and interest payable has been increased by £82 million (H1 2011 - £63 million) to record interest on financial assets and liabilities designated as at fair value through profit or loss. Related interest-earning assets and interest-bearing liabilities have also been adjusted.

(3) Interest receivable has been increased by nil (H1 2011 - £2 million) and interest payable has been decreased by £80 million (H1 2011 - £57 million) in respect of non-recurring adjustments.

(4) Interest receivable and interest payable on trading assets and liabilities are included in income from trading activities.

Average balance sheet (continued)

Quarter ended
30 June 2012
Quarter ended
31 March 2012
Average
balance
£m
Interest
£m
Rate
%
Average
balance
£m
Interest
£m
Rate
%
Assets
Loans and advances to banks
Loans and advances to
78,151 134 0.69 87,025 148 0.68
customers 435,372 4,117 3.80 443,418 4,252 3.86
Debt securities 99,472 524 2.12 110,926 625 2.27
Interest-earning assets -
banking business (1) 612,995 4,775 3.13 641,369 5,025 3.15
Trading business (4) 241,431 251,081
Non-interest earning assets 603,888 633,284
Total assets 1,458,314 1,525,734
Memo: Funded assets 955,789 1,012,285
Liabilities
Deposits by banks 41,543 154 1.49 44,387 180 1.63
Customer accounts 337,189 870 1.04 333,915 917 1.10
Debt securities in issue 96,977 541 2.24 122,891 749 2.45
Subordinated liabilities 22,064 190 3.46 22,530 146 2.61
Internal funding of trading
business (7,336) 41 (2.25) (6,432) 25 (1.56)
Interest-bearing liabilities -
banking business (1,2,3) 490,437 1,796 1.47 517,291 2,017 1.57
Trading business (4)
Non-interest-bearing liabilities
252,639 262,047
- demand deposits 75,806 72,370
- other liabilities 565,310 600,226
Owners' equity 74,122 73,800
Total liabilities and
owners' equity 1,458,314 1,525,734

Notes:

(1) Interest receivable has been increased by £1 million (Q1 2012 - £8 million) and interest payable has been increased by £30 million (Q1 2012 - £52 million) to record interest on financial assets and liabilities designated as at fair value through profit or loss. Related interest-earning assets and interest-bearing liabilities have also been adjusted.

(2) Interest payable has been decreased by £2 million (Q1 2012 - £8 million) to exclude RFS Holdings minority interest. Related interest-bearing liabilities have also been adjusted.

(3) Interest payable has been decreased by £35 million (Q1 2012 - £45 million) in respect of non-recurring adjustments.

(4) Interest receivable and interest payable on trading assets and liabilities are included in income from trading activities.

Condensed consolidated statement of changes in equity for the period ended 30 June 2012

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Called-up share capital
At beginning of period 15,318 15,125 15,397 15,318 15,156
Ordinary shares issued 143 192 64 79 161
Share capital sub-division and consolidation (8,933) - (8,933) - -
At end of period 6,528 15,317 6,528 15,397 15,317
Paid-in equity
At beginning and end of period 431 431 431 431 431
Share premium account
At beginning of period 24,001 23,922 24,027 24,001 23,922
Ordinary shares issued 197 1 171 26 1
At end of period 24,198 23,923 24,198 24,027 23,923
Merger reserve
At beginning of period 13,222 13,272 13,222 13,222 13,272
Transfer to retained earnings - (50) - - (50)
At end of period 13,222 13,222 13,222 13,222 13,222
Available-for-sale reserve (1)
At beginning of period
(957) (2,037) (439) (957) (2,063)
Net unrealised gains 1,152 943 428 724 781
Realised (gains)/losses (582) 429 (370) (212) 626
Tax (63) (361) (69) 6 (370)
At end of period (450) (1,026) (450) (439) (1,026)
Cash flow hedging reserve
At beginning of period 879 (140) 921 879 (314)
Amount recognised in equity 1,218 825 928 290 811
Amount transferred from equity to earnings (523) (464) (266) (257) (223)
Tax (175) (108) (184) 9 (161)
At end of period 1,399 113 1,399 921 113

Note:

(1) Analysis provided on page 110.

Condensed consolidated statement of changes in equity

for the period ended 30 June 2012 (continued)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Foreign exchange reserve
At beginning of period 4,775 5,138 4,227 4,775 4,754
Retranslation of net assets (566) (240) 82 (648) 189
Foreign currency gains/(losses) on hedges
of net assets 88 (40) (8) 96 (116)
Tax 20 (24) 16 4 7
Recycled to profit or loss on disposal of
business (nil tax) (3) - (3) - -
At end of period 4,314 4,834 4,314 4,227 4,834
Capital redemption reserve
At beginning of period 198 198 198 198 198
Share capital sub-division and consolidation 8,933 - 8,933 - -
At end of period 9,131 198 9,131 198 198
Contingent capital reserve
At beginning and end of period (1,208) (1,208) (1,208) (1,208) (1,208)
Retained earnings
At beginning of period 18,929 21,239 17,405 18,929 20,713
(Loss)/profit attributable to ordinary and B
shareholders and other equity owners
- continuing operations (1,911) (1,429) (387) (1,524) (899)
- discontinued operations (3) 4 (3) - 2
Transfer from merger reserve - 50 - - 50
Equity preference dividends paid (76) - (76) - -
Actuarial losses recognised in retirement
benefit schemes
- tax (38) - - (38) -
Loss on disposal of own shares held (196) - (196) - -
Shares released for employee benefits (129) (207) (116) (13) (166)
Share-based payments
- gross 92 67 47 45 29
- tax (11) 2 (17) 6 (3)
At end of period 16,657 19,726 16,657 17,405 19,726

Condensed consolidated statement of changes in equity

for the period ended 30 June 2012 (continued)

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012
£m
2011
£m
2012
£m
2012
£m
2011
£m
Own shares held
At beginning of period
Disposal/(purchase) of own shares
(769)
449
(808)
6
(765)
451
(769)
(2)
(785)
(6)
Shares released for employee benefits 114 16 108 6 5
At end of period (206) (786) (206) (765) (786)
Owners' equity at end of period 74,016 74,744 74,016 73,416 74,744
Non-controlling interests
At beginning of period 1,234 1,719 1,215 1,234 1,710
Currency translation adjustments and other
movements (15) (21) (13) (2) (14)
(Loss)/profit attributable to non-controlling
interests
- continuing operations (23) (10) (4) (19) (1)
- discontinued operations 4 27 (1) 5 19
Dividends paid (6) (39) (6) - (39)
Movements in available-for-sale securities
- unrealised gains/(losses) 1 - 5 (4) (1)
- realised losses/(gains) 20 (3) 3 17 -
- tax - 1 - - -
Equity raised 1 - 1 - -
Equity withdrawn and disposals (16) (176) - (16) (176)
At end of period 1,200 1,498 1,200 1,215 1,498
Total equity at end of period 75,216 76,242 75,216 74,631 76,242
Total comprehensive (loss)/income
recognised in the statement of
changes in equity is attributable to:
Non-controlling interests (13) (6) (10) (3) 3
Ordinary and B shareholders (1,386) (465) 164 (1,550) 647
(1,399) (471) 154 (1,553) 650

Condensed consolidated cash flow statement

for the period ended 30 June 2012

Half year ended
30 June 30 June
2012 2011
£m £m
Operating activities
Operating loss before tax (1,505) (794)
Operating profit before tax on discontinued operations 6 38
Adjustments for non-cash items 4,969 1,503
Net cash inflow from trading activities 3,470 747
Changes in operating assets and liabilities (20,487) 7,595
Net cash flows from operating activities before tax (17,017) 8,342
Income taxes paid (90) (90)
Net cash flows from operating activities (17,107) 8,252
Net cash flows from investing activities 18,697 (4,362)
Net cash flows from financing activities (40) (1,212)
Effects of exchange rate changes on cash and cash equivalents (3,108) 482
Net (decrease)/increase in cash and cash equivalents (1,558) 3,160
Cash and cash equivalents at beginning of period 152,655 152,530
Cash and cash equivalents at end of period 151,097 155,690

Notes

1. Basis of preparation

The Group's condensed financial statements have been prepared in accordance with the Disclosure Rules and Transparency Rules of the Financial Services Authority and IAS 34 'Interim Financial Reporting'. They should be read in conjunction with the Group's 2011 annual accounts which were prepared in accordance with International Financial Reporting Standards issued by the IASB and interpretations issued by the IFRS Interpretations Committee of the IASB as adopted by the EU (together IFRS).

In line with the Group's policy of providing users of its financial reports with relevant and transparent disclosures, it has adopted the British Bankers' Association Code for Financial Reporting Disclosure published in September 2010. The code sets out five disclosure principles together with supporting guidance: the overarching principle being a commitment to provide high quality, meaningful and decision-useful disclosures. The Group's 2012 interim financial statements have been prepared in compliance with the code.

The Group's business activities and financial position, and the factors likely to affect its future development and performance are discussed on pages 6 to 128. Its objectives and policies in managing the financial risks to which it is exposed and its capital are discussed in the risk and balance sheet management sections on pages 129 to 236. A summary of the risk factors which could materially affect the Group's future results are described on pages 239 and 240. The Group's regulatory capital resources are set on page 133 and 134. The Group's liquidity and funding management is described on pages 137 to 148. Having reviewed the Group's forecasts, projections and other relevant evidence, the directors have a reasonable expectation that the Group will continue in operational existence for the foreseeable future. Accordingly, the interim financial statements for the six months ended 30 June 2012 have been prepared on a going concern basis.

2. Accounting policies

There have been no significant changes to the Group's principal accounting policies as set out on pages 314 to 323 of the 2011 Annual Report and Accounts.

Critical accounting policies and key sources of estimation uncertainty

The reported results of the Group are sensitive to the accounting policies, assumptions and estimates that underlie the preparation of its financial statements. The judgements and assumptions that are considered to be the most important to the portrayal of Group's financial condition are those relating to loan impairment provisions; pensions; financial instrument fair values; general insurance claims and deferred tax. These critical accounting policies and judgments are described on pages 323 to 325 of the Group's 2011 Annual Report and Accounts.

Recent developments in IFRS

In May 2012, the IASB issued Annual Improvements 2009-2011 Cycle which clarified:

  • the requirements for comparative information in IAS 1 Presentation of Financial Statements and IAS 34 Interim Financial Reporting;
  • the classification of servicing equipment in IAS 16 Property, Plant and Equipment;
  • the accounting for the tax effect of distributions to holders of equity instruments in IAS 32 Financial Instruments: Presentation; and
  • the requirement to disclose segmental net assets in IAS 34.

None of the amendments are effective before 1 January 2013. Earlier application is permitted. The Group is reviewing the amendments to determine their effect, if any, on the Group's financial reporting.

3. Analysis of income, expenses and impairment losses

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
£m £m £m £m £m
Loans and advances to customers 8,369 9,128 4,117 4,252 4,535
Loans and advances to banks 282 336 134 148 164
Debt securities 1,140 1,341 523 617 705
Interest receivable 9,791 10,805 4,774 5,017 5,404
Customer accounts 1,784 1,684 870 914 853
Deposits by banks 347 508 156 191 249
Debt securities in issue 1,209 1,680 511 698 863
Subordinated liabilities 415 375 225 190 190
Internal funding of trading businesses 66 30 41 25 22
Interest payable 3,821 4,277 1,803 2,018 2,177
Net interest income 5,970 6,528 2,971 2,999 3,227
Fees and commissions receivable
Fees and commissions payable
2,937 3,342 1,450 1,487 1,700
- banking (380) (419) (201) (179) (238)
- insurance related (224) (164) (113) (111) (85)
Net fees and commissions 2,333 2,759 1,136 1,197 1,377
Foreign exchange 435 578 210 225 375
Interest rate 1,100 651 428 672 2
Credit (893) 314 (94) (799) 562
Other 227 439 113 114 208
Income from trading activities 869 1,982 657 212 1,147
Gain on redemption of own debt 577 255 - 577 255
Operating lease and other rental income 562 672 261 301 350
Own credit adjustments (1,694) (66) (247) (1,447) 228
Changes in the fair value of securities and
other financial assets and liabilities 55 292 (26) 81 224
Changes in the fair value of investment
properties (56) (52) (88) 32 (27)
Profit on sale of securities 482 429 259 223 193
Profit on sale of property, plant and equipment 23 22 18 5 11
Profit/(loss) on sale of subsidiaries and
associates 143 26 155 (12) 55
Life business losses (6) (5) (4) (2) (3)
Dividend income 33 33 17 16 18
Share of profits less losses of associated entities 1 15 5 (4) 8
Other income 104 167 44 60 85
Other operating (loss)/income (353) 1,533 394 (747) 1,142

Refer to Appendix 1 for a reconciliation between the managed and statutory bases for key line items.

3. Analysis of income, expenses and impairment losses (continued)

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
£m £m £m £m £m
Non-interest income (excluding
insurance net premium income) 3,426 6,529 2,187 1,239 3,921
Insurance net premium income 1,867 2,239 929 938 1,090
Total non-interest income 5,293 8,768 3,116 2,177 5,011
Total income 11,263 15,296 6,087 5,176 8,238
Staff costs 4,713 4,609 2,143 2,570 2,210
Premises and equipment 1,107 1,173 544 563 602
Other 2,172 2,673 1,156 1,016 1,752
Administrative expenses 7,992 8,455 3,843 4,149 4,564
Depreciation and amortisation 902 877 434 468 453
Operating expenses 8,894 9,332 4,277 4,617 5,017
Loan impairment losses 2,730 4,135 1,435 1,295 2,237
Securities impairment (recoveries)/losses
- sovereign debt impairment and related
interest rate hedge adjustments - 842 - - 842
- other (81) 76 (100) 19 27
Impairment losses 2,649 5,053 1,335 1,314 3,106

Refer to Appendix 1 for a reconciliation between the managed and statutory bases for key line items.

Payment Protection Insurance (PPI)

To reflect current experience of PPI complaints received, the Group strengthened its provision for PPI by £125 million in Q1 2012 and a further £135 million in Q2 2012, bringing the cumulative charge taken to £1.3 billion, of which £0.7 billion in redress had been paid by 30 June 2012. The eventual cost is dependent upon complaint volumes, uphold rates and average redress costs. Assumptions relating to these are inherently uncertain and the ultimate financial impact may be different than the amount provided. The Group will continue to monitor the position closely and refresh its assumptions as more information becomes available.

Half year
ended
Quarter ended Year
ended
30 June 30 June 31 March 31 December
2012 2012 2012 2011
£m £m £m £m
At beginning of period 745 689 745 -
Transfers from accruals and other liabilities - - - 215
Charge to income statement 260 135 125 850
Utilisations (417) (236) (181) (320)
At end of period 588 588 689 745

4. Loan impairment provisions

Operating loss is stated after charging loan impairment losses of £2,730 million (H1 2011 - £4,135 million). The balance sheet loan impairment provisions increased in the half year ended 30 June 2012 from £19,883 million to £20,297 million and the movements thereon were:

Half year ended
30 June 2012 30 June 2011
Non Non RFS
Core Core Total Core Core MI Total
£m £m £m £m £m £m £m
At beginning of period 8,414 11,469 19,883 7,866 10,316 - 18,182
Intra-group transfers - - - 177 (177) - -
Currency translation and other adjustments 1 (316) (315) 89 240 - 329
Disposals - - - - - 11 11
Amounts written-off (991) (934) (1,925) (1,018) (912) - (1,930)
Recoveries of amounts previously written-off 127 53 180 80 206 - 286
Charge to income statement
- continuing 1,515 1,215 2,730 1,662 2,473 - 4,135
- discontinued - - - - - (11) (11)
Unwind of discount (recognised in interest
income) (122) (134) (256) (104) (139) - (243)
At end of period 8,944 11,353 20,297 8,752 12,007 - 20,759
Quarter ended
30 June 2012 31 March 2012 30 June 2011
Non Non Non RFS
Core Core Total Core Core Total Core Core MI Total
£m £m £m £m £m £m £m £m £m £m
At beginning of period 8,797 11,414 20,211 8,414 11,469 19,883 8,416 10,842 - 19,258
Transfers to disposal
groups - - - - - - - 9 - 9
Currency translation and
other adjustments 9 (236) (227) (8) (80) (88) 33 145 - 178
Disposals - - - - - - - - 11 11
Amounts written-off (586) (494) (1,080) (405) (440) (845) (504) (474) - (978)
Recoveries of amounts
previously written-off 65 20 85 62 33 95 41 126 - 167
Charge to income
statement
- continuing 719 716 1,435 796 499 1,295 810 1,427 - 2,237
- discontinued - - - - - - - - (11) (11)
Unwind of discount
(recognised in interest
income) (60) (67) (127) (62) (67) (129) (44) (68) - (112)
At end of period 8,944 11,353 20,297 8,797 11,414 20,211 8,752 12,007 - 20,759

Provisions at 30 June 2012 include £119 million in respect of loans and advances to banks (31 March 2012 - £135 million; 30 June 2011 - £132 million).

5. Pensions

Pension costs for the half year ended 30 June 2012 amounted to £267 million (half year ended 30 June 2011 - £245 million; quarter ended 30 June 2012 - £132 million; quarter ended 31 March 2012 - £135 million; quarter ended 30 June 2011 - £108 million). Defined benefit schemes charges are based on the actuarially determined pension cost rates at 31 December 2011.

The most recent funding valuation of the main UK scheme, as at 31 March 2010, showed the value of liabilities exceeded the value of assets by £3.5 billion, a ratio of assets to liabilities of 84%. In order to eliminate this deficit, the Group has agreed to pay additional contributions each year over the period 2011 to 2018. These contributions started at £375 million in September 2011 and in March 2012, increasing to £400 million per annum in 2013 and from 2016 onwards will be further increased in line with price inflation. These contributions are in addition to the regular annual contributions of around £300 million for future accrual benefits.

6. Tax

The actual tax charge differs from the expected tax credit computed by applying the standard UK corporation tax rate of 24.5% (2011 - 26.5%).

Half year ended Quarter ended
30 June
2012
30 June
2011
30 June
2012
31 March
2012
30 June
2011
£m £m £m £m £m
Loss before tax (1,505) (794) (101) (1,404) (678)
Expected tax credit 369 210 25 344 179
Sovereign debt impairment where no
deferred tax asset recognised - (183) - - (183)
Derecognition of deferred tax asset in respect
of losses in Australia (182) - (21) (161) -
Other losses in period where no deferred
tax asset recognised (253) (268) (80) (173) (102)
Foreign profits taxed at other rates (211) (300) (109) (102) (100)
UK tax rate change - deferred tax impact (46) (87) (16) (30) -
Unrecognised timing differences 14 (10) 14 - (15)
Items not allowed for tax
- losses on strategic disposals and
write-downs (4) (10) - (4) (7)
- UK bank levy (37) - (19) (18) -
- employee share schemes (29) (8) (14) (15) (4)
- other disallowable items (80) (102) (29) (51) (66)
Non-taxable items
- gain on sale of RBS Aviation Capital 27 - 27 - -
- gain on sale of Global Merchant Services - 12 - - -
- other non-taxable items 26 21 2 24 9
Taxable foreign exchange movements (2) - (3) 1 (2)
Losses brought forward and utilised 11 29 (4) 15 13
Adjustments in respect of prior periods (32) 51 (63) 31 56
Actual tax charge (429) (645) (290) (139) (222)

6. Tax (continued)

The high tax charge for the half year ended 30 June 2012 reflects profits in high tax regimes (principally US) and losses in low tax regimes (principally Ireland), losses in overseas subsidiaries for which a deferred tax asset has not been recognised (principally Ireland and the Netherlands) and the derecognition of deferred tax assets in respect of losses in Australia, following the strategic changes to the Markets and International Banking businesses announced in January 2012.

The combined effect of tax losses in Ireland and the Netherlands in the half year ended 30 June 2012 for which no deferred tax asset has been recognised and the derecognition of the deferred tax asset in respect of losses in Australia account for £502 million (63%) of the difference between the actual tax charge and the tax credit derived from applying the standard UK Corporation Tax rate to the results for the period.

The Group has recognised a deferred tax asset at 30 June 2012 of £3,502 million (31 March 2012 - £3,849 million; 31 December 2011 - £3,878 million) of which £3,029 million (31 March 2012 - £3,134 million; 31 December 2011 - £2,933 million) relates to carried forward trading losses in the UK. Under UK tax legislation, these UK losses can be carried forward indefinitely to be utilised against profits arising in the future. The Group has considered the carrying value of this asset as at 30 June 2012 and concluded that it is recoverable based on future profit projections.

7. (Loss)/profit attributable to non-controlling interests

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
RBS Sempra Commodities JV 4 (5) 4 - 4
RFS Holdings BV Consortium Members (35) 24 (16) (19) 14
Other 12 (2) 7 5 -
(Loss)/profit attributable to non-controlling
interests (19) 17 (5) (14) 18

8. Dividends

On 26 November 2009, RBS entered into a State Aid Commitment Deed with HM Treasury containing commitments and undertakings that were designed to ensure that HM Treasury was able to comply with the commitments to be given by it to the European Commission for the purposes of obtaining approval for the State aid provided to RBS. As part of these commitments and undertakings, RBS agreed not to pay discretionary coupons and dividends on its existing hybrid capital instruments for a period of two years. This period commenced on 30 April 2010 for RBS Group instruments (the two year deferral period for RBS Holdings N.V. instruments commenced on 1 April 2011). On 30 April 2012 this period ended for RBS Group instruments.

On 4 May 2012, RBS determined that it was in a position to recommence payments on RBS Group instruments. The Core Tier 1 capital impact of discretionary amounts that will be payable over the remainder of 2012 on RBSG instruments on which payments have previously been stopped is c.£340 million. In the context of recent macro-prudential policy discussions, the Board of RBS decided to neutralise any impact on Core Tier 1 capital through equity issuance. Approximately 65% of this is ascribed to equity funding of employee incentive awards through the sale of surplus shares held by the Group's Employee Benefit Trust, which is now complete. The remaining 35% will be raised through the issue of new ordinary shares, which is expected to take place during the remainder of 2012.

In May 2012, the Directors declared the discretionary dividends on certain non-cumulative dollar preference shares which were payable on 30 June 2012, and announced that the discretionary distributions on certain RBSG innovative securities which were payable in June 2012 would also be paid. Future coupons and dividends on RBSG hybrid capital instruments will only be paid subject to, and in accordance with, the terms of the relevant instruments.

9. Share consolidation

Following approval at the Group's Annual General Meeting on 30 May 2012, the sub-division and consolidation of the Group's ordinary shares on a one-for-ten basis took effect on 6 June 2012. There was a corresponding change in the Group's share price to reflect this.

The Board believes that the consolidation will result in a more appropriate share price for a company of the Group's size in the UK market. It may also help reduce volatility, thereby enabling a more consistent valuation of the Group.

10. Earnings per ordinary and B share

Earnings per ordinary and B share have been calculated based on the following:

Half year ended Quarter ended
30 June 30 June 30 June 31 March 30 June
2012 2011 2012 2012 2011
Earnings
Loss from continuing operations attributable to
ordinary and B shareholders (£m) (1,987) (1,429) (463) (1,524) (899)
(Loss)/profit from discontinued operations
attributable to ordinary and B shareholders (£m) (3) 4 (3) - 2
Ordinary shares in issue during the period
(millions) 5,812 5,689 5,854 5,770 5,697
Effect of convertible B shares in issue during
the period (millions) 5,100 5,100 5,100 5,100 5,100
Weighted average number of ordinary shares
and effect of convertible B shares in issue
during the period (millions) 10,912 10,789 10,954 10,870 10,797
Basic loss per ordinary and B share from
continuing operations
Own credit adjustments
(18.2p)
21.5p
(13.2p)
1.6p
(4.2p)
4.1p
(14.0p)
17.4p
(8.3p)
(2.3p)
Asset Protection Scheme 0.3p 4.3p - 0.3p 1.1p
Payment Protection Insurance costs 1.8p 5.8p 0.9p 0.9p 5.8p
Sovereign debt impairment - 7.8p - - 7.8p
Amortisation of purchased intangible assets 0.7p 0.7p 0.3p 0.3p 0.4p
Integration and restructuring costs 4.8p 2.5p 1.7p 3.2p 1.5p
Gain on redemption of own debt (4.0p) (2.3p) - (4.0p) (2.3p)
Strategic disposals (1.3p) (0.3p) (1.4p) 0.1p (0.5p)
Bonus tax - 0.2p - - 0.1p
Adjusted earnings per ordinary and B share
from continuing operations 5.6p 7.1p 1.4p 4.2p 3.3p
Loss from Non-Core divisions attributable to
ordinary shareholders 4.8p 6.9p 3.0p 1.8p 3.6p
Core adjusted earnings per ordinary
and B share from continuing operations 10.4p 14.0p 4.4p 6.0p 6.9p
Core impairment losses 5.4p 6.2p 2.5p 2.9p 3.3p
Pre-impairment Core adjusted
earnings per ordinary and B share
15.8p 20.2p 6.9p 8.9p 10.2p
Memo: Core adjusted earnings per
ordinary and B share from continuing
operations assuming normalised tax
rate of 24.5% (2011 - 26.5%) 21.3p 26.8p 9.7p 11.6p 11.6p
Diluted loss per ordinary and B share from
continuing operations
(18.2p) (13.2p) (4.2p) (14.0p) (8.3p)

Prior period data have been adjusted for the sub-division and one-for-ten consolidation of ordinary shares, which took effect in June 2012.

11. Segmental analysis

In January 2012, the Group announced the reorganisation of its wholesale businesses into 'Markets' and 'International Banking'. Divisional results have been presented based on the new organisational structure. The Group has also revised its allocation of funding and liquidity costs and capital for the new divisional structure as well as for a new methodology. In addition, the Group had previously included movements in the fair value of own derivative liabilities within the Markets operating segment. These movements have now been combined with movements in the fair value of own debt in a single measure, 'own credit adjustments' and presented as a reconciling item. Refer to 'presentation of information' on page 5 for further details. Comparatives have been restated accordingly.

Analysis of divisional operating profit/(loss)

The following tables provide an analysis of divisional operating profit/(loss) by main income statement captions. The divisional income statements on pages 21 to 67 reflect certain presentational reallocations as described in the notes below. These do not affect the overall operating profit/(loss).

Net Non
interest interest Total Operating Insurance Impairment Operating
income income income expenses net claims losses profit/(loss)
Half year ended 30 June 2012 £m £m £m £m £m £m £m
UK Retail 1,989 508 2,497 (1,288) - (295) 914
UK Corporate 1,528 884 2,412 (1,051) - (357) 1,004
Wealth 357 236 593 (462) - (22) 109
International Banking (1) 485 618 1,103 (777) - (62) 264
Ulster Bank 325 95 420 (258) - (717) (555)
US Retail & Commercial 988 583 1,571 (1,193) - (47) 331
Markets (2) 48 2,752 2,800 (1,704) - (21) 1,075
Direct Line Group (3) 152 1,748 1,900 (456) (1,225) - 219
Central items (4) 7 3 (147) - (32) (176)
Core 5,868 7,431 13,299 (7,336) (1,225) (1,553) 3,185
Non-Core (4) 112 158 270 (525) - (1,096) (1,351)
Managed basis 5,980 7,589 13,569 (7,861) (1,225) (2,649) 1,834
Reconciling items
Own credit adjustments (5) - (2,974) (2,974) - - - (2,974)
Asset Protection Scheme (6) - (45) (45) - - - (45)
Payment Protection Insurance costs - - - (260) - - (260)
Amortisation of purchased intangible
assets - - - (99) - - (99)
Integration and restructuring costs - - - (673) - - (673)
Gain on redemption of own debt - 577 577 - - - 577
Strategic disposals - 152 152 - - - 152
RFS Holdings minority interest (10) (6) (16) (1) - - (17)
Statutory basis 5,970 5,293 11,263 (8,894) (1,225) (2,649) (1,505)

Notes:

(1) Reallocation of £9 million between net interest income and non-interest income in respect of funding costs of rental assets.

(2) Reallocation of £8 million between net interest income and non-interest income to record interest on financial assets and liabilities designated as at fair value through profit or loss.

(3) Total income includes £163 million investment income, of which £90 million is included in net interest income and £73 million in non-interest income. Reallocation of £62 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £89 million between net interest income and non-interest income in respect of funding costs of rental assets, £91 million and to record interest on financial assets and liabilities designated as at fair value through profit or loss, £2 million.

(5) Comprises £1,280 million loss included in 'Income from trading activities' and £1,694 million loss included in 'Other operating income' on a statutory basis.

(6) Included in 'Income from trading activities' on a statutory basis.

11. Segmental analysis (continued)

Analysis of divisional operating profit/(loss) (continued)

Half year ended 30 June 2011 Net
interest
income
£m
Non
interest
income
£m
Total
income
£m
Operating
expenses
£m
Insurance
net claims
£m
Impairment
losses
£m
Operating
profit/(loss)
£m
UK Retail 2,184 637 2,821 (1,366) - (402) 1,053
UK Corporate 1,581 899 2,480 (1,064) - (327) 1,089
Wealth 325 229 554 (416) - (8) 130
International Banking (1) 583 729 1,312 (839) - (98) 375
Ulster Bank 363 102 465 (278) - (730) (543)
US Retail & Commercial 922 554 1,476 (1,063) - (176) 237
Markets (2) 56 3,220 3,276 (1,934) - 14 1,356
Direct Line Group (3) 177 1,939 2,116 (422) (1,488) - 206
Central items (76) 70 (6) 27 1 2 24
Core 6,115 8,379 14,494 (7,355) (1,487) (1,725) 3,927
Non-Core (4) 420 981 1,401 (658) (218) (2,486) (1,961)
Managed basis 6,535 9,360 15,895 (8,013) (1,705) (4,211) 1,966
Reconciling items
Own credit adjustments (5) - (236) (236) - - - (236)
Asset Protection Scheme (6) - (637) (637) - - - (637)
Payment Protection Insurance costs - - - (850) - - (850)
Sovereign debt impairment - - - - - (733) (733)
Interest rate hedge adjustments on
impaired available-for-sale sovereign
debt - - - - - (109) (109)
Amortisation of purchased intangible
assets - - - (100) - - (100)
Integration and restructuring costs (2) (3) (5) (348) - - (353)
Gain on redemption of own debt - 255 255 - - - 255
Strategic disposals - 27 27 - - - 27
Bonus tax - - - (22) - - (22)
RFS Holdings minority interest (5) 2 (3) 1 - - (2)
Statutory basis 6,528 8,768 15,296 (9,332) (1,705) (5,053) (794)

Notes:

(1) Reallocation of £21 million between net interest income and non-interest income in respect of funding costs of rental assets.

(2) Reallocation of £6 million between net interest income and non-interest income to record interest in financial assets and liabilities designated as at fair value through profit or loss.

(3) Total income includes £133 million investment income, of which £107 million is included in net interest income and £26 million in non-interest income. Reallocation of £70 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £105 million between net interest income and non-interest income in respect of funding costs of rental assets, £102 million and to record interest in financial assets and liabilities designated as at fair value through profit or loss, £3 million.

(5) Comprises £170 million loss included in 'Income from trading activities' and £66 million loss included in 'Other operating income' on a statutory basis.

(6) Included in 'Income from trading activities' on a statutory basis.

11. Segmental analysis (continued)

Analysis of divisional operating profit/(loss) (continued)

Net Non
interest interest Total Operating Insurance Impairment Operating
income income income expenses net claims losses profit/(loss)
Quarter ended 30 June 2012 £m £m £m £m £m £m £m
UK Retail 988 242 1,230 (653) - (140) 437
UK Corporate 772 439 1,211 (518) - (181) 512
Wealth 178 125 303 (227) - (12) 64
International Banking 234 327 561 (367) - (27) 167
Ulster Bank 160 46 206 (128) - (323) (245)
US Retail & Commercial 492 323 815 (558) - (28) 229
Markets 32 1,034 1,066 (796) - (19) 251
Direct Line Group (1) 68 866 934 (223) (576) - 135
Central items 1 110 111 (145) - 2 (32)
Core 2,925 3,512 6,437 (3,615) (576) (728) 1,518
Non-Core (2) 48 (47) 1 (262) - (607) (868)
Managed basis 2,973 3,465 6,438 (3,877) (576) (1,335) 650
Reconciling items
Own credit adjustments (3) - (518) (518) - - - (518)
Asset Protection Scheme (4) - (2) (2) - - - (2)
Payment Protection Insurance costs - - - (135) - - (135)
Amortisation of purchased intangible
assets - - - (51) - - (51)
Integration and restructuring costs - - - (213) - - (213)
Strategic disposals - 160 160 - - - 160
RFS Holdings minority interest (2) 11 9 (1) - - 8
Statutory basis 2,971 3,116 6,087 (4,277) (576) (1,335) (101)

Notes:

(1) Total income includes £73 million investment income, of which £37 million is included in net interest income and £36 million in non-interest income. Reallocation of £31 million between non-interest income and net interest income in respect of instalment income.

(2) Reallocation of £38 million between net interest income and non-interest income in respect of funding costs of rental assets, £40 million and to record interest in financial assets and liabilities designated as fair value through profit or loss, £2 million.

(3) Comprises £271 million loss included in 'Income from trading activities' and £247 million loss included in 'Other operating income' on a statutory basis.

(4) Included in 'Income from trading activities' on a statutory basis.

11. Segmental analysis (continued)

Analysis of divisional operating profit/(loss) (continued)

Net Non
interest interest Total Operating Insurance Impairment Operating
income income income expenses net claims losses profit/(loss)
Quarter ended 31 March 2012 £m £m £m £m £m £m £m
UK Retail 1,001 266 1,267 (635) - (155) 477
UK Corporate 756 445 1,201 (533) - (176) 492
Wealth 179 111 290 (235) - (10) 45
International Banking (1) 251 291 542 (410) - (35) 97
Ulster Bank 165 49 214 (130) - (394) (310)
US Retail & Commercial 496 260 756 (635) - (19) 102
Markets (2) 16 1,718 1,734 (908) - (2) 824
Direct Line Group (3) 84 882 966 (233) (649) - 84
Central items (5) (103) (108) (2) - (34) (144)
Core 2,943 3,919 6,862 (3,721) (649) (825) 1,667
Non-Core (4) 64 205 269 (263) - (489) (483)
Managed basis 3,007 4,124 7,131 (3,984) (649) (1,314) 1,184
Reconciling items
Own credit adjustments (5) - (2,456) (2,456) - - - (2,456)
Asset Protection Scheme (6) - (43) (43) - - - (43)
Payment Protection Insurance costs - - - (125) - - (125)
Amortisation of purchased intangible
assets - - - (48) - - (48)
Integration and restructuring costs - - - (460) - - (460)
Gain on redemption of own debt - 577 577 - - - 577
Strategic disposals - (8) (8) - - - (8)
RFS Holdings minority interest (8) (17) (25) - - - (25)
Statutory basis 2,999 2,177 5,176 (4,617) (649) (1,314) (1,404)

Notes:

(1) Reallocation of £9 million between net interest income and non-interest income in respect of funding costs of rental assets.

(2) Reallocation of £8 million between net interest income and non-interest income to record interest on financial assets and liabilities designated as at fair value through profit or loss.

(3) Total income includes £90 million of investment income, of which £53 million is included in net interest income and £37 million in non-interest income. Reallocation of £31 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £51 million between net interest income and non-interest income in respect of funding costs of rental assets.

(5) Comprises £1,009 million loss included in 'Income from trading activities' and £1,447 million loss included in 'Other operating income' on a statutory basis.

(6) Included in 'Income from trading activities' on a statutory basis.

11. Segmental analysis (continued)

Analysis of divisional operating profit/(loss) (continued)

Statutory basis 3,227 5,011 8,238 (5,017) (793) (3,106) (678)
RFS Holdings minority interest (6) - (6) 1 - - (5)
Bonus tax - - - (11) - - (11)
Strategic disposals - 50 50 - - - 50
Gain on redemption of own debt - 255 255 - - - 255
Integration and restructuring costs - 1 1 (209) - - (208)
Amortisation of purchased
intangible assets
- - - (56) - - (56)
Interest rate hedge adjustments on
impaired available-for-sale sovereign
debt
- - - - - (109) (109)
Sovereign debt impairment - - - - - (733) (733)
Payment Protection Insurance costs - - - (850) - - (850)
Asset Protection Scheme (6) - (168) (168) - - - (168)
Own credit adjustments (5) - 324 324 - - - 324
Reconciling items
Managed basis 3,233 4,549 7,782 (3,892) (793) (2,264) 833
Non-Core (4) 221 745 966 (335) (90) (1,411) (870)
Core 3,012 3,804 6,816 (3,557) (703) (853) 1,703
Central items (58) 81 23 30 1 2 56
Direct Line Group (3) 89 957 1,046 (203) (704) - 139
Markets (2) 3 1,165 1,168 (855) - 14 327
US Retail & Commercial 470 279 749 (541) - (65) 143
Ulster Bank 182 51 233 (142) - (269) (178)
International Banking (1) 290 375 665 (412) - (104) 149
Wealth 168 115 283 (220) - (3) 60
UK Corporate 770 448 1,218 (526) - (220) 472
UK Retail 1,098 333 1,431 (688) - (208) 535
Quarter ended 30 June 2011 income
£m
income
£m
income
£m
expenses
£m
net claims
£m
losses
£m
profit/(loss)
£m
interest interest Total Operating Insurance Impairment Operating
Net Non

Notes:

(1) Reallocation of £11 million between net interest income and non-interest income in respect of funding costs of rental assets.

(2) Reallocation of £3 million between net interest income and non-interest income to record interest in financial assets and liabilities designated as at fair value through profit or loss.

(3) Total income includes £69 million investment income, of which £54 million is included in net interest income and £15 million in non-interest income. Reallocation of £35 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £52 million between net interest income and non-interest income in respect of funding costs of rental assets, £51 million and to record interest in financial assets and liabilities designated as at fair value through profit or loss, £1 million.

(5) Comprises £96 million gain included in 'Income from trading activities' and £228 million gain included in 'Other operating income' on a statutory basis.

(6) Included in 'Income from trading activities' on a statutory basis.

11. Segmental analysis (continued)

Total revenue by division

Half year ended
30 June 2012 30 June 2011
Inter Inter
External segment Total External segment Total
Total revenue £m £m £m £m £m £m
UK Retail 3,277 320 3,597 3,440 204 3,644
UK Corporate 2,541 40 2,581 2,532 39 2,571
Wealth 526 401 927 501 353 854
International Banking 1,409 189 1,598 1,609 204 1,813
Ulster Bank 557 (8) 549 636 2 638
US Retail & Commercial 1,755 68 1,823 1,715 108 1,823
Markets 3,199 2,805 6,004 3,850 3,589 7,439
Direct Line Group 2,296 5 2,301 2,386 4 2,390
Central items 1,270 8,379 9,649 1,459 6,032 7,491
Core 16,830 12,199 29,029 18,128 10,535 28,663
Non-Core 1,322 498 1,820 2,754 171 2,925
Managed basis 18,152 12,697 30,849 20,882 10,706 31,588
Reconciling items
Own credit adjustments (2,974) - (2,974) (236) (236)
Asset Protection Scheme (45) - (45) (637) - (637)
Integration and restructuring costs - - - (5) - (5)
Gain on redemption of own debt 577 - 577 255 - 255
Strategic disposals 152 - 152 27 - 27
RFS Holdings minority interest (4) - (4) (3) - (3)
Elimination of intra-group transactions - (12,697) (12,697) - (10,706) (10,706)
Statutory basis 15,858 - 15,858 20,283 - 20,283

11. Segmental analysis (continued)

Total revenue by division (continued)

Quarter ended
30 June 2012 31 March 2012 30 June 2011
Inter Inter Inter
External segment Total External segment Total External segment Total
Total revenue £m £m £m £m £m £m £m £m £m
UK Retail 1,627 178 1,805 1,650 142 1,792 1,744 88 1,832
UK Corporate 1,262 22 1,284 1,279 18 1,297 1,249 18 1,267
Wealth 266 190 456 260 211 471 253 185 438
International Banking 709 89 798 700 100 800 833 113 946
Ulster Bank 267 (2) 265 290 (6) 284 309 2 311
US Retail & Commercial 900 32 932 855 36 891 861 52 913
Markets 1,265 1,294 2,559 1,934 1,511 3,445 1,517 1,879 3,396
Direct Line Group 1,138 2 1,140 1,158 3 1,161 1,187 2 1,189
Central items 701 4,478 5,179 569 3,901 4,470 762 3,063 3,825
Core 8,135 6,283 14,418 8,695 5,916 14,611 8,715 5,402 14,117
Non-Core 502 350 852 820 148 968 1,632 116 1,748
Managed basis 8,637 6,633 15,270 9,515 6,064 15,579 10,347 5,518 15,865
Reconciling items
Own credit adjustments (518) - (518) (2,456) (2,456) 324 - 324
Asset Protection Scheme (2) - (2) (43) (43) (168) - (168)
Integration and restructuring
costs - - - - - - 1 - 1
Gain on redemption of
own debt - - - 577 - 577 255 - 255
Strategic disposals 160 - 160 (8) - (8) 50 - 50
RFS Holdings minority
interest 13 - 13 (17) - (17) (6) - (6)
Elimination of intra-group
transactions - (6,633) (6,633) - (6,064) (6,064) - (5,518) (5,518)
Statutory basis 8,290 - 8,290 7,568 - 7,568 10,803 - 10,803

11. Segmental analysis (continued)

Total assets by division

30 June 31 March 31 December
Total assets 2012
£m
2012
£m
2011
£m
UK Retail 116,849 116,255 114,469
UK Corporate 113,655 113,140 114,237
Wealth 21,285 21,325 21,718
International Banking 61,480 63,719 69,987
Ulster Bank 33,293 33,614 34,810
US Retail & Commercial 75,084 73,693 75,791
Markets 774,443 740,332 826,947
Direct Line Group 13,559 13,430 12,912
Central items 124,120 134,780 130,466
Core 1,333,768 1,310,288 1,401,337
Non-Core 80,590 91,823 104,726
1,414,358 1,402,111 1,506,063
RFS Holdings minority interest 831 910 804
1,415,189 1,403,021 1,506,867

12. Discontinued operations and assets and liabilities of disposal groups

(a) Profit/(loss) from discontinued operations, net of tax

Half year ended Quarter ended
30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
Discontinued operations
Total income 16 17 8 8 9
Operating expenses (2) (1) (1) (1) -
Impairment losses - 11 - - 11
Profit before tax 14 27 7 7 20
Tax (5) (7) (2) (3) (4)
Profit after tax 9 20 5 4 16
Businesses acquired exclusively with a
view to disposal
(Loss)/profit after tax (8) 11 (9) 1 5
Profit/(loss) from discontinued operations,
net of tax 1 31 (4) 5 21

Discontinued operations reflect the results of RFS Holdings attributable to the State of the Netherlands and Santander following the legal separation of ABN AMRO Bank N.V. on 1 April 2010.

12. Discontinued operations and assets and liabilities of disposal groups (continued)

(b) Assets and liabilities of disposal groups

30 June 2012
UK branch
based 31 March 31 December
businesses Other Total 2012 2011
£m £m £m £m £m
Assets of disposal groups
Cash and balances at central banks 90 50 140 87 127
Loans and advances to banks - 88 88 112 87
Loans and advances to customers 18,608 1,092 19,700 19,264 19,405
Debt securities and equity shares - 36 36 5 5
Derivatives 372 4 376 368 439
Intangible assets - - - 15 15
Settlement balances - 2 2 4 14
Property, plant and equipment 114 1 115 4,609 4,749
Other assets 4 441 445 438 456
Discontinued operations and other disposal groups 19,188 1,714 20,902 24,902 25,297
Assets acquired exclusively with a view to disposal - 167 167 158 153
19,188 1,881 21,069 25,060 25,450
Liabilities of disposal groups
Deposits by banks 1 - 1 83 1
Customer accounts 21,729 802 22,531 22,281 22,610
Derivatives 56 5 61 49 126
Settlement balances - - - - 8
Other liabilities 15 446 461 1,239 1,233
Discontinued operations and other disposal groups 21,801 1,253 23,054 23,652 23,978
Liabilities acquired exclusively with a view to disposal - 10 10 12 17
21,801 1,263 23,064 23,664 23,995

The assets and liabilities of disposal groups at 30 June 2012 primarily comprise the RBS England and Wales and NatWest Scotland branch-based businesses ("UK branch-based businesses").

UK branch-based businesses

Gross loans, Risk elements in lending (REIL) and impairment provisions at 30 June 2012 relating to the Group's UK branch-based businesses are set out below.

Gross Impairment
loans REIL provisions
£m £m £m
Residential mortgages 5,849 197 34
Personal lending 1,782 325 267
Property 5,519 422 136
Construction 562 160 60
Service industries and business activities 4,824 286 153
Other 839 43 42
Latent - - 75
Total 19,375 1,433 767

13. Financial instruments

Classification

The following tables analyse the Group's financial assets and liabilities in accordance with the categories of financial instruments in IAS 39 with assets and liabilities outside the scope of IAS 39 shown separately. There have been no reclassifications during H1 2012.

Other
financial
Non
instruments financial
HFT (1) DFV (2) AFS (3) LAR (4) (amortised
cost)
Finance
leases
assets/
liabilities
Total
30 June 2012 £m £m £m £m £m £m £m £m
Assets
Cash and balances at central
banks - - - 78,647 78,647
Loans and advances to banks
- reverse repos 37,165 - - 540 37,705
- other 18,857 - - 20,579 39,436
Loans and advances to
customers
- reverse repos 59,680 - - 516 60,196
- other 24,542 206 - 402,355 7,862 434,965
Debt securities 92,194 873 89,336 5,223 187,626
Equity shares 11,019 640 1,432 - 13,091
Settlement balances - - - 15,312 15,312
Derivatives (5) 486,432 486,432
Intangible assets 14,888 14,888
Property, plant and equipment 11,337 11,337
Deferred tax 3,502 3,502
Prepayments, accrued
income and other assets - - - 1,490 9,493 10,983
Assets of disposal groups 21,069 21,069
729,889 1,719 90,768 524,662 7,862 60,289 1,415,189
Liabilities
Deposits by banks
- repos 33,077 - 6,048 39,125
- other 33,615 - 34,004 67,619
Customer accounts
- repos 83,463 - 5,487 88,950
- other 14,356 5,752 392,661 412,769
Debt securities in issue 10,780 30,355 78,720 119,855
Settlement balances - - 15,126 15,126
Short positions 38,376 - 38,376
Derivatives (5) 480,745 480,745
Accruals, deferred income
and other liabilities - - 1,748 16 17,056 18,820
Retirement benefit liabilities 1,791 1,791
Deferred tax 1,815 1,815
Insurance liabilities 6,322 6,322
Subordinated liabilities - 923 24,673 25,596
Liabilities of disposal groups 23,064 23,064
694,412 37,030 558,467 16 50,048 1,339,973
Equity 75,216
1,415,189

13. Financial instruments (continued)

Classification (continued)

Other
financial
Non
instruments
(amortised
Finance financial
assets/
HFT (1) DFV (2) AFS (3) LAR (4) cost) leases liabilities Total
31 March 2012 £m £m £m £m £m £m £m £m
Assets
Cash and balances at central
banks - - - 82,363 82,363
Loans and advances to banks
- reverse repos 32,232 - - 2,394 34,626
- other 17,055 - - 19,009 36,064
Loans and advances to
customers
- reverse repos 50,039 - - 6,464 56,503
- other 24,142 254 - 408,031 7,979 440,406
Debt securities 92,250 818 97,381 5,482 195,931
Equity shares 14,903 784 1,916 - 17,603
Settlement balances - - - 20,970 20,970
Derivatives (5) 453,354 453,354
Intangible assets 14,771 14,771
Property, plant and equipment 11,442 11,442
Deferred tax 3,849 3,849
Prepayments, accrued
income and other assets - - - 1,341 8,738 10,079
Assets of disposal groups 25,060 25,060
683,975 1,856 99,297 546,054 7,979 63,860 1,403,021
Liabilities
Deposits by banks
- repos 26,926 - 14,489 41,415
- other 30,967 - 34,768 65,735
Customer accounts
- repos 68,308 - 18,995 87,303
- other 13,957 5,755 390,495 410,207
Debt securities in issue 10,692 33,317 98,934 142,943
Settlement balances - - 17,597 17,597
Short positions 37,322 - 37,322
Derivatives (5) 446,534 446,534
Accruals, deferred income
and other liabilities - - 1,672 17 18,589 20,278
Retirement benefit liabilities 1,840 1,840
Deferred tax 1,788 1,788
Insurance liabilities 6,251 6,251
Subordinated liabilities - 1,006 24,507 25,513
Liabilities of disposal groups 23,664 23,664
634,706 40,078 601,457 17 52,132 1,328,390
Equity 74,631
1,403,021

13. Financial instruments (continued)

Classification (continued)

HFT (1) DFV (2) AFS (3) LAR (4) Other
financial
instruments
(amortised
cost)
Finance
leases
Non
financial
assets/
liabilities
Total
31 December 2011 £m £m £m £m £m £m £m £m
Assets
Cash and balances at central
banks - - - 79,269 79,269
Loans and advances to banks
- reverse repos 34,659 - - 4,781 39,440
- other 20,317 - - 23,553 43,870
Loans and advances to
customers
- reverse repos 53,584 - - 7,910 61,494
- other 25,322 476 - 419,895 8,419 454,112
Debt securities 95,076 647 107,298 6,059 209,080
Equity shares 12,433 774 1,976 - 15,183
Settlement balances - - - 7,771 7,771
Derivatives (5) 529,618 529,618
Intangible assets 14,858 14,858
Property, plant and equipment 11,868 11,868
Deferred tax 3,878 3,878
Prepayments, accrued
income and other assets - - - 1,309 9,667 10,976
Assets of disposal groups 25,450 25,450
771,009 1,897 109,274 550,547 8,419 65,721 1,506,867
Liabilities
Deposits by banks
- repos 23,342 - 16,349 39,691
- other 34,172 - 34,941 69,113
Customer accounts
- repos 65,526 - 23,286 88,812
- other 14,286 5,627 394,230 414,143
Debt securities in issue 11,492 35,747 115,382 162,621
Settlement balances - - 7,477 7,477
Short positions 41,039 - 41,039
Derivatives (5) 523,983 523,983
Accruals, deferred income
and other liabilities - - 1,683 19 21,423 23,125
Retirement benefit liabilities 2,239 2,239
Deferred tax 1,945 1,945
Insurance liabilities 6,312 6,312
Subordinated liabilities - 903 25,416 26,319
Liabilities of disposal groups 23,995 23,995
713,840 42,277 618,764 19 55,914 1,430,814
Equity 76,053
1,506,867

Notes:

(1) Held-for-trading.

(2) Designated as at fair value.

(3) Available-for-sale.

(4) Loans and receivables.

(5) Held-for-trading derivatives include hedging derivatives.

Valuation reserves

Credit valuation adjustments (CVA) represent an estimate of the adjustment to fair value that a market participant would make to incorporate the credit risk inherent in counterparty derivative exposures. Certain credit derivative product companies (CDPC) exposures were restructured during the first half of the year and the CVA methodology applied to these exposures was updated to reflect the revised risk mitigation strategy that is now in place. There were no changes to other valuation methodologies.

When valuing financial instruments in the trading book, adjustments are made to mid-market valuations to cover bid-offer spread, liquidity and credit risk.

The following table shows credit valuation adjustments and other reserves.

30 June
2012
£m
31 March
2012
£m
31 December
2011
£m
CVA
- Monoline insurers 481 991 1,198
- Credit derivative product companies 479 624 1,034
- Other counterparties 2,334 2,014 2,254
3,294 3,629 4,486
Bid-offer, liquidity and other reserves 2,207 2,228 2,704
Valuation reserves 5,501 5,857 7,190

Key points

30 June 2012 compared with 31 December 2011

  • The gross exposure to monolines reduced in the first half of the year from £1.9 billion to £0.9 billion primarily due to trade restructurings and unwinds and an increase in underlying asset prices. The CVA decreased on a total basis reflecting the lower exposure, and also on a relative basis (from 63% to 51%) due to the impact of restructurings and unwinds as well as tighter credit spreads.
  • The exposure to CDPCs decreased from £1.9 billion to £1.1 billion. This was primarily driven by tighter credit spreads of underlying reference instruments, together with the impact of restructuring certain exposures. The CVA decreased on an absolute basis in line with the decrease in exposure and also on a relative basis (from 55% to 42%) due to the restructuring of certain exposures.
  • The CVA held against exposure to other counterparties increased primarily due to counterparty rating downgrades and increased weighted average life assumptions, partially offset by tighter credit spreads.
  • Within other reserves, bid-offer reserves decreased due to risk reduction and the impact of Greek government debt restructuring. Other reserves were also lower across a range of businesses and products.

Key points (continued)

30 June 2012 compared with 31 March 2012

  • The gross exposure to monolines reduced from £1.6 billion to £0.9 billion primarily due to trade restructurings and unwinds. The CVA decreased on a total basis reflecting the lower exposure, and also on a relative basis (from 60% to 51%) due to the impact of trade restructurings and unwinds.
  • The exposure to CDPCs was stable as the impact of restructuring certain exposures was offset by wider credit spreads. The CVA decreased on a total basis and also on a relative basis (from 56% to 42%) due to restructuring of certain exposures.
  • Other counterparty CVA increased primarily due to counterparty rating downgrades, increased weighted average life assumptions and wider credit spreads.

Own credit

The following table shows the cumulative own credit adjustment recorded on securities classified as fair value through profit or loss and derivative liabilities. There have been some refinements to methodologies during the first half of the year, but they did not have a material overall impact on cumulative own credit adjustment.

Subordinated
Debt securities in issue (2) liabilities
HFT DFV Total DFV Total Derivatives Total (3)
Cumulative own credit adjustment (1) £m £m £m £m £m £m £m
30 June 2012 (323) 1,040 717 572 1,289 452 1,741
31 March 2012 91 1,207 1,298 520 1,818 466 2,284
31 December 2011 882 2,647 3,529 679 4,208 602 4,810
Carrying values of underlying liabilities £bn £bn £bn £bn £bn
30 June 2012 10.8 30.3 41.1 0.9 42.0
31 March 2012 10.7 33.3 44.0 1.0 45.0
31 December 2011 11.5 35.7 47.2 0.9 48.1

Notes:

(2) Consists of wholesale and retail note issuances.

(3) The reserve movement between periods will not equate to the reported profit or loss for own credit. The balance sheet reserves are stated by conversion of underlying currency balances at spot rates for each period, whereas the income statement includes intra-period foreign exchange sell-offs.

Key points

  • The total own credit adjustment decreased significantly during the first half of the year reflecting tightening of credit spreads.
  • Senior issued debt valuation adjustments are determined with reference to secondary debt issuance spreads. At 30 June 2012, the five year level tightened to 246 basis points from 451 basis points at the year end, reflecting strengthened investor perceptions.
  • Significant tightening of credit spreads, buy-backs exceeding issuances and the impact of buying back certain securities at lower spreads than at issuance, resulted in overall negative own credit adjustment in respect of HFT debt securities at 30 June 2012.
  • Derivative liability own credit adjustment decreased as credit default swaps spreads tightened.

(1) The own credit fair value adjustment does not alter cash flows and is not used for performance management. It is disregarded for regulatory capital reporting purposes and will reverse over time as the liabilities mature.

Valuation hierarchy

The following tables show financial instruments carried at fair value on the Group's balance sheet by valuation hierarchy - level 1, level 2 and level 3.

A detailed explanation of the valuation techniques and sensitivity analysis methodology are set out in the Group's 2011 Annual Report and Accounts on pages 345 to 358.

30 June 2012
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Assets £bn £bn £bn £bn £m £m
Loans and advances to banks
- reverse repos - 37.2 - 37.2 - -
- collateral - 18.3 - 18.3 - -
- other - 0.2 0.4 0.6 30 (50)
- 55.7 0.4 56.1 30 (50)
Loans and advances to customers
- reverse repos - 59.7 - 59.7 - -
- collateral - 22.2 - 22.2 - -
- other - 2.2 0.3 2.5 80 (20)
- 84.1 0.3 84.4 80 (20)
Debt securities
- UK government 18.3 - - 18.3 - -
- US government 33.6 6.1 - 39.7 - -
- other government 43.0 11.2 - 54.2 - -
- corporate - 4.8 0.2 5.0 20 (20)
- other financial institutions 1.8 57.8 5.6 65.2 370 (220)
96.7 79.9 5.8 182.4 390 (240)
Equity shares 10.6 1.5 1.0 13.1 140 (150)
Derivatives
- foreign exchange - 60.4 1.4 61.8 170 (70)
- interest rate 0.1 399.7 0.7 400.5 50 (50)
- equities and commodities - 5.5 0.2 5.7 - -
- credit - 15.6 2.8 18.4 490 (330)
0.1 481.2 5.1 486.4 710 (450)
107.4 702.4 12.6 822.4 1,350 (910)
Proportion 13.1% 85.4% 1.5% 100%
Of which
Core 107.0 693.0 5.7 805.7
Non-Core 0.4 9.4 6.9 16.7
107.4 702.4 12.6 822.4

13. Financial instruments (continued)

Valuation hierarchy (continued)

31 March 2012
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Assets £bn £bn £bn £bn £m £m
Loans and advances to banks
- reverse repos - 32.2 - 32.2 - -
- collateral - 16.4 - 16.4 - -
- other - 0.3 0.4 0.7 30 (50)
- 48.9 0.4 49.3 30 (50)
Loans and advances to customers
- reverse repos - 50.0 - 50.0 - -
- collateral - 21.2 - 21.2 - -
- other - 2.9 0.3 3.2 80 (20)
- 74.1 0.3 74.4 80 (20)
Debt securities
- UK government 18.7 - - 18.7 - -
- US government 32.8 4.8 - 37.6 - -
- other government 49.4 8.3 - 57.7 - -
- corporate - 5.0 0.3 5.3 20 (20)
- other financial institutions 2.0 63.6 5.5 71.1 450 (130)
102.9 81.7 5.8 190.4 470 (150)
Equity shares 14.7 2.0 0.9 17.6 130 (140)
Derivatives
- foreign exchange - 61.5 1.8 63.3 120 (120)
- interest rate 0.2 364.5 0.9 365.6 70 (90)
- equities and commodities 0.1 5.8 0.2 6.1 - -
- credit - 15.5 2.9 18.4 540 (280)
0.3 447.3 5.8 453.4 730 (490)
117.9 654.0 13.2 785.1 1,440 (850)
Proportion 15.0% 83.3% 1.7% 100%
Of which
Core 117.4 643.2 6.2 766.8
Non-Core 0.5 10.8 7.0 18.3
117.9 654.0 13.2 785.1

13. Financial instruments (continued)

Valuation hierarchy (continued)

31 December 2011
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Assets £bn £bn £bn £bn £m £m
Loans and advances to banks
- reverse repos - 34.7 - 34.7 - -
- collateral - 19.7 - 19.7 - -
- other - 0.2 0.4 0.6 40 (50)
- 54.6 0.4 55.0 40 (50)
Loans and advances to customers
- reverse repos - 53.6 - 53.6 - -
- collateral - 22.0 - 22.0 - -
- other - 3.4 0.4 3.8 80 (20)
- 79.0 0.4 79.4 80 (20)
Debt securities
- UK government 22.4 - - 22.4 - -
- US government 35.5 5.0 - 40.5 - -
- other government 53.9 8.7 - 62.6 - -
- corporate - 5.0 0.5 5.5 30 (30)
- other financial institutions 3.0 61.6 7.4 72.0 560 (180)
114.8 80.3 7.9 203.0 590 (210)
Equity shares 12.4 1.8 1.0 15.2 140 (130)
Derivatives
- foreign exchange - 72.9 1.6 74.5 100 (100)
- interest rate 0.2 420.8 1.1 422.1 80 (80)
- equities and commodities - 5.9 0.2 6.1 - -
- credit - 23.1 3.8 26.9 680 (400)
0.2 522.7 6.7 529.6 860 (580)
127.4 738.4 16.4 882.2 1,710 (990)
Proportion 14.4% 83.7% 1.9% 100%
Of which
Core 126.9 724.5 7.2 858.6
Non-Core 0.5 13.9 9.2 23.6
127.4 738.4 16.4 882.2

Valuation hierarchy (continued)

The following tables detail AFS assets included within debt securities and equity shares on pages 102 to 104.

Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Assets £bn £bn £bn £bn £m £m
30 June 2012
Debt securities
- UK government 11.9 - - 11.9 - -
- US government 17.3 2.8 - 20.1 - -
- other government 12.3 5.2 - 17.5 - -
- corporate
- other financial institutions
-
0.2
2.5
33.3
0.1
3.7
2.6
37.2
10
210
(10)
(100)
41.7 43.8 3.8 89.3 220 (110)
Equity shares 0.2 0.7 0.5 1.4 90 (90)
41.9 44.5 4.3 90.7 310 (200)
Of which
Core 41.9 43.0 0.7 85.6
Non-Core - 1.5 3.6 5.1
41.9 44.5 4.3 90.7
31 March 2012
Debt securities
- UK government 11.9 - - 11.9 - -
- US government 18.0 2.6 - 20.6 - -
- other government 16.4 3.6 - 20.0 - -
- corporate - 2.1 0.1 2.2 10 (10)
- other financial institutions 0.1 38.4 4.2 42.7 260 (30)
46.4 46.7 4.3 97.4 270 (40)
Equity shares 0.3 1.2 0.4 1.9 70 (80)
46.7 47.9 4.7 99.3 340 (120)
Of which
Core 46.6 45.8 0.6 93.0
Non-Core 0.1 2.1 4.1 6.3
46.7 47.9 4.7 99.3
31 December 2011
Debt securities
- UK government 13.4 - - 13.4 - -
- US government 18.1 2.7 - 20.8 - -
- other government 21.6 4.0 - 25.6 - -
- corporate - 2.3 0.2 2.5 10 (10)
- other financial institutions 0.2 39.3 5.5 45.0 310 (50)
53.3 48.3 5.7 107.3 320 (60)
Equity shares 0.3 1.3 0.4 2.0 70 (70)
53.6 49.6 6.1 109.3 390 (130)
Of which
Core 53.6 46.9 0.6 101.1
Non-Core - 2.7 5.5 8.2
53.6 49.6 6.1 109.3

13. Financial instruments (continued)

Valuation hierarchy (continued)

30 June 2012
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Liabilities £bn £bn £bn £bn £m £m
Deposits by banks
- repos - 33.1 - 33.1 - -
- collateral - 31.9 - 31.9 - -
- other - 1.6 0.1 1.7 - (90)
- 66.6 0.1 66.7 - (90)
Customer accounts
- repos - 83.5 - 83.5 - -
- collateral - 9.8 - 9.8 - -
- other - 10.3 - 10.3 20 (20)
- 103.6 - 103.6 20 (20)
Debt securities in issue - 38.3 2.8 41.1 70 (70)
Short positions 32.4 5.9 0.1 38.4 20 (20)
Derivatives
- foreign exchange - 70.1 0.7 70.8 110 (30)
- interest rate 0.2 382.4 0.5 383.1 40 (40)
- equities and commodities - 8.5 0.8 9.3 10 (10)
- credit - 16.4 1.1 17.5 50 (80)
0.2 477.4 3.1 480.7 210 (160)
Subordinated liabilities - 0.9 - 0.9 - -
32.6 692.7 6.1 731.4 320 (360)
Proportion 4.5% 94.7% 0.8% 100%
Of which
Core 32.6 688.4 5.8 726.8
Non-Core - 4.3 0.3 4.6
32.6 692.7 6.1 731.4

13. Financial instruments (continued)

Valuation hierarchy (continued)

31 March 2012
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Liabilities £bn £bn £bn £bn £m £m
Deposits by banks
- repos - 26.9 - 26.9 - -
- collateral - 29.4 - 29.4 - -
- other - 1.6 - 1.6 - (70)
- 57.9 - 57.9 - (70)
Customer accounts
- repos - 68.3 - 68.3 - -
- collateral - 8.8 - 8.8 - -
- other - 10.9 - 10.9 30 (30)
- 88.0 - 88.0 30 (30)
Debt securities in issue - 41.8 2.2 44.0 60 (60)
Short positions 31.4 5.7 0.2 37.3 - (30)
Derivatives
- foreign exchange - 68.6 1.0 69.6 50 (50)
- interest rate 0.2 348.7 0.7 349.6 70 (60)
- equities and commodities - 8.9 0.8 9.7 10 (10)
- credit - APS (2) - - 0.1 0.1 50 -
- credit - other - 16.4 1.2 17.6 60 (90)
0.2 442.6 3.8 446.6 240 (210)
Subordinated liabilities - 1.0 - 1.0 - -
31.6 637.0 6.2 674.8 330 (400)
Proportion 4.7% 94.4% 0.9% 100%
Of which
Core 31.6 632.7 5.8 670.1
Non-Core - 4.3 0.4 4.7
31.6 637.0 6.2 674.8

13. Financial instruments (continued)

Valuation hierarchy (continued)

31 December 2011
Level 3 sensitivity (1)
Level 1 Level 2 Level 3 Total Favourable Unfavourable
Liabilities £bn £bn £bn £bn £m £m
Deposits by banks
- repos - 23.3 - 23.3 - -
- collateral - 31.8 - 31.8 - -
- other - 2.4 - 2.4 - -
- 57.5 - 57.5 - -
Customer accounts
- repos - 65.5 - 65.5 - -
- collateral - 9.2 - 9.2 - -
- other - 10.8 - 10.8 20 (20)
- 85.5 - 85.5 20 (20)
Debt securities in issue - 45.0 2.2 47.2 80 (60)
Short positions 34.4 6.3 0.3 41.0 10 (100)
Derivatives
- foreign exchange - 80.5 0.4 80.9 30 (20)
- interest rate 0.4 405.5 1.1 407.0 80 (90)
- equities and commodities - 8.9 0.5 9.4 10 (10)
- credit - APS (2) - - 0.2 0.2 300 (40)
- credit - other - 24.9 1.6 26.5 80 (130)
0.4 519.8 3.8 524.0 500 (290)
Subordinated liabilities - 0.9 - 0.9 - -
34.8 715.0 6.3 756.1 610 (470)
Proportion 4.6% 94.6% 0.8% 100%
Of which
Core 34.8 708.9 5.7 749.4
Non-Core - 6.1 0.6 6.7
34.8 715.0 6.3 756.1

Notes:

(2) Asset Protection Scheme.

(1) Sensitivity represents the favourable and unfavourable effect respectively on the income statement or the statement of comprehensive income due to reasonably possible changes to valuations using reasonably possible alternative inputs to the Group's valuation techniques or models. Level 3 sensitivities are calculated at a sub-portfolio level and hence these aggregated figures do not reflect the correlation between some of the sensitivities. In particular, for some of the portfolios, the sensitivities may be negatively correlated where a downward movement in one asset would produce an upward movement in another, but due to the additive presentation above, this correlation cannot be observed.

Movement in level 3 portfolios

1 January
2012
£m
(Losses)/
gains
£m
Level 3
transfers
In
£m
Out
£m
Purchases
and issues
£m
Sales and
settlements
£m
FX (2)
£m
30 June
2012
£m
Gains/(losses)
recorded in
the income
statement
relating to
instruments
held at
30 June
2012
£m
Assets
Fair value through
profit or loss:
Loans and
advances 760 (1) 5 (16) 69 (82) (3) 732 (5)
Debt securities 2,243 181 546 (86) 367 (1,301) (4) 1,946 43
Equity shares 573 8 33 (27) 134 (193) (6) 522 4
Derivatives 6,732 (933) 26 (259) 372 (772) (26) 5,140 (1,002)
10,308 (745) 610 (388) 942 (2,348) (39) 8,340 (960)
AFS:
Debt securities 5,697 106 86 (410) - (1,637) 1 3,843 (67)
Equity shares 395 63 20 - 9 (12) (8) 467 7
6,092 169 106 (410) 9 (1,649) (7) 4,310 (60)
16,400 (576) 716 (798) 951 (3,997) (46) 12,650 (1,020)
Liabilities
Deposits
Debt securities
22 49 - - - - (1) 70 (7)
in issue 2,199 34 107 (79) 827 (328) (9) 2,751 34
Short positions 291 (155) - - 33 (21) 1 149 90
Derivatives 3,811 (437) 92 (206) 390 (542) (18) 3,090 (668)
Other - - - - - - - - -
6,323 (509) 199 (285) 1,250 (891) (27) 6,060 (551)
Net losses (1) (67) (469)

Notes:

(1) Losses of £176 million and gains of £109 million were recognised in the income statement and statement of comprehensive income during the first half of 2012.

(2) Foreign exchange movements.

14. Available-for-sale reserve

Half year ended Quarter ended
Available-for-sale reserve 30 June
2012
£m
30 June
2011
£m
30 June
2012
£m
31 March
2012
£m
30 June
2011
£m
At beginning of period (957) (2,037) (439) (957) (2,063)
Unrealised losses on Greek sovereign debt - (842) - - (842)
Impairment of Greek sovereign debt - 842 - - 842
Other unrealised net gains 1,152 1,785 428 724 1,623
Realised net gains (582) (413) (370) (212) (216)
Tax (63) (361) (69) 6 (370)
At end of period (450) (1,026) (450) (439) (1,026)

The H1 2012 movement in available-for-sale reserve primarily reflects unrealised net gains on securities of £1,158 million, largely as yields tightened on German, US and UK sovereign bonds.

In Q2 2011, as a result of the deterioration in Greece's fiscal position and the announcement of proposals to restructure Greek government debt, the Group concluded that the Greek sovereign debt was impaired. Accordingly, £733 million of unrealised losses recognised in available-for-sale reserves together with £109 million related interest rate hedge adjustments were recycled to the income statement. Further losses of £224 million were recorded in Q4 2011.

Ireland, Italy, Portugal and Spain are facing less acute fiscal difficulties and the Group's sovereign exposures to these countries were not considered impaired at 30 June 2012.

15. Contingent liabilities and commitments

30 June 2012 31 March 2012 31 December 2011
Non Non Non
Core Core Total Core Core Total Core Core Total
£m £m £m £m £m £m £m £m £m
Contingent liabilities
Guarantees and assets pledged
as collateral security 21,706 802 22,508 22,660 921 23,581 23,702 1,330 25,032
Other contingent liabilities 11,234 232 11,466 11,582 223 11,805 10,667 245 10,912
32,940 1,034 33,974 34,242 1,144 35,386 34,369 1,575 35,944
Commitments
Undrawn formal standby
facilities, credit lines and
other commitments to lend 221,091 6,941 228,032 225,237 11,575 236,812 227,419 12,544 239,963
Other commitments 1,303 70 1,373 666 1,919 2,585 301 2,611 2,912
222,394 7,011 229,405 225,903 13,494 239,397 227,720 15,155 242,875
Total contingent liabilities
and commitments 255,334 8,045 263,379 260,145 14,638 274,783 262,089 16,730 278,819

Additional contingent liabilities arise in the normal course of the Group's business. It is not anticipated that any material loss will arise from these transactions.

16. Litigation, investigations and reviews

The Group and certain Group members are party to legal proceedings, investigations and regulatory matters in the United Kingdom, the United States and other jurisdictions, arising out of their normal business operations. All such matters are periodically reassessed with the assistance of external professional advisers, where appropriate, to determine the likelihood of the Group incurring a liability. The Group recognises a provision for a liability in relation to these matters when it is probable that an outflow of economic benefits will be required to settle an obligation which has arisen as a result of past events, and for which a reliable estimate can be made of the amount of the obligation.

In many proceedings, it is not possible to determine whether any loss is probable or to estimate the amount of any loss. Numerous legal and factual issues may need to be resolved, including through potentially lengthy discovery and determination of important factual matters, and by addressing novel or unsettled legal questions relevant to the proceedings in question, before a liability can be reasonably estimated for any claim. The Group cannot predict if, how, or when such claims will be resolved or what the eventual settlement, fine, penalty or other relief, if any, may be, particularly for claims that are at an early stage in their development or where claimants seek substantial or indeterminate damages.

While the outcome of the legal proceedings, investigations and regulatory matters in which the Group is involved is inherently uncertain, management believes that, based on the information available to it, appropriate provisions have been made in respect of legal proceedings, investigations and regulatory matters as at 30 June 2012.

Other than as set out in the following sub-sections of this Note entitled 'Litigation' and 'Investigations and reviews', no member of the Group is or has been involved in any governmental, legal or arbitration proceedings (including any such proceedings which are pending or threatened of which the Group is aware) during the 12 months prior to the date of this document which may have, or have had in the recent past, significant effects on the financial position or profitability of the Group.

In each of the material legal proceedings, investigations and reviews described below, unless specifically noted otherwise, it is not possible to reliably estimate with any certainty the liability, if any, or the effect these proceedings, investigations and reviews, and any related developments, may have on the Group. However, in the event that any such matters were resolved against the Group, these matters could, individually or in the aggregate, have a material adverse effect on the Group's consolidated net assets, operating results or cash flows in any particular period.

Litigation

Set out below are descriptions of the material legal proceedings involving the Group.

Shareholder litigation

RBS and certain of its subsidiaries, together with certain current and former individual officers and directors have been named as defendants in purported class actions filed in the United States District Court for the Southern District of New York involving holders of RBS preferred shares (the Preferred Shares litigation) and holders of American Depositary Receipts (the ADR claims).

16. Litigation, investigations and reviews (continued)

In the Preferred Shares litigation, the consolidated amended complaint alleges certain false and misleading statements and omissions in public filings and other communications during the period 1 March 2007 to 19 January 2009, and variously asserts claims under Sections 11, 12 and 15 of the US Securities Act of 1933, as amended (Securities Act). The putative class is composed of all persons who purchased or otherwise acquired Group Series Q, R, S, T and/or U non-cumulative dollar preference shares issued pursuant or traceable to the 8 April 2005 US Securities and Exchange Commission (SEC) registration statement. Plaintiffs seek unquantified damages on behalf of the putative class. The defendants have moved to dismiss the complaint and briefing on the motions was completed in September 2011.

With respect to the ADR claims, a complaint was filed in January 2011 and a further complaint was filed in February 2011 asserting claims under Sections 10 and 20 of the US Securities Exchange Act of 1934, as amended (Exchange Act) on behalf of all persons who purchased or otherwise acquired the Group's American Depositary Receipts (ADRs) between 1 March 2007 and 19 January 2009. On 18 August 2011, these two ADR cases were consolidated and lead plaintiff and lead counsel were appointed. On 1 November 2011, the lead plaintiff filed a consolidated amended complaint asserting ADR-related claims under Sections 10 and 20 of the Exchange Act and Sections 11, 12 and 15 of the Securities Act. The defendants moved to dismiss the complaint in January 2012 and briefing on the motions was completed in April 2012. The Court heard oral argument on the motions on 19 July 2012.

The Group has also received notification of similar prospective claims in the United Kingdom and elsewhere but no court proceedings have been commenced in relation to these claims. The Group recently submitted a detailed response to a letter before action from one purported plaintiff group in the United Kingdom.

The Group considers that it has substantial and credible legal and factual defences to the remaining and prospective claims and will defend itself vigorously.

Other securitisation and securities related litigation in the United States

Recently, the level of litigation activity in the financial services industry focused on residential mortgage and credit crisis related matters has increased. As a result, the Group has become and expects that it may further be the subject of additional claims for damages and other relief regarding residential mortgages and related securities in the future.

Group companies have been named as defendants in their various roles as issuer, depositor and/or underwriter in a number of claims in the United States that relate to the securitisation and securities underwriting businesses. These cases include actions by individual purchasers of securities and purported class action suits. Together, the individual and class action cases involve the issuance of more than US\$85 billion of mortgage-backed securities (MBS) issued primarily from 2005 to 2007. Although the allegations vary by claim, in general, plaintiffs in these actions claim that certain disclosures made in connection with the relevant offerings contained materially false or misleading statements and/or omissions regarding the underwriting standards pursuant to which the mortgage loans underlying the securities were issued. Group companies have been named as defendants in more than 30 lawsuits brought by purchasers of MBS, including five purported class actions. Among the lawsuits are six cases filed on 2 September 2011 by the US Federal Housing Finance Agency (FHFA) as conservator for the Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac).

The primary FHFA lawsuit pending in the federal court in Connecticut relates to approximately US\$32 billion of MBS for which Group entities acted as sponsor/depositor and/or lead underwriter or co-lead underwriter.

FHFA has also filed five separate lawsuits (against Ally Financial Group, Countrywide Financial Corporation, JP Morgan, Morgan Stanley and Nomura respectively) in which RBS Securities Inc. is named as a defendant by virtue of the fact that it was an underwriter of some of the securities at issue.

Other lawsuits against Group companies include two cases filed by the National Credit Union Administration Board (on behalf of US Central Federal Credit Union and Western Corporate Federal Credit Union) and eight cases filed by the Federal Home Loan Banks of Boston, Chicago, Indianapolis, Seattle and San Francisco.

The purported MBS class actions in which Group companies are defendants include New Jersey Carpenters Vacation Fund et al. v. The Royal Bank of Scotland plc et al.; New Jersey Carpenters Health Fund v. Novastar Mortgage Inc. et al.; In re IndyMac Mortgage-Backed Securities Litigation; Genesee County Employees' Retirement System et al. v. Thornburg Mortgage Securities Trust 2006-3, et al.; and Luther v. Countrywide Financial Corp. et al. and related cases.

Certain other institutional investors have threatened to bring claims against the Group in connection with various mortgage-related offerings. The Group cannot predict with any certainty whether any of these individual investors will pursue these threatened claims (or their outcome), but expects that several may. If such claims are asserted and were successful, the amounts involved may be material. In many of these actions, the Group has or will have contractual claims to indemnification from the issuers of the securities (where a Group company is underwriter) and/or the underlying mortgage originator (where a Group company is issuer). The amount and extent of any recovery on an indemnification claim, however, is uncertain and subject to a number of factors, including the ongoing creditworthiness of the indemnifying party.

With respect to the current claims described above, the Group considers that it has substantial and credible legal and factual defences to these claims and will continue to defend them vigorously.

London Interbank Offered Rate (LIBOR)

Certain members of the Group have been named as defendants in a number of class actions and individual claims filed in the US with respect to the setting of LIBOR. The complaints are substantially similar and allege that certain members of the Group and other panel banks individually and collectively violated US commodities and antitrust laws and state common law by manipulating LIBOR and prices of LIBOR-based derivatives in various markets through various means. The Group considers that it has substantial and credible legal and factual defences to these and prospective claims. It is possible that further claims may be threatened or brought in the US or elsewhere relating to the setting of interest rates or interest rate-related trading.

Details of LIBOR investigations affecting the Group are set out under 'Investigations and reviews' on page 115.

Madoff

In December 2010, Irving Picard, as trustee for the bankruptcy estates of Bernard L. Madoff and Bernard L. Madoff Investment Securities LLC filed a claim against RBS N.V. for approximately US\$271 million. This is a clawback action similar to claims filed against six other institutions in December 2010. RBS N.V. (or its subsidiaries) invested in Madoff funds through feeder funds. The Trustee alleges that RBS N.V. received US\$71 million in redemptions from the feeder funds and US\$200 million from its swap counterparties while RBS N.V. 'knew or should have known of Madoff's possible fraud'. The Trustee alleges that those transfers were preferences or fraudulent conveyances under the US bankruptcy code and New York law and he asserts the purported right to claw them back for the benefit of Madoff's estate. A further claim, for US\$21.8 million, was filed in October 2011. The Group considers that it has substantial and credible legal and factual defences to these claims and intends to defend itself vigorously.

Unarranged overdraft charges

RBS Citizens Financial Group, Inc (RBS Citizens) and its affiliates were among more than thirty banks named as defendants in US class action lawsuits alleging that the manner in which defendant banks posted transactions to consumer accounts caused customers to incur excessive overdraft fees. The complaints against RBS Citizens, which concern the period between 2002 and 2010 and were consolidated into one case, alleged that this conduct violated its duty of good faith and fair dealing, was unconscionable and constituted an unfair trade practice and a conversion of customers' funds. RBS Citizens has agreed to settle this matter for US\$137.5 million and, as a result, the matter has been stayed. The Group has made a provision for the settlement although payment has not yet been made, pending court approval. If the settlement is given final approval by the United States District Court for the Southern District of Florida, consumers who do not opt out of the settlement will be deemed to have released any claims related to the allegations in the lawsuits.

Summary of other disputes, legal proceedings and litigation

In addition to the matters described above, members of the Group are engaged in other legal proceedings in the United Kingdom and a number of overseas jurisdictions, including the United States, involving claims by and against them arising in the ordinary course of business. The Group has reviewed these other actual, threatened and known potential claims and proceedings and, after consulting with its legal advisers, does not expect that the outcome of any of these other claims and proceedings will have a significant effect on the Group's consolidated net assets, operating results or cash flows in any particular period.

Investigations and reviews

The Group's businesses and financial condition can be affected by the fiscal or other policies and actions of various governmental and regulatory authorities in the United Kingdom, the European Union, the United States and elsewhere. The Group has engaged, and will continue to engage, in discussions with relevant government and regulatory authorities, including in the United Kingdom and the United States, on an ongoing and regular basis regarding operational, systems and control evaluations and issues including those related to compliance with applicable anti-bribery, anti-money laundering and sanctions regimes. It is possible that any matters discussed or identified may result in investigatory or other action being taken by governmental and regulatory authorities, increased costs being incurred by the Group, remediation of systems and controls, public or private censure, restriction of the Group's business activities or fines. Any of these events or circumstances could have a significant effect on the Group, its business, authorisations and licences, reputation, results of operations or the price of securities issued by it.

Political and regulatory scrutiny of the operation of retail banking and consumer credit industries in the United Kingdom, United States and elsewhere continues. The nature and impact of future changes in policies and regulatory action are not predictable and are beyond the Group's control but could have a significant effect on the Group's consolidated net assets, operating results or cash flows in any particular period.

The Group is co-operating fully with the investigations, reviews and proceedings described below.

LIBOR

The Group continues to co-operate fully with investigations by various governmental and regulatory authorities into its submissions, communications and procedures relating to the setting of LIBOR and other interest rates. The relevant authorities include, amongst others, the US Commodity Futures Trading Commission, the US Department of Justice (Fraud Division), the FSA and the Japanese Financial Services Agency. The Group has dismissed a number of employees for misconduct as a result of its investigations into these matters.

The Group is also under investigation by competition authorities in a number of jurisdictions, including the European Commission, Department of Justice (Antitrust Division) and Canadian Competition Bureau, stemming from the actions of certain individuals in the setting of LIBOR and other interest rates, as well as interest rate-related trading. The Group is also co-operating fully with these investigations.

It is not possible to reliably measure what effect these investigations, any regulatory findings and any related developments may have on the Group, including the timing and amount of fines or settlements.

Technology incident

On 19 June 2012, the Group was affected by a technology incident as a result of which the processing of certain customer accounts and payments were subject to considerable delay. The cause of the incident is being investigated by independent external counsel with the assistance of third party advisors, who have been instructed to carry out an independent review. The Group has agreed to reimburse customers for any loss suffered as a result of the incident and has made a provision of £125 million in its Q2 2012 results for this matter. Additional costs may arise once all redress and business disruption items are clear and a further update will be given in Q3.

The incident, the Group's handling of the incident and the systems and controls surrounding the processes affected, are the subject of regulatory enquiries (both from the UK and Ireland) and the Group could become a party to litigation. In particular, the Group could face legal claims from those whose accounts were affected and could itself have claims against third parties.

Interest rate hedging products

In June 2012, following an industry wide review, the FSA announced that the Group and other UK banks had agreed to a redress exercise and past business review in relation to the sale of interest rate hedging products to some small and medium sized businesses who were classified as retail clients under FSA rules.

The Group will provide fair and reasonable redress to non-sophisticated customers classified as retail clients, who were sold structured collars. The Group has made a provision of £50 million in its Q2 2012 results for the redress it expects to offer to these customers. As the actual amount that the Group will be required to pay will depend on the facts and circumstances of each case, there is no certainty as to the eventual costs of redress.

The Group will also write to non-sophisticated customers classified as retail clients sold other interest rate products (other than interest rate caps) on or after 1 December 2001 offering a review of their sale and, if it is appropriate in the individual circumstances, the Group will propose fair and reasonable redress on a case by case basis. Furthermore, non-sophisticated customers classified as retail clients who have purchased interest rate caps will be entitled to approach the Group and request a review. At this stage, the Group is not able to estimate reliably the cost of redress for these customers.

The redress exercise and the past business review will be scrutinised by an independent reviewer, who will review and agree any redress, and will be overseen by the FSA.

Retail banking

In the European Union, regulatory actions included an inquiry into retail banking initiated on 13 June 2005 in all of the then 25 member states by the European Commission's Directorate General for Competition. The inquiry examined retail banking in Europe generally. On 31 January 2007, the European Commission (EC) announced that barriers to competition in certain areas of retail banking, payment cards and payment systems in the European Union had been identified. The EC indicated that it will consider using its powers to address these barriers and will encourage national competition authorities to enforce European and national competition laws where appropriate. In addition, in late 2010, the EC launched an initiative pressing for increased transparency in respect of bank fees. The EC is currently proposing to legislate for the increased harmonisation of terminology across Member States, with proposals expected in the second half of 2012. The Group cannot predict the outcome of these actions at this stage and is unable reliably to estimate the effect, if any, that these may have on the Group's consolidated net assets, operating results or cash flows in any particular period.

Multilateral interchange fees

In 2007, the EC issued a decision that, while interchange is not illegal per se, MasterCard's current multilateral interchange fee (MIF) arrangements for cross border payment card transactions with MasterCard and Maestro branded consumer credit and debit cards in the European Union are in breach of competition law. MasterCard was required by the decision to withdraw the relevant crossborder MIF (i.e. set these fees to zero) by 21 June 2008.

MasterCard appealed against the decision to the European Court of First Instance (subsequently renamed the General Court) in March 2008, and the Group intervened in the appeal proceedings. In addition, in summer 2008, MasterCard announced various changes to its scheme arrangements. The EC was concerned that these changes might be used as a means of circumventing the requirements of the infringement decision. In April 2009, MasterCard agreed an interim settlement on the level of cross-border MIF with the EC pending the outcome of the appeal process and, as a result, the EC advised it would no longer investigate the non-compliance issue. The General Court heard MasterCard's appeal in July 2011 and issued its judgment on 24 May 2012, upholding the EC's original decision. The Group understands that MasterCard will appeal further and is awaiting confirmation of the basis of such appeal.

Visa's cross-border MIFs were exempted in 2002 by the EC for a period of five years up to 31 December 2007 subject to certain conditions. In March 2008, the EC opened a formal inquiry into Visa's current MIF arrangements for cross border payment card transactions with Visa branded debit and consumer credit cards in the European Union and in April 2009 the EC announced that it had issued Visa with a formal Statement of Objections. At the same time Visa announced changes to its interchange levels and introduced some changes to enhance transparency. There is no deadline for the closure of the inquiry. However, in April 2010 Visa announced it had reached an agreement with the EC as regards immediate cross border debit card MIF rates only and in December 2010 the commitments were finalised for a four year period commencing December 2010 under Article 9 of Regulation 1/2003. The EC is continuing its investigations into Visa's cross border MIF arrangements for deferred debit and credit transactions.

In the UK, the Office of Fair Trading (OFT) has carried out investigations into Visa and MasterCard domestic credit card interchange rates. The decision by the OFT in the MasterCard interchange case was set aside by the Competition Appeal Tribunal (CAT) in June 2006. The OFT's investigations in the Visa interchange case and a second MasterCard interchange case are ongoing. In February 2007, the OFT announced that it was expanding its investigation into domestic interchange rates to include debit cards. In January 2010 the OFT advised that it did not anticipate issuing a Statement of Objections prior to the General Court's judgment. The OFT has advised that it is currently reviewing the implications of the European General Court judgment for its own investigations and that it will issue a project update in due course.

The outcome of these investigations is not known, but they may have a significant effect on the consumer credit industry in general and, therefore, on the Group's business in this sector.

Payment Protection Insurance

In January 2009, the Competition Commission (CC) announced its intention to order a range of remedies in relation to Payment Protection Insurance (PPI), including a prohibition on actively selling PPI at point of sale of the credit product (and for 7 days thereafter), a ban on single premium policies and other measures to increase transparency (in order to improve customers' ability to search and improve price competition). In October 2010, the CC published its final decision on remedies which confirmed the point of sale prohibition. In March 2011, the CC issued a final order setting out its remedies with a commencement date of 6 April 2011. The key remedies came into force in two parts, in October 2011 and April 2012.

The FSA conducted a broad industry thematic review of PPI sales practices and in September 2008, the FSA announced that it intended to escalate its level of regulatory intervention. Substantial numbers of customer complaints alleging the mis-selling of PPI policies have been made to banks and to the Financial Ombudsman Service (FOS) and many of these are being upheld by the FOS against the banks.

The FSA published a final policy statement in August 2010 imposing significant changes with respect to the handling of complaints about the mis-selling of PPI. In October 2010, the British Bankers' Association (BBA) filed an application for judicial review of the FSA's policy statement and of related guidance issued by the FOS. In April 2011 the High Court issued judgment in favour of the FSA and the FOS and in May 2011 the BBA announced that it would not appeal that judgment. The Group then recorded an additional provision of £850 million in respect of PPI. In the first half of 2012 an additional provision of £260 million was recorded, with an overall total of £1.3 billion accrued as at 30 June 2012. During 2011, the Group reached agreement with the FSA on a process for implementation of its policy statement and for the future handling of PPI complaints. Implementation of the agreed processes is currently under way.

Personal current accounts

On 16 July 2008, the OFT published the results of its market study into Personal Current Accounts (PCA) in the United Kingdom. The OFT found evidence of competition and several positive features in the PCA market but believed that the market as a whole was not working well for consumers and that the ability of the market to function well had become distorted.

On 7 October 2009, the OFT published a follow-up report summarising the initiatives agreed between the OFT and PCA providers to address the OFT's concerns about transparency and switching, following its market study. PCA providers will take a number of steps to improve transparency, including providing customers with an annual summary of the cost of their account and making charges prominent on monthly statements. To improve the switching process, a number of steps are being introduced following work with Bacs, the payment processor, including measures to reduce the impact on consumers of any problems with transferring direct debits.

On 22 December 2009, the OFT published a further report in which it stated that it continued to have significant concerns about the operation of the PCA market in the United Kingdom, in particular in relation to unarranged overdrafts, and that it believed that fundamental changes are required for the market to work in the best interests of bank customers. The OFT stated that it would discuss these issues intensively with banks, consumer groups and other organisations, with the aim of reporting on progress by the end of March 2010. On 16 March 2010, the OFT announced that it had secured agreement from the banks on four industry-wide initiatives, namely minimum standards on the operation of opt-outs from unarranged overdrafts, new working groups on information sharing with customers, best practice for PCA customers in financial difficulties and incurring charges, and PCA providers to publish their policies on dealing with PCA customers in financial difficulties. The OFT also announced its plan to conduct six-monthly ongoing reviews, to review the market again fully in 2012 and to undertake a brief analysis on barriers to entry.

The first six-monthly ongoing review was completed in September 2010. The OFT noted progress in the areas of switching, transparency and unarranged overdrafts for the period March to September 2010, as well as highlighting further changes the OFT expected to see in the market. In March 2011, the OFT published its update report in relation to PCAs. This noted further progress in improving consumer control over the use of unarranged overdrafts. In particular, the Lending Standards Board had led on producing standards and guidance to be included in a revised Lending Code. The OFT stated it would continue to monitor the market and would consider the need for, and appropriate timing of, further update reports in light of other developments, in particular the work of the UK Government's Independent Commission on Banking (ICB).

In May 2010, the OFT announced its review of barriers to entry. The review concerned retail banking for individuals and small and medium size enterprises (up to £25 million turnover) and looked at products which require a banking licence to sell mortgages, loan products and, where appropriate, other products such as insurance or credit cards where cross-selling may facilitate entry or expansion. The OFT published its report in November 2010. It advised that it expected its review to be relevant to the ICB, the FSA, HM Treasury and the Department for Business, Innovation and Skills and to the devolved governments in the United Kingdom. The OFT did not indicate whether it would undertake any further work. The report maintained that barriers to entry remain, in particular regarding switching, branch networks and brands. At this stage, it is not possible to estimate the effect of the OFT's report and recommendations regarding barriers to entry upon the Group.

16. Litigation, investigations and reviews (continued)

On 13 July 2012, the OFT launched its planned review of the PCA market. The review will look at whether the initiatives agreed by the OFT with banks have been successful. The OFT has also announced a wider programme of work on retail banking and will consider the operation of the payment systems and the banking market for SMEs. The PCA review and wider programme of work are aimed at informing the OFT's response to the Independent Commission on Banking's recommendation that the OFT consider making a reference to the Competition Commission by 2015 if it had not already done so and if sufficient improvements in the market have not been made by that time.

Private motor insurance

In December 2011, the OFT launched a market study into private motor insurance, with a focus on the provision of third party vehicle repairs and credit hire replacement vehicles to claimants. The OFT issued its report on 31 May 2012 and has advised that it believes there are features of the market that potentially restrict, distort or prevent competition in the market and that would merit a referral to the Competition Commission (CC). The OFT's particular focus is on credit hire replacement vehicles and third party vehicle repairs. Following publication of the consultation, which closed on 6 July 2012, the Group is awaiting the OFT's decision on whether to refer the market to the CC. If a referral is made, this is likely to take place in the second half of 2012. At this stage, it is not possible to estimate with any certainty the effect the market study and any related developments may have on the Group.

Independent Commission on Banking

Following an interim report published on 11 April 2011, the ICB published its final report to the Cabinet Committee on Banking Reform on 12 September 2011 (Final Report). The Final Report makes a number of recommendations, including in relation to (i) the implementation of a ring-fence of retail banking operations, (ii) loss-absorbency (including bail-in) and (iii) competition.

On 19 December 2011, the UK Government published a response to the Final Report (the 'Response'), reaffirming its intention to accept the majority of the ICB's recommendations. The Government agreed that "vital banking services - in particular the taking of retail deposits - should only be provided by 'ring-fenced banks', and that these banks should be prohibited from undertaking certain investment banking activities." It also broadly accepted the ICB's recommendations on loss absorbency and on competition.

Following an extensive first consultation, the UK Government published a White Paper on 14 June 2012 (White Paper), setting out its more detailed proposals for implementing the ICB's recommendations. Its intention remains to complete primary and secondary legislation before the end of the current Parliamentary term in May 2015 and for banks to comply with all the measures proposed in the paper by 2019, as the ICB recommended. The Government also reaffirmed its determination that changes to the account switching process should be completed by September 2013, as already scheduled. A further period of consultation has now been established, which runs until 6 September 2012.

The content of the White Paper was broadly in line with expectations following the Response, with ring-fencing to be implemented as set out in the ICB recommendations and loss-absorbency requirements also largely consistent.

With regard to the competition aspects, the White Paper supports the Payment Council proposals to increase competition by making account switching easier and confirms that the Bank of England and the FSA will publish reviews on how prudential standards and conduct requirements can be a barrier to market entry. The White Paper also urges the OFT to consider what further transparency measures would be appropriate during its review of the PCA market in the second half of this year and a consultation regarding the structure of UK Payments Council is recommended.

While the UK Government's White Paper provides some additional detail, until the further consultation is concluded and significantly more is known on the precise detail of the legislative and regulatory framework it is not possible to estimate the potential impact of these measures with any level of precision.

The Group will continue to participate in the debate and to consult with the UK Government on the implementation of the proposals set out in the White Paper, the effects of which could have a negative impact on the Group's consolidated net assets, operating results or cash flows in any particular period.

Securitisation and collateralised debt obligation business

In the United States, the Group is involved in reviews, investigations and proceedings (both formal and informal) by federal and state governmental law enforcement and other agencies and self-regulatory organisations relating to, among other things, mortgage-backed securities, collateralised debt obligations (CDOs), and synthetic products. In connection with these inquiries, Group companies have received requests for information and subpoenas seeking information about, among other things, the structuring of CDOs, financing to loan originators, purchase of whole loans, sponsorship and underwriting of securitisations, due diligence, representations and warranties, communications with ratings agencies, disclosure to investors, document deficiencies, and repurchase requests.

In September and October 2010, the SEC requested voluntary production of information concerning residential mortgage-backed securities underwritten by subsidiaries of RBS during the period from September 2006 to July 2007 inclusive. In November 2010, the SEC commenced a formal investigation. The investigation is in its preliminary stages and it is not possible to predict any potential exposure that may result.

Also in October 2010, the SEC commenced an inquiry into document deficiencies and repurchase requests with respect to certain securitisations, and in January 2011, this was converted to a formal investigation. Among other matters, the investigation seeks information related to document deficiencies and remedial measures taken with respect to such deficiencies. The investigation also seeks information related to early payment defaults and loan repurchase requests.

In 2007, the New York State Attorney General issued subpoenas to a wide array of participants in the securitisation and securities industry, focusing on the information underwriters obtained from the independent firms hired to perform due diligence on mortgages. The Group completed its production of documents requested by the New York State Attorney General in 2008, principally producing documents related to loans that were pooled into one securitisation transaction. In May 2011, at the New York State Attorney General's request, representatives of the Group attended an informal meeting to provide additional information about the Group's mortgage securitisation business. The investigation is ongoing and the Group continues to provide requested information.

16. Litigation, investigations and reviews (continued)

In September 2010, RBS subsidiaries received a request from the Nevada State Attorney General requesting information related to securitisations of mortgages issued by three specific originators. The investigation by the Nevada State Attorney General continues. Whilst it is difficult to predict the final outcome of this investigation, it is not expected to have a material adverse effect on the Group's net assets, operating results or cash flows in any particular period.

US mortgages - loan repurchase matters

The Group's Markets & International Banking N.A. or M&IB N.A. business (formerly Global Banking & Markets N.A.) has been a purchaser of non-agency US residential mortgages in the secondary market, and an issuer and underwriter of non-agency residential mortgage-backed securities (RMBS). M&IB N.A. did not originate or service any US residential mortgages and it was not a significant seller of mortgage loans to government sponsored enterprises (GSEs) (e.g., the Federal National Mortgage Association and the Federal Home Loan Mortgage Association).

In issuing RMBS, M&IB N.A. generally assigned certain representations and warranties regarding the characteristics of the underlying loans made by the originator of the residential mortgages; however, in some circumstances, M&IB N.A. made such representations and warranties itself. Where M&IB N.A. has given those or other representations and warranties (whether relating to underlying loans or otherwise), M&IB N.A. may be contractually required to repurchase such loans or indemnify certain parties against losses for certain breaches of such representations and warranties. In certain instances where it is required to repurchase loans or related securities, M&IB N.A. may be able to assert claims against third parties who provided representations or warranties to M&IB N.A. when selling loans to it; although the ability to recover against such parties is uncertain. Between the start of 2009 and the end of June 2012, M&IB N.A. received approximately US\$512 million in repurchase demands in respect of loans made primarily from 2005 to 2008 and related securities sold where obligations in respect of contractual representations or warranties were undertaken by M&IB N.A..

However, repurchase demands presented to M&IB N.A. are subject to challenge and, to date, M&IB N.A. has rebutted a significant percentage of these claims.

RBS Citizens has not been an issuer or underwriter of non-agency RMBS. However, RBS Citizens is an originator and servicer of residential mortgages, and it routinely sells such mortgage loans in the secondary market and to GSEs. In the context of such sales, RBS Citizens makes certain representations and warranties regarding the characteristics of the underlying loans and, as a result, may be contractually required to repurchase such loans or indemnify certain parties against losses for certain breaches of the representations and warranties concerning the underlying loans. Between the start of 2009 and the end of June 2012, RBS Citizens received US\$69.1 million in repurchase demands in respect of loans originated primarily since 2003. However, repurchase demands presented to RBS Citizens are subject to challenge and, to date, RBS Citizens has rebutted a significant percentage of these claims.

Although there has been disruption in the ability of certain financial institutions operating in the United States to complete foreclosure proceedings in respect of US mortgage loans in a timely manner (or at all) over the last year (including as a result of interventions by certain states and local governments), to date, RBS Citizens has not been materially impacted by such disruptions and the Group has not ceased making foreclosures.

16. Litigation, investigations and reviews (continued)

The volume of repurchase demands is increasing and is expected to continue to increase, and the Group cannot currently estimate what the ultimate exposure of M&IB N.A. or RBS Citizens may be. Furthermore, the Group is unable to estimate the extent to which the matters described above will impact it, and future developments may have an adverse impact on the Group's net assets, operating results or cash flows in any particular period.

Other investigations

The Federal Reserve and state banking supervisors have been reviewing the Group's US operations and RBS and its subsidiaries have been required to make improvements with respect to various matters, including enterprise-wide governance, US Bank Secrecy Act and anti-money laundering compliance, risk management and asset quality. The Group is in the process of implementing measures for matters identified to date.

On 27 July 2011, the Group consented to the issuance of a Cease and Desist Order (the Order) setting forth measures required to address deficiencies related to governance, risk management and compliance systems and controls identified by the Federal Reserve and state banking supervisors during examinations of the RBS plc and RBS N.V. branches in 2010. The Order requires the Group to strengthen its US corporate governance structure, to develop an enterprise-wide risk management programme, and to develop and enhance its programmes to ensure compliance with US law, particularly the US Bank Secrecy Act and anti-money laundering laws, rules and regulations. The Group has established a strategic and remedial programme of change to address the identified concerns and is committed to working closely with the US bank regulators to implement the remedial measures required by the Order.

The Group's operations include businesses outside the United States that are responsible for processing US dollar payments. The Group is conducting a review of its policies, procedures and practices in respect of such payments and has initiated discussions with UK and US authorities to discuss its historical compliance with applicable laws and regulations, including US economic sanctions regulations. Although the Group cannot currently determine when the review of its operations will be completed or what the outcome of its discussions with UK and US authorities will be, the investigation costs, remediation required or liability incurred could have a material adverse effect on the Group's net assets, operating results or cash flows in any particular period.

The Group may become subject to formal and informal supervisory actions and may be required by its US banking supervisors to take further actions and implement additional remedial measures with respect to these and additional matters. Any limitations or conditions placed on the Group's activities in the United States, as well as the terms of any supervisory action applicable to RBS and its subsidiaries, could have a material adverse effect on the Group's net assets, operating results or cash flows in any particular period.

In July 2010, the FSA notified the Group that it was commencing an investigation into the sale by Coutts & Co of the ALICO (American Life Insurance Company) Premier Access Bond Enhanced Variable Rate Fund (EVRF) to customers between 2001 and 2008 as well as its subsequent review of those sales. Subsequently, on 11 January 2011 the FSA revised the investigation start date to December 2003.

On 8 November 2011, the FSA published its Final Notice having reached a settlement with Coutts & Co, under which Coutts & Co agreed to pay a fine of £6.3 million. The FSA did not make any findings on the suitability of advice given in individual cases. Nonetheless, Coutts & Co has agreed to undertake a past business review of its sales of the product. This review is being overseen by an independent third party and considers the advice given to customers invested in the EVRF as at the date of its suspension, 15 September 2008. For any sales which are found to be unsuitable, redress will be paid to the customers to ensure that they have not suffered financially.

On 26 March 2012, the FSA published a Final Notice that it had reached a settlement with Coutts & Co under which Coutts agreed to pay a fine of £8.75 million. This follows an investigation by the FSA into Coutts & Co's anti-money laundering (AML) systems and controls in relation to high risk clients. The fine relates to historic activity undertaken between December 2007 and November 2010.

Coutts & Co has cooperated fully and openly with the FSA throughout the investigation. Coutts & Co has accepted the findings contained in the FSA's Final Notice regarding certain failures to meet the relevant regulatory standards between December 2007 and November 2010. Coutts & Co has found no evidence that money laundering took place during that time.

Since concerns were first identified by the FSA, Coutts & Co has enhanced its client relationship management process which included a review of its AML procedures, and is confident in its current processes and procedures.

On 18 January 2012, the FSA published its Final Notice having reached a settlement with U K Insurance Limited for breaches of Principle 2 by Direct Line and Churchill (the Firms), under which U K Insurance Limited agreed to pay a fine of £2.17 million. The Firms were found to have acted without due skill, care and diligence in the way that they responded to the FSA's request to provide it with a sample of their closed complaint files. The Firms' breaches of Principle 2 did not result in any customer detriment.

In March 2008, the Group was advised by the SEC that it had commenced a non-public, formal investigation relating to the Group's United States sub-prime securities exposures and United States residential mortgage exposures. In December 2010, the SEC contacted the Group and indicated that it would also examine valuations of various RBS N.V. structured products, including CDOs. With respect to the latter inquiry, in March 2012, the SEC communicated to the Group that it had completed its investigation and that it did not, as of the date of that communication and based upon the information then in its possession, intend to recommend any enforcement action against RBS.

17. Other developments

Proposed transfers of a substantial part of the business activities of RBS N.V. to The Royal Bank of Scotland plc (RBS plc)

On 19 April 2011, the Group announced its intention to transfer a substantial part of the business activities of The Royal Bank of Scotland N.V. (RBS N.V.) to RBS plc (the "Proposed Transfers"), subject, amongst other matters, to regulatory and other approvals, further tax and other analysis in respect of the assets and liabilities to be transferred and employee consultation procedures.

17. Other developments (continued)

It is expected that the Proposed Transfers will be implemented on a phased basis over a period ending 31 December 2013. The transfer of substantially all of the UK business was completed during Q4 2011. A large part of the remainder of the Proposed Transfers is expected to have taken place by the end of 2012.

On 26 March 2012, the Boards of The Royal Bank of Scotland Group plc (RBSG), RBS plc, RBS Holdings N.V., RBS N.V. and RBS II B.V. announced that (1) RBS N.V. (as the demerging company) and RBS II B.V. (as the acquiring company) filed a proposal with the Dutch Trade Register for a legal demerger and (2) following a preliminary hearing at the Court of Session in Scotland, RBS plc and RBS II B.V. made filings with Companies House in the UK and the Dutch Trade Register respectively for a proposed cross-border merger of RBS II B.V. into RBS plc ("the Dutch Scheme").

Upon implementation of these proposals, a substantial part of the business conducted by RBS N.V. in the Netherlands as well as in certain EMEA branches of RBS N.V. will be transferred to RBS plc. Implementation will be by the demerger of the transferring businesses into RBS II B.V. by way of a Dutch statutory demerger followed by the merger of RBS II B.V. into RBS plc through a cross-border merger. RBS plc and RBS N.V. have discussed the transfer in detail with De Nederlandsche Bank and the Financial Services Authority.

On 18 June 2012, the Court of Session in Scotland made an order approving the completion of the Merger. This order fixed the effective date of the Merger and its effects as 9 July 2012.

On 4 July 2012, it was announced that RBSG, RBS plc, RBS Holdings N.V., RBS N.V. and RBS II B.V. had decided that, as a result of technology issues which affected the RBS Group in the UK and Ireland, it would be prudent to defer the implementation of the Dutch Scheme. On 20 July 2012, it was announced that the Dutch Scheme is now expected to be implemented on 10 September 2012, subject to (among other matters) regulatory approvals and the approval of the Court of Session in Scotland.

Rating agencies

On 15 February 2012, the rating agency Moody's Investor Service ("Moody's") placed on review for possible downgrade, or extended reviews on, the ratings of 114 European banks and 17 firms with global capital markets activities. Included in the rating reviews were the ratings of RBS and certain subsidiaries. Moody's cited three reasons for their reviews across all of the affected firms; (i) the adverse and prolonged impact of the euro area crisis; (ii) the deteriorating creditworthiness of euro area sovereigns; and (iii) the substantial challenges faced by banks and securities firms with significant capital market activities.

On 22 February 2012, Moody's also placed on review for possible downgrade selected ratings of North American bank subsidiaries of European banks. Included in these rating actions were the ratings of RBS Citizens, N.A. and Citizens Bank of Pennsylvania.

17. Other developments (continued)

Moody's completed its ratings review on the Group on 21 June 2012. As a result the agency downgraded RBS Group plc's long-term ratings by one-notch to 'Baa1' from 'A3' (short-term ratings were affirmed unchanged at 'P-2') whilst downgrading ratings of RBS plc, NatWest Plc, RBS N.V., RBS Citizens, N.A. and Citizens Bank of Pennsylvania by one-notch: long term ratings to 'A3' from 'A2' and short term ratings to 'P-2' from 'P-1'. The long term ratings of Ulster Bank Ltd and Ulster Bank Ireland Ltd were downgraded by one-notch to 'Baa2' from 'Baa1' whilst the short-term ratings of these entities were affirmed as unchanged at 'P-2'.

The outlook on RBS plc's standalone rating ('D'+/'baa3') is now stable reflecting Moody's view that capital markets-related risk factors have now been fully incorporated into the bank's standalone rating. The outlook on RBS plc's long-term rating is negative (in line with other large UK banks) reflecting Moody's' view that government support for large UK banks may be lowered in the medium term.

There was very limited impact from these downgrades given the underlying robust improvement in the Group's liquidity, funding and capital position.

On 17 July 2012, Fitch affirmed its ratings on the Group and its subsidiaries. Fitch's ratings outlooks were also affirmed as unchanged at this time except for the outlook on Ulster Bank Ireland Ltd which was changed to Negative from Stable. This Negative outlook is in line with the outlook on the sovereign (Republic of Ireland).

No material rating actions have been undertaken on the Group or its subsidiaries by Standard & Poor's since the start of the year.

Moody's S&P Fitch
Long-term Short-term Long-term Short-term Long-term Short-term
RBS Group plc Baa1 P-2 A- A-2 A F1
RBS plc A3 P-2 A A-1 A F1
NatWest Plc A3 P-2 A A-1 A F1
RBS N.V. A3 P-2 A A-1 A F1
RBS Citizens, N.A/Citizens
Bank of Pennsylvania
A3 P-2 A A-1 A- F1
Ulster Bank Ltd/Ulster Bank
Ireland Ltd
Baa2 P-2 BBB+ A-2 A- F1

Current Group and subsidiary ratings are shown in the table below.

Additionally, U K Insurance Limited has an insurance financial strength rating of 'A2' from Moody's and an insurer financial strength rating of 'A' from S&P. Both agencies have assigned a stable outlook to the company.

18. Related party transactions

UK Government

The UK Government and bodies controlled or jointly controlled by the UK Government and bodies over which it has significant influence are related parties of the Group. The Group enters into transactions with many of these bodies on an arm's length basis.

Asset Protection Scheme

The Group is party to the UK Government's Asset Protection Scheme (APS). Under the APS the Group purchased credit protection over a portfolio of specified assets and exposures (covered assets) from Her Majesty's Treasury. The contract is accounted for as a derivative financial instrument and recognised as a liability at a fair value of £25 million (31 December 2011 - £231 million). Changes in fair value of £45 million (2011 - £906 million) were charged to profit or loss (Income from trading activities).

Government credit and asset-backed securities guarantee schemes

Under these schemes the UK Government guarantees eligible debt issued by qualifying institutions for a fee. During the first half of 2012 the Group repaid all its borrowings under these schemes. At 31 December 2011, the amount outstanding was £21.3 billion.

Bank of England facilities

In the ordinary course of business, the Group may from time to time access market-wide facilities provided by the Bank of England.

National Loan Guarantee Scheme

Under the UK Government's National Loan Guarantee Scheme, launched on 20 March 2012, eligible customers receive a 1 per cent discount on their funding rate. Up to 30 June 2012, the Group had provided loans and asset finance facilities of £470 million under this scheme.

The Group's other transactions with the UK Government include the payment of taxes, principally UK corporation tax and value added tax; national insurance contributions; local authority rates; and regulatory fees and levies (including the bank levy and FSCS levies).

Other related parties

(a) In their roles as providers of finance, Group companies provide development and other types of capital support to businesses. These investments are made in the normal course of business and on arm's length terms. In some instances, the investment may extend to ownership or control over 20% or more of the voting rights of the investee company. However, these investments are not considered to give rise to transactions of a materiality requiring disclosure under IAS 24.

(b) The Group recharges The Royal Bank of Scotland Group Pension Fund with the cost of administration services incurred by it. The amounts involved are not material to the Group.

Full details of the Group's related party transactions for the year ended 31 December 2011 are included in the Group's 2011 Annual Report and Accounts.

19. Date of approval

This announcement was approved by the Board of directors on 2 August 2012.

20. Post balance sheet events

There have been no significant events between 30 June 2012 and the date of approval of this announcement which would require a change to or additional disclosure in the announcement.

Except as otherwise indicated by an asterisk (*), the information in the Risk and balance sheet management section on pages 129 to 236 is within the scope of the Deloitte LLP's review report.

General overview*

The following table defines the main types of risk managed by the Group and presents a summary of the key developments for each risk in the first half of 2012.

Risk type Definition H1 2012 summary
Capital risk The risk that the Group has
insufficient capital.
The Core tier 1 ratio was 11.1%, despite regulatory
changes increasing risk-weightings on various asset
categories, particularly commercial real estate. The
Group reduced RWAs in Markets and successfully
restructured a large derivative position in Non-Core.
Refer to the Capital section.
Liquidity and
funding risk
The risk that the Group is
unable to meet its financial
liabilities as they fall due.
The Group maintained its trajectory towards a more
stable deposit-led balance sheet with the loan:deposit
ratio improving from 108% at 31 December 2011 to
104% at 30 June 2012. Short-term wholesale funding
declined significantly from £102 billion at 31 December
2011 to £62 billion, covered 2.5 times by the liquidity
buffer which was maintained at £156 billion. Refer to
the Liquidity and funding risk section.
Credit risk
(including
counterparty
risk)
The risk that the Group will
incur losses owing to the
failure of a customer to meet
its obligation to settle
outstanding amounts.
The Group's credit performance improved; the H1
2012 impairment charge of £2.7 billion was 34% lower
than the H1 2011 charge. This was despite continued
economic stress within the eurozone, including Ireland,
and depressed markets elsewhere. Progress continued
in reducing key credit concentration risks, with
exposure to commercial real estate 7% lower than at
31 December 2011. Refer to the Credit risk section.
Country risk The risk of material losses
arising from significant
country-specific events.
Sovereign risk continues to increase, resulting in
further rating downgrades for a number of countries,
including several eurozone members. Total eurozone
exposures decreased by 8% to £218 billion in H1 2012
and within that exposures to the periphery, fell by 10%
to £69 billion. The Group participated in the Greek
sovereign bond restructuring in March 2012 and sold
all resulting new Greek sovereign bonds as well as
parts of its Spanish and Portuguese bond holdings. A
number of further advanced countries were brought
under limit control and exposure to a range of countries
was further reduced. Refer to the Country risk section.

General overview* (continued)

Risk type Definition H1 2012 summary
Market risk The risk arising from
changes in interest rates,
foreign currency, credit
spreads, equity prices and
risk related factors such as
market volatilities.
During H1 2012, the Group continued to manage down
its market risk exposure in Non-Core through the
disposal of assets and unwinding of trades. Refer to
the Market risk section.
Insurance risk The risk of financial loss
through fluctuations in the
timing, frequency and/or
severity of insured events,
relative to the expectations
at the time of underwriting.
Direct Line Group introduced enhanced claims
management systems and processes, improving its
ability to handle and understand insured events. In
addition, improvements in the Group's insurance risk
policy, associated minimum standards and key risk
indicators were implemented.
Operational risk The risk of loss resulting
from inadequate or failed
processes, people, systems
or from external events.
The Group continued to focus on tight management of
operational risks, particularly with regard to risk and
control assessment (including change risk
assessment), scenario analysis and statistical
modelling for capital requirements. The level of
operational risk remains high due to the continued
scale of structural change occurring across the Group,
the pace of regulatory change, the economic downturn
and other external threats, such as e-crime.
During June 2012, the Group's technology incident led
to significant payment system disruption. A detailed
investigation is underway into the root cause of the
problem.
Compliance
risk
The risk arising from non
compliance with national
and international laws, rules
and regulations.
The Group agreed its conduct risk appetite and made
significant progress towards finalising and embedding
the associated policy framework and governance. In
addition, Group-wide implementation of its Anti Money
Laundering Change Programme continued.

General overview* (continued)

Risk type Definition H1 2012 summary
Reputational
risk
The risk of brand damage
arising from financial and
non-financial events arising
from the failure to meet
stakeholders' expectations of
the Group's performance and
behaviour.
The Group Sustainability Committee oversaw further
development of the Group's policies for
environmental, social and ethical risks focusing on the
power generation and gambling sectors. As part of
the Group's commitment to stakeholder engagement,
the Group Sustainability Committee also met with key
non-governmental organisations to discuss concerns
over high profile issues including tax, oil and gas
investment, corporate transparency and agricultural
commodity trading.
The disruption experienced by customers due to the
Group's recent technology incident has presented
reputational risks. The Group has informed customers
that they will not suffer financially as a result and is
undertaking an independent review of the incident.
Business risk The risk of lower-than
expected revenues and/or
higher-than-expected
operating costs.
Business risk is fully incorporated within the Group's
stress testing process through an analysis of the
potential movement in revenues and operating costs
under stress scenarios.
Pension risk The risk that the Group will
have to make additional
contributions to its defined
benefit pension schemes.
The Group continued to focus on improving pension
risk management systems and modelling. This
included the development of a policy setting out the
governance framework for managing the Group's risk
as sponsor of its defined pension schemes.

Balance sheet management

Capital

The Group aims to maintain an appropriate level of capital to meet its business needs and regulatory requirements. Capital adequacy and risk management are closely aligned. The Group's risk-weighted assets and risk asset ratios, calculated in accordance with Financial Services Authority (FSA) definitions, are set out below.

30 June 31 March 31 December
Risk-weighted assets (RWAs) by risk* 2012
£bn
2012
£bn
2011
£bn
Credit risk 334.8 332.9 344.3
Counterparty risk 53.0 56.8 61.9
Market risk 54.0 61.0 64.0
Operational risk 45.8 45.8 37.9
487.6 496.5 508.1
Asset Protection Scheme relief (52.9) (62.2) (69.1)
434.7 434.3 439.0
Risk asset ratios* % % %
Core Tier 1 11.1 10.8 10.6
Tier 1 13.4 13.2 13.0
Total 14.6 14.0 13.8

Key points*

  • The Core Tier 1 ratio improved to 11.1% reflecting reductions in RWAs and capital deductions. Gross RWAs decreased by £20.5 billion in H1 2012, 4%, primarily in Markets and Non-Core.
  • Non-Core RWAs decreased by £10.6 billion as a result of sales, run-off, market risk movements and the impact of restructuring a large derivative exposure to a highly leveraged counterparty, which was partly offset by increases to regulatory risk-weightings.
  • In Markets, less market risk and a smaller balance sheet led to lower RWAs.
  • Market risk RWAs decreased by £10.0 billion in the first half of 2012 and £7.0 billion in Q2 2012 reflecting de-risking of the Non-Core portfolio and a reduction in trading VaR in both Markets and Non-Core.
  • The Asset Protection Scheme relief decreased by £16.2 billion in the first half of 2012, £9.3 billion in Q2 2012. This results from the £19.6 billion (Q2 2012 - £8.6 billion) drop in covered assets to £112.2 billion at 30 June 2012.

* not within the scope of Deloitte LLP's review report

Balance sheet management: Capital (continued)

The Group's regulatory capital resources in accordance with FSA definitions were as follows:

30 June 31 March 31 December
2012 2012 2011
£m £m £m
Shareholders' equity (excluding non-controlling interests)
Shareholders' equity per balance sheet 74,016 73,416 74,819
Preference shares - equity (4,313) (4,313) (4,313)
Other equity instruments (431) (431) (431)
69,272 68,672 70,075
Non-controlling interests
Non-controlling interests per balance sheet 1,200 1,215 1,234
Non-controlling preference shares (548) (548) (548)
Other adjustments to non-controlling interests for regulatory purposes (259) (259) (259)
393 408 427
Regulatory adjustments and deductions
Own credit (402) (845) (2,634)
Unrealised losses on AFS debt securities 520 547 1,065
Unrealised gains on AFS equity shares (70) (108) (108)
Cash flow hedging reserve (1,399) (921) (879)
Other adjustments for regulatory purposes 637 630 571
Goodwill and other intangible assets (14,888) (14,771) (14,858)
50% excess of expected losses over impairment provisions (net of tax) (2,329) (2,791) (2,536)
50% of securitisation positions (1,461) (1,530) (2,019)
50% of APS first loss (2,118) (2,489) (2,763)
(21,510) (22,278) (24,161)
Core Tier 1 capital 48,155 46,802 46,341
Other Tier 1 capital
Preference shares - equity 4,313 4,313 4,313
Preference shares - debt 1,082 1,064 1,094
Innovative/hybrid Tier 1 securities 4,466 4,557 4,667
9,861 9,934 10,074
Tier 1 deductions
50% of material holdings (313) (300) (340)
Tax on excess of expected losses over impairment provisions 756 906 915
443 606 575
Total Tier 1 capital 58,459 57,342 56,990
Qualifying Tier 2 capital
Undated subordinated debt 1,958 1,817 1,838
Dated subordinated debt - net of amortisation 13,346 13,561 14,527
Unrealised gains on AFS equity shares 70 108 108
Collectively assessed impairment provisions 552 571 635
Non-controlling Tier 2 capital 11 11 11
15,937 16,068 17,119
Tier 2 deductions
50% of securitisation positions (1,461) (1,530) (2,019)
50% excess of expected losses over impairment provisions (3,085) (3,697) (3,451)
50% of material holdings (313) (300) (340)
50% of APS first loss (2,118) (2,489) (2,763)
(6,977) (8,016) (8,573)
Total Tier 2 capital 8,960 8,052 8,546

Balance sheet management: Capital (continued)

30 June
2012
£m
31 March
2012
£m
31 December
2011
£m
Supervisory deductions
Unconsolidated Investments
- Direct Line Group (3,642) (4,130) (4,354)
- Other investments (141) (248) (239)
Other deductions (197) (212) (235)
(3,980) (4,590) (4,828)
Total regulatory capital 63,439 60,804 60,708
Movement in Core Tier 1 capital £m
At 1 January 2012 46,341
Attributable profit net of movements in fair value of own debt 242
Share capital and reserve movements in respect of employee benefits 659
Foreign currency reserves (461)
Decrease in non-controlling interests (34)
Decrease in capital deductions including APS first loss 1,410
Decrease in goodwill and intangibles (30)
Other movements 28
At 30 June 2012 48,155

Risk-weighted assets by division*

Risk-weighted assets by risk category and division are set out below.

30 June 2012 Credit
risk
£bn
Counterparty
risk
£bn
Market
risk
£bn
Operational
risk
£bn
Gross
RWAs
£bn
UK Retail 39.6 - - 7.8 47.4
UK Corporate 70.8 - - 8.6 79.4
Wealth 10.3 - 0.1 1.9 12.3
International Banking 41.2 - - 4.8 46.0
Ulster Bank 34.7 0.9 0.1 1.7 37.4
US Retail & Commercial 52.5 1.1 - 4.9 58.5
Retail & Commercial 249.1 2.0 0.2 29.7 281.0
Markets 15.7 33.4 43.1 15.7 107.9
Other 10.5 0.2 0.2 1.8 12.7
Core 275.3 35.6 43.5 47.2 401.6
Non-Core 56.4 17.4 10.5 (1.6) 82.7
Group before RFS Holdings MI 331.7 53.0 54.0 45.6 484.3
RFS Holdings MI 3.1 - - 0.2 3.3
Group 334.8 53.0 54.0 45.8 487.6
APS relief (46.2) (6.7) - - (52.9)
Net RWAs 288.6 46.3 54.0 45.8 434.7

Balance sheet management: Capital: Risk-weighted assets by division* (continued)

Credit Counterparty Market Operational Gross
31 March 2012 risk
£bn
risk
£bn
risk
£bn
risk
£bn
RWAs
£bn
UK Retail 40.4 - - 7.8 48.2
UK Corporate 68.3 - - 8.6 76.9
Wealth 10.9 - 0.1 1.9 12.9
International Banking 37.0 - - 4.8 41.8
Ulster Bank 35.9 0.7 0.1 1.7 38.4
US Retail & Commercial 52.8 0.9 - 4.9 58.6
Retail & Commercial 245.3 1.6 0.2 29.7 276.8
Markets 15.0 36.5 48.4 15.7 115.6
Other 9.0 0.2 - 1.8 11.0
Core 269.3 38.3 48.6 47.2 403.4
Non-Core 60.6 18.5 12.4 (1.6) 89.9
Group before RFS Holdings MI 329.9 56.8 61.0 45.6 493.3
RFS Holdings MI 3.0 - - 0.2 3.2
Group 332.9 56.8 61.0 45.8 496.5
APS relief (53.9) (8.3) - - (62.2)
Net RWAs 279.0 48.5 61.0 45.8 434.3
31 December 2011
UK Retail 41.1 - - 7.3 48.4
UK Corporate 71.2 - - 8.1 79.3
Wealth 10.9 - 0.1 1.9 12.9
International Banking 38.9 - - 4.3 43.2
Ulster Bank 33.6 0.6 0.3 1.8 36.3
US Retail & Commercial 53.6 1.0 - 4.7 59.3
Retail & Commercial 249.3 1.6 0.4 28.1 279.4
Markets 16.7 39.9 50.6 13.1 120.3
Other 9.8 0.2 - 2.0 12.0
Core 275.8 41.7 51.0 43.2 411.7
Non-Core 65.6 20.2 13.0 (5.5) 93.3
Group before RFS Holdings MI 341.4 61.9 64.0 37.7 505.0
RFS Holdings MI 2.9 - - 0.2 3.1
Group 344.3 61.9 64.0 37.9 508.1
APS relief (59.6) (9.5) - - (69.1)
Net RWAs 284.7 52.4 64.0 37.9 439.0

Regulatory developments*

The regulatory change agenda remains intense, although we are now seeing a change of emphasis. At a global level, the G20 financial sector reform action plan, first developed in 2008, has mostly been addressed, with focus at that forum now shifting to growth and other issues. The G20 is expected to endorse policy proposals on 'shadow banking' by the end of 2012 but its regulation agenda is increasingly geared towards the implementation of agreed standards. Although policy initiation at the G20 level is drawing to an end, there remains a substantial pipeline of policy development, particularly in the EU and US, and RBS does not anticipate any easing of this for some time.

Balance sheet management: Regulatory capital developments (continued)

In the H1 2012, there were new regulatory proposals in Europe for data protection and crisis management as well as initial discussions on a banking union and the launch of the Liikanen Group to look at a structural reform of the industry. Negotiations, which are still incomplete, continued throughout the period on the adoption of the Basel III enhanced capital and liquidity standards in Europe. The European Banking Authority published several draft technical standards in anticipation of final agreement.

Basel III capital proposals were also issued in the US, as well as final rules for Basel 2.5. These were drawn up to be consistent with the Dodd-Frank Act and several other proposed and final rules were issued under the auspices of that legislation during the period. Significant activity took place in both Europe and the US to finalise rules requiring central clearing, where possible, and other reforms of over-the-counter (OTC) derivatives, as the end of 2012 deadline set by the G20 approaches. Additionally, work continued on the finalisation of recovery and resolution planning frameworks for Europe and the UK.

In the UK, the Financial Services Bill to introduce the 'twin peaks' model of financial regulation was published as the FSA continued to alter its structure in anticipation of its formal split into the Prudential Regulation Authority and the Financial Conduct Authority in 2013. The government also published its White Paper on the implementation of the Vickers Report. The Group is evaluating the impact of these developments.

CRD IV impacts*

The Group, in conjunction with the FSA, continues to evaluate its models for the assessment of RWAs ascribed to credit risk across various classes. This together with the changes introduced by CRD IV relating primarily to counterparty risk, is expected to increase RWA requirements by the end of 2013 by £50 billion to £65 billion. These estimates are still subject to change; a degree of uncertainty remains around implementation details as the guidelines are not finalised and must still be enacted into EU law. There could be other future changes and associated impacts from these model reviews. See page 115 of the Group's 2011 Annual Report and Accounts on background on Basel III and related proposals. The Group is also in the process of implementing changes to the RWA requirements for commercial real estate portfolios consistent with revised industry guidance from the FSA. This is projected to increase RWA requirements by circa £20 billion by the end of 2013, of which circa £10 billion will apply in 2012. Certain of the changes referred to above have been implemented, adding circa £15 billion to RWAs as of 30 June 2012.

The reported Core Tier 1 ratio following the implementation of the above changes is currently projected(1) to be 10.3% at 31 December 2013, while the fully loaded Basel III Core Tier 1 ratio at that date is estimated at 9.0% - 9.5%.

CRD IV legislation implementing Basel III proposals was due to be finalised in early July for implementation by 1 January 2013. However there are a number of areas still under consideration. On 1 August 2012, the FSA issued a statement indicating that it was unlikely that the legislation will be adopted earlier than autumn 2012 and enter into force on the envisaged implementation date of 1 January 2013. No alternative implementation date has yet been communicated by the EU institutions.

(1) Projected using consensus earnings and company balance sheet forecasts.

Balance sheet management

Liquidity and funding risk

Liquidity risk is the risk that the Group is unable to meet its obligations, including financing maturities as they fall due. Liquidity risk is heavily influenced by the maturity profile and mix of the Group's funding base, as well as the quality and liquidity value of its liquidity portfolio.

Overview

The Group continues to improve the structure and composition of its balance sheet through persistently difficult market conditions.

  • The second quarter saw the final maturity of the Group's government guaranteed debt and robust liquidity management through a series of major market-wide credit rating actions. Shortterm wholesale funding continued its downward trend to £62 billion and the liquidity coverage of this funding remains strong at 2.5 times. Short-term wholesale funding at 30 June 2012 was 7% of the funded balance sheet and 34% of wholesale funding, compared with 10% and 45% at 31 December 2011.
  • Short-term wholesale funding excluding derivative collateral declined by £40.1 billion in H1 2012 (Q2 2012 - £17.4 billion), reflecting the continued downsizing of the Markets balance sheet.
  • The Group's customer deposits, excluding derivative collateral, increased by £1.4 billion in the quarter despite headwinds from a credit rating downgrade reflecting the strength of the Group's Retail & Commercial franchise. Deposits now account for 67% of the Group's primary funding sources.
  • The deleveraging process being driven by Non-Core and Markets continued, allowing the Group to further reduce wholesale funding requirements. During the second quarter of 2012 the Group did not access the public markets for senior term debt (secured or unsecured).
  • Progress against the goals of the Group's strategic plan has resulted in a balance sheet structure which is broadly matched. At 30 June 2012 the Group's loan:deposit ratio improved to 104% with a Core ratio of 92%.
  • The Core funding surplus increased from £27 billion at the end of 2011 to £34 billion at 30 June 2012, spread evenly across the first two quarters.

Funding sources

The table below shows the Group's primary funding sources including deposits in disposal groups and excluding repurchase agreements.

30 June
2012
£m
31 March
2012
£m
31 December
2011
£m
Deposits by banks
derivative cash collateral 32,001 29,390 31,807
other deposits 35,619 36,428 37,307
67,620 65,818 69,114
Debt securities in issue
conduit asset-backed commercial paper (ABCP) 4,246 9,354 11,164
other commercial paper (CP) 1,985 3,253 5,310
certificates of deposits (CDs) 10,397 14,575 16,367
medium-term notes (MTNs) 81,229 90,674 105,709
covered bonds 9,987 10,107 9,107
securitisations 12,011 14,980 14,964
119,855 142,943 162,621
Subordinated liabilities 25,596 25,513 26,319
Notes issued 145,451 168,456 188,940
Wholesale funding 213,071 234,274 258,054
Customer deposits
cash collateral 10,269 8,829 9,242
other deposits 425,031 423,659 427,511
Total customer deposits 435,300 432,488 436,753
Total funding 648,371 666,762 694,807
Disposal group deposits included above
banks 1 83 1
customers 22,531 22,281 22,610
22,532 22,364 22,611

The table below shows the Group's wholesale funding source metrics.

Short-term wholesale
funding (1)
Total wholesale
funding
Net inter-bank
funding (2)
Excluding
derivative
collateral
£bn
Including
derivative
collateral
£bn
Excluding
derivative
collateral
£bn
Including
derivative
collateral
£bn
Deposits
£bn
Loans
£bn
Net
interbank
funding
£bn
30 June 2012 62.3 94.3 181.1 213.1 35.6 (22.3) 13.3
31 March 2012 79.7 109.1 204.9 234.3 36.4 (19.7) 16.7
31 December 2011 102.4 134.2 226.2 258.1 37.3 (24.3) 13.0
30 September 2011 141.6 174.1 267.0 299.4 46.2 (33.0) 13.2
30 June 2011 148.1 173.6 286.2 311.7 46.1 (33.6) 12.5

Notes:

(1) Short-term balances denote those with a residual maturity of less than one year and includes longer-term issuances.

(2) Excludes derivative collateral.

Balance sheet management: Liquidity and funding risk: Funding sources (continued)

Notes issued

The table below shows the Group's debt securities in issue and subordinated liabilities by remaining maturity.

Debt securities in issue
Other Total Total
Conduit CP and Covered Securit Subordinated notes notes
ABCP CDs MTNs bonds isations Total liabilities issued issued
30 June 2012 £m £m £m £m £m £m £m £m %
Less than 1 year 4,246 12,083 16,845 1,020 69 34,263 1,631 35,894 25
1-3 years - 293 24,452 1,681 1,263 27,689 5,401 33,090 23
3-5 years - 1 16,620 3,619 - 20,240 2,667 22,907 15
More than 5 years - 5 23,312 3,667 10,679 37,663 15,897 53,560 37
4,246 12,382 81,229 9,987 12,011 119,855 25,596 145,451 100
31 March 2012
Less than 1 year 9,354 17,532 19,686 - 22 46,594 454 47,048 28
1-3 years - 290 30,795 2,787 1,231 35,103 4,693 39,796 24
3-5 years - 1 16,416 3,666 - 20,083 4,998 25,081 15
More than 5 years - 5 23,777 3,654 13,727 41,163 15,368 56,531 33
9,354 17,828 90,674 10,107 14,980 142,943 25,513 168,456 100
31 December 2011
Less than 1 year 11,164 21,396 36,302 - 27 68,889 624 69,513 37
1-3 years - 278 26,595 2,760 479 30,112 3,338 33,450 18
3-5 years - 2 16,627 3,673 - 20,302 7,232 27,534 14
More than 5 years - 1 26,185 2,674 14,458 43,318 15,125 58,443 31
11,164 21,677 105,709 9,107 14,964 162,621 26,319 188,940 100

Key point

• Short-term debt securities in issue declined by £34.6 billion (Q2 2012 - £12.3 billion) primarily due to the final tranches of notes issued under the Credit Guarantee Scheme maturing (£21.3 billion in H1 2012 and £5.7 billion in Q2 2012) and the reduction of commercial paper in issue of £10.2 billion (Q2 2012 - £6.4 billion) in line with the Group's strategy.

Deposit and repo funding

The table below shows the composition of the Group's deposits excluding repos and repo funding including disposal groups.

30 June 2012 31 March 2012 31 December 2011
Deposits
£m
Repos
£m
Deposits
£m
Repos
£m
Deposits
£m
Repos
£m
Financial institutions
- central and other banks 67,620 39,125 65,818 41,415 69,114 39,691
- other financial institutions 65,563 87,789 61,552 84,743 66,009 86,032
Personal and corporate deposits 369,737 1,161 370,936 2,560 370,744 2,780
502,920 128,075 498,306 128,718 505,867 128,503

Key points

• The central and other bank balances include €10 billion in relation to funding accessed through the European Central Banks long-term refinancing operation facility.

• Of the deposits above, about a third are insured through the UK Financial Services Compensation Scheme, US Federal Deposit Insurance Corporation and similar schemes.

Balance sheet management: Liquidity and funding risk: Funding sources (continued)

Customer loan to deposit ratio and funding gap

The table below shows the Group's divisional customer loan:deposit ratio (LDR) and customer funding gap.

30 June 2012 Loans (1)
£m
Deposits (2)
£m
LDR (3)
%
Funding
surplus/
(gap) (3)
£m
UK Retail 110,318 106,571 104 (3,747)
UK Corporate 107,775 127,446 85 19,671
Wealth 16,888 38,462 44 21,574
International Banking (4) 43,190 42,238 102 (952)
Ulster Bank 29,701 20,593 144 (9,108)
US Retail & Commercial 51,634 59,229 87 7,595
Conduits (4) 6,295 - - (6,295)
Retail & Commercial 365,801 394,539 93 28,738
Markets 30,191 34,257 88 4,066
Direct Line Group and other 1,320 2,999 44 1,679
Core 397,312 431,795 92 34,483
Non-Core 57,398 3,505 1,638 (53,893)
Group 454,710 435,300 104 (19,410)
31 March 2012
UK Retail 109,852 104,247 105 (5,605)
UK Corporate 107,583 124,256 87 16,673
Wealth 16,881 38,278 44 21,397
International Banking (4) 42,713 45,041 95 2,328
Ulster Bank 30,831 20,981 147 (9,850)
US Retail & Commercial 50,298 58,735 86 8,437
Conduits (4) 9,544 - - (9,544)
Retail & Commercial 367,702 391,538 94 23,836
Markets 28,628 34,638 83 6,010
Direct Line Group and other 1,468 2,573 57 1,105
Core 397,798 428,749 93 30,951
Non-Core 61,872 3,739 1,655 (58,133)
Group 459,670 432,488 106 (27,182)

For the notes to this table refer to the following page.

Balance sheet management: Liquidity and funding risk: Funding sources (continued)

Customer loan to deposit ratio and funding gap (continued)

31 December 2011 Loans (1)
£m
Deposits (2)
£m
LDR (3)
%
Funding
surplus/
(gap) (3)
£m
UK Retail 107,983 101,878 106 (6,105)
UK Corporate 108,668 126,309 86 17,641
Wealth 16,834 38,164 44 21,330
International Banking (4) 46,417 45,051 103 (1,366)
Ulster Bank 31,303 21,814 143 (9,489)
US Retail & Commercial 50,842 59,984 85 9,142
Conduits (4) 10,504 - - (10,504)
Retail & Commercial 372,551 393,200 95 20,649
Markets 31,254 36,776 85 5,522
Direct Line Group and other 1,196 2,496 48 1,300
Core 405,001 432,472 94 27,471
Non-Core 68,516 4,281 1,600 (64,235)
Group 473,517 436,753 108 (36,764)

Notes:

(1) Loans and advances to customers excluding reverse repurchase agreements and stock borrowing but including disposal groups.

(2) Excluding repurchase agreements and stock lending but including disposal groups.

(3) Based on loans and advances to customers net of provisions and customer deposits as shown.

(4) All conduits relate to International Banking and have been extracted and shown separately.

Key point

• The Group's customer loan:deposit ratio improved by 400 basis points in the first half 2012 (Q2 2012 - 200 basis points) despite a credit rating downgrade in June 2012, reflecting the growth of Core Retail & Commercial deposits and the ongoing contraction of Non-Core loans.

Long-term debt issuance

The table below shows debt securities issued by the Group in the period with an original maturity of one year or more. The Group also executes other long-term funding arrangements (predominantly term repurchase agreements) which are not reflected in the following tables.

Half year ended
30 June 31 December 30 June
2012 2011 2011
£m £m £m
Public
- unsecured - - 5,085
- secured 1,784 4,944 4,863
Private
- unsecured 2,585 4,166 8,248
- secured - 500 -
Gross issuance 4,369 9,610 18,196
Buy backs (2,859) (3,656) (3,236)
Net issuance 1,510 5,954 14,960

Key point

• Issuance in 2012 has been modest, demonstrating reduced reliance on capital markets for funding.

Securitisations and asset transfers

Secured funding

The Group has access to secured funding markets through own-asset securitisation and covered bond funding programme. This complements existing wholesale funding programmes and access to the repo markets. The Group monitors and manages encumbrance levels related to these secured funding programmes including the potential encumbrance of Group assets that could be used in ownasset securitisations and/or covered bonds that could be used as contingent liquidity.

Own-asset securitisations

The Group has a programme of own-asset securitisations where assets are transferred to bankruptcy remote special purpose entities (SPEs) funded by the issue of debt securities. The majority of the risks and rewards of the portfolio are retained by the Group and these SPEs are consolidated with all of the transferred assets retained on the Group's balance sheet. In some own-asset securitisations, the Group may purchase all the issued securities which are available to be pledged as collateral for repurchase agreements with major central banks

Covered bond programme

Certain loans and advances to customers have been assigned to bankruptcy remote limited liability partnerships to provide security for issues of covered bonds by the Group. The Group retains all of the risks and rewards of these loans, the partnerships are consolidated, the loans retained on the Group's balance sheet and the related covered bonds included within debt securities in issue.

The following table shows:

  • (i) the asset categories that have been pledged to secured funding structures, including assets backing publicly issued own-asset securitisations and covered bonds; and
  • (ii) any currently unencumbered assets that could be substituted into those portfolios or used to collateralise debt securities which may be retained by the Group for contingent liquidity purposes.
Debt securities in issue
Held by third Held by the
Assets (1) parties (2) Group (3) Total
Asset type (1) £m £m £m £m
30 June 2012
Mortgages
- UK (RMBS) 21,492 7,461 16,797 24,258
- UK (covered bonds) 17,303 9,987 - 9,987
- Irish 11,953 3,278 8,204 11,482
UK credit cards 3,827 1,265 282 1,547
UK personal loans 4,823 - 4,406 4,406
Other 18,730 7 20,398 20,405
78,128 21,998 50,087 72,085
Cash deposits (4) 5,210
83,338

For the notes relating to this table refer to the following page.

Securitisations and asset transfers (continued)

Debt securities in issue
Held by third Held by the
Assets (1) parties (2) Group (3) Total
31 March 2012 £m £m £m £m
Mortgages
- UK (RMBS) 48,674 10,303 45,320 55,623
- UK (covered bonds) 17,773 10,107 - 10,107
- Irish 12,496 3,419 8,532 11,951
UK credit cards 3,869 1,251 282 1,533
UK personal loans 4,948 - 4,543 4,543
Other 18,505 7 18,462 18,469
106,265 25,087 77,139 102,226
Cash deposits (4) 11,198
117,463
31 December 2011
Mortgages
- UK (RMBS) 49,549 10,988 47,324 58,312
- UK (covered bonds) 15,441 9,107 - 9,107
- Irish 12,660 3,472 8,670 12,142
UK credit cards 4,037 500 110 610
UK personal loans 5,168 - 4,706 4,706
Other 19,778 4 20,577 20,581
106,633 24,071 81,387 105,458
Cash deposits (4) 11,998
118,631

Notes:

(1) Assets that have been pledged to the SPEs which itself is a subset of the total portfolio of eligible assets within a collateral pool.

  • (2) Debt securities that have been sold to third party investors and represents a source of external wholesale funding.
  • (3) Debt securities issued pursuant to own-asset securitisations where the debt securities are retained by the Group as a source of contingent liquidity where those securities can be used in repurchase agreements with central banks.

(4) Cash deposits comprise £4.4 billion (31 March 2012 - £10.4 billion; 31 December 2011 - £11.2 billion) from mortgage repayments and £0.8 billion (31 March 2012 and 31 December 2011 - £0.8 billion) from other loan repayments held in the SPEs, to repay debt securities issued by the own-asset securitisation vehicles.

Key point

• The Group unwound a number of own-asset securitisations as part of its strategy on assets used for the Bank of England discount window facility. At 30 June 2012 the Group had £37.1 billion of pre-positioned whole loans in relation to this facility in addition to the balances above.

Securitisations and asset transfers (continued)

Securities repurchase agreements

The Group enters into securities repurchase agreements and securities lending transactions (repos) under which it transfers securities in accordance with normal market practice. Generally, the agreements require additional collateral to be provided if the value of the securities falls below a predetermined level. Under standard terms for repurchase transactions in the UK and US markets, the recipient of collateral has an unrestricted right to sell or repledge it, subject to returning equivalent securities on settlement of the transaction.

Securities sold under repurchase transactions are not derecognised if the Group retains substantially all the risks and rewards of ownership. The fair value (which is equivalent to the carrying value) of securities transferred under such repurchase transactions included within securities on the balance sheet is set out below. All of these securities could be sold or repledged by the holder.

30 June 31 March 31 December
2012 2012 2011
Assets pledged against repos £m £m £m
Debt securities 81,871 80,010 79,480
Equity shares 5,069 3,390 6,534

Balance sheet management: Liquidity and funding risk (continued)

Conduits

The Group sponsors and administers a number of asset-backed commercial paper conduits. The liquidity commitments from the Group to each conduit exceeds the nominal amount of assets funded by a conduit as liquidity commitments are sized to cover the cost of the related assets. Refer to pages 125 to 127 of the Group's 2011 Annual Report and Accounts for more information.

The total assets and other aspects relating to the Group's consolidated conduits are set out below.

30 June 2012 31 December 2011
Core Non-Core Total Core Non-Core Total
£m £m £m £m £m £m
Total assets held by the conduits 6,672 1,575 8,247 11,208 1,893 13,101
Commercial paper issued (1) 5,361 96 5,457 10,590 859 11,449
Liquidity and credit enhancements
Deal specific liquidity
- drawn 752 1,493 2,245 321 1,051 1,372
- undrawn 9,104 366 9,470 15,324 1,144 16,468
PWCE (2) 417 155 572 795 193 988
10,273 2,014 12,287 16,440 2,388 18,828
Maximum exposure to loss (3) 9,856 1,859 11,715 15,646 2,194 17,840

Notes:

(1) Includes £1.3 billion of asset backed commercial paper issued to RBS plc (31 December 2011 - £0.3 billion).

  • (2) Programme-wide credit enhancement (PWCE) is an additional programme-wide credit support which would absorb the first loss on transactions where liquidity support is provided by a third party.
  • (3) Maximum exposure to loss quantifies the Group's exposure to its sponsored conduits. It is determined as the Group's liquidity commitment to its sponsored conduits and additional PWCE which would absorb the first loss on transactions where liquidity support is provided by third parties. Historically, PWCE has been greater than third party liquidity. Therefore the maximum exposure to loss is total deal specific liquidity.
  • (4) Liquidity commitments from the Group to the conduit exceed the nominal amount of assets funded by the conduit given that liquidity commitments are sized to cover the accrued funding cost of the related assets.

Key points

  • During the half year, conduit assets decreased by £4.9 billion reflecting the accelerated run-off of the portfolio in line with Group strategy
  • The Group drawn liquidity increased by £0.9 billion to £2.2 billion as the rating downgrade resulted in a number of conduits being unable to issue commercial paper.

Liquidity portfolio

The table below shows the composition of the Group's liquidity portfolio (at estimated liquidity value). All assets within the liquidity portfolio are unencumbered.

30 June 2012 31 March 2012 31 December 2011
Quarterly
average
£m
Period
end
£m
Quarterly
average
£m
Period
end
£m
Quarterly
average
£m
Period
end
£m
Cash and balances at central banks
Central and local government bonds (1)
87,114 71,890 91,287 69,489 89,377 69,932
AAA rated governments and US agencies 20,163 26,315 19,085 29,639 30,421 29,632
AA- to AA+ rated governments (2) 10,739 14,449 8,924 14,903 5,056 14,102
governments rated below AA 609 519 797 544 1,011 955
local government 2,546 1,872 3,980 2,933 4,517 4,302
34,057 43,155 32,786 48,019 41,005 48,991
Treasury bills - - - - 444 -
121,171 115,045 124,073 117,508 130,826 118,923
Other assets (3)
AAA rated 22,505 10,712 26,435 24,243 25,083 25,202
below AAA rated and other high quality assets 13,789 30,244 9,194 10,972 11,400 11,205
36,294 40,956 35,629 35,215 36,483 36,407
Total liquidity portfolio 157,465 156,001 159,702 152,723 167,309 155,330

Notes:

(1) Includes FSA eligible government bonds of £29.7 billion (31 March 2012 - £30.5 billion; 31 December 2011 - £36.7 billion).

(2) Includes US government guaranteed and US government sponsored agencies.

(3) Other assets are a diversified pool of unencumbered assets that would be accepted as collateral by central banks as part of open market operations.

Key points

  • The liquidity portfolio was maintained at £156 billion representing 17% of the funded balance sheet and covers short-term wholesale funding 2.5 times.
  • AAA rated government and US agencies bonds held decreased by £3.3 billion in the first half of 2012, mainly in the second quarter, tracking the reducing short-term wholesale funding balances.

Net stable funding ratio*

The table below shows the composition of the Group's net stable funding ratio (NSFR), estimated by applying the Basel III guidance issued in December 2010. The Group's NSFR will also continue to be refined over time in line with regulatory developments and related interpretations. It may also be calculated on a basis that may differ from other financial institutions.

30 June 2012 31 March 2012 31 December 2011
ASF (1) ASF (1) ASF (1) Weighting
£bn £bn £bn £bn £bn £bn %
Equity 75 75 75 75 76 76 100
Wholesale funding > 1 year 119 119 125 125 124 124 100
Wholesale funding < 1 year 94 - 109 - 134 - -
Derivatives 481 - 447 - 524 - -
Repurchase agreements 128 - 129 - 129 - -
Deposits
- Retail and SME - more stable 235 212 230 207 227 204 90
- Retail and SME - less stable 29 23 30 24 31 25 80
- Other 171 86 173 87 179 89 50
Other (2) 83 - 85 - 83 - -
Total liabilities and equity 1,415 515 1,403 518 1,507 518
Cash 79 - 82 - 79 - -
Inter-bank lending 39 - 36 - 44 - -
Debt securities > 1 year
- governments AAA to AA- 70 4 70 3 77 4 5
- other eligible bonds 60 12 64 13 73 15 20
- other bonds 20 20 20 20 14 14 100
Debt securities < 1 year 38 - 42 - 45 - -
Derivatives 486 - 453 - 530 - -
Reverse repurchase agreements 98 - 91 - 101 - -
Customer loans and advances > 1 year
- residential mortgages 146 95 145 94 145 94 65
- other 151 151 167 167 173 173 100
Customer loans and advances < 1 year
- retail loans 18 15 19 16 19 16 85
- other 140 70 129 65 137 69 50
Other (3) 70 70 85 85 70 70 100
Total assets 1,415 437 1,403 463 1,507 455
Undrawn commitments 228 11 237 12 240 12 5
Total assets and undrawn commitments 1,643 448 1,640 475 1,747 467
Net stable funding ratio 115% 109% 111%

Notes:

(1) Available stable funding.

(2) Deferred tax, insurance liabilities and other liabilities.

(3) Prepayments, accrued income, deferred tax, settlement balances and other assets.

Balance sheet management: Liquidity and funding risk (continued)

Net stable funding ratio* (continued)

Key points*

  • The NSFR improved by 400 basis points in H1 2012 (Q2 2012 600 basis points) to 115%. Long-term funding decreased by £3 billion all in Q2 2012 with £5 billion (Q2 2012 - £6 billion) in term wholesale funding. This was partly offset by a £3 billion net increase in customer deposits in ASF terms all in Q1 2012 and predominately in more stable deposits (Retail & Commercial increased by £8 billion).
  • The funding requirement in relation to lending decreased £19 billion in H1 2012 (Q2 2012 £27 billion) reflects derisking, sales and repayments in Non-Core and capital management led loan portfolio reductions in International Banking.

Non-traded interest rate risk

Non-traded interest rate risk impacts earnings arising from the Group's banking activities. This excludes positions in financial instruments or commodities which are deemed to be held-for-trading or hedging items that are held-for-trading.

The Group provides a range of financial products to meet a variety of customer requirements. These products differ with regard to repricing frequency, tenor, indexation, prepayments, optionality and other features. When aggregated, they form portfolios of assets and liabilities with varying degrees of sensitivity to changes in market rates.

Mismatches in these sensitivities give rise to net interest income volatility as interest rates rise and fall. For example, a bank with a floating rate loan portfolio and largely fixed rate deposits will see its net interest income rise as interest rates rise and fall as rates decline.

The Group policy is to manage interest rate sensitivity in banking book portfolios within defined risk limits. Interest rate risk is transferred from the banking divisions to Group Treasury. Aggregate positions are then hedged externally using cash and derivative instruments, primarily interest rate swaps, to manage exposures within Group Asset and Liability Management Committee (GALCO) approved limits.

The Group assesses interest rate risk in the banking book (IRRBB) using a set of standards to define, measure and report the risk. These standards incorporate the expected divergence between contractual terms and the actual behaviour of fixed rate loan portfolios due to refinancing incentives and the risks associated with structural hedges of interest rate insensitive balances.

Key measures used to evaluate IRRBB are subject to approval by divisional Asset and Liability Management Committees (ALCOs) and GALCO. Limits on IRRBB are proposed by the Group Treasurer for approval by the Executive Risk Forum annually. Residual risk positions are reported on a regular basis to divisional ALCOs and monthly to the Group Balance Sheet Management Committee, GALCO, the Group Board and the Executive Risk Forum.

* not within the scope of Deloitte LLP's review report

Balance sheet management: Non-traded interest rate risk (continued)

The Group uses a variety of approaches to quantify its interest rate risk encompassing both earnings and value metrics. IRRBB is measured using a version of the same VaR methodology that is used for the Group's trading portfolios. Net interest income exposures are measured in terms of earnings sensitivity over time against movements in interest rates.

VaR metrics are based on interest rate repricing gap reports as at the reporting date. These incorporate customer products and associated funding and hedging transactions as well as nonfinancial assets and liabilities such as property, equipment, capital and reserves. Behavioural assumptions are applied as appropriate.

The VaR does not provide a dynamic measurement of interest rate risk since static underlying repricing gap positions are assumed. Changes in customer behaviour under varying interest rate scenarios are captured by way of earnings risk measures.

Interest rate risk

Value-at-risk

IRRBB VaR for the Group's retail and commercial banking activities at 99% confidence level and currency analysis of period end VaR were as follows:

Average
£m
Period end
£m
Maximum
£m
Minimum
£m
30 June 2012 56 55 65 51
31 December 2011 63 51 80 44
30 June
2012
£m
31 December
2011
£m
Euro 21 26
Sterling 43 57
US dollar 62 61
Other 4 5

Sensitivity of net interest income*

Earnings sensitivity to rate movements is derived from a central forecast over a twelve month period. Market implied forward rates and new business volume, mix and pricing consistent with business assumptions are used to generate a base case earnings forecast. The rates used to calculate this forecast are then shifted up and down by 100 basis points and the earnings recalculated. New business assumptions and the behavioural maturity profile of existing business may vary under the different rate scenarios.

Balance sheet management: Interest rate risk (continued)

The following table shows the sensitivity of net interest income, over the next twelve months, to an immediate upward or downward change of 100 basis points to all interest rates. In addition, the table includes the impact of a gradual 400 basis point steepening and a gradual 300 basis point flattening of the yield curve at tenors greater than a year.

30 June 2012 Euro
£m
Sterling
£m
US dollar
£m
Other
£m
Total
£m
+ 100 basis points shift in yield curves 14 214 90 26 344
- 100 basis points shift in yield curves 20 (273) (25) (36) (314)
Bear steepener 237
Bull flattener (161)
31 December 2011
+ 100 basis points shift in yield curves (19) 190 59 14 244
- 100 basis points shift in yield curves 25 (188) (4) (16) (183)
Bear steepener 443
Bull flattener (146)

Key points*

  • The Group remains slightly asset sensitive, largely as a consequence of the current low interest rate environment. An increase in rates would be positive for both deposit margins and the reinvestment of structural hedges. Conversely, falling rates would result in a further deposit margin compression and the reinvestment of structural hedges at lower levels than forecast.
  • Steepening and flattening scenarios which impact the long end of the yield curve serve to emphasise the impact of reinvesting structural hedges and the extent of any customer optionality.

Structural hedges

Banks generally have the benefit of a significant pool of stable, non and low interest bearing liabilities, principally comprising equity and money transmission accounts. These balances are usually invested in longer-term fixed rate assets, either directly or by the use of interest rate swaps, in order to minimise earnings volatility and to provide a consistent and predictable revenue stream.

The Group targets a weighted average life for these economic hedges. This is accomplished using a continuous rolling maturity programme to achieve the desired profile and is primarily managed by Group Treasury.

It is estimated that this programme, encompassing both equity and product structural hedges, contributed an additional £750 million to the Group's net interest income over the half year 2012 relative to base rate. The maturity profile of the hedge aims to reduce the potential sensitivity of income to rate movements and residual sensitivity is estimated at £50 to £75 million for a 100 basis point adverse movement in rates over a twelve month horizon.

Fixed rate returns on liability structural hedges are expected to decline over the next twelve months as projected market rates continue to trend below historic averages. However, the portfolio maturity profile continues to moderate this impact and the Group expects the net contribution from these hedges to remain broadly stable.

* not within the scope of Deloitte LLP's review report

Balance sheet management: Structural foreign currency exposures

The Group does not maintain material non-trading open currency positions, other than the structural foreign currency translation exposures arising from its investments in foreign subsidiaries and associated undertakings and their related currency funding.

The table below shows the Group's structural foreign currency exposures.

Structural
foreign Residual
Net Net currency structural
assets of investments Net exposures foreign
overseas RFS in foreign investment pre-economic Economic currency
operations MI operations hedges hedges hedges (1) exposures
30 June 2012 £m £m £m £m £m £m £m
US dollar 17,518 1 17,517 (2,394) 15,123 (4,014) 11,109
Euro 8,975 (1) 8,976 (831) 8,145 (2,159) 5,986
Other non-sterling 4,751 268 4,483 (3,631) 852 - 852
31,244 268 30,976 (6,856) 24,120 (6,173) 17,947
31 December 2011
US dollar 17,570 1 17,569 (2,049) 15,520 (4,071) 11,449
Euro 8,428 (3) 8,431 (621) 7,810 (2,236) 5,574
Other non-sterling 5,224 272 4,952 (4,100) 852 - 852
31,222 270 30,952 (6,770) 24,182 (6,307) 17,875

Note:

(1) The economic hedges represents US and EU preference shares in issue that are treated as equity under IFRS and do not qualify as hedges for accounting purposes.

Key points

  • The Group's structural foreign currency exposure at 30 June 2012 was £24.1 billion and £17.9 billion before and after economic hedges respectively, broadly unchanged from the end of 2011 position.
  • Changes in foreign currency exchange rates will affect equity in proportion to structural foreign currency exposure. A 5% strengthening in foreign currencies against sterling would result in a gain of £1.2 billion (2011 - £1.2 billion) in equity, while a 5% weakening would result in a loss of £1.1 billion (2011 - £1.2 billion) in equity.

Risk management: Credit risk

Credit risk is the risk of financial loss due to the failure of a customer to meet its obligation to settle outstanding amounts. The quantum and nature of credit risk assumed across the Group's different businesses vary considerably, while the overall credit risk outcome usually exhibits a high degree of correlation with the macroeconomic environment.

Financial assets

The table below sets out the Group's financial asset exposures by caption, both gross and net of offset and netting arrangements.

Gross
exposure
IFRS
offset (1)
Balance
sheet value
Other
offset (2)
Net
exposure
30 June 2012 £m £m £m £m £m
Cash balances at central banks 78,647 - 78,647 - 78,647
Reverse repos 144,465 (46,564) 97,901 (13,212) 84,689
Lending 474,401 - 474,401 (41,151) 433,250
Debt securities 187,626 - 187,626 - 187,626
Equity shares 13,091 - 13,091 - 13,091
Derivatives 910,996 (424,564) 486,432 (445,980) 40,452
Settlement balances 21,644 (6,332) 15,312 (3,090) 12,222
Other financial assets 1,490 - 1,490 - 1,490
Total excluding disposal groups 1,832,360 (477,460) 1,354,900 (503,433) 851,467
Total including disposal groups 1,852,702 (477,460) 1,375,242 (503,433) 871,809
Short positions (38,376) - (38,376) - (38,376)
Net of short positions 1,814,326 (477,460) 1,336,866 (503,433) 833,433
31 December 2011
Cash balances at central banks 79,269 - 79,269 - 79,269
Reverse repos 138,539 (37,605) 100,934 (15,246) 85,688
Lending 497,982 - 497,982 (41,129) 456,853
Debt securities 209,080 - 209,080 - 209,080
Equity shares 15,183 - 15,183 - 15,183
Derivatives 1,074,109 (544,491) 529,618 (478,848) 50,770
Settlement balances 9,130 (1,359) 7,771 (2,221) 5,550
Other financial assets 1,309 - 1,309 - 1,309
Total excluding disposal groups 2,024,601 (583,455) 1,441,146 (537,444) 903,702
Total including disposal groups 2,044,678 (583,455) 1,461,223 (537,444) 923,779
Short positions (41,039) - (41,039) - (41,039)
Net of short positions 2,003,639 (583,455) 1,420,184 (537,444) 882,740

Notes:

(1) Relates to offset arrangements that comply with IFRS criteria.

(2) This reflects the amounts by which the Group's credit risk is reduced through arrangements such as master netting agreements and current account pooling. In addition the Group holds collateral in respect of individual loans and advances. This collateral includes mortgages over property (both personal and commercial); charges over business assets such as plant, inventories and trade debtors; and guarantees of lending from parties other than the borrower. The Group obtains collateral in the form of securities in reverse repo and derivative transactions.

Risk management: Credit risk: Financial assets (continued)

Key points

  • Financial asset net exposures excluding disposal groups decreased by £52 billion or 6% to £851 billion, reflecting the Group's focus on reducing its funded balance sheet, primarily in Non-Core, Markets and International Banking.
  • Reductions in lending (£24 billion), debt securities (£21 billion) and derivatives (£10 billion) were partially offset by higher seasonal settlement balances (£7 billion).
  • Exposures to central and local governments decreased by £15 billion principally in debt securities. This was driven by Markets de-risking its balance sheet, management of the Group Treasury liquidity portfolio as well as overall risk reduction in respect of eurozone exposures.
  • Exposure to financial institutions was £14 billion lower, across securities, loans and derivatives.
  • Within lending:
  • UK Retail increased its lending to homeowners, including first-time buyers, whilst unsecured lending balances fell.
  • UK Corporate reduced its Core commercial real estate lending by £1.8 billion, contributing to the decrease in Core property and construction exposure.
  • Non-Core continued to make significant progress on its balance sheet strategy and lending declined across all sectors, principally property and construction, where commercial real estate lending decreased by £3.9 billion, reflecting repayments and asset sales.

Risk management: Credit risk: Financial assets (continued)

Sector concentration

The table below analyses balance sheet financial assets on the balance sheet by sector.

Re
ve
rse
Le
nd
ing
Se
riti
cu
es Ba
lan
ce
To
tal
t
ne
rep
os
Co
re
No
n-C
ore
To
tal
De
bt
Eq
uit
ies
De
riv
ati
ve
s
Ot
he
r
sh
alu
t v
ee
e
Of
fse
t
ex
p
os
ure
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m
Go
t (
1)
ve
rnm
en
1,
02
5
9,
27
8
1,
38
4
10
66
2
,
11
2,
17
6
32
6
6,
02
4
1,
46
2
13
1,
67
5
2,
98
3
12
8,
69
2
Fin
- b
ks
an
ce
an
37
70
5
,
39
15
2
,
40
3
39
55
5
,
12
09
1
,
- 36
0,
32
3
78
64
7
,
52
8,
32
1
37
4,
49
7
15
3,
82
4
the
- o
r
58
79
8
,
43
12
3
,
2,
99
4
46
11
7
,
57
15
6
,
5,
36
2
97
21
8
,
14
98
0
,
27
9,
63
1
11
5,
59
0
16
4,
04
1
Pe
l -
rtg
rso
na
mo
ag
es
- 14
0,
81
4
3,
53
7
14
4,
35
1
- - 3 - 14
4,
35
4
1 14
4,
35
3
red
- u
nse
cu
- 30
41
6
,
1,
22
3
31
63
9
,
- - 7 56 31
70
2
,
16 31
68
6
,
Pro
rty
d c
str
uct
ion
pe
an
on
- 43
31
5
,
36
39
0
,
79
70
5
,
1,
07
7
54
1
4,
69
2
1 86
01
6
,
2,
80
3
83
21
3
,
Ma
fac
ing
tur
nu
32
2
21
92
8
,
3,
83
9
25
76
7
,
74
4
78
9
3,
23
0
56 30
90
8
,
5
2,
41
28
49
3
,
Fin
lea
s (
2)
an
ce
se
- 8,
83
4
5,
26
2
14
09
6
,
13 2 43 - 14
15
4
,
- 14
15
4
,
Re
tai
l, w
ho
les
ale
d r
air
an
ep
s
- 20
08
0
,
1,
86
9
21
94
9
,
43
6
1,
20
3
98
3
12 24
58
3
,
1,
51
5
23
06
8
,
Tra
rt a
nd
sto
ns
po
rag
e
- 15
38
4
,
4,
06
5
19
44
9
,
59
2
18
6
3,
73
2
- 23
95
9
,
48
2
23
47
7
,
He
alt
h,
ed
tio
nd
leis
uca
n a
ure
6 12
93
6
,
96
9
13
90
5
,
29
1
29
9
89
2
- 15
39
3
,
93
0
14
46
3
,
Ho
tel
nd
tau
ts
s a
res
ran
- 6,
90
0
1,
01
7
91
7,
7
19
1
29 48
3
- 8,
62
0
38
1
8,
23
9
Uti
litie
s
- 6,
38
2
1,
67
6
8,
05
8
1,
41
1
47
9
3,
40
3
8 13
35
9
,
93
5
12
42
4
,
Ot
he
r
45 28
10
0
,
3,
42
8
31
52
8
,
2,
56
4
4,
00
5
5,
39
9
22
7
43
76
8
,
88
5
42
88
3
,
of
To
tal
vis
ion
gro
ss
pro
s
97
90
1
,
42
6,
64
2
68
05
6
,
49
4,
69
8
18
8,
74
2
13
22
1
,
48
6,
43
2
95
44
9
,
1,
37
6,
44
3
50
3,
43
3
87
3,
01
0
Pro
vis
ion
s
- (
8,
94
4)
(
11
35
3
)
,
(
20
29
7)
,
(
1,
11
6
)
(
13
0
)
- - (
21
54
3
)
,
n/a (
21
54
3
)
,
To
tal
clu
din
dis
l g
ex
g
po
sa
rou
ps
97
90
1
,
41
7,
69
8
56
70
3
,
47
4,
40
1
18
7,
62
6
13
09
1
,
48
6,
43
2
95
44
9
,
35
1,
4,
90
0
50
3,
43
3
85
1,
46
7
Dis
l g
po
sa
rou
ps
- 18
60
9
,
1,
17
9
19
78
8
,
- 36 37
6
14
2
20
34
2
,
- 20
34
2
,
To
tal
inc
lud
ing
di
al g
sp
os
rou
ps
97
90
1
,
43
6,
30
7
57
88
2
,
49
4,
18
9
18
62
6
7,
13
12
7
,
48
6,
80
8
95
59
1
,
1,
37
5,
24
2
50
3,
43
3
87
1,
80
9

For the notes to this table refer to the following page.

Risk management: Credit risk: Financial assets (continued)

Sector concentration (continued)

Re
ve
rse
Le
nd
ing
Se
ritie
cu
s Ba
lan
ce
To
tal
t
ne
rep
os
Co
re
No
n-C
ore
To
tal
De
bt
Eq
uit
ies
De
riva
tive
s
Ot
he
r
sh
t v
alu
ee
e
Off
set
ex
po
su
re
31
De
mb
20
11
ce
er
£m £m £m £m £m £m £m £m £m £m £m
Go
t (
1)
ve
rnm
en
2,
24
7
8,
35
9
1,
38
3
9,
74
2
126
60
4
,
32
8
5,
54
1
64
1
145
103
,
1,
09
8
144
00
5
,
Fin
- b
ks
an
ce
an
39
34
5
,
43
37
4
,
61
9
43
99
3
,
16
94
0
,
- 40
0,
26
1
79
26
9
,
9,
80
8
57
40
45
7,
7
172
35
1
,
the
- o
r
58
47
8
,
46
45
2
,
3,
22
9
49
68
1
,
60
45
3
,
5,
61
8
97
73
2
,
7,
43
7
27
9,
39
9
119
71
7
,
159
68
2
,
Pe
l - m
ort
rso
na
ga
ge
s
- 138
50
9
,
5,
102
143
61
1
,
- - 48 - 143
65
9
,
- 143
65
9
,
red
- u
nse
cu
- 31
06
7
,
1,
55
6
32
62
3
,
- - 52 52 32
72
7
,
7 32
72
0
,
Pro
rty
d c
str
uct
ion
pe
an
on
- 45
48
5
,
40
73
6
,
86
22
1
,
62
3
22
8
5,
54
5
1 92
61
8
,
2,
41
3
90
20
5
,
Ma
fac
tur
ing
nu
25
4
23
20
1
,
4,
93
1
28
132
,
66
4
1,
93
8
3,
78
6
30
6
35
08
0
,
2,
21
4
32
86
6
,
Fin
lea
s (
2)
an
ce
se
- 8,
44
0
6,
05
9
14
49
9
,
145 2 75 - 14
72
1
,
16 14
70
5
,
Re
tai
l, w
ho
les
ale
d r
air
an
ep
s
- 21
31
4
,
2,
33
9
23
65
3
,
64
5
2,
65
2
1,
134
18 28
102
,
1,
67
1
26
43
1
,
Tra
rt a
nd
sto
ns
po
rag
e
43
6
16
45
4
,
5,
47
7
21
93
1
,
53
9
74 3,
75
9
- 26
73
9
,
24
1
26
49
8
,
He
alt
h,
ed
tio
nd
leis
uca
n a
ure
- 13
27
3
,
1,
41
9
14
69
2
,
31
0
21 88
5
- 15
90
8
,
97
3
14
93
5
,
Ho
tel
nd
tau
ts
s a
res
ran
- 7,
143
1,
16
1
8,
30
4
116 5 67
1
- 9,
09
6
184 8,
91
2
Uti
litie
s
- 6,
54
3
1,
84
9
8,
39
2
1,
53
0
4
55
3,
70
8
30 14
21
4
,
45
0
13
76
4
,
Ot
he
r
174 28
37
4
,
4,
01
7
32
39
1
,
2,
89
9
3,
90
4
6,
42
1
59
5
46
38
4
,
1,
00
3
45
38
1
,
To
tal
of
vis
ion
gro
ss
pro
s
100
93
4
,
43
98
8
7,
79
87
7
,
51
86
7,
5
21
1,
46
8
15
32
4
,
52
9,
61
8
88
34
9
,
1,
46
3,
8
55
53
44
4
7,
92
6,
114
Pro
vis
ion
s
- (
8,
41
4)
(
11
46
9)
,
(
19
88
3)
,
(
2,
38
8)
(
14
1)
- - (
22
41
2)
,
n/a (
22
41
2)
,
To
tal
clu
din
dis
l g
ex
g
po
sa
rou
ps
100
93
4
,
42
9,
57
4
68
40
8
,
49
7,
98
2
20
9,
08
0
15
183
,
52
9,
61
8
88
34
9
,
1,
44
1,
146
53
7,
44
4
90
3,
70
2
Dis
l g
po
sa
rou
ps
- 18
67
7
,
81
5
19
49
2
,
- 5 43
9
59
7
20
53
3
,
- 20
53
3
,
To
tal
inc
lud
ing
di
al g
sp
os
rou
ps
100
93
4
,
44
8,
25
1
69
22
3
,
51
7,
47
4
20
9,
08
0
15
188
,
53
0,
05
7
88
94
6
,
1,
46
1,
67
9
53
7,
44
4
92
4,
23
5

Notes:

(1) Government comprises central and local government.

(2) Includes instalment credit.

Risk management: Credit risk: Financial assets (continued)

Asset quality

The following table analyses the Group's financial assets excluding debt securities and off-balance sheet exposures by internal asset quality ratings. For further details on internal asset quality ratings refer to page 172 of the Group's 2011 Annual Report and Accounts. Debt securities are analysed by external ratings and are therefore excluded from the table below and are set out on page 161.

Cash and
balances Other
at central Loans and advances Settlement financial Commit Contingent
banks Banks (1) Customers balances Derivatives instruments ments liabilities Total
30 June 2012 £m £m £m £m £m £m £m £m £m
Total
AQ1 78,237 66,190 117,859 9,484 441,743 789 69,359 12,228 795,889
AQ2 155 2,282 13,375 457 8,174 - 22,739 3,459 50,641
AQ3 153 2,630 27,806 858 8,725 17 22,571 4,210 66,970
AQ4 31 1,778 99,384 2,650 15,846 - 39,065 6,089 164,843
AQ5 64 1,538 98,231 540 5,712 26 34,170 3,534 143,815
AQ6 3 168 40,548 97 1,776 - 16,136 1,685 60,413
AQ7 2 151 37,035 4 2,037 - 16,605 1,214 57,048
AQ8 1 140 14,811 76 834 - 4,474 248 20,584
AQ9 1 379 17,672 164 984 274 2,938 1,116 23,528
AQ10 - - 1,006 3 601 - 1,348 191 3,149
Past due - - 9,848 979 - - - - 10,827
Impaired - 138 37,764 - - 414 - - 38,316
Impairment
provision - (119) (20,178) - - (30) - - (20,327)
78,647 75,275 495,161 15,312 486,432 1,490 229,405 33,974 1,415,696
31 December 2011
AQ1 78,592 74,192 113,437 4,582 481,622 556 75,356 14,076 842,413
AQ2 342 1,881 15,622 93 8,177 - 24,269 3,154 53,538
79,269 81,840 515,606 7,771 529,618 1,309 242,875 35,944 1,494,232
provision - (123) (19,760) - - (26) - - (19,909)
Impairment
Impaired - 137 38,610 - - 414 - - 39,161
Past due - 2 10,995 1,623 - - - - 12,620
AQ10 1 164 570 6 1,047 - 2,354 221 4,363
AQ9 5 83 16,006 4 1,150 320 2,286 943 20,797
AQ8 7 30 11,871 19 1,252 - 4,159 276 17,614
AQ7 8 432 31,379 13 2,393 - 19,163 1,037 54,425
AQ6 9 188 47,892 46 2,221 - 17,153 1,662 69,171
AQ5 90 1,261 112,537 79 6,516 45 34,593 4,301 159,422
AQ4 19 1,612 103,617 760 14,421 - 40,071 5,847 166,347
AQ3 196 1,981 32,830 546 10,819 - 23,471 4,427 74,270
AQ2 342 1,881 15,622 93 8,177 - 24,269 3,154 53,538
AQ1 78,592 74,192 113,437 4,582 481,622 556 75,356 14,076 842,413

Risk management: Credit risk: Financial assets (continued)

Asset quality (continued)

Cash and
balances Other
at central Loans and advances Settlement financial Commit Contingent
30 June 2012 £m £m banks Banks (1) Customers
£m
£m balances Derivatives
£m
instruments
£m
ments
£m
liabilities
£m
Total
£m
Core
AQ1 78,173 65,926 107,587 9,465 438,643 789 67,957 11,887 780,427
AQ2 154 2,259 12,041 457 7,526 - 22,458 3,434 48,329
AQ3 8 2,630 23,042 858 8,445 17 22,112 4,113 61,225
AQ4 29 1,778 93,999 2,645 14,656 - 38,479 5,992 157,578
AQ5 63 1,538 92,594 521 4,911 26 33,409 3,335 136,397
AQ6 3 167 37,404 97 1,165 - 15,158 1,635 55,629
AQ7 2 105 31,642 4 1,078 - 15,417 1,151 49,399
AQ8 1 140 11,082 76 694 - 4,397 172 16,562
AQ9 1 310 13,830 164 438 274 2,219 1,067 18,303
AQ10 - - 598 3 415 - 788 154 1,958
Past due - - 8,773 979 - - - - 9,752
Impaired - 137 15,005 - - 414 - - 15,556
Impairment
provision - (118) (8,826) - - (30) - - (8,974)
78,434 74,872 438,771 15,269 477,971 1,490 222,394 32,940 1,342,141
31 December 2011
AQ1 78,534 73,689 94,704 4,566 477,746 468 69,220 13,247 812,174
AQ2 342 1,877 13,970 91 7,500 - 23,404 3,122 50,306
AQ3 56 1,967 30,082 546 10,360 - 22,319 4,354 69,684
AQ4 18 1,557 97,001 759 13,475 - 38,808 5,655 157,273
AQ5 90 1,256 105,392 79 5,087 45 33,226 4,092 149,267

AQ7 8 432 27,114 13 796 - 17,514 949 46,826 AQ8 7 20 9,857 19 666 - 4,068 236 14,873 AQ9 5 83 11,515 4 592 272 1,769 898 15,138 AQ10 1 164 264 6 339 - 1,274 180 2,228 Past due - 2 9,451 1,623 - - - - 11,076 Impaired - 136 15,170 - - 413 - - 15,719 Impairment provision - (122) (8,292) - - (25) - - (8,439) 79,070 81,201 447,704 7,752 518,548 1,173 227,720 34,367 1,397,535

AQ6 9 140 41,476 46 1,987 - 16,118 1,634 61,410

Risk management: Credit risk: Financial assets (continued)

Asset quality (continued)

Cash and
balances
Other
at central Loans and advances Settlement financial Commit Contingent
banks Banks (1) Customers balances Derivatives instruments ments liabilities Total
30 June 2012 £m £m £m £m £m £m £m £m £m
Non-Core
AQ1 64 264 10,272 19 3,100 - 1,402 341 15,462
AQ2 1 23 1,334 - 648 - 281 25 2,312
AQ3 145 - 4,764 - 280 - 459 97 5,745
AQ4 2 - 5,385 5 1,190 - 586 97 7,265
AQ5 1 - 5,637 19 801 - 761 199 7,418
AQ6 - 1 3,144 - 611 - 978 50 4,784
AQ7 - 46 5,393 - 959 - 1,188 63 7,649
AQ8 - - 3,729 - 140 - 77 76 4,022
AQ9 - 69 3,842 - 546 - 719 49 5,225
AQ10 - - 408 - 186 - 560 37 1,191
Past due - - 1,075 - - - - - 1,075
Impaired - 1 22,759 - - - - - 22,760
Impairment
provision - (1) (11,352) - - - - - (11,353)
213 403 56,390 43 8,461 - 7,011 1,034 73,555
31 December 2011
58
503 18,733 16 3,876 88 6,136 829 30,239
- 4 1,652 2 677 - 865 32 3,232
140 14 2,748 - 459 - 1,152 73 4,586
1 55 6,616 1 946 - 1,263 192 9,074
- 5 7,145 - 1,429 - 1,367 209 10,155
- 48 6,416 - 234 - 1,035 28 7,761
- - 4,265 - 1,597 - 1,649 88 7,599
- 10 2,014 - 586 - 91 40 2,741
- - 4,491 - 558 48 517 45 5,659
- - 306 - 708 - 1,080 41 2,135
- - 1,544 - - - - - 1,544
- 1 23,440 - - 1 - - 23,442
- (1) (11,468) - - (1) - - (11,470)
199 639 67,902 19 11,070 136 15,155 1,577 96,697

Note:

(1) Excludes items in the course of collection from other banks of £1,866 million (31 December 2011 - £1,470 million).

Key points

  • Overall the asset quality of the Group's exposures was broadly maintained despite the difficult external conditions in the UK and ongoing eurozone concerns.
  • The high proportion of AQ1 exposures in Core included reverse repos and derivatives, most of which are transacted with investment-grade market counterparties.
  • Impaired and past due assets comprise more than 30% of Non-Core balances. Continued weakness in commercial real estate market overall and difficult conditions in Ireland were significant contributors to this.

Risk management: Credit risk: Financial assets: Debt securities

The table analyses debt securities by issuer and IFRS measurement classifications.

Central and local government Other
30 June 2012 UK
£m
US
£m
Other
£m
Banks
£m
financial
institutions
£m
Corporate
£m
Total
£m
Of which
ABS
£m
Held-for-trading 6,378 19,583 36,622 2,478 24,701 2,432 92,194 23,298
Designated as at fair value 1 - 125 77 661 9 873 558
Available-for-sale 11,888 20,077 17,489 9,290 27,989 2,603 89,336 34,344
Loans and receivables 9 - 4 246 4,505 459 5,223 4,501
Long positions 18,276 39,660 54,240 12,091 57,856 5,503 187,626 62,701
Of which US agencies - 5,982 - - 27,421 - 33,403 31,748
Short positions (HFT) (2,265) (10,706) (17,644) (2,452) (2,100) (1,165) (36,332) (3,620)
Available-for-sale
Gross unrealised gains 1,353 1,306 1,110 76 682 121 4,648 694
Gross unrealised losses - (1) (77) (694) (1,589) (15) (2,376) (2,257)
31 December 2011
Held-for-trading 9,004 19,636 36,928 3,400 23,160 2,948 95,076 20,816
Designated as at fair value 1 - 127 53 457 9 647 558
Available-for-sale 13,436 20,848 25,552 13,175 31,752 2,535 107,298 40,735
Loans and receivables 10 - 1 312 5,259 477 6,059 5,200
Long positions 22,451 40,484 62,608 16,940 60,628 5,969 209,080 67,309
Of which US agencies - 4,896 - - 25,924 - 30,820 28,558
Short positions (HFT) (3,098) (10,661) (19,136) (2,556) (2,854) (754) (39,059) (352)
Available-for-sale
Gross unrealised gains 1,428 1,311 1,180 52 913 94 4,978 1,001
Gross unrealised losses - - (171) (838) (2,386) (13) (3,408) (3,158)

Risk management: Credit risk: Financial assets: Debt securities (continued)

The table below analyses available-for-sale debt securities and related reserves, gross of tax.

30 June 2012 31 December 2011
UK US Other (1) Total UK US Other (1) Total
£m £m £m £m £m £m £m £m
Central and local government 11,888 20,077 17,489 49,454 13,436 20,848 25,552 59,836
Banks 1,072 338 7,880 9,290 1,391 376 11,408 13,175
Other financial institutions 2,975 14,338 10,676 27,989 3,100 17,453 11,199 31,752
Corporate 1,151 443 1,009 2,603 1,105 131 1,299 2,535
Total 17,086 35,196 37,054 89,336 19,032 38,808 49,458 107,298
Of which ABS 3,676 17,245 13,423 34,344 3,659 20,256 16,820 40,735
AFS reserves (gross) 916 756 (1,516) 156 845 486 (1,815) (484)

Note:

(1) Includes eurozone countries as detailed in the Country risk section of this report.

Key points

  • Debt securities decreased by £21.5 billion or 10% in H1 2012, £18.0 billion in AFS across the Group and £2.9 billion of HFT positions in Markets reflecting a combination of de-risking strategies and balance sheet management.
  • HFT: the £2.9 billion decrease comprised £3.0 billion of government, £0.9 billion of banks and £0.5 billion of corporate bonds, partially offset by a £1.5 billion increase in bonds issued by other financial institutions. Disposals of UK government bonds of £2.6 billion in Markets, reflected balance sheet management strategy. Danish and German positions increased by £1.3 billion respectively, whilst French bond holdings reduced by £2.6 billion. The increase in US financial institution bonds of £0.9 billion related to RMBS G10 bonds, reflecting the purchase of high demand mortgage pools.
  • AFS: decreased by £18.0 billion, comprising £10.4 billion relating to central and local government, £3.9 billion relating to banks and £3.8 billion of other financial institution bonds. UK government bonds fell by £1.5 billion due to disposals and a change in the Direct Line Group investment strategy in Q1 2012. Disposals from the Group Treasury liquidity portfolio resulted in lower government bonds, primarily German and French (£4.9 billion). Japanese government bonds fell by £2.2 billion reflecting a reduced collateral requirement following a change in clearing status from direct (self-clearing) to agency. Bank bonds decreased by £3.9 billion of which £1.8 billion related to Spanish covered bonds in Group Treasury and lower positions in Australian and German securities reflected the close out of positions and maturities respectively. Non-Core disposals led to a £2.1 billion reduction in ABS issued by SPVs.

Risk management: Credit risk: Financial assets: Debt securities (continued)

The table below analyses debt securities by issuer and external ratings. Ratings are based on the lowest of Standard and Poor's, Moody's and Fitch.

Central and local government Other
UK US Other Banks financial
institutions Corporate
Total % of Of which
ABS
30 June 2012 £m £m £m £m £m £m £m total £m
AAA 18,276 43 20,423 2,389 12,136 170 53,437 29 11,183
AA to AA+ - 39,597 8,833 1,461 32,061 653 82,605 44 36,498
A to AA- - 18 17,168 3,292 3,795 1,722 25,995 14 3,521
BBB- to A- - - 7,070 4,209 4,390 1,423 17,092 9 7,457
Non-investment grade - - 732 395 3,978 908 6,013 3 3,231
Unrated - 2 14 345 1,496 627 2,484 1 811
18,276 39,660 54,240 12,091 57,856 5,503 187,626 100 62,701
31 December 2011
AAA 22,451 45 32,522 5,155 15,908 452 76,533 37 17,156
AA to AA+ - 40,435 2,000 2,497 30,403 639 75,974 36 33,615
A to AA- - 1 24,966 6,387 4,979 1,746 38,079 18 6,331
BBB- to A- - - 2,194 2,287 2,916 1,446 8,843 4 4,480
Non-investment grade - - 924 575 5,042 1,275 7,816 4 4,492
Unrated - 3 2 39 1,380 411 1,835 1 1,235
22,451 40,484 62,608 16,940 60,628 5,969 209,080 100 67,309

Key points

  • AAA rated debt securities decreased as France and Austria were downgraded to AA+ and the Group reduced its holdings of UK government bonds. Additionally, certain Spanish covered bonds and the Dutch bond portfolio were downgraded during the half year.
  • The decrease in A to AA- debt securities related to further downgrades of Italy and Spain to BBB+ and A- respectively and a downgrade of selected bank ratings.
  • Non-investment grade and unrated debt securities accounted for 4% of the portfolio at 30 June 2012.

Risk management: Credit risk: Financial assets: Debt securities (continued)

Asset-backed securities

The table below summarises the rating levels of ABS carrying values.

RM
BS
(
1)
Go
t
ve
rnm
en
red
sp
on
so
No
n
MB
S
red
co
ve
AB
S
red
co
ve
S
AB
sim
ila
r (
2)
or
Pri
me
nfo
ing
co
rm
Su
b-p
rim
e
bo
nd
CM
BS
(
3
)
CD
Os
(
4)
CL
Os
(
5
)
bo
nd
s
oth
er
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m
AA
A
2,
53
0
3,
03
0
1,
47
2
41 87
5
37
2
11
9
1,
45
7
15
3
1,
13
4
11
18
3
,
AA
to
AA
+
31
97
8
,
74
6
88 42 20
1
1,
19
1
6 1,
36
2
32
9
55
5
36
49
8
,
A t
o A
A-
19
1
44
3
31
7
46 16
2
1,
02
0
86 25
9
- 99
7
3,
52
1
BB
B-
to
A-
1,
15
7
46 94 11
5
4,
36
0
30
5
51 26
8
8 1,
05
3
7,
45
7
No
n-i
rad
stm
t g
nve
en
e
20 61
0
49
5
35
6
63 51
0
46
9
16
8
- 54
0
3,
23
1
Un
rat
ed
- 14
2
7 57 - 34 96 22
5
- 25
0
81
1
35
87
6
,
5,
01
7
2,
47
3
65
7
5,
66
1
3,
43
2
82
7
3,
73
9
49
0
4,
52
9
62
70
1
,
Of
wh
ich
in
No
n-C
ore
- 72
2
40
7
16
6
- 84
3
60
2
3,
10
4
- 1,
54
1
38
5
7,
31
De
mb
20
11
ce
er
AA
A
4,
169
3,
59
9
1,
48
8
10
5
2,
59
5
64
7
135 2,
17
1
62
5
1,
62
2
17
156
,
AA
AA
to
+
29
25
2
,
66
9
106 60 37
9
71
0
35 1,
53
3
32
1
0
55
33
61
5
,
A t
o A
A-
13
1
50
6
110 10
4
2,
56
7
1,
23
0
16
1
69
7
100 72
5
6,
33
1
BB
B-
to
A-
- 39 28
8
93 1,
97
9
33
3
86 34
1
- 1,
32
1
48
0
4,
No
n-i
stm
t g
rad
nve
en
e
21 78
4
65
8
39
6
- 41
5
1,
37
0
176 - 67
2
4,
49
2
Un
rat
ed
- 148 29 14
6
- 56 170 42
3
- 26
3
1,
23
5
33
57
3
,
5,
74
5
2,
67
9
90
4
7,
52
0
3,
39
1
1,
95
7
5,
34
1
1,
04
6
5,
153
67
30
9
,
Of
wh
ich
in
No
n-C
ore
- 83
7
47
7
30
8
- 83
0
1,
65
6
4,
22
7
- 1,
86
1
10
196
,

Notes:

(1) Residential mortgage-backed securities.

(2) Includes US agency and Dutch government guaranteed securities.

(3) Commercial mortgage-backed securities.

(4) Collateralised debt obligations.

(5) Collateralised loan obligations.

Risk management: Credit risk: Financial assets (continued)

Derivatives

The table below analyses the fair value of the Group's derivatives by type of contract. Master netting arrangements in respect of mark-to-market (mtm) positions and collateral shown below do not result in a net presentation in the Group's balance sheet under IFRS.

30 June 2012
Notional 31 December 2011
GBP USD Euro Other Total Assets Liabilities Notional Assets Liabilities
Contract type £bn £bn £bn £bn £bn £m £m £bn £m £m
Interest rate (1) 5,196 12,619 10,343 6,938 35,096 400,528 383,108 38,722 422,156 406,709
Exchange rate 388 1,947 813 1,887 5,035 61,768 70,794 4,479 74,492 80,980
Credit 118 432 261 18 829 18,475 17,477 1,054 26,836 26,743
Other (2) 15 47 40 34 136 5,661 9,366 123 6,134 9,551
486,432 480,745 529,618 523,983
Counterparty mtm netting (408,500) (408,500) (441,626) (441,626)
Cash collateral (37,480) (29,935) (37,222) (31,368)
Securities collateral (4,277) (7,243) (5,312) (8,585)
36,175 35,067 45,458 42,404

Notes:

(1) Interest rate notional includes £15,436 billion (31 December 2011 - £16,377 billion) relating to contracts with central clearing houses.

(2) Other comprises equity and commodity derivatives.

Key points

  • Net exposure, after taking account of position and collateral netting arrangements, decreased by 20% (liabilities decreased by 17%) due to lower derivative fair values, driven by market movements, including foreign exchange rates and increased use of compression trades.
  • Interest rate contracts decreased due to the increased use of compression trades reflecting a greater number of market participants and hence trade-matching and the effect of exchange rate movements. This was partially offset by a decrease in clearing house netting.
  • The decrease in exchange rate contracts reflected the impact of exchange rate movements, partially offset by higher trade volumes.
  • Credit derivative fair values and notionals decreased due to a managed risk reduction in particular in Non-Core and an increase in compression trades. Refer to the table that follows for additional analysis on bought and sold credit derivatives.

Risk management: Credit risk: Financial assets (continued)

Credit derivatives

The Group trades credit derivatives as part of its client led business and to mitigate credit risk. The Group's credit derivative exposures relating to proprietary trading are minimal. The table below analyses the Group's bought and sold protection.

30 June 2012 31 December 2011
Notional Fair value Notional Fair value
Bought Sold Bought Sold Bought Sold Bought Sold
Group £bn £bn £bn £bn £bn £bn £bn £bn
Client-led trading & residual risk 298.4 285.5 9.0 8.5 401.0 390.5 17.0 16.5
Credit hedging - banking
book (1) 9.5 1.0 0.1 - 15.6 4.7 0.1 0.1
Credit hedging - trading book
- rates 18.8 16.1 1.0 1.1 21.2 17.1 0.9 1.7
- credit and mortgage markets 47.3 37.5 2.0 1.6 42.9 28.4 2.3 1.7
- other 1.2 0.2 0.1 - 0.9 0.1 - -
Total excluding APS 375.2 340.3 12.2 11.2 481.6 440.8 20.3 20.0
APS 113.1 - - - 131.8 - (0.2) -
488.3 340.3 12.2 11.2 613.4 440.8 20.1 20.0
Core
Client-led trading 275.4 271.2 7.9 7.6 371.0 369.4 14.6 14.0
Credit hedging - banking book 2.3 0.2 - - 2.2 1.0 - 0.1
Credit hedging - trading book
- rates 17.5 15.3 0.9 1.1 19.9 16.2 0.9 1.7
- credit and mortgage markets 14.4 13.8 0.4 0.4 4.6 4.0 0.3 0.2
- other 1.0 0.1 0.1 - 0.7 0.1 - -
310.6 300.6 9.3 9.1 398.4 390.7 15.8 16.0
Non-Core
Residual risk 23.0 14.3 1.1 0.9 30.0 21.1 2.4 2.5
Credit hedging - banking
book (1) 7.2 0.8 0.1 - 13.4 3.7 0.1 -
Credit hedging - trading book
- rates 1.3 0.8 0.1 - 1.3 0.9 - -
- credit and mortgage markets 32.9 23.7 1.6 1.2 38.3 24.4 2.0 1.5
- other 0.2 0.1 - - 0.2 - - -
64.6 39.7 2.9 2.1 83.2 50.1 4.5 4.0
By counterparty
Central government (APS) 113.1 - - - 131.8 - (0.2) -
Monoline insurers 5.9 - 0.4 - 8.6 - 0.6 -
CDPCs 22.4 - 0.7 - 24.5 - 0.9 -
Banks 164.9 160.3 6.1 6.2 204.1 202.1 8.5 10.2
Other financial institutions 181.0 180.0 5.0 5.0 234.8 231.6 10.5 9.5
Corporates 1.0 - - - 9.6 7.1 (0.2) 0.3
488.3 340.3 12.2 11.2 613.4 440.8 20.1 20.0

Note:

(1) Credit hedging in the banking book principally relates to portfolio management in Non-Core.

Risk management: Credit risk

Problem debt management

The following tables analyse loans and advances to banks and customers (excluding reverse repos) and the related debt management measures and ratios by division.

Refer to pages 136 to 141 of the Group's 2011 Annual Report and Accounts for policies, methodologies and approaches to problem debt management.

Credit metrics
Gross loans to
banks customers
REIL Impairment
provisions
REIL as a %
of gross
loans to
customers
Provisions
as a %
of REIL
YTD
Impairment
charge
YTD
Amounts
written-off
30 June 2012 £m £m £m £m % % £m £m
UK Retail 854 105,559 4,115 2,376 3.9 58 295 299
UK Corporate 884 98,108 3,938 1,845 4.0 47 357 218
Wealth 1,747 16,985 229 99 1.3 43 22 3
International Banking 5,219 50,138 682 694 1.4 102 62 210
Ulster Bank 2,286 33,008 6,234 3,307 18.9 53 717 28
US Retail & Commercial 232 52,239 1,022 340 2.0 33 43 192
Retail & Commercial 11,222 356,037 16,220 8,661 4.6 53 1,496 950
Markets 23,614 30,398 345 283 1.1 82 19 41
Direct Line Group and other 4,316 1,055 - - - - - -
Core 39,152 387,490 16,565 8,944 4.3 54 1,515 991
Non-Core 403 67,653 23,088 11,353 34.1 49 1,215 934
Group 39,555 455,143 39,653 20,297 8.7 51 2,730 1,925
Total including disposal groups 39,643 475,624 41,106 21,078 8.6 51 2,730 1,925
Full year Full year
31 December 2011 Impairment
charge
Amounts
written-off
UK Retail 628 103,377 4,087 2,344 4.0 57 788 823
UK Corporate 806 98,563 3,988 1,623 4.0 41 790 658
Wealth 2,422 16,913 211 81 1.2 38 25 11
International Banking 3,411 57,728 1,632 851 2.8 52 168 125
Ulster Bank 2,079 34,052 5,523 2,749 16.2 50 1,384 124
US Retail & Commercial 208 51,562 1,007 455 2.0 45 248 373
Retail & Commercial 9,554 362,195 16,448 8,103 4.5 49 3,403 2,114
Markets 29,991 31,490 414 311 1.3 75 - 23
Direct Line Group and other 3,829 929 - - - - - -
Core 43,374 394,614 16,862 8,414 4.3 50 3,403 2,137
Non-Core 619 79,258 23,983 11,469 30.3 48 3,838 2,390
Group 43,993 473,872 40,845 19,883 8.6 49 7,241 4,527
Total including disposal groups 44,080 494,068 42,394 20,674 8.6 49 7,241 4,527

Risk management: Credit risk: Problem debt management (continued)

Key points

  • Total REIL decreased from £42.4 billion to £41.1 billion in the first half of 2012. REIL excluding disposal groups were lower than year-end at £39.7 billion; Group provisions coverage increased from 49% to 51%. Ulster Bank Group coverage increased from 53% to 56%, with both Core and Non-Core higher at 53% and 57% respectively reflecting continuing difficult credit conditions.
  • Within Core a £0.7 billion increase in Ulster Bank REIL was offset by reductions in International Banking.
  • REIL excluding disposal groups as a proportion of loans increased marginally from 8.6% to 8.7%, with Non-Core increasing from 30.3% to 34.1%, primarily driven by the Ulster Bank Non-Core commercial real estate portfolio.
  • Core annualised impairments fell to 0.7% of customer loans from 0.8% at 31 December 2011 aided by favourable trends in the UK Retail and US Retail & Commercial.
  • Credit metrics remained broadly stable across most sectors and overall ratios were 8.7% and 51% respectively compared with 8.6% and 49%, excluding disposal groups.
  • Commercial real estate lending included within Property and construction was as follows:
Total Non-Core
30 June 31 December 30 June 31 December
2012 2011 2012 2011
Lending £69.3bn £74.8bn £30.4bn £34.3bn
REIL £21.7bn £22.9bn £18.1bn £18.8bn
Provisions £9.4bn £9.5bn £8.0bn £8.2bn
REIL as a % of gross loans to customers 31.3% 30.6% 59.5% 54.8%
Provisions as a % of REIL 43% 42% 44% 44%

Ulster Bank is a significant contributor to the Non-Core commercial real estate lending. Refer to the Key credit portfolios section on Ulster Bank Group (Core and Non-Core).

Risk management: Credit risk: Problem debt management (continued)

The following tables analyse loans and advances to banks and customers (excluding reverse repos and assets of disposal groups) and the related debt management by sector and geography (by location of office) for the Group, Core and Non-Core. Loans, REIL and provisions exclude amounts relating to businesses held for disposal, consistent with the balance sheet presentation required by IFRS.

REIL Provisions
as a % Provisions as a % YTD YTD
Gross of gross as a % of gross Impairment Amounts
loans REIL Provisions loans of REIL loans charge written-off
30 June 2012 £m £m £m % % % £m £m
Group
Government (1) 10,662 - - - - - - -
Other finance 46,117 876 532 1.9 61 1.2 74 195
Personal - mortgages 144,351 5,475 1,548 3.8 28 1.1 492 238
- unsecured 31,639 2,667 2,212 8.4 83 7.0 324 369
Property and construction 79,705 22,133 9,667 27.8 44 12.1 1,104 696
Manufacturing 25,767 842 492 3.3 58 1.9 57 92
Finance leases (2) 14,096 725 471 5.1 65 3.3 35 77
Retail, wholesale and repairs 21,949 1,067 578 4.9 54 2.6 126 55
Transport and storage 19,449 727 326 3.7 45 1.7 191 8
Health, education and leisure 13,905 1,048 469 7.5 45 3.4 102 52
Hotels and restaurants 7,917 1,494 702 18.9 47 8.9 116 34
Utilities 8,058 72 29 0.9 40 0.4 1 -
Other 31,528 2,389 1,303 7.6 55 4.1 197 84
Latent - - 1,849 - - - (113) -
455,143 39,515 20,178 8.7 51 4.4 2,706 1,900
of which:
UK
- residential mortgages 102,506 2,118 379 2.1 18 0.4 58 27
- personal lending 18,941 2,324 1,975 12.3 85 10.4 274 298
- property and construction 57,939 10,899 3,939 18.8 36 6.8 564 312
- other 121,738 3,569 2,520 2.9 71 2.1 241 231
Europe
- residential mortgages 17,990 2,564 947 14.3 37 5.3 284 10
- personal lending 2,221 221 190 10.0 86 8.6 27 12
- property and construction 16,369 10,595 5,509 64.7 52 33.7 519 299
- other 31,421 4,770 3,123 15.2 65 9.9 546 255
US
- residential mortgages 23,312 760 210 3.3 28 0.9 150 201
- personal lending 8,919 121 46 1.4 38 0.5 23 59
- property and construction 4,681 356 84 7.6 24 1.8 8 48
- other 32,760 465 789 1.4 170 2.4 (18) 96
RoW
- residential mortgages 543 33 12 6.1 36 2.2 - -
- personal lending 1,558 1 1 0.1 100 0.1 - -
- property and construction 716 283 135 39.5 48 18.9 13 37
- other 13,529 436 319 3.2 73 2.4 17 15
455,143 39,515 20,178 8.7 51 4.4 2,706 1,900
Banks 39,555 138 119 0.3 86 0.3 24 25
Gross
loans
REIL Provisions REIL
as a %
of gross
loans
Provisions
as a %
of REIL
Provisions
as a %
of gross
loans
Full year
Impairment
charge
Full year
Amounts
written-off
31 December 2011 £m £m £m % % % £m £m
Group
Government (1) 9,742 - - - - - - -
Other finance 49,681 1,049 719 2.1 69 1.4 89 87
Personal - mortgages 143,611 5,084 1,362 3.5 27 0.9 1,076 516
- unsecured 32,623 2,737 2,172 8.4 79 6.7 782 1,286
Property and construction 86,221 23,417 9,565 27.2 41 11.1 3,809 1,415
Manufacturing 28,132 881 504 3.1 57 1.8 227 215
Finance leases (2) 14,499 794 508 5.5 64 3.5 112 170
Retail, wholesale and repairs 23,653 1,007 516 4.3 51 2.2 180 172
Transport and storage 21,931 589 146 2.7 25 0.7 78 43
Health, education and leisure 14,692 1,077 458 7.3 43 3.1 304 98
Hotels and restaurants 8,304 1,437 643 17.3 45 7.7 334 131
Utilities 8,392 88 23 1.0 26 0.3 3 3
Other
Latent
32,391
-
2,548
-
1,158
1,986
7.9
-
45
-
3.6
-
792
(545)
391
-
473,872 40,708 19,760 8.6 49 4.2 7,241 4,527
of which:
UK
- residential mortgages 100,726 2,076 397 2.1 19 0.4 180 25
- personal lending 20,207 2,384 1,925 11.8 81 9.5 645 1,007
- property and construction 62,924 11,947 4,207 19.0 35 6.7 1,598 721
- other 125,265 4,256 2,678 3.4 63 2.1 514 655
Europe
- residential mortgages 18,946 2,205 713 11.6 32 3.8 467 10
- personal lending 2,464 209 180 8.5 86 7.3 25 126
- property and construction 18,138 10,676 5,132 58.9 48 28.3 2,234 504
- other 34,497 4,261 2,873 12.4 67 8.3 1,267 293
US
- residential mortgages 23,237 770 240 3.3 31 1.0 426 481
- personal lending 8,441 143 66 1.7 46 0.8 112 153
- property and construction 4,240 450 102 10.6 23 2.4 7 155
- other 37,015 517 895 1.4 173 2.4 (175) 180
RoW
- residential mortgages
702 33 12 4.7 36 1.7 3 -
- personal lending 1,511 1 1 0.1 100 0.1 - -
- property and construction 919 344 124 37.4 36 13.5 (30) 35
- other 14,640 436 215 3.0 49 1.5 (32) 182
473,872 40,708 19,760 8.6 49 4.2 7,241 4,527
Banks 43,993 137 123 0.3 90 0.3 - -
REIL Provisions
Gross as a %
of gross
Provisions
as a %
as a %
of gross
YTD
Impairment
YTD
Amounts
loans REIL Provisions loans of REIL loans charge written-off
30 June 2012 £m £m £m % % % £m £m
Core
Government (1) 9,278 - - - - - - -
Other finance 43,123 424 327 1.0 77 0.8 15 194
Personal - mortgages 140,814 5,175 1,402 3.7 27 1.0 412 129
- unsecured 30,416 2,564 2,127 8.4 83 7.0 296 330
Property and construction 43,315 3,870 1,481 8.9 38 3.4 409 139
Manufacturing 21,928 445 240 2.0 54 1.1 42 11
Finance leases (2) 8,834 158 102 1.8 65 1.2 14 26
Retail, wholesale and repairs 20,080 656 363 3.3 55 1.8 81 39
Transport and storage 15,384 276 67 1.8 24 0.4 19 7
Health, education and leisure 12,936 633 261 4.9 41 2.0 88 38
Hotels and restaurants 6,900 957 424 13.9 44 6.1 74 16
Utilities 6,382 8 6 0.1 75 0.1 1 -
Other 28,100 1,262 782 4.5 62 2.8 118 37
Latent - - 1,244 - - - (78) -
387,490 16,428 8,826 4.2 54 2.3 1,491 966
of which:
UK
- residential mortgages 102,449 2,118 379 2.1 18 0.4 58 27
- personal lending 18,857 2,298 1,954 12.2 85 10.4 270 285
- property and construction 33,716 2,354 891 7.0 38 2.6 260 105
- other 106,562 2,101 1,405 2.0 67 1.3 158 136
Europe
- residential mortgages 17,489 2,487 896 14.2 36 5.1 280 9
- personal lending 1,794 149 131 8.3 88 7.3 20 8
- property and construction 5,406 1,276 517 23.6 41 9.6 134 13
- other 23,267 2,343 1,818 10.1 78 7.8 259 166
US
- residential mortgages 20,528 537 115 2.6 21 0.6 74 93
- personal lending 8,208 116 41 1.4 35 0.5 6 37
- property and construction 3,847 162 27 4.2 17 0.7 15 21
- other 31,390 254 464 0.8 183 1.5 (51) 63
RoW
- residential mortgages 348 33 12 9.5 36 3.4 - -
- personal lending 1,557 1 1 0.1 100 0.1 - -
- property and construction 346 78 46 22.5 59 13.3 - -
- other 11,726 121 129 1.0 107 1.1 8 3
387,490 16,428 8,826 4.2 54 2.3 1,491 966
Banks 39,152 137 118 0.3 86 0.3 24 25
REIL
as a %
Provisions Provisions
as a %
Full year Full year
Gross
loans
REIL Provisions of gross
loans
as a %
of REIL
of gross
loans
Impairment
charge
Amounts
written-off
31 December 2011 £m £m £m % % % £m £m
Core
Government (1) 8,359 - - - - - - -
Other finance 46,452 732 572 1.6 78 1.2 207 44
Personal - mortgages 138,509 4,704 1,182 3.4 25 0.9 776 198
- unsecured 31,067 2,627 2,080 8.5 79 6.7 715 935
Property and construction 45,485 4,346 1,229 9.6 28 2.7 648 310
Manufacturing 23,201 458 221 2.0 48 1.0 106 125
Finance leases (2) 8,440 172 110 2.0 64 1.3 31 68
Retail, wholesale and repairs 21,314 619 312 2.9 50 1.5 208 119
Transport and storage 16,454 325 52 2.0 16 0.3 47 29
Health, education and leisure 13,273 576 213 4.3 37 1.6 170 55
Hotels and restaurants 7,143 952 354 13.3 37 5.0 209 60
Utilities 6,543 22 1 0.3 5 - - -
Other 28,374 1,193 627 4.2 53 2.2 538 194
Latent - - 1,339 - - - (252) -
394,614 16,726 8,292 4.2 50 2.1 3,403 2,137
of which:
UK
- residential mortgages 99,303 2,024 386 2.0 19 0.4 174 24
- personal lending 20,080 2,347 1,895 11.7 81 9.4 657 828
- property and construction 36,432 3,012 790 8.3 26 2.2 538 252
- other 107,598 2,192 1,383 2.0 63 1.3 366 398
Europe
- residential mortgages 18,393 2,121 664 11.5 31 3.6 437 10
- personal lending 1,972 143 125 7.3 87 6.3 (8) 22
- property and construction 5,865 1,109 408 18.9 37 7.0 175 10
- other 24,414 2,430 1,806 10.0 74 7.4 915 183
US
- residential mortgages 20,311 526 120 2.6 23 0.6 162 164
- personal lending 7,505 136 59 1.8 43 0.8 66 85
- property and construction 2,825 209 25 7.4 12 0.9 16 48
- other 34,971 345 583 1.0 169 1.7 26 96
RoW
- residential mortgages 502 33 12 6.6 36 2.4 3 -
- personal lending 1,510 1 1 0.1 100 0.1 - -
- property and construction 363 16 6 4.4 38 1.7 (81) -
- other 12,570 82 29 0.7 35 0.2 (43) 17
394,614 16,726 8,292 4.2 50 2.1 3,403 2,137
Banks 43,374 136 122 0.3 90 0.3 - -
Gross REIL
as a %
of gross
Provisions
as a %
Provisions
as a %
of gross
YTD
Impairment
YTD
Amounts
30 June 2012 loans
£m
REIL
£m
Provisions
£m
loans
%
of REIL
%
loans
%
charge
£m
written-off
£m
Non-Core
Government (1) 1,384 - - - - - - -
Other finance 2,994 452 205 15.1 45 6.8 59 1
Personal - mortgages 3,537 300 146 8.5 49 4.1 80 109
- unsecured 1,223 103 85 8.4 83 7.0 28 39
Property and construction 36,390 18,263 8,186 50.2 45 22.5 695 557
Manufacturing 3,839 397 252 10.3 63 6.6 15 81
Finance leases (2) 5,262 567 369 10.8 65 7.0 21 51
Retail, wholesale and repairs 1,869 411 215 22.0 52 11.5 45 16
Transport and storage 4,065 451 259 11.1 57 6.4 172 1
Health, education and leisure 969 415 208 42.8 50 21.5 14 14
Hotels and restaurants 1,017 537 278 52.8 52 27.3 42 18
Utilities 1,676 64 23 3.8 36 1.4 - -
Other 3,428 1,127 521 32.9 46 15.2 79 47
Latent - - 605 - - - (35) -
67,653 23,087 11,352 34.1 49 16.8 1,215 934
of which:
UK
- residential mortgages 57 - - - - - - -
- personal lending 84 26 21 31.0 81 25.0 4 13
- property and construction 24,223 8,545 3,048 35.3 36 12.6 304 207
- other 15,176 1,468 1,115 9.7 76 7.3 83 95
Europe
- residential mortgages 501 77 51 15.4 66 10.2 4 1
- personal lending 427 72 59 16.9 82 13.8 7 4
- property and construction 10,963 9,319 4,992 85.0 54 45.5 385 286
- other 8,154 2,427 1,305 29.8 54 16.0 287 89
US
- residential mortgages 2,784 223 95 8.0 43 3.4 76 108
- personal lending 711 5 5 0.7 100 0.7 17 22
- property and construction 834 194 57 23.3 29 6.8 (7) 27
- other 1,370 211 325 15.4 154 23.7 33 33
RoW
- residential mortgages 195 - - - - - - -
- personal lending 1 - - - - - - -
- property and construction 370 205 89 55.4 43 24.1 13 37
- other 1,803 315 190 17.5 60 10.5 9 12
67,653 23,087 11,352 34.1 49 16.8 1,215 934
Banks 403 1 1 0.2 100 0.2 - -
Banks 619 1 1 0.2 100 0.2 - -
79,258 23,982 11,468 30.3 48 14.5 3,838 2,390
- other 2,070 354 186 17.1 53 9.0 11 165
- property and construction 556 328 118 59.0 36 21.2 51 35
- personal lending 1 - - - - - - -
- residential mortgages 200 - - - - - - -
RoW
- other 2,044 172 312 8.4 181 15.3 (201) 84
- property and construction 1,415 241 77 17.0 32 5.4 (9) 107
- personal lending 936 7 7 0.7 100 0.7 46 68
- residential mortgages 2,926 244 120 8.3 49 4.1 264 317
US
- other 10,083 1,831 1,067 18.2 58 10.6 352 110
- property and construction 12,273 9,567 4,724 78.0 49 38.5 2,059 494
- personal lending 492 66 55 13.4 83 11.2 33 104
- residential mortgages 553 84 49 15.2 58 8.9 30 -
Europe
- other 17,667 2,064 1,295 11.7 63 7.3 148 257
- property and construction 26,492 8,935 3,417 33.7 38 12.9 1,060 469
- personal lending 127 37 30 29.1 81 23.6 (12) 179
- residential mortgages 1,423 52 11 3.7 21 0.8 6 1
of which:
UK
79,258 23,982 11,468 30.3 48 14.5 3,838 2,390
Latent - - 647 - - - (293) -
Other 4,017 1,355 531 33.7 39 13.2 254 197
Utilities 1,849 66 22 3.6 33 1.2 3 3
Hotels and restaurants 1,161 485 289 41.8 60 24.9 125 71
Health, education and leisure 1,419 501 245 35.3 49 17.3 134 43
Transport and storage 5,477 264 94 4.8 36 1.7 31 14
Retail, wholesale and repairs 2,339 388 204 16.6 53 8.7 (28) 53
Finance leases (2) 6,059 622 398 10.3 64 6.6 81 102
Manufacturing 4,931 423 283 8.6 67 5.7 121 90
Property and construction 40,736 19,071 8,336 46.8 44 20.5 3,161 1,105
- unsecured 1,556 110 92 7.1 84 5.9 67 351
Personal - mortgages 5,102 380 180 7.4 47 3.5 300 318
Other finance 3,229 317 147 9.8 46 4.6 (118) 43
Government (1) 1,383 - - - - - - -
Non-Core
31 December 2011 £m £m £m % % % £m £m
loans REIL Provisions loans of REIL loans charge written-off
Gross of gross as a % of gross Impairment Amounts
as a % Provisions as a % Full year Full year
REIL Provisions

Notes:

(1) Government includes central and local government.

(2) Includes instalment credit.

Risk management: Credit risk: Problem debt management (continued)

Risk elements in lending (REIL)

REIL are stated without giving effect to any security held that could reduce the eventual loss should it occur or to any provisions marked. The table below details the movement in REIL for the first half of 2012.

Impaired loans Other loans (1) REIL
Non Non Non
Core Core Total Core Core Total Core Core Total
£m £m £m £m £m £m £m £m £m
At 1 January 2012 15,306 23,441 38,747 1,556 542 2,098 16,862 23,983 40,845
Currency translation and (150) (541) (691) 51 (7) 44 (99) (548) (647)
other adjustments
Additions 3,127 2,529 5,656 1,167 224 1,391 4,294 2,753 7,047
Transfers 33 124 157 (126) (130) (256) (93) (6) (99)
Disposals and restructurings (647) (346) (993) (109) (6) (115) (756) (352) (1,108)
Repayments (1,536) (1,513) (3,049) (1,116) (295) (1,411) (2,652) (1,808) (4,460)
Amounts written-off (991) (934) (1,925) - - - (991) (934) (1,925)
At 30 June 2012 15,142 22,760 37,902 1,423 328 1,751 16,565 23,088 39,653

Note:

(1) Accruing loans past due 90 days or more where an impairment event has taken place but no impairment provision has been recognised. This category is used for fully collateralised non-revolving credit facilities.

The table below analyses the Group's REIL between UK and overseas, based on the location of the lending office.

30 June 2012 31 December 2011
Core Non-Core Total Core Non-Core Total
£m £m £m £m £m £m
Impaired loans (1)
- UK 7,672 9,788 17,460 8,467 10,580 19,047
- overseas 7,470 12,972 20,442 6,839 12,861 19,700
15,142 22,760 37,902 15,306 23,441 38,747
Accruing loans past due
90 days or more (2)
- UK 1,286 251 1,537 1,192 508 1,700
- overseas 137 77 214 364 34 398
1,423 328 1,751 1,556 542 2,098
Total REIL 16,565 23,088 39,653 16,862 23,983 40,845
REIL including disposal groups 41,106 42,394
REIL as a % of gross loans
and advances (3) 4.4% 34.0% 8.6% 4.4% 30.1% 8.6%
Provisions as a % of REIL 54% 49% 51% 50% 48% 49%

Notes:

(1) All loans against which an impairment provision is held.

(2) Loans where an impairment event has taken place but no impairment provision recognised. This category is used for fully collateralised non-revolving credit facilities.

(3) Includes disposal groups but excludes reverse repos.

Key point

• Group REIL including disposal groups decreased by £1.3 billion in H1 2012 despite the difficult economic climate, due to several material write-offs and recoveries within Non-Core portfolios.

Impairment provisions

The table below analyses impairment provisions in respect of loans and advances to banks and customers.

30 June 2012 31 December 2011
Non Non
Core Core Total Core Core Total
£m £m £m £m £m £m
Individually assessed 2,797 10,071 12,868 2,674 9,960 12,634
Collectively assessed 4,785 676 5,461 4,279 861 5,140
Latent loss 1,244 605 1,849 1,339 647 1,986
Loans and advances to customers 8,826 11,352 20,178 8,292 11,468 19,760
Loans and advances to banks 118 1 119 122 1 123
Total provisions 8,944 11,353 20,297 8,414 11,469 19,883
Provisions as a % of REIL 54% 49% 51% 50% 48% 49%
Customer provisions as a % of customer loans (1) 2.4% 16.7% 4.4% 2.2% 14.4% 4.2%

Note:

(1) Includes disposal groups but excludes reverse repos.

Key point

• Impairment provisions increased by £0.4 billion, primarily in collectively assessed portfolios, mainly driven by deteriorating credit metrics within the Ulster Bank mortgage portfolio where elevated levels of impairment continue to outpace write-offs.

Impairment charge

The table below analyses the impairment charge for loans and securities.

Half year ended
30 June 2012 30 June 2011
Core Non-Core Total Core Non-Core Total
£m £m £m £m £m £m
Individually assessed 596 1,094 1,690 745 2,374 3,119
Collectively assessed 973 156 1,129 1,049 262 1,311
Latent loss (78) (35) (113) (132) (163) (295)
Loans to customers 1,491 1,215 2,706 1,662 2,473 4,135
Loans to banks 24 - 24 - - -
Securities
- sovereign debt (1) - - - 842 - 842
- other 38 (119) (81) 63 13 76
Charge to income statement 1,553 1,096 2,649 2,567 2,486 5,053
Charge as a % of gross loans (2) 0.7% 3.6% 1.1% 0.8% 5.2% 1.6%

Notes:

(2) Customer loan impairment charge as a percentage of gross loans and advances to customers including assets of disposal groups and excluding reverse purchase agreements.

Key points

  • The impairment charge of £2.6 billion in H1 2012 was £2.4 billion or 48% lower than H1 2011. This reflected lower loan impairments, primarily in Non-Core, and to a lesser extent, in Retail & Commercial, as well as lower securities impairments.
  • The total loan impairment charge was 34% lower year-on-year. Retail & Commercial loan impairment losses decreased due to an overall improvement in asset quality and risk appetite tightening in UK Retail and an improved credit environment in US Retail & Commercial.
  • The Group recognised an impairment charge of £0.8 billion in H1 2011 in relation to its Greek bond portfolio in Group Treasury. In H1 2012 there were write-backs relating to asset-backed securities in Non-Core.
  • Ulster Bank Core and Non-Core impairments were £1.2 billion compared with £2.5 billion in H1 2011, with Non-Core decreasing by £1.4 billion primarily in relation to individually assessed commercial real estate portfolio assets.

(1) Includes related interest rate hedge instruments.

Risk management: Credit risk: Problem debt management (continued)

Wholesale loan restructuring

As part of the Group's problem debt management process, a number of restructuring options are available when corrective action is deemed necessary. The vast majority of wholesale loan restructurings take place within the Global Restructuring Group (GRG). However, within its early problem management framework, the Group may agree various remedial measures with customers whose loans are performing but who are experiencing temporary financial difficulties. Refer to pages 137 and 138 of the Group's 2011 Annual Report and Accounts for more details on wholesale loan restructuring.

The total amount of wholesale loan restructurings that achieved legal completion in the first half of 2012 and that individually exceed respective thresholds set at divisional level (which range from nil to £10 million) was £4.3 billion. In addition, a further £12.5 billion was in the process of being completed at 30 June 2012. Restructured loans, related internal asset quality bands, sector breakdown and types of restructuring are set out below.

Sector AQ1-AQ9 (1)
£m
AQ10 (2)
£m
AQ10 (2)
provision
coverage
%
Half year ended 30 June 2012
Property 1,343 1,108 25
Transport 666 48 62
Telecoms, media and technology 291 16 15
Retail and leisure 473 14 52
Other 165 131 12
2,938 1,317 25
Year ended 31 December 2011
Property 1,980 2,600 18
Transport 686 694 11
Telecoms, media and technology 167 12 25
Retail and leisure 503 148 24
Other 1,139 659 52
4,475 4,113 22

Notes:

(1) Probability of default is less than 100%.

(2) Probability of default is 100%.

The table below analyses the incidence of the main types of restructuring by loan value.

Arrangement type 30 June
2012
%
31 December
2011
%
Variation in margin 9 12
Payment holidays and loan rescheduling 89 87
Forgiveness of all or part of the outstanding debt 11 31
Other 11 8

Note:

(1) The total above exceeds 100% as an individual case can involve more than one type of arrangement.

Risk management: Credit risk: Problem debt management (continued)

Wholesale loan restructuring (continued)

Key points

  • The value of wholesale loans restructured during the first half of 2012 was, on a pro-rata basis, in line with that restructured during 2011. Around 80% of restructuring activity (by loan value) was undertaken by the GRG, whilst the remaining 20% was undertaken within the divisions.
  • As anticipated, restructuring was more prevalent in the Group's most material corporate sectors and in those sectors experiencing difficult market conditions, notably property, transport, retail and leisure. The flow of restructured property loans remained in line with 2011 on a pro-rata basis, although the proportion of restructurings taking place in the non-defaulted portfolio increased. Most of the property loans restructured during the first half were in Non-Core.
  • Provision coverage of restructured defaulted assets remained in line with that applied during 2011. Coverage of restructured property loans reflects that applied in the wider portfolio, with a higher coverage level observed for Ulster property cases than for non-Ulster cases.
  • Forgiveness of all or part of the outstanding debt is granted as a last resort and comprises only a small number of cases. It is therefore subject to large fluctuations from period to period. Payment holidays and loan reschedulings tend to be granted on a more linear basis and remained stable over the period.

Retail forbearance

Retail mortgage accounts in forbearance arrangements at 30 June 2012 totalled £7.1 billion. The mortgage arrears information for retail accounts in forbearance, related provision and type of arrangements are shown in the tables below. Refer to pages 139 to 141 of the Group's 2011 Annual Report and Accounts for details on methodologies.

No missed
payments
1-3 months
in arrears
>3 months
in arrears
Total
Balance Provision Balance Provision Balance Provision Balance Provision as a % of
total
£m £m £m £m £m £m £m £m %
30 June 2012
UK Retail (1,2) 3,847 19 360 15 413 61 4,620 95 4.7
Ulster Bank (1,2) 927 104 608 69 396 145 1,931 318 10.1
RBS Citizens (3) - - 223 24 127 13 350 37 1.5
Wealth 61 - - - 91 6 152 6 1.7
4,835 123 1,191 108 1,027 225 7,053 456 4.7
31 December 2011
UK Retail (1,2) 3,677 16 351 13 407 59 4,435 88 4.7
Ulster Bank (1,2) 893 78 516 45 421 124 1,830 247 9.1
RBS Citizens (3) - - 91 10 89 10 180 20 0.8
Wealth 121 - - - 2 - 123 - 1.3
4,691 94 958 68 919 193 6,568 355 4.4

Notes:

(1) Includes all forbearance arrangements whether relating to the customer's lifestyle changes or financial difficulty.

(2) Comprises the current stock position of forbearance deals agreed since early 2008 for UK Retail and early 2009 for Ulster Bank.

(3) Forbearance stock reported at 30 June 2012 now includes home equity loans and lines as well as the residential mortgage portfolio.

Risk management: Credit risk: Problem debt management (continued)

Retail forbearance (continued)

Key points

UK Retail

  • At 30 June 2012, £4.6 billion of mortgage loans representing 4.7% of the total mortgage assets were subject to some form of forbearance; this represents a 4% increase in forbearance stock since 31 December 2011. Of these, approximately 83% were up-to-date with payments (compared with approximately 97% of the mortgage population not subject to forbearance activity).
  • The most frequently occurring forbearance types were term extensions (41% of assets subject to forbearance at 30 June 2012), interest only conversions (26%) and capitalisations of arrears (19%). The stock of cases subject to interest only conversions reflects legacy policy; UK Retail no longer permits this type of forbearance treatment for customers in financial difficulty.
  • The provision cover on performing assets subject to forbearance is more than five times that on assets not subject to forbearance.
  • For unsecured portfolios in UK Retail, 1% of the population was subject to forbearance at 30 June 2012.

Ulster Bank

  • Ulster Bank Group is assisting customers in this difficult environment. Mortgage forbearance treatments have been in place since 2009 and are aimed at assisting customers in financial difficulty. At 30 June 2012, 10% of total mortgage assets (£1.9 billion) were subject to a forbearance arrangement, an increase from 9% (£1.8 billion) at 31 December 2011. The majority of these forbearance arrangements are in the performing book (79%) and not 90 days past due.
  • The provision cover on performing assets subject to forbearance is approximately ten times higher than that on performing assets not subject to forbearance.
  • The majority of the forbearance treatments offered by Ulster Bank are temporary concessions, accounting for 87% of assets subject to forbearance at 30 June 2012. These are offered for periods of one to three years and incorporate different levels of repayment based on the customer's ability to pay.
  • Of these temporary forbearance types, the largest category at 30 June 2012 was interest only conversions, which accounted for 44% of total assets subject to forbearance. The other categories of temporary forbearance were payment concessions (positive and negative amortisation agreements, accounting for 20% and 15% of the total, respectively) and payment holidays (accounting for 8%).
  • For unsecured portfolios in Ulster Bank, 1.68% (by value) of the population was subject to forbearance at 30 June 2012.

Risk management: Credit risk: Problem debt management (continued)

Retail forbearance (continued)

RBS
UK Retail Ulster Bank Citizens Wealth Total (1)
Forbearance arrangements £m £m £m £m £m
30 June 2012
Interest only conversions (temporary and permanent) 1,261 846 - 8 2,115
Term extensions - capital repayment and interest only 2,007 147 - 85 2,239
Payment concessions/holidays 172 832 350 22 1,376
Capitalisation of arrears 917 106 - - 1,023
Other 488 - - 37 525
4,845 1,931 350 152 7,278
31 December 2011
Interest only conversions (temporary and permanent) 1,269 795 - 3 2,067
Term extensions - capital repayment and interest only 1,805 58 - 97 1,960
Payment concessions/holidays 198 876 180 - 1,254
Capitalisation of arrears 864 101 - - 965
Other 517 - - 23 540
4,653 1,830 180 123 6,786

Note:

(1) As an individual case can include more than one type of arrangement, the analysis in the table on forbearance arrangements exceeds the total value of cases subject to forbearance.

Risk management: Credit risk: Key credit portfolios*: Commercial real estate

The commercial real estate lending portfolio totalled £69.3 billion at 30 June 2012, a £5.6 billion or 7% decrease from £74.8 billion at 31 December 2011. The commercial real estate sector comprises exposures to entities involved in the development of, or investment in, commercial and residential properties (including housebuilders). The analysis of lending utilisations below excludes rate risk management and contingent obligations.

30 June 2012 31 December 2011
Investment Development Total Investment Development Total
By division (1) £m £m £m £m £m £m
Core
UK Corporate 23,917 4,450 28,367 25,101 5,023 30,124
Ulster Bank 3,715 762 4,477 3,882 881 4,763
US Retail & Commercial 4,129 68 4,197 4,235 70 4,305
International Banking 1,014 295 1,309 872 299 1,171
Markets 441 80 521 141 61 202
33,216 5,655 38,871 34,231 6,334 40,565
Non-Core
UK Corporate 3,190 1,274 4,464 3,957 2,020 5,977
Ulster Bank 3,698 7,683 11,381 3,860 8,490 12,350
US Retail & Commercial 652 16 668 901 28 929
International Banking 13,633 238 13,871 14,689 336 15,025
21,173 9,211 30,384 23,407 10,874 34,281
Core and Non-Core 54,389 14,866 69,255 57,638 17,208 74,846
Investment Development
By geography (1) Commercial
£m
Residential
£m
Commercial
£m
Residential
£m
Total
£m
30 June 2012
UK (excluding NI) (2) 27,566 5,957 959 5,329 39,811
Ireland (ROI and NI) (2) 4,964 1,077 2,315 5,719 14,075
Western Europe 7,569 402 19 56 8,046
US 5,207 986 55 29 6,277
RoW 648 13 129 256 1,046
45,954 8,435 3,477 11,389 69,255
31 December 2011
UK (excluding NI) (2) 28,653 6,359 1,198 6,511 42,721
Ireland (ROI and NI) (2) 5,146 1,132 2,591 6,317 15,186
Western Europe 7,649 1,048 9 52 8,758
US 5,552 1,279 59 46 6,936
RoW 785 35 141 284 1,245
47,785 9,853 3,998 13,210 74,846

For the notes to these tables refer to the following page.

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

Investment Development
By geography (1) Core
£m
Non-Core
£m
Core
£m
Non-Core
£m
Total
£m
30 June 2012
UK (excluding NI) (2) 24,664 8,859 4,531 1,757 39,811
Ireland (ROI and NI) (2) 3,031 3,010 688 7,346 14,075
Western Europe 546 7,425 45 30 8,046
US 4,724 1,469 68 16 6,277
RoW 251 410 323 62 1,046
33,216 21,173 5,655 9,211 69,255
31 December 2011
UK (excluding NI) (2) 25,904 9,108 5,118 2,591 42,721
Ireland (ROI and NI) (2) 3,157 3,121 793 8,115 15,186
Western Europe 422 8,275 20 41 8,758
US 4,521 2,310 71 34 6,936
RoW 227 593 332 93 1,245
34,231 23,407 6,334 10,874 74,846
By sub-sector (1) UK
(excl NI) (2)
£m
Ireland
(ROI and
NI) (2)
£m
Western
Europe
£m
US
£m
RoW
£m
Total
£m
30 June 2012
Residential 11,286 6,796 458 1,015 269 19,824
Office 6,747 1,279 1,997 248 283 10,554
Retail 8,197 1,567 1,761 150 202 11,877
Industrial 3,927 478 374 36 101 4,916
Mixed/other 9,654 3,955 3,456 4,828 191 22,084
39,811 14,075 8,046 6,277 1,046 69,255
31 December 2011
Residential 12,870 7,449 1,100 1,325 319 23,063
Office 7,155 1,354 2,246 404 352 11,511
Retail 8,709 1,641 1,891 285 275 12,801
Industrial 4,317 507 520 24 105 5,473
Mixed/other 9,670 4,235 3,001 4,898 194 21,998
42,721 15,186 8,758 6,936 1,245 74,846

Notes:

(1) Excludes commercial real estate lending in Wealth as these loans are generally supported by personal guarantees in addition to collateral. This portfolio, which totalled £1.4 billion at 30 June 2012 (31 December 2011 - £1.3 billion), continues to perform in line with expectations and requires minimal provisions.

(2) ROI: Republic of Ireland; NI: Northern Ireland.

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

Key points

  • In line with the Group's strategy, the overall exposure to commercial real estate fell during the first half of 2012, mainly in the UK, Western Europe and Ireland. The overall mix in terms of geography, sub-sector and investment versus development remained broadly unchanged.
  • Most of the decrease was in Non-Core due to repayments and asset sales. The Non-Core portfolio totalled £30.4 billion (44% of the portfolio) at 30 June 2012 (31 December 2011 - £34.3 billion or 46% of the portfolio).
  • The growth in Markets was caused by an increase in the inventory of US commercial real estate loans earmarked for distribution in the commercial mortgage-backed securities warehouse. This activity is tightly controlled, including maximum portfolio size and holding period, and marked-tomarket on a daily basis.
  • With the exception of exposure in Spain and Ireland, the Group had minimal commercial real estate exposure in eurozone periphery countries. Exposure in Spain was predominantly in the Non-Core portfolio and totalled £2.1 billion, of which 46% was performing. The remainder of the Spanish portfolio has already been subject to material provisions, which are regularly assessed by reference to re-appraised asset values. Asset values vary significantly by type and geographic location.
  • Short-term lending to property developers without sufficient pre-let revenue at origination to support investment financing after practical completion is classified as speculative. Speculative lending at origination represented less than 1% of the portfolio at 30 June 2012.
  • The commercial real estate sector is expected to remain challenging in key markets and new business will be accommodated from run-off of existing Core exposure.

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

US Retail & International
Maturity profile of portfolio UK Corporate
£m
Ulster Bank
£m
Commercial
£m
Banking
£m
Markets
£m
Total
£m
30 June 2012
Core
< 1 year (1) 9,598 2,465 978 199 76 13,316
1-2 years 3,911 795 575 116 7 5,404
2-3 years 3,926 165 837 551 152 5,631
> 3 years 10,347 1,052 1,807 443 286 13,935
Not classified (2) 585 - - - - 585
Total 28,367 4,477 4,197 1,309 521 38,871
Non-Core
< 1 year (1) 2,308 9,796 217 5,208 - 17,529
1-2 years 377 1,165 133 3,828 - 5,503
2-3 years 207 115 80 2,113 - 2,515
> 3 years 1,315 305 238 2,722 - 4,580
Not classified (2) 257 - - - - 257
Total 4,464 11,381 668 13,871 - 30,384
31 December 2011
Core
< 1 year (1) 8,268 3,030 1,056 142 - 12,496
1-2 years 5,187 391 638 218 60 6,494
2-3 years 3,587 117 765 230 133 4,832
> 3 years 10,871 1,225 1,846 581 9 14,532
Not classified (2) 2,211 - - - - 2,211
Total 30,124 4,763 4,305 1,171 202 40,565
Non-Core
< 1 year (1) 3,224 11,089 293 7,093 - 21,699
1-2 years 508 692 163 3,064 - 4,427
2-3 years 312 177 152 1,738 - 2,379
> 3 years 1,636 392 321 3,126 - 5,475
Not classified (2) 297 - - 4 - 301
Total 5,977 12,350 929 15,025 - 34,281

Notes:

(1) Includes on demand and past due assets.

(2) Predominantly comprises overdrafts and multi-option facilities for which there is no single maturity date.

Key point

• The majority of Ulster Bank Group's commercial real estate portfolio was categorised as < 1 year, owing to the high level of non-performing assets in the portfolio. Ulster Bank places most restructured facilities on demand rather than extend the maturity date.

Portfolio by AQ band AQ1-AQ2
£m
AQ3-AQ4
£m
AQ5-AQ6
£m
AQ7-AQ8
£m
AQ9
£m
AQ10
£m
Total
£m
30 June 2012
Core 924 6,585 17,716 6,828 2,399 4,419 38,871
Non-Core 168 1,248 4,514 3,377 1,806 19,271 30,384
1,092 7,833 22,230 10,205 4,205 23,690 69,255
31 December 2011
Core 1,094 6,714 19,054 6,254 3,111 4,338 40,565
Non-Core 680 1,287 5,951 3,893 2,385 20,085 34,281
1,774 8,001 25,005 10,147 5,496 24,423 74,846

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

Key points

  • The AQ distribution remained relatively unchanged in both Core and Non-Core during the first half of 2012. The high proportion of the portfolio in the AQ10 band was driven by exposures in Non-Core (Ulster Bank Group and International Banking) and Core (Ulster Bank).
  • Of the total portfolio of £69.3 billion at 30 June 2012, £31.4 billion (31 December 2011 £34.7 billion) was managed within the Group's standard credit processes and £5.2 billion (31 December 2011 - £5.9 billion) was receiving varying degrees of heightened credit management under the Group's Watchlist process. A further £32.7 billion (31 December 2011 - £34.3 billion) was managed within the GRG and included watchlisted and non-performing exposures. The decrease in the portfolio managed by the GRG was driven by Non-Core reductions.

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

The table below analyses commercial real estate lending by loan-to-value (LTV). Due to market conditions in Ireland and to a lesser extent in the UK, there is a shortage of market-based data. In the absence of external valuations, the Group deploys a range of alternative approaches to assess property values, including internal expert judgement and indexation.

Ulster Bank Rest of the Group Group
AQ1-AQ9 AQ10 AQ1-AQ9 AQ10 AQ1-AQ9 AQ10
Loan-to-value £m £m £m £m £m £m
30 June 2012
<= 50% 89 37 7,103 321 7,192 358
> 50% and <= 70% 535 122 13,490 1,077 14,025 1,199
> 70% and <= 90% 624 208 8,780 1,179 9,404 1,387
> 90% and <= 100% 509 176 2,320 1,695 2,829 1,871
> 100% and <= 110% 704 523 1,106 1,946 1,810 2,469
> 110% and <= 130% 767 928 670 1,081 1,437 2,009
> 130% 846 9,601 482 3,271 1,328 12,872
Total with LTVs 4,074 11,595 33,951 10,570 38,025 22,165
Other (1) 1 188 7,539 1,337 7,540 1,525
Total 4,075 11,783 41,490 11,907 45,565 23,690
Total portfolio average LTV (2) 138% 262% 67% 189% 75% 227%
31 December 2011
<= 50% 81 28 7,091 332 7,172 360
> 50% and <= 70% 642 121 14,105 984 14,747 1,105
> 70% and <= 90% 788 293 10,042 1,191 10,830 1,484
> 90% and <= 100% 541 483 2,616 1,679 3,157 2,162
> 100% and <= 110% 261 322 1,524 1,928 1,785 2,250
> 110% and <= 130% 893 1,143 698 1,039 1,591 2,182
> 130% 1,468 10,004 672 2,994 2,140 12,998
Total with LTVs 4,674 12,394 36,748 10,147 41,422 22,541
Other (1) 7 38 8,994 1,844 9,001 1,882
Total 4,681 12,432 45,742 11,991 50,423 24,423

Notes:

(1) Other performing loans of £7.5 billion (31 December 2011 - £9.0 billion) include unsecured lending to commercial real estate clients, such as major UK housebuilders. The credit quality of these exposures was consistent with that of the performing portfolio overall. Other non-performing loans of £1.5 billion (31 December 2011 - £1.9 billion) are subject to the Group's standard provisioning policies.

Total portfolio average LTV (2) 140% 259% 69% 129% 77% 201%

(2) Weighted average by exposure.

Risk management: Credit risk: Key credit portfolios*: Commercial real estate (continued)

Key points

  • 86% of the commercial real estate portfolio categorised as LTV > 100% was within Ulster Bank Group (Core and Non-Core) and International Banking (Non-Core). A majority of the portfolios are managed within the GRG and are subject to reviews at least quarterly and significant levels of provisions have been taken against these portfolios. Provisions as a percentage of REIL for the Ulster Bank Group commercial real estate portfolio was 56% at 30 June 2012 (31 December 2011 - 53%). The reported LTV levels are based on loan value (before provisions). The growth in the average LTV in the AQ10 category for the rest of the Group was mainly attributable to a corporate client which has been substantially provided for.
  • The average interest coverage ratios for UK Corporate (Core and Non-Core) and International Banking (Non-Core) were 2.69x and 1.29x, respectively, at 30 June 2012 (31 December 2011 - 2.71x and 1.25x, respectively). The US Retail & Commercial portfolio is managed on the basis of debt service coverage, which includes scheduled principal amortisation. The average debt service coverage for this portfolio was 1.28x at 30 June 2012 (31 December 2011 - 1.24x). As a number of different approaches are used within the Group and across geographies to calculate interest coverage ratios, they may not be comparable for different portfolio types and organisations.

Residential mortgages

The majority of the Group's residential mortgage portfolio exposures are in the UK, Ireland and the US. The analysis below includes both Core and Non-Core balances.

30 June 31 December
2012 2011
£m £m
UK Retail 98,044 96,388
Ulster Bank 19,172 20,020
RBS Citizens (1) 22,994 24,153
140,210 140,561

Note:

(1) Restated.

Risk management: Credit risk: Key credit portfolios*: Residential mortgages (continued)

The table below details the distribution of residential mortgages by indexed LTV. LTV averages are calculated by transaction value.

UK Retail Ulster Bank RBS Citizens (3)
AQ1-AQ9 AQ10 AQ1-AQ9 AQ10 AQ1-AQ9 AQ10
Loan-to-value (LTV) £m £m £m £m £m £m
30 June 2012
<= 50% 21,571 297 2,210 218 4,212 37
> 50% and <= 70% 25,924 406 1,628 151 4,424 53
> 70% and <= 90% 34,087 721 1,968 222 6,656 93
> 90% and <= 100% 7,574 354 1,169 119 2,345 53
> 100% and <= 110% 3,869 292 1,291 130 1,593 51
> 110% and <= 130% 2,105 244 2,396 308 1,679 52
> 130% 105 29 5,939 1,423 1,249 50
Total with LTVs 95,235 2,343 16,601 2,571 22,158 389
Other (1) 455 11 - - 378 69
Total 95,690 2,354 16,601 2,571 22,536 458
Total portfolio average LTV (2) 67% 81% 110% 135% 78% 94%
31 December 2011
<= 50% 21,537 285 2,568 222 4,745 49
> 50% and <= 70% 25,598 390 1,877 157 4,713 78
> 70% and <= 90% 33,738 671 2,280 223 6,893 125
> 90% and <= 100% 7,365 343 1,377 128 2,352 66
> 100% and <= 110% 3,817 276 1,462 130 1,517 53
> 110% and <= 130% 1,514 199 2,752 322 1,536 53
> 130% 60 15 5,405 1,117 1,214 55
Total with LTVs 93,629 2,179 17,721 2,299 22,970 479
Other (1) 567 13 - - 681 23
Total 94,196 2,192 17,721 2,299 23,651 502
Total portfolio average LTV (2) 67% 80% 104% 125% 76% 91%

Notes:

(1) Where no indexed LTV is held.

(2) Calculated by value of debt outstanding.

(3) Includes residential mortgages and home equity loans and lines (refer to page 189 for breakdown of balances).

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios*: Residential mortgages (continued)

Key points

UK Retail

  • The UK Retail mortgage portfolio totalled approximately £98 billion at 30 June 2012, an increase of 1.7% from 31 December 2011.
  • The assets were prime mortgages and included £7.4 billion (7.6%) of exposure to residential buy-to-let. There was a small legacy portfolio of self-certified mortgages (0.3% of the total mortgage portfolio). Self-certified mortgages were withdrawn in 2004.
  • Gross new mortgage lending remained strong at £7.1 billion. Newly originated mortgages had an average LTV by transaction value of 65.4% during the first half of 2012 compared with 63.0% during 2011. The maximum LTV available to new customers was 90% except for those buying properties under the rules of the government-sponsored NewBuy Indemnity scheme. The scheme, which was introduced in March 2012, permits customers to borrow up to 95% of the value of new properties.
  • Based on the Halifax Price Index at March 2012, the portfolio average indexed LTV by weighted value increased marginally from 67.2% at 31 December 2011 to 67.7% at 30 June 2012.
  • The arrears rate (more than three payments in arrears, excluding repossessions and shortfalls post property sale) improved marginally from 1.6% to 1.5%. The number of properties repossessed in H1 2012 was broadly in line with the number repossessed in H2 2011, averaging 150 per month. Arrears rates remain sensitive to economic developments and are currently favoured by the low interest rate environment.
  • The mortgage impairment charge was £58 million for H1 2012, which compares favourably with £116 million for H1 2011 and £66 million for H2 2011.

Ulster Bank

  • Ulster Bank's residential mortgage portfolio totalled £19.2 billion at 30 June 2012, with 88% in the Republic of Ireland and 12% in Northern Ireland. At constant exchange rates, the portfolio decreased 1.1% from 31 December 2011 as a result of natural amortisation and limited growth due to low market demand.
  • Average LTVs increased from 31 December 2011 to 30 June 2012, on a value basis, as a result of decreases in the house price index, notably in the first quarter of the year.
  • Refer to the Ulster Bank Group (Core and Non-Core) section for commentary on mortgage REIL and repossessions.

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios*: Residential mortgages (continued)

Key points (continued)

RBS Citizens

  • At 30 June 2012, RBS Citizens' residential real estate portfolio totalled £23.0 billion (31 December 2011 - £24.2 billion). The real estate portfolio included £6.5 billion of residential mortgages; for 99% of these, the Group held a first-lien mortgage (Core - £6.0 billion; Non-Core - £0.5 billion). The remainder comprised £16.5 billion of home equity loans and lines (Core - £14.2 billion; Non-Core - £2.3 billion).
  • RBS Citizens continues to focus on the 'footprint states' of New England, the Mid Atlantic and the Mid West, targeting low risk products and maintaining conservative risk policies. Loan acceptance criteria were tightened during 2009 to address deteriorating economic and market conditions. At 30 June 2012, £19.2 billion of loans (83% of the total portfolio) were to customers within these footprint states.
  • At 30 June 2012, around 12% of the residential real estate portfolio was in Non-Core. Of this, the largest proportion (75%) was the 'serviced by others' (SBO) home equity portfolio. The SBO portfolio consists of purchased pools of home equity loans and lines of credit. The annualised charge-off rate for these loans was 7.1% during the first half of 2012 (down from 8.7% during 2011), due to lending in out-of-footprint geographies, a high proportion (95%) of second-lien mortgages and high LTVs (average LTV of 116% at 30 June 2012). The SBO book has been closed to new purchases since 2007 and is in run-off, with exposure down from £2.3 billion at 31 December 2011 to £2.1 billion at 30 June 2012. The arrears rate of the SBO portfolio decreased from 2.3% at 31 December 2011 to 2.0% at 30 June 2012, as the Group charged off the worst loans and implemented more effective account servicing and collections practices following a change of servicer in 2009.
  • The weighted average LTV of the real estate portfolio increased slightly from 77% at 31 December 2011 to 78% at 30 June 2012, driven by slight declines in the Case-Shiller home price index. Excluding SBO, the weighted average LTV was 74.5%.
  • Impairments on the residential real estate portfolio continued to decline and were £115 million for H1 2012 compared with £165 million for H1 2011 and £158 million for H2 2011.

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios* (continued)

Ulster Bank Group (Core and Non-Core)

Overview

At 30 June 2012, Ulster Bank Group accounted for 10% of the Group's total gross customer loans and 9% of the Group's Core gross customer loans. The impairment charge for H1 2012 was £1,166 million, mainly driven by the residential mortgage and commercial real estate portfolios as high unemployment, austerity measures and economic uncertainty have reduced incomes and, together with limited liquidity, depressed the property market. For 2011, the H1 impairment charge was £2,540 million and the full year charge was £3,717 million.

Core

The impairment charge for H1 2012 was £717 million, with the mortgage sector accounting for £356 million (50%). For H1 2011, the charge was £730 million, with the mortgage sector accounting for £311 million (43%). For the whole of 2011, the charge was £1,384 million, with the mortgage sector accounting for £570 million (41%).

Non-Core

The impairment charge for H1 2012 was £449 million. The commercial real estate sector accounted for £398 million (89%); of this, development land accounted for £262 million (58%).

For H1 2011, the corresponding charge was £1,810 million, with the commercial real sector accounting for £1,697 million (94%), of which development land accounted for £1,313 million (73% of the total Non-Core charge). For the whole of 2011, the charge was £2,333 million, with the commercial real estate sector accounting for £2,160 million (93%), of which development land accounted for £1,551 million (66% of the total Non-Core charge).

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios*

Ulster Bank Group (Core and Non-Core) (continued)

Gross
loans
REIL Provisions REIL
as a % of
gross loans
Provisions
as a % of
REIL
Provisions
as a % of
gross loans
YTD
Impairment
charge
YTD
Amounts
written-off
Sector analysis £m £m £m % % % £m £m
30 June 2012
Core
Mortgages 19,172 2,561 1,242 13.4 48 6.5 356 11
Commercial real estate
- investment 3,715 1,117 481 30.1 43 12.9 91 -
- development 762 335 164 44.0 49 21.5 24 -
Other corporate 7,908 2,010 1,226 25.4 61 15.5 217 2
Other lending 1,451 211 194 14.5 92 13.4 29 15
33,008 6,234 3,307 18.9 53 10.0 717 28
Non-Core
Commercial real estate
- investment 3,698 2,929 1,430 79.2 49 38.7 136 3
- development 7,683 7,212 4,374 93.9 61 56.9 262 37
Other corporate 1,619 1,136 656 70.2 58 40.5 51 7
13,000 11,277 6,460 86.7 57 49.7 449 47
Ulster Bank Group
Mortgages 19,172 2,561 1,242 13.4 48 6.5 356 11
Commercial real estate
- investment 7,413 4,046 1,911 54.6 47 25.8 227 3
- development 8,445 7,547 4,538 89.4 60 53.7 286 37
Other corporate 9,527 3,146 1,882 33.0 60 19.8 268 9
Other lending 1,451 211 194 14.5 92 13.4 29 15
46,008 17,511 9,767 38.1 56 21.2 1,166 75

Risk management: Credit risk: Key credit portfolios*

Ulster Bank Group (Core and Non-Core) (continued)

Sector analysis Gross
loans
£m
REIL
£m
Provisions
£m
REIL
as a % of
gross loans
%
Provisions
as a % of
REIL
%
Provisions
as a % of
gross loans
%
YTD
Impairment
charge
£m
YTD
Amounts
written-off
£m
31 December 2011
Core
Mortgages 20,020 2,184 945 10.9 43 4.7 570 11
Commercial real estate
- investment 3,882 1,014 413 26.1 41 10.6 225 -
- development 881 290 145 32.9 50 16.5 99 16
Other corporate 7,736 1,834 1,062 23.7 58 13.7 434 72
Other lending 1,533 201 184 13.1 92 12.0 56 25
34,052 5,523 2,749 16.2 50 8.1 1,384 124
Non-Core
Commercial real estate
- investment 3,860 2,916 1,364 75.5 47 35.3 609 1
- development 8,490 7,536 4,295 88.8 57 50.6 1,551 32
Other corporate 1,630 1,159 642 71.1 55 39.4 173 16
13,980 11,611 6,301 83.1 54 45.1 2,333 49
Ulster Bank Group
Mortgages 20,020 2,184 945 10.9 43 4.7 570 11
Commercial real estate
- investment 7,742 3,930 1,777 50.8 45 23.0 834 1
- development 9,371 7,826 4,440 83.5 57 47.4 1,650 48
Other corporate 9,366 2,993 1,704 32.0 57 18.2 607 88
Other lending 1,533 201 184 13.1 92 12.0 56 25
48,032 17,134 9,050 35.7 53 18.8 3,717 173

Key points

  • Core REIL increased by £711 million or 13% compared with 31 December 2011 to £6,234 million at 30 June 2012.
  • Mortgages accounted for £377 million (53%) of the increase in Core REIL, driven by a continued challenging economic environment. Mortgage REIL as a percentage of gross mortgages was 13.4% (by value) at 30 June 2012 compared with 10.9% at 31 December 2011. The number of properties repossessed in H1 2012 was broadly in line with the number of repossessed in H2 2011, averaging 15 per month.
  • Non-Core REIL decreased by £334 million or 3% compared with 31 December 2011 to £11,277 million at 30 June 2012, as a result of lower defaults and increased restructuring in the commercial real estate portfolio.
  • At 30 June 2012, 64% of REIL was in Non-Core, of which the commercial real estate development portfolio accounted for 64%.

* not within the scope of Deloitte LLP's review report

Risk management: Credit risk: Key credit portfolios*

Ulster Bank Group (Core and Non-Core) (continued)

Commercial real estate

The commercial real estate lending portfolio for Ulster Bank (Core and Non-Core) totalled £15.9 billion at 30 June 2012, of which £11.4 billion or 72% was in Non-Core. The geographic split of the total Ulster Bank Group commercial real estate portfolio remained similar to 31 December 2011, with 27% in Northern Ireland, 62% in the Republic of Ireland and 11% in the UK (excluding Northern Ireland).

Investment Development
Commercial Residential Commercial Residential Total
Exposure by geography £m £m £m £m £m
30 June 2012
Ireland (ROI and NI) 4,939 1,077 2,315 5,719 14,050
UK (excluding NI) 1,287 96 91 304 1,778
RoW 14 - 5 11 30
6,240 1,173 2,411 6,034 15,858
31 December 2011
Ireland (ROI and NI) 5,097 1,132 2,591 6,317 15,137
UK (excluding NI) 1,371 111 95 336 1,913
RoW 27 4 - 32 63
6,495 1,247 2,686 6,685 17,113

Key points

  • Commercial real estate remains the primary sector contributing to the Ulster Bank Group defaulted loan book. The outlook for the property sector remains challenging, with limited liquidity in the marketplace to support sales or refinancing. Asset values are regularly reassessed because of depressed market conditions.
  • Within its early problem management framework, Ulster Bank may agree various measures with customers whose loans are performing but who are experiencing temporary financial difficulties. During H1 2012, commercial real estate loans amounting to £0.1 billion (each having exposures greater than £10 million) benefited from such measures.
  • During H1 2012, impaired commercial real estate loans amounting to £0.7 billion (for exposures greater than £10 million) were restructured and remain in the non-performing book.

* not within the scope of Deloitte LLP's review report

Market risk

Market risk arises from changes in interest rates, foreign currency, credit spreads, equity prices and risk related factors such as market volatilities. The Group manages market risk centrally within its trading and non-trading portfolios through a comprehensive market risk management framework. This control framework includes qualitative and quantitative guidance in the form of comprehensive policy statements, dealing authorities, limits based on, but not limited to, value-at-risk (VaR), stress testing, positions and sensitivity analyses.

For a description of the Group's basis of measurement and methodology enhancements, refer to pages 229 to 231 of the Group's 2011 Annual Report and Accounts.

CRD III capital charges*

Following the implementation of CRD III in 2011, the Group is required to calculate: (i) Stressed VaR (SVaR) - an additional capital charge based on a stressed calibration of the VaR model; (ii) an Incremental Risk Charge (IRC) to capture the default and migration risk for credit risk positions in the trading book; and (iii) an All Price Risk (APR) measure for correlation trading positions, subject to a capital floor that is based on standardised securitisation charges. The capital charges at 30 June 2012 associated with these models are shown in the table below:

30 June 31 March 31 December
2012 2012 2011
£m £m £m
Stressed VaR 1,670 1,793 1,682
Incremental Risk Charge 528 659 469
All Price Risk 199 262 297

Key points*

  • The FSA approved the inclusion of the Group's US trading subsidiary in the regulatory models in March 2012, resulting in an increase in the IRC and SVaR at 31 March 2012.
  • During Q2 2012, the IRC and SVaR decreased due to general de-risking in sovereign, corporate and agency positions. At the end of Q2 2012, an enhanced IRC model was implemented, partially offsetting the decrease. The APR decreased during Q1 and Q2 due to the unwinding of trades in Non-Core.

Market risk (continued)

Daily distribution of Markets trading revenues*

Note:

(1) The effect of any month end adjustments, not attributable to a specific daily market move, is spread evenly over the trading days in the month in question.

Key points*

  • The average daily revenue earned by Markets' trading activities in H1 2012 was £20 million, compared with £26 million for H1 2011. The standard deviation of the daily revenues for H1 2012 was £14 million, compared with £17 million in H1 2011. The standard deviation measures the variation of daily revenues about the mean value of those revenues.
  • The number of days with negative revenue increased from six in H1 2011 to thirteen in H1 2012. Trading conditions were challenging, characterised by low, flat interest rate curves and by risk aversion weighing on credit and emerging market sentiment. In light of the economic slowdown and political uncertainty in Europe, client volumes remained very subdued.
  • The two most frequent results were daily revenue of: (i) between £15 million and £20 million, and (ii) between £20 million and £25 million, each of which occurred 19 times in H1 2012. In H1 2011, the most frequent result was daily revenue of between £25 million and £30 million, which occurred 18 times.

* not within the scope of Deloitte LLP's review report

The tables below detail VaR for the Group's trading portfolios.

Half year ended 31 December
30 June 2012 30 June 2011 2011
Period Period Period
Average end Maximum Minimum Average end Maximum Minimum end
Trading VaR £m £m £m £m £m £m £m £m £m
Interest rate 66.3 58.7 95.7 43.6 49.8 36.8 79.2 27.5 68.1
Credit spread 75.7 50.2 94.9 44.9 103.4 64.6 151.1 60.0 74.3
Currency 12.6 10.9 21.3 8.2 10.8 9.3 18.0 5.2 16.2
Equity 6.3 6.2 12.5 3.3 10.8 12.0 17.3 5.2 8.0
Commodity 1.9 1.3 6.0 0.9 0.2 0.3 1.6 - 2.3
Diversification (1) (45.3) (61.0) (52.3)
Total 103.4 82.0 137.0 66.5 117.3 62.0 181.3 60.8 116.6
Core 75.3 67.2 118.0 47.4 84.0 42.5 133.9 42.5 89.1
Non-Core 35.8 24.3 41.9 22.1 91.4 51.4 128.6 47.5 34.6
CEM 78.2 75.8 84.2 73.3 43.6 33.5 57.4 30.3 75.8
Total (excluding
CEM) 50.4 43.0 76.4 37.5 97.4 47.6 150.0 45.8 49.7

Note:

(1) The Group benefits from diversification, which reflects the risk reduction achieved by allocating investments across various financial instrument types, currencies and markets. The extent of diversification benefit depends on the correlation between the assets and risk factors in the portfolio at a particular time. Diversification has an inverse relationship with correlation. The diversification factor is the sum of the VaR on individual risk types less the total portfolio VaR.

Key points

  • The Group's average credit spread VaR for H1 2012 was considerably lower than that for the same period last year, due to the credit spread volatility experienced during the 2008 financial crisis dropping out of the time series window, combined with a reduction in the asset-backed securities trading inventory in Core and the restructuring of some monoline hedges relating to the Non-Core banking book.
  • Counterparty Exposure Management (CEM) manages the over-the-counter derivative counterparty credit risk on behalf of other Markets businesses. More recently, CEM also centrally manages the funding risk on these contracts. The CEM trading VaR was considerably higher in H1 2012 than in H1 2011, primarily due to the transfer of funding risk management from individual desks to CEM.
  • The period end interest rate VaR was higher for H1 2012 than H1 2011. The VaR increased during H2 2011, driven by: (i) pre-hedging activity associated with a large successful UK gilt syndication in which RBS participated; and (ii) positioning reflecting market expectations. The VaR remained at this higher level during H1 2012 given further pre-hedging and positioning activity ahead of subsequent government bond auctions.
Quarter ended
30 June 2012 31 March 2012
Average Period end Maximum Minimum Average Period end Maximum Minimum
Trading VaR £m £m £m £m £m £m £m £m
Interest rate 58.8 58.7 84.5 43.6 73.8 68.3 95.7 51.2
Credit spread 67.3 50.2 90.1 44.9 84.2 88.5 94.9 72.6
Currency 12.6 10.9 18.0 8.8 12.5 11.1 21.3 8.2
Equity 5.1 6.2 7.8 3.3 7.5 6.3 12.5 4.7
Commodity 1.2 1.3 2.4 0.9 2.5 1.3 6.0 1.0
Diversification (1) (45.3) (69.0)
Total 90.3 82.0 111.0 66.5 116.6 106.5 137.0 97.2
Core 67.9 67.2 84.1 47.4 82.8 74.5 118.0 63.6
Non-Core 32.9 24.3 40.4 22.1 38.7 39.3 41.9 34.2
CEM 77.3 75.8 83.7 73.8 79.1 78.5 84.2 73.3
Total (excluding CEM) 47.4 43.0 63.2 37.5 53.5 56.6 76.4 41.0

Note:

(1) The Group benefits from diversification, which reflects the risk reduction achieved by allocating investments across various financial instrument types, currencies and markets. The extent of diversification benefit depends on the correlation between the assets and risk factors in the portfolio at a particular time. Diversification has an inverse relationship with correlation. The diversification factor is the sum of the VaR on individual risk types less the total portfolio VaR.

Key points

  • The average and period end Non-Core and credit spread VaR were lower in Q2 2012 than in Q1 2012, as Non-Core continued its de-risking strategy through the disposal of assets and unwinding of trades.
  • The average and period end interest rate trading VaR were lower in Q2 2012 than in Q1 2012, driven by position reductions in the early part of Q2 2012.

The tables below detail VaR for the Group's non-trading portfolio, excluding the structured credit portfolio and loans and receivables.

Half year ended 31 December
30 June 2012 30 June 2011 2011
Period Period Period
Average end Maximum Minimum Average end Maximum Minimum end
Non-trading VaR £m £m £m £m £m £m £m £m £m
Interest rate 8.4 6.0 10.7 6.0 8.0 8.3 10.8 5.7 9.9
Credit spread 12.6 9.1 15.4 9.1 21.4 18.0 39.3 14.2 13.6
Currency 3.5 3.5 4.5 3.2 1.1 3.3 3.3 0.1 4.0
Equity 1.8 1.6 1.9 1.6 2.3 2.0 3.1 2.0 1.9
Diversification (1) (11.2) (13.1) (13.6)
Total 14.3 9.0 18.3 9.0 22.6 18.5 41.6 13.4 15.8
Core 14.0 9.0 19.0 8.9 22.0 19.4 38.9 13.5 15.1
Non-Core 2.2 1.7 2.6 1.6 3.2 4.3 4.3 2.2 2.5
CEM 1.0 1.0 1.0 0.9 0.3 0.3 0.4 0.3 0.9
Total (excluding CEM) 14.1 9.0 17.8 9.0 22.5 18.4 41.4 13.7 15.5

Note:

(1) The Group benefits from diversification, which reflects the risk reduction achieved by allocating investments across various financial instrument types, currencies and markets. The extent of diversification benefit depends on the correlation between the assets and risk factors in the portfolio at a particular time. Diversification has an inverse relationship with correlation. The diversification factor is the sum of the VaR on individual risk types less the total portfolio VaR.

Key point

• The average Core and credit spread VaR were considerably lower in H1 2012 than in H1 2011, due to reduced volatility in the market data time series, position reductions and a decrease in the size of the collateral portfolio. The reduction in collateral was driven by the restructuring of certain Dutch RMBS. This restructuring facilitated their eligibility as ECB collateral and allowed the disposal in H1 2012 of additional collateral purchased during H2 2011.

Quarter ended
30 June 2012 31 March 2012
Average Period end Maximum Minimum Average Period end Maximum Minimum
Non-trading VaR £m £m £m £m £m £m £m £m
Interest rate 7.2 6.0 8.3 6.0 9.6 8.7 10.7 8.7
Credit spread 11.4 9.1 13.4 9.1 13.9 15.2 15.4 12.9
Currency 3.3 3.5 3.6 3.2 3.7 3.3 4.5 3.2
Equity 1.6 1.6 1.8 1.6 1.9 1.8 1.9 1.8
Diversification (1) (11.2) (10.8)
Total 12.8 9.0 15.5 9.0 15.7 18.2 18.3 13.6
Core 12.3 9.0 14.8 8.9 15.7 18.8 19.0 13.5
Non-Core 1.8 1.7 2.5 1.6 2.5 2.4 2.6 2.4
CEM 1.0 1.0 1.0 0.9 1.0 0.9 1.0 0.9
Total (excluding CEM) 12.4 9.0 15.4 9.0 15.7 17.4 17.8 13.5

Note:

(1) The Group benefits from diversification, which reflects the risk reduction achieved by allocating investments across various financial instrument types, currencies and markets. The extent of diversification benefit depends on the correlation between the assets and risk factors in the portfolio at a particular time. Diversification has an inverse relationship with correlation. The diversification factor is the sum of the VaR on individual risk types less the total portfolio VaR.

Key point

• The Group's total non-trading VaR was lower in Q2 2012 than in the previous quarter, largely due to decreases in the credit spread and interest rate VaR, which were driven by reduced volatility in the time series and the decrease in the collateral portfolio referred to on the previous page.

Market risk (continued)

Structured Credit Portfolio

The Structured Credit Portfolio is within Non-Core. The risk in this portfolio is not measured or disclosed using VaR, as the Group believes this is not an appropriate tool for the banking book portfolio, which comprises illiquid debt securities. These assets are reported on a drawn notional and fair value basis, and managed on a third party asset and RWA basis. The table below shows the open market risk in the structured credit portfolio.

Drawn notional Fair value
Other Other
CDOs CLOs MBS (1) ABS Total CDOs CLOs MBS (1) ABS Total
30 June 2012 £m £m £m £m £m £m £m £m £m £m
1-2 years - - - 122 122 - - - 114 114
2-3 years - - 7 69 76 - - 6 65 71
3-4 years - 9 - 49 58 - 9 - 46 55
4-5 years - - 103 40 143 - - 83 37 120
5-10 years - 379 174 277 830 - 352 109 242 703
>10 years 346 359 485 573 1,763 139 315 308 329 1,091
346 747 769 1,130 2,992 139 676 506 833 2,154
31 March 2012
1-2 years - - - 54 54 - - - 48 48
2-3 years - - 9 153 162 - - 9 143 152
4-5 years - 18 30 93 141 - 17 23 86 126
5-10 years - 368 254 248 870 - 334 167 210 711
>10 years 1,115 432 833 557 2,937 202 368 569 319 1,458
1,115 818 1,126 1,105 4,164 202 719 768 806 2,495
31 December 2011
1-2 years - - - 27 27 - - - 22 22
2-3 years - - 10 196 206 - - 9 182 191
4-5 years - 37 37 95 169 - 34 30 88 152
5-10 years 32 503 270 268 1,073 30 455 184 229 898
>10 years 2,180 442 464 593 3,679 766 371 291 347 1,775
2,212 982 781 1,179 5,154 796 860 514 868 3,038

Note:

(1) MBS include sub-prime RMBS with a notional amount of £369 million (31 March 2012 - £396 million; 31 December 2011 - £401 million) and a fair value of £235 million (31 March 2012 - £258 million; 31 December 2011 - £252 million), all with residual maturities of >10 years.

Key point

• The CDO drawn notional was significantly lower at 30 June 2012 than at 31 December 2011, due to the liquidation of legacy trust preferred securities and commercial real estate CDOs and the subsequent sale of the underlying assets. Some retained assets were added to the MBS portfolio during Q1 2012, increasing the MBS drawn notional at 31 March 2012, but were sold outright during Q2 2012, reducing the drawn notional back to the level seen at 31 December 2011.

Risk management: Country risk

Introduction*

Country risk is the risk of material losses arising from significant country-specific events such as sovereign events (default or restructuring); economic events (contagion of sovereign default to other parts of the economy, cyclical economic shock); political events (transfer or convertibility restrictions and expropriation or nationalisation); and natural disaster or conflict. Such events have the potential to affect elements of the Group's credit portfolio that are directly or indirectly linked to the country in question and can also give rise to market, liquidity, operational and franchise risk related losses.

The risk that one or more of the weaker eurozone member states will default on its external debts and/or exit the eurozone is a particular concern. It carries with it the potential for broader economic contagion and even a complete break-up or restructuring of the eurozone. The potential for such events gives rise to redenomination risk - the risk that losses may occur when a country converts its currency and then suffers a sharp devaluation - in addition to other risks.

The Group's overall exposure to redenomination risk is difficult to predict with certainty, but the key driving factors are the currency of exposures; the form and nature of the documentation, collateral and guarantees related to the exposures; and whether there are offsetting liabilities that would be redenominated at the same time. For the purposes of estimating funding mismatches at risk of redenomination (see below), the Group assumes that non-euro exposures, and certain facilities documented under international law, are unlikely to be affected by a redenomination event.

The Group believes that the balances reported in this section represent a realistic, if conservative, view of its asset exposure to redenomination risk and related risks. Assets that are not denominated in euros, and facilities that are guaranteed or documented under international law, are expected to have protection from redenomination, and analysis shows the Group's actual exposure purely to redenomination risk is lower. However, a redenomination event would be accompanied by increased credit risk, for two reasons. First, capital controls would likely be introduced in the affected country resulting in any non-redenominated assets, including non-euro assets, potentially becoming harder to service (transfer and convertibility event). Second, a sharp devaluation could imply payment difficulties for counterparties with large debts denominated in foreign currency (counterparty defaults).

The Group's focus has been on reducing its asset exposures and funding mismatches in the eurozone periphery countries. Total asset exposures to these countries fell by 10% in H1 2012. Estimated funding mismatches at 30 June 2012 are approximately £12 billion in Ireland and £7 billion in Spain. The mismatch positions in Portugal and Greece are modest. In Italy there are surplus liabilities of approximately £1 billion. The Group is taking steps to significantly reduce its Spanish funding mismatch and expects to make further progress in the second half of this year.

* not within the scope of Deloitte LLP's review report

Risk management: Country risk: Introduction* (continued)

For further details of the Group's approach to country risk management, refer to pages 208 to 210 of the Group's 2011 Annual Report and Accounts.

The following tables show the Group's exposures by country of incorporation of the counterparty at 30 June 2012. Countries shown are those where the Group's balance sheet exposure to counterparties incorporated in the country exceeded £1 billion and the country had an external rating of A+ or below from S&P, Moody's or Fitch at 30 June 2012, as well as certain eurozone countries. The numbers are stated before taking into account mitigants, such as collateral (with the exception of reverse repos), insurance or guarantees, which may have been taken to reduce or eliminate exposure to country risk events. Exposures relating to ocean-going vessels are not included due to their multinational nature.

Definitions of headings in the following tables:

Lending - comprises gross loans and advances to: central and local government; central banks, including cash balances; other banks and financial institutions, incorporating overdraft and other shortterm facilities; corporates, in large part loans and leases; and individuals, comprising mortgages, personal loans and credit card balances. Lending includes impaired loans and loans where an impairment event has taken place but no impairment provision is recognised - risk elements in lending (REIL).

Debt securities - comprise securities classified as available-for-sale (AFS), loans and receivables (LAR), held-for-trading (HFT) and designated as at fair value through profit or loss (DFV). All debt securities other than LAR securities are carried at fair value. LAR debt securities are carried at amortised cost less impairment. HFT debt securities are presented as gross long positions (including DFV securities) and short positions per country. Impairment losses and exchange differences relating to AFS debt securities, together with interest are recognised in the income statement; other changes in the fair value of AFS securities are reported within AFS reserves, which are presented gross of tax.

* not within the scope of Deloitte LLP's review report

Risk management: Country risk: Introduction* (continued)

Derivatives (net) - comprises the mark-to-market (mtm) value of such contracts after the effect of legally enforceable netting agreements but before the effect of collateral. In the event of counterparty default, this is the net amount due to the Group from the counterparty. Counterparty netting is applied within the regulatory capital model used.

Reverse repos (net) - comprises the mtm value of such contracts after the effect of legally enforceable netting agreements and collateral. Counterparty netting is applied within the regulatory capital model used.

Balance sheet - comprises lending exposures, debt securities and derivatives and reverse repo exposures, as defined above.

In addition, for eurozone periphery countries, derivative and reverse repo netting referred to above is disclosed.

Off-balance sheet - comprises contingent liabilities, including guarantees, and committed undrawn facilities.

Credit default swaps (CDSs) - under a CDS contract, the credit risk on the reference entity is transferred from the buyer to the seller. The fair value, or mtm, represents the balance sheet carrying value. The mtm value of CDSs is included within derivatives against the counterparty of the trade, as opposed to the reference entity. The notional is the par amount of the credit protection bought or sold and is included against the reference entity of the CDS contract.

The column CDS notional less fair value represents the notional less fair value amounts arising from sold positions netted against those arising from bought positions, which equals the net change in exposure for a given reference entity should the CDS contract be triggered by a credit event, assuming there is zero recovery rate. However, in most cases, the Group expects the recovery rate to be greater than zero and the change in exposure to be less than this amount.

Government - comprises central and local government.

Asset quality (AQ) - for the probability of default range relating to each internal asset quality band, refer to page 172 of the Group's 2011 Annual Report and Accounts.

Eurozone periphery - comprises Ireland, Spain, Italy, Portugal, Greece and Cyprus.

Other eurozone - comprises Austria, Estonia, Finland, Malta, Slovakia and Slovenia.

* not within the scope of Deloitte LLP's review report

Risk management: Country risk: Summary

30
Ju
ne
20
12
Le
nd
ing CD
S
Go
t
ve
rnm
en
£m
Ce
al
ntr
ba
nk
s
£m
Ot
he
r
ba
nk
s
£m
Ot
he
r
fin
cia
l
an
ins
titu
tio
ns
£m
C
te
orp
ora
£m
Pe
l
rso
na
£m
To
tal
len
din
g
£m
Of
hic
h
w
No
n
Co
re
£m
bt se
De
riti
cu
es
£m
riv
ati
De
ve
s
£m
Re
ve
rse
rep
os
£m
Ba
lan
ce
sh
t
ee
£m
Of
f
ba
lan
ce
sh
t
ee
£m
To
tal
£m
tio
l
no
na
les
s f
air
lue
va
£m
Eu
roz
on
e
Ire
lan
d
45 1,
80
0
40 37
4
18
34
0
17
97
8
57
38
7
9,
72
3
74
7
1,
82
2
55
1
41
69
7
2,
97
9
44
67
6
(
)
67
Sp
ain
9 11
7
10
7
,
4,
93
7
,
33
7
,
5,
50
7
3,
20
7
4,
61
9
2,
26
1
,
12
38
7
1,
96
2
,
14
34
9
(
54
2)
Ita
ly
- -
32
17
6
25
7
58
1,
7
25 2,
07
7
1,
00
7
66
0
2,
31
7
-
-
,
5,
05
4
2,
67
7
,
7,
73
1
(
75
)
Po
rtu
l
ga
- - - - 41
1
6 41
7
25
2
14
3
56
2
- 1,
12
2
17
4
1,
29
6
24
Gr
ee
ce
4 - - 30 14
9
12 19
5
69 16 35
1
- 56
2
46 60
8
(
)
9
Cy
pru
s
- - - 39 24
1
14 29
4
12
7
- 52 - 34
6
17 36
3
-
Eu
roz
on
e
eri
he
p
p
ry
58 1,
83
2
33
3
80
7
25
66
5
,
18
37
2
,
47
06
7
,
14
38
5
,
6,
18
5
7,
36
5
55
1
61
16
8
,
7,
85
5
69
02
3
,
(
66
9
)
Ge
rm
an
y
- 17
35
1
,
61
0
29
9
5,
52
5
15
6
23
94
1
,
4,
52
7
13
41
7
,
10
28
3
,
39
0
48
03
1
,
8,
32
9
56
36
0
,
(
1,
76
9
)
Ne
the
rla
nd
s
1 9,
18
5
61
7
1,
55
6
4,
75
5
29 16
14
3
,
2,
56
3
8,
54
8
10
26
1
,
63
4
35
58
6
,
11
95
4
,
47
54
0
,
(
2)
1,
10
Fra
nce
49
8
2 82
9
17
6
2,
91
3
73 4,
49
1
2,
02
8
4,
34
4
87
7,
7
40
1
17
11
3
,
9,
45
5
26
56
8
,
(
1,
68
8
)
Be
lg
ium
- - 30
0
24
6
49
3
21 1,
06
0
34
3
1,
28
2
3,
05
2
21 5,
41
5
1,
40
2
6,
81
7
(
12
7)
Lux
bo
em
urg
- - 1 47
1
2,
10
0
3 57
5
2,
1,
07
2
31
1
57
1,
8
39
3
85
4,
7
1,
93
4
6,
79
1
(
4)
30
Ot
he
r e
uro
zo
ne
60 - 16 73 97
4
13 1,
13
6
17
2
92
2
1,
74
3
31 3,
83
2
1,
31
2
5,
14
4
(
15
0
)
To
tal
eu
roz
on
e
61
7
28
37
0
,
2,
70
6
3,
62
8
42
42
5
,
18
66
7
,
96
41
3
,
25
09
0
,
35
00
9
,
42
15
9
,
2,
42
1
17
6,
00
2
42
24
1
,
21
8,
24
3
(
5,
80
9
)
Ot
he
ies
ntr
r c
ou
Ja
pa
n
- 62
9
47
7
24
0
32
6
19 1,
69
1
19
5
10
33
1
,
1,
81
5
17
8
14
01
5
,
72
1
14
73
6
,
(
)
29
5
Ind
ia
- 85 1,
07
7
37 2,
91
2
96 4,
20
7
21
3
1,
25
9
13
7
- 5,
60
3
1,
49
2
09
5
7,
(
59
)
Ch
ina
6 19
5
1,
28
1
60 66
7
28 2,
23
7
56 62
2
36
5
24
0
3,
46
4
1,
82
7
5,
29
1
57
So
uth
Ko
rea
- 7 57
0
- 62
0
2 1,
19
9
2 76
9
20
3
15
0
2,
32
1
80
6
3,
12
7
(
15
)
0
Bra
zil
- - 85
9
- 20
3
3 1,
06
5
62 74
2
44 - 1,
85
1
27
3
2,
12
4
49
6
Tu
rke
y
5
13
54 12
0
69 99
8
20 1,
39
6
31
2
31
3
90 - 1,
79
9
65
9
45
2,
8
2
Ru
ssi
a
- 32 81
0
2 51
4
50 1,
40
8
66 21
1
45 - 1,
66
4
53
8
2,
20
2
(
26
4)
Ro
nia
ma
23 11
4
4 4 37
8
35
6
87
9
87
8
31
3
5 - 1,
19
7
12
6
1,
32
3
(
)
24

Risk management: Country risk: Summary (continued)

31 De
mb
ce
(
1)
20
11
er
Le
nd
ing CD
S
Go
t
ve
rnm
en
Ce
ntr
al
ba
nks
Ot
he
r
ba
nks
Ot
he
r
fin
cia
l
an
ins
titu
tio
ns
Co
rat
rpo
e
Pe
l
rso
na
To
tal
len
din
g
Of
wh
ich
No
n
Co
re
bt se
De
ritie
cu
s
De
riva
tive
s
Re
ve
rse
rep
os
Ba
lan
ce sh
t
ee
Off
-ba
lan
ce sh
t
ee
To
tal
tio
l
no
na
s f
les
air
lue
va
£m £m £m £m £m £m £m £m £m £m £m £m £m £m £m
Eu
roz
on
e
Ire
lan
d
45 1,
46
7
136 33
3
18
99
4
,
18
85
8
,
39
83
3
,
10
156
,
88
6
2,
27
3
55
1
43
54
3
,
2,
92
8
46
47
1
,
53
Sp
ain
9 3 130 154 5,
77
5
36
2
6,
43
3
3,
73
5
6,
155
2,
39
1
2 14
98
1
,
2,
63
0
17
61
1
,
(
1,
01
3)
Ita
ly
- 73 23
3
29
9
2,
44
4
23 3,
07
2
1,
155
1,
25
8
2,
31
4
- 6,
64
4
3,
150
9,
79
4
(
45
2)
Po
rtu
l
ga
- - 10 - 49
5
5 51
0
34
1
113 51
9
- 1,
142
26
8
1,
41
0
55
Gr
ee
ce
7 6 - 31 42
7
14 48
5
94 40
9
35
5
- 1,
24
9
52 1,
30
1
1
Cy
pru
s
- - - 38 25
0
14 30
2
133 2 56 - 36
0
68 42
8
-
Eu
roz
on
e
eri
he
p
p
ry
61 1,
54
9
50
9
85
5
28
38
5
,
19
27
6
,
50
63
5
,
15
61
4
,
8,
82
3
7,
90
8
55
3
67
91
9
,
9,
09
6
77
01
5
,
(
6)
1,
35
Ge
rm
an
y
- 18
06
8
,
65
3
30
5
6,
60
8
155 25
78
9
,
5,
40
2
15
76
7
,
10
169
,
166 51
89
1
,
7,
52
7
59
41
8
,
(
2,
40
1)
Ne
the
rla
nd
s
8 65
4
7,
62
3
1,
55
7
4,
82
7
20 14
68
9
,
2,
49
8
9,
89
3
10
01
0
,
27
5
34
86
7
,
13
56
1
,
48
42
8
,
(
1,
29
5)
Fra
nce
48
1
3 1,
27
3
28
2
3,
76
1
79 5,
87
9
2,
31
7
7,
79
4
8,
70
1
34
5
22
71
9
,
10
21
7
,
32
93
6
,
(
2,
84
6)
Be
lg
ium
- 8 28
7
35
4
58
8
20 1,
25
7
48
0
65
2
2,
95
9
51 4,
91
9
1,
35
9
6,
27
8
(
99
)
Lux
bo
em
urg
- - 10
1
92
5
2,
22
8
2 3,
25
6
1,
49
7
130 2,
88
4
80
5
7,
07
5
2,
00
7
9,
08
2
(
40
4)
Ot
he
r e
uro
zo
ne
12
1
- 28 77 1,
125
12 1,
36
3
19
1
70
8
1,
89
4
- 3,
96
5
1,
29
7
5,
26
2
(
)
25
To
tal
eu
roz
on
e
67
1
27
28
2
,
3,
47
4
4,
35
5
47
52
2
,
19
56
4
,
102
86
8
,
27
99
9
,
43
76
7
,
44
52
5
,
2,
195
193
35
5
,
45
06
4
,
23
8,
41
9
(
8,
42
6)
Ot
he
ntr
ies
r c
ou
Ja
pa
n
- 2,
08
5
68
8
96 43
3
26 3,
32
8
33
8
12
45
6
,
2,
44
3
19
1
18
41
8
,
45
2
18
87
0
,
(
36
5)
Ind
ia
- 27
5
61
0
35 2,
94
9
127 3,
99
6
35
0
1,
53
0
21
8
- 74
4
5,
1,
28
0
7,
02
4
(
105
)
Ch
ina
9 178 1,
23
7
16 65
4
30 2,
124
50 59
7
41
0
3 3,
134
1,
55
9
4,
69
3
(
62
)
So
uth
Ko
rea
- 5 81
2
2 6
57
1 1,
39
6
3 84
5
25
1
153 2,
64
5
62
7
3,
27
2
(
22
)
Bra
zil
- - 93
6
- 22
7
4 1,
167
70 79
0
24 - 1,
98
1
31
9
2,
30
0
164
Tu
rke
y
21
5
193 25
2
66 1,
07
2
16 1,
81
4
42
3
36
1
94 - 2,
26
9
43
7
2,
70
6
10
Ru
ssi
a
- 36 97
0
8 65
9
62 1,
73
5
76 186 47 - 1,
96
8
35
6
2,
32
4
(
34
3)
Ro
nia
ma
66 145 30 8 41
3
39
2
1,
05
4
1,
05
4
22
0
6 - 1,
28
0
160 1,
44
0
8

Note:

(1) Lending and reverse repos have been revised to exclude cash-equivalent of collateral pledged against derivative liabilities and central bank facilities respectively.

Risk management: Country risk: Summary (continued)

Reported exposures are affected by currency movements. Over the first half of 2012, sterling appreciated 1.4% against the US dollar and 3.5% against the euro.

Key points*

  • Balance sheet and off-balance sheet exposures to most countries shown in the table declined in the first half of 2012, as the Group maintained a cautious stance and many clients reduced debt levels. The reductions were seen in all product categories except reverse repos, and in all client groups, with a few exceptions as noted below. Non-Core exposure declined as the strategy for disposal progressed, particularly in Germany and Spain.
  • Total eurozone balance sheet exposure declined by £17.4 billion or 9% in the first half of 2012 to £176.0 billion, with reductions seen primarily in periphery countries but also in France, Germany and Luxembourg. This reflected exchange rate movements, sales of Greek, Spanish and Portuguese government bonds, write-offs, active exposure management and debt reduction efforts by bank clients.
  • Eurozone periphery balance sheet exposure decreased in all peripheral countries to a combined £61.2 billion, a reduction by £6.8 billion or 10%, caused in part by reductions in AFS bonds. Most of the Group's exposure arises from the activities of Markets, International Banking, Group Treasury and Ulster Bank (with respect to Ireland). Group Treasury has a portfolio of Spanish bank and financial institution market-based securities bonds. International Banking provides trade finance facilities to clients across Europe, including the eurozone periphery. Exposure to Cyprus amounted to £0.4 billion at 30 June 2012, comprising largely lending exposure to special purpose vehicles incorporated in Cyprus.
  • Japan Exposure decreased during the first half of 2012, in part reflecting a reduction in International Banking's cash management business and a change in Japanese yen clearing status from direct (self-clearing) membership to agency, resulting in a £2.2 billion reduction in AFS Japanese government bonds. Derivative exposure decreased because of reduced forward foreign exchange positions being taken by clients from the start of the new Japanese fiscal year (1 April).
  • CDS protection bought and sold:
  • The Group uses CDS contracts to service customer activity as well as to manage counterparty and country exposure. During the first half of 2012, eurozone gross notional CDS contracts, bought and sold, decreased significantly. This was caused by maturing of contracts and by efforts to reduce counterparty credit exposures and risk-weighted assets through derivative compression trades and other means. The fair value of bought and sold CDS contracts also decreased, due to the reduction in gross notional CDS positions and to a narrowing of CDS spreads over the first half of 2012 for a number of eurozone countries, including Portugal and Ireland.
  • Greek sovereign CDS positions were fully closed out in April, as the use of the collective action clause in the Greek debt swap resulted in a credit event occurring, which triggered Greek sovereign CDS contracts.

* not within the scope of Deloitte LLP's review report

Risk management: Country risk: Summary (continued)

Key points* (continued)

  • The Group transacts CDS contracts primarily with investment-grade global financial institutions that are active participants in the CDS market. These transactions are subject to regular margining. For European peripheral sovereigns, credit protection has been purchased from a number of major European banks, predominantly outside the country of the reference entity. In a few cases where protection was bought from banks in the country of the reference entity, giving rise to wrong-way risk, the risk is mitigated through specific collateralisation.
  • Due to their bespoke nature, exposures relating to CDPCs and associated hedges have not been included as they cannot be meaningfully attributed to a particular country or reference entity. Nth-to-default basket swaps have also been excluded as they cannot be meaningfully attributed to a particular reference entity.

For more specific commentary on the Group's exposure to Ireland, Spain, Italy, Portugal and Greece, refer to pages 212 to 222. For commentary on the Group's exposure to other eurozone non-periphery countries, see page 236.

Risk management: Country risk: Total eurozone

AF
S a
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
riv
ati
De
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
61
7
- - 12
62
1
,
19
4
19
23
8
,
13
58
0
,
18
27
9
,
1,
66
7
- 20
56
3
,
1,
68
3
22
24
6
,
Ce
ntr
al
ba
nks
28
37
0
,
- - - - - - - 28 - 28
39
8
,
- 28
39
8
,
Ot
he
r b
ks
an
2,
70
6
- - 5,
48
8
(
4)
68
1,
06
3
35
1,
8
5,
19
3
28
82
4
,
1,
60
9
38
33
2
,
51
4,
8
85
42
0
,
Ot
he
r F
I
3,
62
8
- - 9,
59
0
(
1,
07
2)
1,
27
4
33
1
10
53
3
,
7,
66
6
81
1
22
63
8
,
6,
52
2
29
16
0
,
Co
rat
rpo
e
42
42
5
,
13
99
3
,
6,
97
5
82
5
31 40
0
22
1
1,
00
4
3,
97
3
1 47
40
3
,
28
75
3
,
76
15
6
,
Pe
l
rso
na
18
66
7
,
2,
66
4
1,
37
1
- - - - - 1 - 18
66
8
,
76
5
19
43
3
,
96
41
3
,
16
65
7
,
8,
34
6
28
52
4
,
(
1,
53
1)
21
97
5
,
15
49
0
,
35
00
9
,
42
15
9
,
2,
42
1
17
6,
00
2
42
24
1
,
21
8,
24
3
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
67
1
- - 18
40
6
,
81 19
59
7
,
15
04
9
,
22
95
4
,
1,
92
4
- 25
54
9
,
1,
05
6
26
60
5
,
Ce
al
ba
nks
ntr
27
28
2
,
- - 20 - 6 - 26 35 - 27
34
3
,
- 27
34
3
,
Ot
he
r b
ks
an
3,
47
4
- - 8,
42
3
(
75
2)
1,
27
2
1,
50
2
8,
193
28
59
5
,
1,
09
0
41
35
2
,
4,
49
3
45
84
5
,
Ot
he
r F
I
4,
35
5
- - 10
49
4
,
(
1,
129
)
1,
138
47
1
11
16
1
,
9,
85
4
1,
102
26
47
2
,
8,
199
34
67
1
,
Co
rat
rpo
e
47
52
2
,
14
152
,
7,
26
7
96
4
24 52
8
59 1,
43
3
4,
116
3 53
07
4
,
30
55
1
,
83
62
5
,
Pe
l
rso
na
19
56
4
,
2,
28
0
1,
06
9
- - - - - 1 - 19
56
5
,
76
5
20
33
0
,
102
86
8
,
16
43
2
,
8,
33
6
38
30
7
,
(
1,
77
6)
22
54
1
,
17
08
1
,
43
76
7
,
44
52
5
,
2,
195
19
3,
35
5
45
06
4
,
23
8,
41
9
30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
na
l Fa
ir v
alu
e No
tio
na
l Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
ere
nc
e e
y
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
33
37
8
,
32
36
3
,
3,
67
4
(
1)
3,
53
37
08
0
,
36
75
9
,
6,
48
8
(
6)
6,
37
Ot
he
r b
ks
an
14
59
0
,
14
56
4
,
1,
13
1
(
1,
07
3
)
19
73
6
,
19
23
2
,
2,
30
3
(
2,
22
5)
Ot
he
r F
I
11
51
7
,
10
55
4
,
49
9
(
)
44
8
17
94
9
,
16
60
8
,
69
3
(
0)
62
Co
rat
rpo
e
50
15
1
,
45
80
0
,
1,
14
9
(
85
5
)
76
96
6
,
70
119
,
2,
24
1
(
1,
91
7)
10
9,
63
6
10
3,
28
1
45
6,
3
(
5,
7)
90
15
1,
73
1
142
71
8
,
11
72
5
,
(
11
138
)
,

Risk management: Country risk: Total eurozone (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 AQ10 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 53,212 3,234 1,295 150 186 22 - - 54,693 3,406
Other FI 51,975 2,787 546 37 2,280 214 142 9 54,943 3,047
105,187 6,021 1,841 187 2,466 236 142 9 109,636 6,453
31 December 2011
Banks 67,624 5,585 1,085 131 198 23 - - 68,907 5,739
Other FI 79,824 5,605 759 89 2,094 278 147 14 82,824 5,986
147,448 11,190 1,844 220 2,292 301 147 14 151,731 11,725

Risk management: Country risk: Eurozone periphery

AF
S a
nd
HF T To
tal
LA
R d
eb
t
S
AF
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
58 - - 51
9
(
19
8
)
4,
52
4
5,
05
3
(
10
)
10
3
- 15
1
72 22
3
Ce
al
ba
nks
ntr
1,
83
2
- - - - - - - - - 1,
83
2
- 1,
83
2
Ot
he
r b
ks
an
33
3
- - 3,
44
0
(
81
3
)
28
7
24
7
3,
48
0
4,
74
7
47
3
9,
03
3
10
5
9,
13
8
Ot
he
r F
I
80
7
- - 2,
04
1
(
4)
67
40
5
48 2,
39
8
89
6
78 4,
17
9
1,
66
7
5,
84
6
Co
rat
rpo
e
25
66
5
,
11
89
2
,
6,
24
6
18
9
1 14
8
20 31
7
1,
61
8
- 27
60
0
,
5,
39
1
32
99
1
,
Pe
l
rso
na
18
37
2
,
2,
63
4
1,
34
6
- - - - - 1 - 18
37
3
,
62
0
18
99
3
,
47
06
7
,
14
52
6
,
7,
59
2
6,
18
9
(
1,
68
4)
5,
36
4
5,
36
8
6,
18
5
7,
36
5
55
1
61
16
8
,
7,
85
5
69
02
3
,
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
61 - - 1,
20
7
(
33
9)
4,
85
4
5,
65
2
40
9
23
6
- 70
6
118 82
4
Ce
al
ba
nks
ntr
1,
54
9
- - - - - - - - - 1,
54
9
- 1,
54
9
Ot
he
r b
ks
an
50
9
- - 5,
27
9
(
95
6)
43
6
31
8
5,
39
7
4,
35
0
48
0
10
73
6
,
67 10
80
3
,
Ot
he
r F
I
85
5
- - 2,
33
1
(
65
4)
22
8
56 2,
50
3
1,
78
3
73 21
5,
4
1,
86
2
07
6
7,
Co
rat
rpo
e
28
38
5
,
12
27
2
,
6,
56
7
27
4
4 24
0
- 51
4
1,
53
8
- 30
43
7
,
6,
41
2
36
84
9
,
Pe
l
rso
na
19
27
6
,
2,
25
8
1,
04
8
- - - - - 1 - 19
27
7
,
63
7
19
91
4
,
50
63
5
,
14
53
0
,
7,
61
5
9,
09
1
(
1,
94
5)
5,
75
8
6,
02
6
8,
82
3
7,
90
8
55
3
67
91
9
,
9,
09
6
77
01
5
,

Derivative and reverse repo netting were £29,590 million (31 December 2011 - £32,506 million) and £3,195 million (31 December 2011 - £3,320 million) respectively.

30
Ju
ne
12 31
De
mb
ce
20
11
No
tio
na
Fa
ir v
alu
No
tio
na
Fa
ir v
alu
e
Bo
ht
So
ld
Bo
ht
So
ld
Bo
ht
So
ld
Bo
ht
So
ld
£m £m £m £m £m £m £m £m
22
09
2
,
22
29
2
,
3,
34
9
(
3,
23
2)
25
88
3
,
26
174
,
5,
97
9
(
5,
92
6)
6,
63
9
6,
61
8
77
8
(
75
1)
9,
37
2
9,
159
1,
65
7
(
1,
62
3)
2,
76
7
2,
49
8
22
2
(
19
9
)
3,
85
4
3,
63
5
29
0
(
26
2)
7,
56
7
6,
70
1
69
1
(
1)
57
10
79
8
,
9,
32
9
99
9
(
0)
86
39
06
5
,
38
10
9
,
5,
04
0
(
4,
75
3
)
49
90
7
,
48
29
7
,
8,
92
5
(
8,
67
1)
ug l 20
ug
e ug l er
ug

Risk management: Country risk: Eurozone periphery (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 21,383 2,718 874 136 90 14 22,347 2,868
Other FI 15,731 2,053 189 5 798 114 16,718 2,172
37,114 4,771 1,063 141 888 128 39,065 5,040
31 December 2011
Banks 26,008 4,606 604 112 93 14 26,705 4,732
Other FI 22,082 3,980 394 51 726 162 23,202 4,193
48,090 8,586 998 163 819 176 49,907 8,925

Risk management: Country risk: Ireland

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
45 - - 10
9
(
)
36
9 9 10
9
2 - 15
6
2 15
8
Ce
al
ba
nk
ntr
1,
80
0
- - - - - - - - - 1,
80
0
- 1,
80
0
Ot
he
r b
ks
an
40 - - 17
4
(
25
)
66 25 21
5
74
2
47
3
1,
47
0
40 1,
51
0
Ot
he
r F
I
37
4
- - 51 - 30
1
4 34
8
67
1
78 1,
47
1
63
2
2,
10
3
Co
rat
rpo
e
18
34
0
,
10
31
1
,
5,
68
3
75 1 1 1 75 40
6
- 18
82
1
,
1,
78
5
20
60
6
,
Pe
l
rso
na
17
97
8
,
2,
63
4
1,
34
6
- - - - - 1 - 17
97
9
,
52
0
18
49
9
,
38
57
7
,
12
94
5
,
7,
02
9
40
9
(
)
60
37
7
39 74
7
1,
82
2
55
1
41
69
7
,
2,
97
9
44
67
6
,
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
45 - - 102 (
)
46
20 19 103 92 - 24
0
2 24
2
Ce
ntr
al
ba
nk
1,
46
7
- - - - - - - - - 1,
46
7
- 1,
46
7
Ot
he
r b
ks
an
136 - - 177 (
39
)
19
5
14 35
8
98
1
47
8
1,
95
3
- 1,
95
3
Ot
he
r F
I
33
3
- - 61 - 116 35 142 78
2
73 1,
33
0
54
6
1,
87
6
Co
rat
rpo
e
18
99
4
,
10
26
9
,
5,
68
9
148 3 135 - 28
3
41
7
- 19
69
4
,
1,
84
1
21
53
5
,
Pe
l
rso
na
18
85
8
,
2,
25
8
1,
04
8
- - - - - 1 - 18
85
9
,
53
9
19
39
8
,
39
83
3
,
12
52
7
,
6,
73
7
48
8
(
)
82
46
6
68 88
6
2,
27
3
55
1
43
54
3
,
2,
92
8
46
47
1
,

Derivative and reverse repo netting were £16,122 million (31 December 2011 - £19,189 million) and £2,645 million (31 December 2011 - £2,324 million) respectively.

30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
na
Fa
ir v
alu
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
So
ld
Bo
ht
So
ld
Bo
ht
So
ld
Bo
ht
So
ld
£m £m £m £m £m £m £m £m
2,
29
4
2,
38
5
36
0
(
)
37
6
2,
145
2,
22
3
46
6
(
48
1)
11
4
11
1
8 (
8
)
110 10
7
21 (
21
)
70
4
64
4
68 (
)
69
52
3
63
0
64 (
)
74
31
6
23
8
(
16
)
16 42
5
32
2
(
11
)
10
3,
42
8
3,
37
8
42
0
(
7)
43
3,
20
3
3,
28
2
54
0
(
56
6)
ug l ug e ug ug

Risk management: Country risk: Ireland (continued)

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 1,621 230 5 1 - - 1,626 231
Other FI 1,343 179 161 - 298 10 1,802 189
2,964 409 166 1 298 10 3,428 420
31 December 2011
Banks 1,586 300 2 - - - 1,588 300
Other FI 1,325 232 161 1 129 7 1,615 240
2,911 532 163 1 129 7 3,203 540

CDS bought protection: counterparty analysis by internal asset quality band

Key points*

  • At 30 June 2012, Ulster Bank Group (UBG) contributed 88% of the Group's exposure to Ireland (31 December 2011 - 87%). The largest components of the Group's exposure are corporate lending of £18.3 billion (more than half of which is to the property sector - mainly commercial real estate, plus construction and building materials) and personal lending of £18.0 billion (mainly mortgages). In addition, Ulster Bank Group has money market placings with the Central Bank of Ireland (CBI), and Markets has derivative exposure to financial institutions and large international clients with funding subsidiaries based in Ireland.
  • Group exposure decreased further in the first half of 2012, with a reduction in lending of £1.3 billion as a result of currency movements and de-risking in the portfolio. Derivative and repo exposure, largely in Markets, decreased by £0.5 billion mainly as a result of lower interest rates.

• Government and Central bank

Exposure to the CBI fluctuates, driven by regulatory requirements and by deposits of excess liquidity as part of UBG's asset and liability management.

• Financial institutions

Markets, International Banking and UBG account for the majority of the Group's exposure to financial institutions. The largest category is derivatives and reverse repos, where exposure is affected predominantly by market movements and much of the exposure is collateralised.

• Corporate

Lending exposure fell by approximately £0.7 billion over the first half of 2012, driven by exchange rate movements and write-offs. Commercial real estate lending, nearly all in UBG, amounted to £10.5 billion at 30 June 2012, down £0.4 billion from 31 December 2011 amid continuing adverse market conditions. The commercial real estate lending exposure is largely in UBG Non-Core and includes REIL of £7.6 billion and loan provisions of £4.1 billion.

Risk management: Country risk: Ireland (continued)

Key points* (continued)

• Personal

Overall lending exposure fell a further £0.9 billion as a result of exchange rate movements, amortisation, maturities, a small amount of write-offs, low new business volumes and active risk management. Residential mortgage loans amounted to £17.0 billion, including REIL of £2.5 billion and loan provisions of £1.1 billion. The housing market continues to suffer from weak domestic demand, with house prices now approximately 50% below their 2007 peak.

• Non-Core (included above)

Ireland Non-Core lending exposure was £9.7 billion at 30 June 2012, down by £0.4 billion since 31 December 2011. The remaining lending portfolio largely consisted of exposures to real estate (80%), retail (6%) and leisure (4%).

Risk management: Country risk: Spain

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
9 - - 29 (
)
19
38
3
49
3
(
)
81
3 - (
)
69
70 1
Ce
al
ba
nk
ntr
- - - - - - - - - - - - -
Ot
he
r b
ks
an
11
7
- - 3,
09
2
(
75
8
)
16
3
11
3
3,
14
2
1,
77
6
- 5,
03
5
40 5,
07
5
Ot
he
r F
I
10
7
- - 1,
47
2
(
2)
66
67 32 50
1,
7
38 - 65
1,
2
25
1
1,
90
3
Co
rat
rpo
e
4,
93
7
1,
00
8
22
6
- - 61 10 51 44
4
- 5,
43
2
1,
54
4
6,
97
6
Pe
l
rso
na
33
7
- - - - - - - - - 33
7
57 39
4
5,
50
7
1,
00
8
22
6
4,
59
3
(
)
1,
43
9
67
4
64
8
4,
61
9
2,
26
1
- 12
38
7
,
1,
96
2
14
34
9
,
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
9 - - 33 (
15
)
36
0
75
1
(
35
8)
35 - (
31
4)
116 (
198
)
Ce
ntr
al
ba
nk
3 - - - - - - - - - 3 - 3
Ot
he
r b
ks
an
130 - - 4,
89
2
(
86
7)
16
2
21
4
4,
84
0
1,
62
0
2 6,
59
2
41 6,
63
3
Ot
he
r F
I
154 - - 1,
58
0
(
63
9)
65 8 1,
63
7
28
2
- 2,
07
3
169 2,
24
2
Co
rat
rpo
e
5,
77
5
1,
190
44
2
9 - 27 - 36 45
4
- 6,
26
5
2,
24
7
8,
51
2
Pe
l
rso
na
36
2
- - - - - - - - - 36
2
57 41
9
6,
43
3
1,
190
44
2
6,
51
4
(
1,
52
1)
61
4
97
3
6,
155
2,
39
1
2 14
98
1
,
2,
63
0
17
61
1
,

Derivative and reverse repo netting were £4,440 million (31 December 2011 - £4,384 million) and £487 million (31 December 2011 - £567 million) respectively.

30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
na
l Fa
ir v
alu
e No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
4,
96
0
4,
96
8
69
3
(
)
66
5
5,
15
1
5,
155
53
8
(
52
2)
Ot
he
r b
ks
an
1,
9
77
1,
73
9
14
5
(
13
6
)
1,
96
5
1,
93
7
154 (
152
)
Ot
he
r F
I
1,
26
9
1,
08
7
98 (
78
)
2,
41
7
2,
20
4
157 (
128
)
Co
rat
rpo
e
3,
16
8
2,
73
3
28
2
(
2)
23
4,
83
1
3,
95
9
44
8
(
39
9)
11
17
6
,
10
52
7
,
1,
21
8
(
1)
1,
11
14
36
4
,
13
25
5
,
1,
29
7
(
1)
1,
20

Risk management: Country risk: Spain (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 5,602 559 51 7 31 4 5,684 570
Other FI 5,198 595 21 4 273 49 5,492 648
10,800 1,154 72 11 304 53 11,176 1,218
31 December 2011
Banks 6,595 499 68 5 32 4 6,695 508
Other FI 7,238 736 162 3 269 50 7,669 789
13,833 1,235 230 8 301 54 14,364 1,297

Key points*

  • The Group maintains strong relationships with banks, other financial institutions and large corporate clients.
  • The exposure to Spain is driven by corporate lending and a sizeable mortgage-backed securities covered bond portfolio. Exposure fell further in most categories in the first half of 2012, driven by the sale of part of the covered bond portfolio and a decline in corporate lending, as a result of steps to de-risk the portfolio.

• Government and Central bank

The Group's exposure was very small at 30 June 2012.

• Financial institutions

The Group's largest exposure was a covered bond portfolio of £4.6 billion at 30 June 2012, a decrease by £1.9 billion in H1 2012, largely as a result of sales. The portfolio continued to perform satisfactorily. However, the Group is monitoring the situation closely, including undertaking stress analyses.

A further £1.8 billion of the Group's exposure consisted of derivatives to Spanish international banks and a few of the large regional banks, the majority of which was collateralised.

Lending to banks consists mainly of short-term uncommitted credit lines with the top two international Spanish banks.

• Corporate

Lending decreased by £0.8 billion and off-balance exposure by another £0.7 billion, due to reductions mostly in the natural resources and property sectors. Commercial real estate lending amounted to £2.1 billion at 30 June 2012, nearly all in Non-Core. The majority of REIL and loan provisions relates to commercial real estate lending and further decreased over the first half of 2012, reflecting disposals and restructurings.

• Non-Core (included above)

At 30 June 2012, Non-Core had lending exposure of £3.2 billion to Spain, a reduction of £0.5 billion or 14% since 31 December 2011. The real estate (67%), construction (12%) and electricity (8%) sectors account for the majority of the remaining lending exposure.

Risk management: Country risk: Italy

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
Ju
30
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
- - - 32
6
(
)
10
8
4,
09
6
4,
52
0
(
)
98
81 - (
)
17
- (
)
17
Ce
ntr
al
ba
nk
32 - - - - - - - - - 32 - 32
Ot
he
r b
ks
an
17
6
- - 11
8
(
)
11
41 84 75 1,
51
5
- 1,
76
6
25 1,
79
1
Ot
he
r F
I
25
7
- - 51
6
(
12
)
34 11 53
9
14
1
- 93
7
78
1
1,
71
8
Co
rat
rpo
e
1,
58
7
11
9
38 73 - 80 9 14
4
58
0
- 2,
31
1
1,
85
9
4,
17
0
Pe
l
rso
na
25 - - - - - - - - - 25 12 37
2,
07
7
11
9
38 1,
03
3
(
1)
13
4,
25
1
4,
62
4
66
0
2,
31
7
- 5,
05
4
2,
67
7
7,
73
1
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
- - - 70
4
(
22
0)
4,
33
6
4,
72
5
31
5
90 - 40
5
- 40
5
Ce
ntr
al
ba
nk
73 - - - - - - - - - 73 - 73
Ot
he
r b
ks
an
23
3
- - 119 (
14
)
67 88 98 1,
06
4
- 1,
39
5
23 1,
41
8
Ot
he
r F
I
29
9
- - 68
5
(
15
)
40 13 71
2
68
6
- 1,
69
7
1,
146
2,
84
3
Co
rat
rpo
e
2,
44
4
36
1
113 75 - 58 - 133 47
4
- 3,
05
1
1,
96
8
5,
01
9
Pe
l
rso
na
23 - - - - - - - - - 23 13 36
3,
07
2
36
1
113 1,
58
3
(
24
9)
4,
50
1
4,
82
6
1,
25
8
2,
31
4
- 6,
64
4
3,
150
9,
79
4

Derivative and reverse repo netting were £8,709 million (31 December 2011 - £8,633 million) and £20 million (31 December 2011 - £187 million) respectively.

30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
na
l Fa
ir v
alu
e No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
65
11
4
,
75
11
3
,
1,
60
7
(
52
)
1,
8
12
125
,
12
21
8
,
1,
0
75
(
1,
70
8)
Ot
he
r b
ks
an
3,
75
8
3,
77
1
48
1
(
46
5
)
6,
07
8
5,
93
8
1,
21
5
(
1,
187
)
Ot
he
r F
I
75
3
72
9
50 (
45
)
87
2
76
2
60 (
51
)
Co
rat
rpo
e
3,
36
7
3,
05
1
24
6
(
19
3
)
4,
74
2
4,
29
9
35
0
(
28
1)
19
53
2
,
19
30
4
,
2,
38
4
(
2,
23
1)
23
81
7
,
23
21
7
,
3,
37
5
(
3,
22
7)

Risk management: Country risk: Italy (continued)

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 11,382 1,375 781 121 59 10 12,222 1,506
Other FI 7,141 840 7 1 162 37 7,310 878
18,523 2,215 788 122 221 47 19,532 2,384
31 December 2011
Banks 12,904 1,676 487 94 61 10 13,452 1,780
Other FI 10,138 1,550 8 2 219 43 10,365 1,595
23,042 3,226 495 96 280 53 23,817 3,375

CDS bought protection: counterparty analysis by internal asset quality band

Key points*

• The Group maintains strong relationships with Italian government entities, banks, other financial institutions and large corporate clients. Since the start of 2011, the Group has taken steps to reduce its risk through strategic exits where appropriate, or to mitigate its risk through increased collateral requirements, in line with its evolving appetite for Italian risk. Lending exposure to Italian counterparties was reduced by a further £1.0 billion in the first half of 2012, to £2.1 billion.

• Government and Central bank

The Group is an active market-maker in Italian government bonds, resulting in large gross long and short positions in held-for-trading securities.

• Financial institutions

The majority of the Group's exposure relates to the top five banks. The Group's product offering consists largely of collateralised trading products and, to a lesser extent, short-term uncommitted lending lines for liquidity purposes. During the first half of 2012, derivative exposure decreased by £0.5 billion due to market movements; risk is mitigated since most facilities are fully collateralised.

The AFS bond exposure was reduced by £0.2 billion.

• Corporate

Lending declined by £0.9 billion, largely in lending to manufacturing companies.

• Non-Core (included above)

Non-Core lending exposure was £1.0 billion at 30 June 2012, a £0.1 billion (13%) reduction since 31 December 2011, largely within unleveraged funds. The remaining lending exposure mainly comprised commercial real estate (28%), leisure (22%), electricity (15%) and industrials (11%).

Risk management: Country risk: Portugal

AF
S a
nd
HF T To
tal
LA
R d
eb
t
S
AF
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
- - - 55 (
35
)
12 23 44 17 - 61 - 61
Ot
he
r b
ks
an
- - - 56 (
)
19
17 25 48 41
3
- 46
1
- 46
1
Ot
he
r F
I
- - - 2 - 3 1 4 44 - 48 3 51
Co
rat
rpo
e
41
1
20
1
16
1
41 - 6 - 47 88 - 54
6
16
3
70
9
Pe
l
rso
na
6 - - - - - - - - - 6 8 14
41
7
20
1
16
1
15
4
(
54
)
38 49 14
3
56
2
- 1,
12
2
17
4
1,
29
6
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
- - - 56 (
58
)
36 152 (
60
)
19 - (
41
)
- (
41
)
Ot
he
r b
ks
an
10 - - 91 (
36
)
12 2 10
1
38
9
- 50
0
2 50
2
Ot
he
r F
I
- - - 5 - 7 - 12 30 - 42 - 42
Co
rat
rpo
e
49
5
27 27 42 1 18 - 60 81 - 63
6
25
8
89
4
Pe
l
rso
na
5 - - - - - - - - - 5 8 13
51
0
27 27 194 (
93
)
73 154 113 51
9
- 1,
142
26
8
1,
41
0

Derivative and reverse repo netting were £93 million (31 December 2011 - £114 million) and £41 million (31 December 2011 - £220 million) respectively.

30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
na
l Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
3,
18
4
3,
18
6
68
9
(
)
66
3
3,
30
4
3,
41
3
99
7
(
98
5)
Ot
he
r b
ks
an
98
4
99
3
14
3
(
14
0
)
1,
197
1,
155
26
4
(
26
0)
Ot
he
r F
I
8 5 1 (
1)
8 5 1 (
1)
Co
rat
rpo
e
34
0
30
9
60 (
)
42
36
6
32
1
68 (
48
)
4,
51
6
4,
49
3
89
3
(
)
84
6
4,
87
5
4,
89
4
1,
33
0
(
4)
1,
29

Risk management: Country risk: Portugal (continued)

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 2,677 520 37 7 - - 2,714 527
Other FI 1,770 353 - - 32 13 1,802 366
4,447 873 37 7 32 13 4,516 893
31 December 2011
Banks 2,922 786 46 12 - - 2,968 798
Other FI 1,874 517 - - 33 15 1,907 532
4,796 1,303 46 12 33 15 4,875 1,330

CDS bought protection: counterparty analysis by internal asset quality band

Key points*

  • The portfolio, managed out of Spain, is focused on corporate lending and derivatives trading with the largest local banks. Medium-term activity has ceased with the exception of that carried out under a Credit Support Annex.
  • Exposure declined further during the first half of 2012, with continued reductions in lending and in off-balance sheet exposure, and a sale of Group Treasury's AFS bonds, partially offset by an increase in derivative and repo exposure explained by a recovery in market prices.

• Government and Central bank

The Group's exposure to the Portuguese government at 30 June 2012 was £61 million, comprising very small derivative exposure and a small debt securities position - up from a net negative position at 31 December 2011 caused by a net short HFT debt securities position.

• Financial institutions

A major proportion of the remaining exposure is focused on the top four systemically important financial groups. Exposures generally consist of collateralised trading products.

• Corporate

The largest exposure is to the natural resources and transport sectors, concentrated on a few large, highly creditworthy clients.

• Non-Core (included above)

The Non-Core division's lending exposure to Portugal was reduced by £0.1 billion in the first half of 2012, to less than £0.3 billion. The portfolio largely comprised lending exposure to the land transport and logistics (39%), electricity (38%) and commercial real estate (18%) sectors.

* not within the scope of Deloitte LLP's review report

Risk management: Country risk: Greece

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
4 - - - - 24 8 16 - - 20 - 20
Ot
he
r b
ks
an
- - - - - - - - 28
7
- 28
7
- 28
7
Ot
he
r F
I
30 - - - - - - - 2 - 32 - 32
Co
rat
rpo
e
14
9
87 98 - - - - - 62 - 21
1
36 24
7
Pe
l
rso
na
12 - - - - - - - - - 12 10 22
19
5
87 98 - - 24 8 16 35
1
- 56
2
46 60
8
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
7 - - 31
2
- 102 5 40
9
- - 41
6
- 41
6
Ce
ntr
al
ba
nk
6 - - - - - - - - - 6 - 6
Ot
he
r b
ks
an
- - - - - - - - 29
0
- 29
0
- 29
0
Ot
he
r F
I
31 - - - - - - - 2 - 33 - 33
Co
rat
rpo
e
42
7
25
6
25
6
- - - - - 63 - 49
0
42 53
2
Pe
l
rso
na
14 - - - - - - - - - 14 10 24
48
5
25
6
25
6
31
2
- 102 5 40
9
35
5
- 1,
24
9
52 1,
30
1

Derivative netting was £223 million (31 December 2011 - £186 million).

30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
CD
S b
ref
nti
ty
ere
nc
e e
y
Bo
ht
ug
£m
So
ld
£m
Bo
ht
ug
£m
So
ld
£m
Bo
ht
ug
£m
So
ld
£m
Bo
ht
ug
£m
So
ld
£m
Go
t
ve
rnm
en
- - - - 3,
158
3,
165
2,
22
8
(
0)
2,
23
Ot
he
r b
ks
an
4 4 1 (
2)
22 22 3 (
3)
Ot
he
r F
I
33 33 5 (
)
6
34 34 8 (
8)
Co
rat
rpo
e
37
6
37
0
11
9
(
12
0
)
43
4
42
8
144 (
142
)
41
3
40
7
5
12
(
)
12
8
3,
64
8
3,
64
9
2,
38
3
(
2,
38
3)

Risk management: Country risk: Greece (continued)

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 101 34 - - - - 101 34
Other FI 279 86 - - 33 5 312 91
380 120 - - 33 5 413 125
31 December 2011
Banks 2,001 1,345 1 1 - - 2,002 1,346
Other FI 1,507 945 63 45 76 47 1,646 1,037
3,508 2,290 64 46 76 47 3,648 2,383

CDS bought protection: counterparty analysis by internal asset quality band

Key points*

• The Group has substantially reduced its exposure to Greece which it continues to actively manage, in line with the de-risking strategy that has been in place since early 2010. Much of the remaining exposure is collateralised or guaranteed. The remaining Greek exposure at 30 June 2012 was £0.6 billion, more than half of this being derivative exposure to banks (itself in part collateralised), the remainder is mostly corporate lending (part of this being exposure to local subsidiaries of international companies).

• Government and Central bank

The Group participated in the restructuring of the Greek government debt in March 2012, which resulted in new bonds that were sold in March and April, and in £0.3 billion of AFS bonds issued by the European Financial Stability Facility incorporated in Luxembourg. The Group no longer holds any AFS bonds issued by the Greek government. A small HFT position, resulting from the sovereign debt restructuring in March has been retained to enable the Group to quote prices and stay relevant to key clients.

• Financial institutions

Activity with Greek financial institutions is largely collateralised derivative and repo exposure and remains under close scrutiny.

• Corporate

Lending exposure fell by £0.3 billion, largely due to a single name write-off.

The Group's focus is on short-term trade facilities to the domestic subsidiaries of international clients, increasingly supported by parental guarantees.

• Non-Core (included above)

The Non-Core division's lending exposure to Greece was less than £0.1 billion at 30 June 2012, a slight reduction from 31 December 2011. The remaining lending portfolio primarily consisted of the following sectors: financial intermediaries (43%), construction (27%) and other services (13%).

Risk management: Country risk: Cyprus

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
Ju
30
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Ot
he
r b
k
an
- - - - - - - - 14 - 14 - 14
Ot
he
r F
I
39 - - - - - - - - - 39 - 39
Co
rat
rpo
e
24
1
16
6
40 - - - - - 38 - 27
9
4 28
3
Pe
l
rso
na
14 - - - - - - - - - 14 13 27
29
4
16
6
40 - - - - - 52 - 34
6
17 36
3
31
De
mb
20
11
ce
er
Ot
he
r b
k
an
- - - - - - - - 6 - 6 1 7
Ot
he
r F
I
38 - - - - - - - 1 - 39 1 40
Co
rat
rpo
e
25
0
169 40 - - 2 - 2 49 - 30
1
56 35
7
Pe
l
rso
na
14 - - - - - - - - - 14 10 24
30
2
169 40 - - 2 - 2 56 - 36
0
68 42
8

Derivative and reverse repo netting were £3 million (31 December 2011 - nil) and £2 million (31 December 2011 - £22 million) respectively.

Risk management: Country risk: Germany

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
- - - 8,
61
2
50
0
5,
48
3
1,
69
5
12
40
0
,
49
1
- 12
89
1
,
76
3
13
65
4
,
Ce
al
ba
nk
ntr
17
35
1
,
- - - - - - - - - 17
35
1
,
- 17
35
1
,
Ot
he
r b
ks
an
61
0
- - 63
0
9 34
3
57
8
39
5
6,
12
0
19
1
7,
31
6
26
6
7,
58
2
Ot
he
r F
I
29
9
- - 35
3
(
33
)
14
1
45 44
9
3,
15
2
19
9
4,
09
9
1,
27
0
5,
36
9
Co
rat
rpo
e
5,
52
5
25
4
90 16
3
12 17 7 17
3
52
0
- 6,
21
8
6,
00
7
12
22
5
,
Pe
l
rso
na
15
6
4 4 - - - - - - - 15
6
23 17
9
23
94
1
,
25
8
94 9,
75
8
48
8
5,
98
4
2,
32
5
13
41
7
,
10
28
3
,
39
0
48
03
1
,
8,
32
9
56
36
0
,
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
- - - 12
03
5
,
52
3
4,
136
2,
08
4
14
08
7
,
42
3
- 14
51
0
,
2 14
51
2
,
Ce
ntr
al
ba
nk
18
06
8
,
- - - - - - - 2 - 18
07
0
,
- 18
07
0
,
Ot
he
r b
ks
an
65
3
- - 1,
37
6
5 29
4
76
1
90
9
5,
88
6
11
7
7,
56
5
28
4
7,
84
9
Ot
he
r F
I
30
5
- - 56
3
(
33
)
18
7
95 65
5
3,
27
2
49 4,
28
1
1,
116
5,
39
7
Co
rat
rpo
e
6,
60
8
19
1
80 109 9 14 7 11
6
58
6
- 7,
31
0
6,
103
13
41
3
,
Pe
l
rso
na
155 19 19 - - - - - - - 155 22 177
25
78
9
,
21
0
99 14
08
3
,
50
4
4,
63
1
2,
94
7
15
76
7
,
10
169
,
16
6
51
89
1
,
7,
52
7
59
41
8
,
30
Ju
20
ne
12 31
De
mb
ce
er
20
11
tio
No
na
l ir v
Fa
alu
e
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
2,
89
5
2,
61
0
64 (
64
)
2,
63
1
2,
64
0
76 (
67
)
Ot
he
r b
ks
an
3,
33
6
3,
33
1
12
6
(
)
12
5
4,
76
5
4,
69
4
30
7
(
31
0)
Ot
he
r F
I
2,
59
5
2,
37
7
13 (
10
)
3,
65
3
3,
40
3
7 (
2)
Co
rat
rpo
e
14
38
7
,
13
08
7
,
(
64
)
99 20
43
3
,
18
31
1
,
148 (
126
)
23
21
3
,
21
40
5
,
13
9
(
10
0
)
31
48
2
,
29
04
8
,
53
8
(
50
5)

Risk management: Country risk: Germany (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 11,166 43 142 3 4 - 11,312 46
Other FI 11,527 91 17 (1) 357 3 11,901 93
22,693 134 159 2 361 3 23,213 139
31 December 2011
Banks 14,644 171 163 4 8 - 14,815 175
Other FI 16,315 357 18 - 334 6 16,667 363
30,959 528 181 4 342 6 31,482 538

Risk management: Country risk: Netherlands

AF
S a
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
ing
Le
nd
RE
IL
vis
ion
Pro
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
riv
ati
De
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
1 - - 1,
30
6
59 1,
27
0
1,
20
2
1,
37
4
35 - 1,
41
0
27 1,
43
7
Ce
ntr
al
ba
nk
9,
18
5
- - - - - - - - - 9,
18
5
- 9,
18
5
Ot
he
r b
ks
an
61
7
- - 62
9
11
9
5
19
37
7
44
7
7,
67
6
55
2
9,
29
2
3,
46
4
75
12
6
,
Ot
he
r F
I
1,
55
6
- - 6,
35
3
(
32
9
)
31
0
50 6,
61
3
1,
90
5
81 10
15
5
,
2,
20
7
12
36
2
,
Co
rat
rpo
e
4,
75
5
58
8
23
0
83 5 49 18 11
4
64
5
1 5,
51
5
6,
24
4
11
75
9
,
Pe
l
rso
na
29 26 21 - - - - - - - 29 12 41
16
14
3
,
61
4
25
1
8,
37
1
(
14
6
)
1,
82
4
1,
64
7
8,
54
8
10
26
1
,
63
4
35
58
6
,
11
95
4
,
47
54
0
,
31
20
11
De
mb
ce
er
Go
t
ve
rnm
en
8 - - 1,
44
7
74 84
9
59
1
1,
70
5
40 - 1,
75
3
- 1,
75
3
Ce
al
ba
nk
ntr
7,
65
4
- - - - 6 - 6 7 - 7,
66
7
- 7,
66
7
Ot
he
r b
ks
an
62
3
- - 80
2
21
7
36
5
27
8
88
9
7,
41
0
16
4
9,
08
6
3,
56
6
12
65
2
,
Ot
he
r F
I
1,
55
7
- - 6,
80
4
(
38
6)
29
0
108 6,
98
6
1,
80
6
10
8
10
45
7
,
3,
38
8
13
84
5
,
Co
rat
rpo
e
4,
82
7
62
1
20
9
199 6 113 5 30
7
74
7
3 5,
88
4
6,
59
6
12
48
0
,
Pe
l
rso
na
20 3 2 - - - - - - - 20 11 31
14
68
9
,
62
4
21
1
9,
25
2
(
89
)
1,
62
3
98
2
9,
89
3
10
01
0
,
27
5
34
86
7
,
13
56
1
,
48
42
8
,
30
Ju
20
ne
12 31
De
mb
ce
er
20
11
tio
No
na
l ir v
Fa
alu
e
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
1,
15
6
1,
10
8
20 (
20
)
1,
20
6
1,
189
31 (
31
)
Ot
he
r b
ks
an
70
8
74
7
19 (
)
18
96
5
99
5
41 (
42
)
Ot
he
r F
I
3,
27
5
3,
15
7
10
0
(
94
)
5,
77
2
5,
54
1
142 (
13
1)
Co
rat
rpo
e
9,
43
2
8,
36
4
15
9
(
73
)
15
41
6
,
14
23
8
,
25
7
(
166
)
14
57
1
,
13
37
6
,
29
8
(
20
5
)
23
35
9
,
21
96
3
,
47
1
(
37
0)

Risk management: Country risk: Netherlands (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 AQ10 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 5,411 42 66 1 4 - - - 5,481 43
Other FI 7,940 145 307 32 701 69 142 9 9,090 255
13,351 187 373 33 705 69 142 9 14,571 298
31 December 2011
Banks 7,605 107 88 1 6 - - - 7,699 108
Other FI 14,529 231 308 37 676 81 147 14 15,660 363
22,134 338 396 38 682 81 147 14 23,359 471

Risk management: Country risk: France

AF
S a
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
49
8
- - 1,
11
0
(
)
27
05
6,
6
59
4,
6
57
2,
0
19
7
- 5
3,
26
82
1
4,
08
6
Ce
ntr
al
ba
nk
2 - - - - - - - - - 2 - 2
Ot
he
r b
ks
an
82
9
- - 72
6
1 14
3
10
2
76
7
6,
30
9
34
7
8,
25
2
50
3
8,
75
5
Ot
he
r F
I
17
6
- - 70
5
(
22
)
18
0
13
8
74
7
65
5
54 1,
63
2
88
2
2,
51
4
Co
rat
rpo
e
2,
91
3
33 13 24
2
14 14
8
13
0
26
0
71
6
- 3,
88
9
7,
17
4
11
06
3
,
Pe
l
rso
na
73 - - - - - - - - - 73 75 14
8
4,
49
1
33 13 2,
78
3
(
)
34
52
6,
7
4,
96
6
4,
34
4
7,
87
7
40
1
17
11
3
,
45
5
9,
56
26
8
,
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
48
1
- - 2,
64
8
(
14
)
8,
70
5
5,
66
9
5,
68
4
35
7
- 6,
52
2
91
1
7,
43
3
Ce
al
ba
nk
ntr
3 - - 20 - - - 20 - - 23 - 23
Ot
he
r b
ks
an
1,
27
3
- - 88
9
(
17
)
15
7
75 97
1
7,
00
9
26
2
9,
51
5
47
4
9,
98
9
Ot
he
r F
I
28
2
- - 64
2
(
)
40
32
5
126 84
1
59
2
83 1,
79
8
92
8
2,
72
6
Co
rat
rpo
e
3,
76
1
128 74 24
0
9 72 34 27
8
74
3
- 4,
78
2
7,
82
9
12
61
1
,
Pe
l
rso
na
79 - - - - - - - - - 79 75 154
5,
87
9
128 74 4,
43
9
(
62
)
9,
25
9
5,
90
4
7,
79
4
8,
70
1
34
5
22
71
9
,
10
21
7
,
32
93
6
,
30
Ju
20
ne
12 31
De
mb
ce
er
20
11
tio
No
na
l ir v
Fa
alu
e
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
3,
39
7
2,
71
4
15
4
(
13
9
)
3,
46
7
2,
90
1
22
8
(
195
)
Ot
he
r b
ks
an
3,
51
8
3,
48
6
20
1
(
2)
17
4,
23
2
3,
99
5
28
2
(
23
6)
Ot
he
r F
I
1,
81
7
1,
50
9
81 (
69
)
2,
59
0
2,
05
3
136 (
117
)
Co
rat
rpo
e
14
13
4
,
13
38
3
,
22
6
(
19
6
)
23
22
4
,
21
58
9
,
60
9
(
57
8)
22
86
6
,
21
09
2
,
66
2
(
57
6
)
33
51
3
,
30
53
8
,
1,
25
5
(
1,
126
)

Risk management: Country risk: France (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 10,391 279 148 10 76 8 10,615 297
Other FI 11,933 343 21 1 297 21 12,251 365
22,324 622 169 11 373 29 22,866 662
31 December 2011
Banks 13,353 453 162 13 79 8 13,594 474
Other FI 19,641 758 24 1 254 22 19,919 781
32,994 1,211 186 14 333 30 33,513 1,255

Risk management: Country risk: Belgium

AF
S a
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
- - - 5
74
(
)
94
25
1,
3
71
8
1,
28
0
95 - 5
1,
37
- 5
1,
37
Ce
ntr
al
ba
nk
- - - - - - - - 3 - 3 - 3
Ot
he
r b
ks
an
30
0
- - - - - - - 2,
51
4
21 2,
83
5
7 2,
84
2
Ot
he
r F
I
24
6
- - - - - - - 22
0
- 46
6
81 54
7
Co
rat
rpo
e
49
3
49 18 8 - 4 10 2 22
0
- 71
5
1,
30
6
2,
02
1
Pe
l
rso
na
21 - - - - - - - - - 21 8 29
1,
06
0
49 18 75
3
(
)
94
25
1,
7
72
8
1,
28
2
05
3,
2
21 5,
5
41
1,
40
2
6,
81
7
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
- - - 74
2
(
116
)
60
8
72
2
62
8
89 - 71
7
- 71
7
Ce
al
ba
nk
ntr
8 - - - - - - - 3 - 11 - 11
Ot
he
r b
ks
an
28
7
- - 4 - - - 4 2,
39
9
51 2,
74
1
8 2,
74
9
Ot
he
r F
I
35
4
- - - - 1 4 (
3)
19
1
- 54
2
64 60
6
Co
rat
rpo
e
58
8
31 21 3 - 20 - 23 27
7
- 88
8
1,
27
9
2,
167
Pe
l
rso
na
20 - - - - - - - - - 20 8 28
1,
25
7
31 21 74
9
(
116
)
62
9
72
6
65
2
2,
95
9
51 4,
91
9
1,
35
9
6,
27
8
30
Ju
20
ne
12 31
De
mb
ce
er
20
11
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
ere
nc
e e
y
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
1,
56
9
1,
45
1
60 (
)
55
1,
61
2
1,
50
5
120 (
)
110
Ot
he
r b
ks
an
31
3
31
1
6 (
6
)
31
2
30
2
14 (
13
)
Co
rat
rpo
e
36
7
35
5
3 (
)
3
56
3
57
0
12 (
)
12
2,
24
9
2,
11
7
69 (
64
)
2,
48
7
2,
37
7
146 (
135
)

Risk management: Country risk: Belgium (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 1,519 46 2 - 12 - 1,533 46
Other FI 710 23 1 - 5 - 716 23
2,229 69 3 - 17 - 2,249 69
31 December 2011
Banks 1,602 97 2 - 12 1 1,616 98
Other FI 866 48 1 - 4 - 871 48
2,468 145 3 - 16 1 2,487 146

Risk management: Country risk: Luxembourg

AF
S a
nd
HF T To
tal
LA
R d
eb
t
S
AF
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
30
Ju
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Ot
he
r b
ks
an
1 - - 10 - 44 2 52 54
7
12 61
2
- 61
2
Ot
he
r F
I
47
1
- - 41 (
)
6
22
1
4 25
8
82
4
38
1
1,
93
4
35
0
2,
28
4
Co
rat
rpo
e
2,
10
0
97
8
31
0
5 1 25 29 1 20
7
- 2,
30
8
1,
58
2
3,
89
0
Pe
l
rso
na
3 - - - - - - - - - 3 2 5
2,
57
5
97
8
31
0
56 (
5
)
29
0
35 31
1
1,
57
8
39
3
4,
85
7
1,
93
4
6,
79
1
31
De
mb
20
11
ce
er
Ot
he
r b
ks
an
10
1
- - 10 - 7 - 17 53
0
16 66
4
- 66
4
Ot
he
r F
I
92
5
- - 54 (
7)
82 80 56 2,
174
78
9
3,
94
4
71
1
4,
65
5
Co
rat
rpo
e
2,
22
8
89
7
30
1
5 - 58 6 57 180 - 2,
46
5
1,
29
4
3,
75
9
Pe
l
rso
na
2 - - - - - - - - - 2 2 4
3,
25
6
89
7
30
1
69 (
7)
147 86 13
0
2,
88
4
80
5
7,
07
5
2,
00
7
9,
08
2
30
Ju
20
ne
12 31
De
mb
20
11
ce
er
tio
No
na
l e No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Ot
he
r F
I
1,
06
3
1,
01
3
83 (
76
)
2,
08
0
1,
97
6
118 (
108
)
Co
rat
rpo
e
1,
57
7
1,
30
2
97 (
)
83
2,
47
8
2,
138
146 (
116
)
2,
64
0
2,
31
5
18
0
(
15
9
)
4,
55
8
4,
114
26
4
(
22
4)

Risk management: Country risk: Luxembourg (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 969 71 14 - - - 983 71
Other FI 1,571 103 8 - 78 6 1,657 109
2,540 174 22 - 78 6 2,640 180
31 December 2011
Banks 1,535 93 16 - - - 1,551 93
Other FI 2,927 164 10 - 70 7 3,007 171
4,462 257 26 - 70 7 4,558 264

Risk management: Country risk: Other eurozone (1)

S a
AF
nd
HF T To
tal
LA
R d
eb
t
AF
S
de
bt
se
riti
cu
es
de
bt
Re
ve
rse
Ba
lan
ce
Of
f-b
ala
nc
e
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
De
riv
ati
ve
s
rep
os
sh
t
ee
sh
t
ee
To
tal
Ju
30
20
12
ne
£m £m £m £m £m £m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
60 - - 32
9
(
)
46
65
2
31
6
66
5
74
6
- 1,
47
1
- 1,
47
1
Ce
ntr
al
ba
nk
- - - - - - - - 25 - 25 - 25
Ot
he
r b
ks
an
16 - - 53 - 51 52 52 91
1
13 99
2
17
3
1,
16
5
Ot
he
r F
I
73 - - 97 (
8
)
17 46 68 14 18 17
3
65 23
8
Co
rat
rpo
e
97
4
19
9
68 13
5
(
2)
9 7 13
7
47 - 1,
15
8
1,
04
9
2,
20
7
Pe
l
rso
na
13 - - - - - - - - - 13 25 38
1,
13
6
19
9
68 61
4
(
)
56
72
9
42
1
92
2
1,
74
3
31 3,
83
2
1,
31
2
5,
14
4
31
De
mb
20
11
ce
er
Go
t
ve
rnm
en
12
1
- - 32
7
(
47
)
44
5
33
1
44
1
77
9
- 1,
34
1
25 1,
36
6
Ce
ntr
al
ba
nk
- - - - - - - - 23 - 23 - 23
Ot
he
r b
ks
an
28 - - 63 (
1)
13 70 6 1,
01
1
- 1,
04
5
94 1,
139
Ot
he
r F
I
77 - - 100 (
9)
25 2 123 36 - 23
6
130 36
6
Co
rat
rpo
e
1,
125
12 15 134 (
4)
11 7 138 45 - 1,
30
8
1,
03
8
2,
34
6
Pe
l
rso
na
12 - - - - - - - - - 12 10 22
1,
36
3
12 15 62
4
(
61
)
49
4
41
0
70
8
1,
89
4
- 3,
96
5
1,
29
7
5,
26
2
30
Ju
20
ne
12 31
De
mb
20
11
ce
er
No
tio
na
l e No
tio
l
na
Fa
ir v
alu
e
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
CD
S b
ref
nti
ty
y
ere
nc
e e
£m £m £m £m £m £m £m £m
Go
t
ve
rnm
en
2,
26
9
2,
18
8
27 (
)
21
2,
28
1
2,
35
0
54 (
47
)
Ot
he
r b
ks
an
76 71 1 (
1)
90 87 2 (
1)
Co
rat
rpo
e
2,
68
7
2,
60
8
37 (
28
)
4,
05
4
3,
94
4
70 (
59
)
5,
03
2
4,
86
7
65 (
50
)
6,
42
5
6,
38
1
126 (
107
)

For the note to this table refer to the following page.

Risk management: Country risk: Other eurozone (1) (continued)

CDS bought protection: counterparty analysis by internal asset quality band

AQ1 AQ2-AQ3 AQ4-AQ9 Total
30 June 2012 Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Notional
£m
Fair
value
£m
Banks 2,373 35 49 - - - 2,422 35
Other FI 2,563 29 3 - 44 1 2,610 30
4,936 64 52 - 44 1 5,032 65
31 December 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.

Risk management: Country risk: Eurozone non-periphery

Key points*

  • Germany and Netherlands The Group holds significant short-term surplus liquidity with central banks given credit risk and capital considerations and limited alternative investment opportunities; this exposure also fluctuates as part of the Group's asset and liability management. In addition, net long HFT positions in German bonds in Markets increased, driven by market opportunities. Concurrently, German AFS bond positions in Group Treasury were reduced in line with internal liquidity management strategies.
  • France During the first half of 2012, in anticipation of widening credit spreads and as part of general risk management, the Group reduced its holdings in French bonds, both AFS in Group Treasury and HFT in Markets.

• Government and central banks

Belgium - Net HFT government bonds exposure increased by £0.6 billion reflecting fluctuations in market making positions.

• Financial institutions

Germany and Netherlands - Derivative and repo exposure to financial institutions increased during the first half of 2012 by £0.7 billion in Netherlands, driven by a few large banks, and by £0.3 billion in Germany, spread over a larger number of names.

France - Approximately two thirds of the lending to banks is to the top three banks under uncommitted facilities.

Luxembourg - Lending to banks and non-bank financial institutions decreased by £0.6 billion during the first half of 2012, spread over a number of financial intermediaries, funds and banks.

• Corporate

Germany - Lending to corporate clients fell by £1.1 billion, driven by reductions in the transport, media, commercial real estate, electricity and media sectors.

France - Corporate lending decreased by £0.8 billion, due to reductions in the telecommunications, commercial real estate and construction sectors.

• Non-Core (included above)

Non-Core lending exposure has been generally reduced in line with the Group's strategic plan.

Non-Core lending exposure in France was £2.0 billion at 30 June 2012, a decline of £0.3 billion since 31 December 2011. The lending portfolio mainly comprised property (41%) and sovereign and quasi-sovereign (24%) exposures.

Non-Core lending exposure in Germany was £4.5 billion at 30 June 2012, down £0.9 billion since 31 December 2011. Most of the lending was in the property (50%) and transport (27%) sectors.

* not within the scope of Deloitte LLP's review report

Independent review report to The Royal Bank of Scotland Group plc

We have been engaged by The Royal Bank of Scotland Group plc ("the Company") to review the condensed financial statements in the half-yearly financial report for the six months ended 30 June 2012 which comprise the condensed consolidated income statement, the condensed consolidated statement of comprehensive income, the condensed consolidated balance sheet, the condensed consolidated statement of changes in equity, the condensed consolidated cash flow statement, related notes 1 to 20, the divisional results on pages 21 to 67 and the Risk and balance sheet management section set out on pages 129 to 236 except for those indicated as not reviewed (together "the condensed financial statements"). We have read the other information contained in the half-yearly financial report and considered whether it contains any apparent misstatements or material inconsistencies with the information in the condensed financial statements.

This report is made solely to the Company in accordance with International Standard on Review Engagements (UK and Ireland) 2410 'Review of Interim Financial Information Performed by the Independent Auditor of the Entity' issued by the Auditing Practices Board. Our work has been undertaken so that we might state to the Company those matters we are required to state to them in an independent review report and for no other purpose. To the fullest extent permitted by law, we do not accept or assume responsibility to anyone other than the Company, for our review work, for this report, or for the conclusions we have formed.

Directors' responsibilities

The half-yearly financial report is the responsibility of, and has been approved by, the directors. The directors are responsible for preparing the half-yearly financial report in accordance with the Disclosure and Transparency Rules of the United Kingdom's Financial Services Authority.

As disclosed in note 1, the annual financial statements of the Group are prepared in accordance with IFRSs as adopted by the European Union. The condensed financial statements included in this halfyearly financial report have been prepared in accordance with International Accounting Standard 34, 'Interim Financial Reporting', as adopted by the European Union.

Our responsibility

Our responsibility is to express to the Company a conclusion on the condensed financial statements in the half-yearly financial report based on our review.

Scope of review

We conducted our review in accordance with International Standard on Review Engagements (UK and Ireland) 2410 'Review of Interim Financial Information Performed by the Independent Auditor of the Entity' issued by the Auditing Practices Board for use in the United Kingdom. A review of interim financial information consists of making inquiries, primarily of persons responsible for financial and accounting matters, and applying analytical and other review procedures. A review is substantially less in scope than an audit conducted in accordance with International Standards on Auditing (UK and Ireland) and consequently does not enable us to obtain assurance that we would become aware of all significant matters that might be identified in an audit. Accordingly, we do not express an audit opinion.

Independent review report to The Royal Bank of Scotland Group plc (continued)

Conclusion

Based on our review, nothing has come to our attention that causes us to believe that the condensed financial statements in the half-yearly financial report for the six months ended 30 June 2012 are not prepared, in all material respects, in accordance with International Accounting Standard 34 as adopted by the European Union and the Disclosure and Transparency Rules of the United Kingdom's Financial Services Authority.

Deloitte LLP

Chartered Accountants and Statutory Auditor London, United Kingdom 2 August 2012

Risk factors

The principal risks and uncertainties facing the Group are unchanged from those disclosed on pages 451 to 464 of the Group's 2011 Annual Report and Accounts ("2011 R&A").

Summary of our Principal Risks and Uncertainties

Set out below is a summary of certain risks which could adversely affect the Group. These should not be regarded as a complete and comprehensive statement of all potential risks and uncertainties. The summary should be read in conjunction with the Risk and balance sheet management section on pages 100 to 249 of the 2011 R&A, which also includes a fuller description of these and other risk factors (pages 451 to 464).

  • The Group's businesses, earnings and financial condition and liquidity have been and will continue to be affected by geopolitical conditions, the global economy, instability in the global financial markets and increased competition. Together with a perceived increased risk of default on the sovereign debt of certain European countries and unprecedented stresses on the financial system within the eurozone, the above factors have resulted in significant fluctuations in market conditions including interest rates, foreign exchange rates, credit spreads, and other market factors and consequent changes in asset valuations.
  • The Group's ability to meet its obligations, including its funding commitments, depends on the Group's ability to access sources of liquidity and funding. The inability to access liquidity and funding due to market conditions or otherwise could adversely affect the Group's financial condition. Furthermore, the Group's borrowing costs and its access to the debt capital markets and other sources of liquidity depend significantly on its and the UK Government's credit ratings.
  • The Independent Commission on Banking has published its final report on competition and possible structural reforms in the UK banking industry. The Government has indicated that it supports and intends to implement the recommendations substantially as proposed which could have a material adverse effect on the Group's structure, financial condition and results.
  • The Group's ability to implement its Strategic Plan depends on the success of its efforts to refocus on its core strengths and its balance sheet reduction programme. As part of the Group's Strategic Plan and implementation of the State Aid restructuring plan agreed with the European Commission and HM Treasury, the Group is undertaking an extensive restructuring which may adversely affect the Group's business, results of operations and financial condition and give rise to increased operational risk and may impair the Group's ability to raise new Tier 1 capital due to restrictions on its ability to make discretionary dividend or coupon payments on certain securities.
  • The occurrence of a delay in the implementation of (or any failure to implement) the approved proposed transfers of a substantial part of the business activities of RBS N.V. to the Royal Bank may have a material adverse effect on the Group.
  • The Group or any of its UK bank subsidiaries may face the risk of full nationalisation or other resolution procedures and various actions could be taken by or on behalf of the UK Government in the event that any such entities are failing, or likely to fail, including actions in relation to any securities issued, new or existing contractual arrangements and transfers of part or all of the Group's businesses.
  • The actual or perceived failure or worsening credit of the Group's counterparties or borrowers and depressed asset valuations resulting from poor market conditions have adversely affected and could continue to adversely affect the Group.

Risk factors (continued)

  • The value of certain financial instruments recorded at fair value is determined using financial models incorporating assumptions, judgements and estimates that may change over time or may ultimately not turn out to be accurate.
  • Changes in interest rates, foreign exchange rates, credit spreads, bond, equity and commodity prices, basis, volatility and correlation risks and other market factors have significantly affected and will continue to affect the Group's business and results of operation.
  • The Group's insurance businesses are subject to inherent risks involving claims on insured events.
  • The Group's business performance, financial condition and capital and liquidity ratios could be adversely affected if its capital is not managed effectively or as a result of changes to capital adequacy and liquidity requirements, including those arising out of Basel III implementation (globally or by European or UK authorities), or if the Group is unable to issue Contingent B Shares to HM Treasury under certain circumstances.
  • Any significant developments in regulatory or tax legislation could have an effect on how the Group conducts its business and on its results of operations and financial condition, and the recoverability of certain deferred tax assets recognised by the Group is subject to uncertainty.
  • The Group is subject to substantial regulation and oversight, and any significant regulatory or legal developments could have an adverse effect on how the Group conducts its business and on its results of operations and financial condition. In addition, the Group is, and may be, subject to litigation and regulatory investigations that may adversely impact its business, results of operations and financial condition.
  • Operational and reputational risks are inherent in the Group's operations.
  • The Group could fail to attract or retain senior management, which may include members of the Group Board, or other key employees, and it may suffer if it does not maintain good employee relations.
  • The Group may be required to make contributions to its pension schemes and government compensation schemes, either of which may have an adverse impact on the Group's results of operations, cash flow and financial condition.
  • As a result of the UK Government's majority shareholding in the Group it can, and in the future may decide to, exercise a significant degree of influence over the Group including on dividend policy, modifying or cancelling contracts or limiting the Group's operations. The offer or sale by the UK Government of all or a portion of its shareholding in the company could affect the market price of the equity shares and other securities and acquisitions of ordinary shares by the UK Government (including through conversions of other securities or further purchases of shares) may result in the delisting of the Group from the Official List.

Statement of directors' responsibilities

We, the directors listed below, confirm that to the best of our knowledge:

  • the condensed financial statements have been prepared in accordance with IAS 34 'Interim Financial Reporting';
  • the interim management report includes a fair review of the information required by DTR 4.2.7R (indication of important events during the first six months and description of principal risks and uncertainties for the remaining six months of the year); and
  • the interim management report includes a fair review of the information required by DTR 4.2.8R (disclosure of related parties' transactions and changes therein).

By order of the Board

Philip Hampton Stephen Hester Bruce Van Saun

Chairman Group Chief Executive Group Finance Director

2 August 2012

Board of directors

Philip Hampton Stephen Hester Bruce Van Saun

Chairman Executive directors Non-executive directors

Sandy Crombie Alison Davis Tony Di Iorio Penny Hughes Joe MacHale Brendan Nelson Baroness Noakes Arthur 'Art' Ryan Philip Scott

Additional information

30 June
2012
31 March
2012
31 December
2011
Ordinary share price* 215.3p 276.4p 201.8p
Number of ordinary shares in issue* 6,017m 5,955m 5,923m

*prior period data have been adjusted for the sub-division and one-for-ten share consolidation of ordinary shares, which took effect in June 2012.

Statutory results

Financial information contained in this document does not constitute statutory accounts within the meaning of section 434 of the Companies Act 2006 ('the Act'). The statutory accounts for the year ended 31 December 2011 have been filed with the Registrar of Companies. The report of the auditor on those statutory accounts was unqualified, did not draw attention to any matters by way of emphasis and did not contain a statement under section 498(2) or (3) of the Act.

Financial calendar
2012 Q3 interim management statement Friday 2 November 2012
2012 annual results Thursday 28 February 2013

Appendix 1

Income statement reconciliations

Appendix 1 Income statement reconciliations

Ha
lf y
nd
ed
ea
r e
Ju
30
20
12
ne
30 Ju
20
11
ne
Re
allo
cat
ion
Re
allo
cat
ion
of
ff
on
e-o
of
ff
on
e-o
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Int
eiv
ab
le
st
ere
rec
9,
79
1
- 9,
79
1
10
81
2
,
(
7)
10
80
5
,
Int
st
ble
ere
pa
ya
(
1)
3,
81
(
10
)
(
1)
3,
82
(
7)
4,
27
- (
7)
4,
27
Ne
t in
t in
ter
es
co
me
5,
98
0
(
10
)
5,
97
0
6,
53
5
(
7)
6,
52
8
Fe
d c
mis
sio
eiv
ab
le
es
an
om
ns
rec
2,
93
7
- 2,
93
7
3,
34
2
- 3,
34
2
Fe
d c
mis
sio
ble
es
an
om
ns
pa
ya
(
60
4)
- (
60
4)
(
58
3
)
- (
58
3
)
Inc
e f
din
ctiv
itie
tra
om
rom
g a
s
5
2,
19
(
1,
32
6)
86
9
2,
78
9
(
80
7)
1,
98
2
Ga
in o
ed
tio
f o
de
bt
n r
em
p
n o
wn
- 57
7
57
7
- 25
5
25
5
Ot
(e
)
he
rat
ing
in
lud
ing
in
mi
in
r o
pe
co
me
xc
su
ran
ce
pre
um
co
me
1,
19
4
(
7)
1,
54
(
)
35
3
1,
57
3
(
)
40
1,
53
3
Ins
t p
ium
in
ura
nce
ne
rem
co
me
1,
86
7
- 1,
86
7
2,
23
9
- 2,
23
9
No
n-i
t in
nte
res
co
me
58
7,
9
(
2,
29
6)
5,
29
3
9,
36
0
(
59
2)
8,
76
8
To
tal
in
co
me
13
56
9
,
(
2,
30
6)
11
26
3
,
15
89
5
,
(
59
9)
15
29
6
,
Sta
ff c
ost
s
(
4,
25
7)
(
45
6)
(
4,
71
3
)
(
4,
41
9
)
(
190
)
(
4,
60
9
)
Pre
mis
d e
ipm
t
es
an
qu
en
(
)
1,
07
3
(
)
34
(
7)
1,
10
(
)
1,
11
9
(
)
54
(
)
1,
17
3
Ot
he
dm
inis
tra
tive
r a
ex
pe
nse
s
(
1,
75
5
)
(
41
7)
(
2,
17
2)
(
1,
69
9
)
(
97
4)
(
2,
67
3
)
De
cia
tio
nd
ort
isa
tio
pre
n a
am
n
(
)
77
6
(
126
)
(
2)
90
(
)
77
6
(
10
1)
(
7)
87
Op
tin
era
g
ex
p
en
se
s
(
7,
86
1)
(
1,
03
3)
(
8,
89
4)
(
8,
01
3
)
(
1,
31
9)
(
9,
33
2)
Pro
fit
be
for
the
tin
ch
e o
r o
p
era
g
arg
es
5,
70
8
(
3,
33
9)
2,
36
9
7,
88
2
(
1,
91
8)
5,
96
4
Ins
t c
laim
ura
nce
ne
s
(
1,
22
5
)
- (
1,
22
5
)
(
1,
70
5
)
- (
1,
70
5
)
Op
tin
rof
it b
efo
im
air
los
nt
era
g
p
re
p
me
se
s
4,
48
3
(
3,
33
9)
1,
14
4
6,
17
7
(
1,
91
8)
25
4,
9
Im
irm
t lo
pa
en
sse
s
(
2,
64
9
)
- (
2,
64
9
)
(
4,
21
1)
(
84
2)
(
5,
05
3
)
it/
(
)
Op
tin
rof
los
era
g
p
s
1,
83
4
(
3,
33
9)
(
)
1,
50
5
1,
96
6
(
2,
76
0)
(
4)
79

Appendix 1 Income statement reconciliations (continued)

Ha
lf y
ea
nd
ed
r e
30
Ju
20
12
ne
30 Ju
20
11
ne
Re
allo
ion
cat
of
ff
on
e-o
Re
allo
ion
cat
of
ff
on
e-o
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Op
tin
rof
it/
(
los
)
era
g
p
s
1,
83
4
(
3,
33
9)
(
1,
50
5
)
1,
96
6
(
2,
76
0)
(
79
4)
Ow
red
it a
dju
stm
ts
(
1)
n c
en
(
2,
97
4)
2,
97
4
- (
23
6
)
23
6
-
As
Pr
ctio
n S
ch
e (
2)
set
ote
em
(
45
)
45 - (
7)
63
63
7
-
Pa
t P
rot
ect
ion
In
ts
ym
en
su
ran
ce
cos
(
26
0
)
26
0
- (
85
0
)
85
0
-
So
rei
de
bt
im
irm
t
ve
gn
pa
en
- - - (
)
73
3
73
3
-
Int
st
rat
e h
ed
ad
jus
tm
ts
im
ire
d a
ilab
le-
for
le s
ign
de
bt
ere
ge
en
on
pa
va
-sa
ov
ere
- - - (
10
9
)
109 -
f p
Am
ort
isa
tio
ha
d i
nta
ible
set
n o
urc
se
ng
as
s
(
)
99
99 - (
)
10
0
100 -
Int
rat
ion
d r
est
tur
ing
sts
eg
an
ruc
co
(
67
3
)
67
3
- (
35
3
)
35
3
-
Ga
in o
ed
tio
f o
de
bt
n r
em
p
n o
wn
57
7
(
57
7)
- 25
5
(
25
5)
-
Str
ic d
isp
als
ate
g
os
15
2
(
152
)
- 27 (
27
)
-
Bo
s t
nu
ax
- - - (
22
)
22 -
RF
S H
old
ing
ino
rity
in
ter
est
s m
(
)
17
17 - (
2)
2 -
Lo
be
for
e t
ss
ax
(
1,
50
5
)
- (
1,
50
5
)
(
79
4)
- (
79
4)
Ta
ha
x c
rge
(
42
9
)
- (
42
9
)
(
64
5
)
- (
64
5
)
Lo
fro
nti
ing
tio
ss
m
co
nu
op
era
ns
(
4)
1,
93
- (
4)
1,
93
(
)
1,
43
9
- (
)
1,
43
9
Pro
fit
fro
dis
nti
ed
tio
of
et
tax
m
co
nu
op
era
ns
, n
1 - 1 31 - 31
fo
eri
Lo
r th
od
ss
e p
(
)
1,
93
3
- (
)
1,
93
3
(
)
1,
40
8
- (
)
1,
40
8
No
tro
llin
inte
ts
n-c
on
g
res
19 - 19 (
17
)
- (
17
)
Pre
fer
sh
d o
the
r d
ivid
ds
en
ce
are
an
en
(
)
76
- (
)
76
- - -
Lo
tri
bu
tab
le
ord
ina
d B
sh
ho
lde
at
to
ss
ry
an
are
rs
(
1,
99
0
)
- (
1,
99
0
)
(
1,
42
5
)
- (
1,
42
5
)

Notes:

(1) Reallocation of £1,280 million loss (H1 2011 - £170 million loss) to income from trading activities and £1,694 million loss (H1 2011 - £66 million loss) to other operating income.

(2) Reallocation to income from trading activities.

Appendix 1 Income statement reconciliations (continued)

Qu art
de
d
er
en
30 Ju
20
12
ne
31 M
h 2
01
2
arc
30 Ju
20
11
ne
Re allo
ion
cat
of
ff
on
e-o
Re allo
ion
cat
of
ff
on
e-o
Re allo
ion
cat
of
ff
on
e-o
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Int
eiv
ab
le
st
ere
rec
4,
4
77
- 4,
4
77
5,
01
7
- 5,
01
7
5,
41
0
(
6)
5,
40
4
Int
st
ble
ere
pa
ya
(
1,
80
1)
(
2)
(
1,
80
3
)
(
2,
01
0
)
(
8)
(
2,
01
8
)
(
2,
17
7)
- (
2,
17
7)
Ne
t in
t in
ter
es
co
me
2,
97
3
(
2)
2,
97
1
3,
00
7
(
8)
2,
99
9
3,
23
3
(
6)
3,
22
7
Fe
d c
mis
sio
eiv
ab
le
es
an
om
ns
rec
1,
45
0
- 1,
45
0
1,
48
7
- 1,
48
7
1,
70
0
- 1,
70
0
Fe
d c
mis
sio
ble
es
an
om
ns
pa
ya
(
31
4)
- (
31
4)
(
29
0
)
- (
29
0
)
(
32
3
)
- (
32
3
)
Inc
e f
tra
din
ctiv
itie
om
rom
g a
s
93
1
(
27
4)
65
7
1,
26
4
(
1,
05
2)
21
2
1,
21
9
(
72
)
1,
14
7
Ga
in o
ed
tio
f o
de
bt
n r
em
p
n o
wn
- - - - 57
7
57
7
- 25
5
25
5
Ot
he
rat
ing
in
(e
lud
ing
in
t p
ium
in
)
r o
pe
co
me
xc
su
ran
ce
ne
rem
co
me
46
9
(
75
)
39
4
72
5
(
1,
47
2)
(
74
7)
86
3
27
9
1,
14
2
Ins
ium
in
t p
ura
nce
ne
rem
co
me
92
9
- 92
9
93
8
- 93
8
1,
09
0
- 1,
09
0
No
n-i
nte
t in
res
co
me
3,
46
5
(
34
9)
3,
11
6
4,
12
4
(
1,
94
7)
2,
17
7
4,
54
9
46
2
5,
01
1
To
tal
in
co
me
6,
43
8
(
35
1)
6,
08
7
7,
13
1
(
1,
95
5)
5,
17
6
7,
78
2
45
6
8,
23
8
Sta
ff c
ost
s
(
)
2,
03
6
(
107
)
(
)
2,
14
3
(
1)
2,
22
(
34
9)
(
57
)
2,
0
(
)
2,
09
9
(
11
1)
(
)
2,
21
0
Pre
mis
d e
ipm
t
es
an
qu
en
(
52
3
)
(
21
)
(
54
4)
(
55
0
)
(
13
)
(
56
3
)
(
56
3
)
(
39
)
(
60
2)
Ot
he
dm
inis
tra
tive
r a
ex
pe
nse
s
(
)
93
6
(
0)
22
(
)
1,
15
6
(
)
81
9
(
)
197
(
)
1,
01
6
(
4)
83
(
8)
91
(
2)
1,
75
De
cia
tio
nd
ort
isa
tio
pre
n a
am
n
(
38
2)
(
52
)
(
43
4)
(
39
4)
(
74
)
(
46
8
)
(
39
6
)
(
57
)
(
45
3
)
tin
Op
era
g
ex
p
en
se
s
(
7)
3,
87
(
40
0)
(
7)
4,
27
(
4)
3,
98
(
63
3)
(
7)
4,
61
(
2)
3,
89
(
1,
125
)
(
5,
7)
01
Pro
fit
be
for
the
tin
ch
e o
r o
p
era
g
arg
es
2,
56
1
(
75
1)
1,
81
0
3,
14
7
(
2,
58
8)
55
9
3,
89
0
(
66
9)
3,
22
1
Ins
laim
t c
ura
nce
ne
s
(
57
)
6
- (
57
)
6
(
)
64
9
- (
)
64
9
(
)
79
3
- (
)
79
3
it/
Op
tin
rof
(
los
)
be
for
e i
air
nt
los
era
g
p
s
mp
me
se
s
1,
98
5
(
75
1)
1,
23
4
2,
49
8
(
2,
58
8)
(
90
)
3,
09
7
(
66
9)
2,
42
8
Im
irm
t lo
pa
en
sse
s
(
1,
33
5
)
- (
1,
33
5
)
(
1,
31
4)
- (
1,
31
4)
(
2,
26
4)
(
84
2)
(
3,
10
6
)
it/
(
)
Op
tin
rof
los
era
g
p
s
65
0
(
75
1)
(
1)
10
1,
18
4
(
2,
58
8)
(
4)
1,
40
83
3
(
1,
51
1)
(
)
67
8

Appendix 1 Income statement reconciliations (continued)

Qu art
de
d
er
en
30
Ju
20
12
ne
31 M
h 2
01
2
arc
30 Ju
20
11
ne
Re
allo
cat
ion
of
ff
on
e-o
Re
allo
cat
ion
of
ff
on
e-o
Re
allo
cat
ion
of
ff
on
e-o
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Ma
ed
na
g
£m
ite
ms
£m
Sta
tut
ory
£m
Op
tin
rof
it/
(
los
)
era
g
p
s
65
0
(
75
1)
(
10
1)
1,
18
4
(
2,
58
8)
(
1,
40
4)
83
3
(
1,
51
1)
(
67
8
)
Ow
(
1)
red
it a
dju
stm
ts
n c
en
(
)
51
8
51
8
- (
)
2,
45
6
2,
45
6
- 32
4
(
4)
32
-
As
set
Pr
ote
ctio
n S
ch
e (
2)
em
(
2)
2 - (
43
)
43 - (
16
8
)
168 -
Pa
t P
rot
ect
ion
In
ts
ym
en
su
ran
ce
cos
(
)
13
5
135 - (
)
12
5
125 - (
)
85
0
85
0
-
So
rei
de
bt
im
irm
t
ve
gn
pa
en
- - - - - - (
73
3
)
73
3
-
Int
st
rat
e h
ed
ad
jus
tm
ts
im
ire
d a
ilab
le-
for
le
ere
ge
en
on
pa
va
-sa
ign
de
bt
s
ov
ere
- - - - - - (
10
9
)
109 -
Am
ort
isa
tio
f p
ha
d i
nta
ible
set
n o
urc
se
ng
as
s
(
51
)
51 - (
48
)
48 - (
56
)
56 -
Int
ion
d r
ing
rat
est
tur
sts
eg
an
ruc
co
(
)
21
3
21
3
- (
)
46
0
46
0
- (
)
20
8
20
8
-
Ga
in o
ed
tio
f o
de
bt
n r
em
p
n o
wn
- - - 57
7
(
57
7)
- 25
5
(
25
5)
-
Str
ate
ic d
isp
als
g
os
16
0
(
)
160
- (
)
8
8 - 50 (
)
50
-
Bo
s t
nu
ax
- - - - - - (
11
)
11 -
S H
RF
old
ing
ino
rity
in
ter
est
s m
8 (
8)
- (
)
25
25 - (
)
5
5 -
Lo
be
for
e t
ss
ax
(
10
1)
- (
10
1)
(
1,
40
4)
- (
1,
40
4)
(
67
8
)
- (
67
8
)
Ta
ha
x c
rge
(
)
29
0
- (
)
29
0
(
)
13
9
- (
)
13
9
(
2)
22
- (
2)
22
Lo
fro
nti
ing
tio
ss
m
co
nu
op
era
ns
(
39
1)
- (
39
1)
(
1,
54
3
)
- (
1,
54
3
)
(
90
0
)
- (
90
0
)
(
ss)
/pr
ofit
fro
of
Lo
dis
nti
ed
tio
et
tax
m
co
nu
op
era
ns
, n
(
4)
- (
4)
5 - 5 21 - 21
Lo
fo
r th
eri
od
ss
e p
(
39
5
)
- (
39
5
)
(
1,
53
8
)
- (
1,
53
8
)
(
87
9
)
- (
87
9
)
No
llin
inte
tro
ts
n-c
on
g
res
5 - 5 14 - 14 (
)
18
- (
)
18
Pre
fer
sh
d o
the
r d
ivid
ds
en
ce
are
an
en
(
76
)
- (
76
)
- - - - - -
Lo
tri
bu
tab
le
ord
ina
d B
sh
ho
lde
at
to
ss
ry
an
are
rs
(
46
6
)
- (
46
6
)
(
1,
52
4)
- (
1,
52
4)
(
89
7)
- (
89
7)

Notes:

(1) Reallocation of £271 million loss (Q1 2012 - £1,009 million loss; Q2 2011 - £96 million gain) to income from trading activities and £247 million loss (Q1 2012 - £1,447 million loss; Q2 2011 - £228 million gain) to other operating income.

(2) Reallocation to income from trading activities.

Appendix 2

Businesses outlined for Disposal

Appendix 2 Businesses outlined for disposal

To comply with EC State Aid requirements the Group agreed to make a series of divestments by the end of 2013: the disposal of Direct Line Group, Global Merchant Services and its interest in RBS Sempra Commodities JV. The Group also agreed to dispose of its RBS England and Wales and NatWest Scotland branch-based businesses, along with certain SME and corporate activities across the UK ('UK branch-based businesses'). The disposals of Global Merchant Services and RBS Sempra Commodities JV businesses have now effectively been completed.

The Group continues to work with Santander on the sale of the UK branch-based businesses. The complexity of the transaction and the focus on causing minimum disruption to customers is likely to lead to an extension of the process well into 2013.

Preparations for the planned IPO of Direct Line Group in the latter part of 2012 remain on track. The company is prepared for separation and, from 1 July, is operating on a substantially standalone basis with its own corporate functions and HR platform. Residual IT services will be provided by the Group under a Transitional Services Agreement. Direct Line Group returned £800 million to the Group during H1 2012 as part of the optimisation of its capital structure.

The table below shows total income and operating profit of Direct Line Group and the UK branchbased businesses.

Operating profit
Total income before impairments Operating profit
H1 2012 FY 2011 FY 2011 H1 2012 FY 2011
£m £m £m £m £m £m
Direct Line Group (1) 1,900 4,286 219 407 219 407
UK branch-based businesses (2) 458 959 253 518 186 319
Total 2,358 5,245 472 925 405 726

The table below shows the estimated risk-weighted assets, total assets and capital of the businesses identified for disposal.

RWAs Total assets Capital
30 June
31 December
30 June 31 December 30 June 31 December
2012 2011 2012 2011 2012 2011
£bn £bn £bn £bn £bn £bn
Direct Line Group (1) n/m n/m 13.4 13.9 3.6 4.4
UK branch-based businesses (2) 10.3 11.1 19.2 19.3 1.0 1.1
Total 10.3 11.1 32.6 33.2 4.6 5.5

Notes:

(1) Total income includes investment income of £163 million (FY 2011 - £302 million). Total assets and estimated capital include approximately £0.9 billion of goodwill, of which £0.7 billion is attributed to Direct Line Group by RBS Group.

(2) Estimated notional equity based on 10% of RWAs.

Appendix 2 Businesses outlined for disposal (continued)

Further information on the UK branch-based businesses by division is shown in the tables below:

Division Total
UK UK
Retail Corporate H1 2012 FY 2011
£m £m £m £m
Income statement
Net interest income 157 179 336 689
Non-interest income 45 77 122 270
Total income 202 256 458 959
Direct expenses
- staff (35) (40) (75) (158)
- other (47) (28) (75) (166)
Indirect expenses (30) (25) (55) (117)
(112) (93) (205) (441)
Operating profit before impairment losses 90 163 253 518
Impairment losses (30) (37) (67) (199)
Operating profit 60 126 186 319
Analysis of income by product
Loans and advances 57 147 204 436
Deposits 41 73 114 245
Mortgages 67 - 67 134
Other 37 36 73 144
Total income 202 256 458 959
Net interest margin 4.60% 3.19% 3.72% 3.57%
Employee numbers (full time equivalents rounded to the
nearest hundred) 2,700 1,600 4,300 4,400
Division Total
UK UK 30 June 31 December
Retail Corporate Markets 2012 2011
£bn £bn £bn £bn £bn
Capital and balance sheet
Total third party assets (excluding mark-to-
market derivatives) 7.3 11.5 - 18.8 18.9
Loans and advances to customers (gross) 7.5 11.9 - 19.4 19.5
Customer deposits 8.6 13.1 - 21.7 21.8
Derivative assets - - 0.4 0.4 0.4
Derivative liabilities - - 0.1 0.1 0.1
Risk elements in lending 0.5 0.9 - 1.4 1.5
Loan:deposit ratio 82% 88% - 86% 86%
Risk-weighted assets 3.6 6.7 - 10.3 11.1

Appendix 2 Businesses outlined for disposal (continued)

Direct Line Group

The following table analyses the results of Direct Line Group between 'ongoing' and 'run-off' businesses. The income statement for each period includes the results of Direct Line Versicherung AG (DLVAG) which was acquired by Direct Line Group on 2 April 2012.

Half year ended
30 June 2012
Half year ended
30 June 2011
Ongoing
£m
Run-off
£m
Total
£m
Ongoing
£m
Run-off
£m
Total
£m
Income statement
Earned premiums 2,019 13 2,032 2,057 64 2,121
Reinsurers' share (161) (4) (165) (114) - (114)
Net premium income 1,858 9 1,867 1,943 64 2,007
Fees and commissions (156) (66) (222) (140) (16) (156)
Instalment income 62 - 62 70 - 70
Other income 30 - 30 61 1 62
Total income 1,794 (57) 1,737 1,934 49 1,983
Net claims (1,254) 29 (1,225) (1,449) (39) (1,488)
Underwriting profit/(loss) 540 (28) 512 485 10 495
Staff expenses (159) (1) (160) (142) (4) (146)
Other expenses (171) (1) (172) (164) (2) (166)
Total direct expenses (330) (2) (332) (306) (6) (312)
Indirect expenses (124) - (124) (108) (2) (110)
Total expenses (454) (2) (456) (414) (8) (422)
Technical result 86 (30) 56 71 2 73
Investment income 134 29 163 124 9 133
Operating profit/(loss) 220 (1) 219 195 11 206
Performance ratios
Loss ratio 68% 66% 75% 74%
Commission ratio 8% 12% 7% 8%
Expense ratio 24% 24% 21% 21%
Combined operating ratio 100% 102% 103% 103%

Operating profit is reported before exceptional items of £109 million (H1 2011 - £8 million) primarily comprising separation and restructuring costs.

Appendix 3

Credit risk assets

RBS Group – 2012 Interim Results

Appendix 3 Credit risk assets

Credit risk assets

Credit risk assets analysed in this appendix are presented to supplement the balance sheet related credit risk analyses on pages 152 to 175. Credit risk assets consist of:

  • Lending cash and balances at central banks and loans and advances to banks and customers (including overdraft facilities, instalment credit and finance leases);
  • Rate risk management, which includes foreign exchange transactions, interest rate swaps, credit default swaps and options. Exposures are mitigated by (i) offsetting in-the-money and outof-the-money transactions where such transactions are governed by legally enforcing netting agreements; and (ii) the receipt of financial collateral (primarily cash and bonds) using industry standard collateral agreements; and
  • Contingent obligations, primarily letters of credit and guarantees.

Credit risk assets exclude issuer risk (primarily debt securities) and reverse repurchase arrangements. They take account of legal netting arrangements that provide a right of legal set-off but do not meet the offset criteria under IFRS.

30 June 31 December
2012 2011
Divisional analysis of credit risk assets £m £m
UK Retail 113,408 111,070
UK Corporate 103,528 105,078
Wealth 19,677 20,079
International Banking 72,644 72,737
Ulster Bank 36,605 37,781
US Retail & Commercial 56,176 56,546
Retail & Commercial 402,038 403,291
Markets 97,206 114,327
Other 67,065 64,517
Core 566,309 582,135
Non-Core 79,732 92,709
646,041 674,844

Key points

  • Total Core exposure decreased by 3% during the period, driven by reduced placement activity with central banks and a reduction in lending and derivatives exposure within the non-bank financial institutions sector.
  • Exposure in Retail & Commercial divisions remained broadly stable, with UK Retail being the only division experiencing growth, driven by an increase in exposure to UK mortgages in line with the Group's strategy.
  • Non-Core exposure declined by 14% during the period, in line with the Group's target, as a result of continued disposals and run-off of assets, significant restructurings and unwinding of trades. The decline was observed across all regions, with significant reductions in the commercial real estate, mortgages and financial guarantors sectors.

Appendix 3 Credit risk assets (continued)

Credit risk assets (continued)

Asset quality

Internal reporting and oversight of risk assets is principally differentiated by credit grades. Customers are assigned credit grades based on various credit grading models that reflect the key drivers of default for each customer type. All credit grades across the Group map to both a Group level asset quality scale, used for external financial reporting, and a master grading scale for wholesale exposures, used for internal management reporting across portfolios. Accordingly, measures of risk exposure may be readily aggregated and reported at increasing levels of granularity depending on stakeholder or business need.

The table below shows credit risk assets by asset quality (AQ) band:

30 June 2012 31 December 2011
Core Non-Core Total Total Core Non-Core Total Total
Asset quality band £m £m £m % £m £m £m %
AQ1 0% - 0.034% 182,074 10,331 192,405 29.8 195,826 13,732 209,558 31.1
AQ2 0.034% - 0.048% 19,331 2,456 21,787 3.4 18,366 2,915 21,281 3.2
AQ3 0.048% - 0.095% 26,794 3,519 30,313 4.7 27,082 2,883 29,965 4.4
AQ4 0.095% - 0.381% 66,630 8,703 75,333 11.7 65,491 9,636 75,127 11.1
AQ5 0.381% - 1.076% 93,450 8,721 102,171 15.8 92,503 10,873 103,376 15.3
AQ6 1.076% - 2.153% 66,151 6,247 72,398 11.2 67,260 6,636 73,896 11.0
AQ7 2.153% - 6.089% 35,504 6,638 42,142 6.5 36,567 8,133 44,700 6.6
AQ8 6.089% - 17.222% 13,404 2,151 15,555 2.4 11,921 3,320 15,241 2.3
AQ9 17.222% - 100% 10,909 3,434 14,343 2.2 12,710 5,024 17,734 2.6
AQ10 100% 19,630 24,332 43,962 6.8 20,029 25,020 45,049 6.7
Other (1) 32,432 3,200 35,632 5.5 34,380 4,537 38,917 5.7
566,309 79,732 646,041 100 582,135 92,709 674,844 100

Note:

(1) 'Other' largely comprises assets covered by the standardised approach, for which a probability of default equivalent to those assigned to assets covered by the internal ratings based approach is not available.

Appendix 3 Credit risk assets (continued)

Asset quality (continued)

30 June 2012 31 December 2011
AQ10 % of
divisional
credit risk
assets
AQ10 % of
divisional
credit risk
assets
AQ10 credit risk assets by division £m % £m %
UK Retail 5,074 4.5 5,097 4.6
UK Corporate 5,607 5.4 5,484 5.2
Wealth - - 12 0.1
International Banking 926 1.3 1,736 2.4
Ulster Bank 6,834 18.7 6,305 16.7
US Retail & Commercial 647 1.2 646 1.1
Retail & Commercial 19,088 4.7 19,280 4.8
Markets 542 0.6 749 0.7
Core 19,630 3.5 20,029 3.4
Non-Core 24,332 30.5 25,020 27.0
43,962 6.8 45,049 6.7

Key points

  • Trends in the asset quality of the Group's credit risk exposures in the first half of 2012 reflected changes in the composition of the Core portfolio (for details, see the commentary on pages 5 and 6 of this appendix) and the run-off of Non-Core assets. Overall, the asset quality of the Group's corporate exposure was broadly maintained despite the difficult external conditions in the UK and ongoing uncertainty in the eurozone.
  • The decrease in the Group's Core exposures within the AQ1 band reflects the decrease in the Group's exposure to sovereigns.
  • Defaulted assets (AQ10) in Non-Core continued to increase as a percentage of the overall Non-Core portfolio due to the run-off and disposals of performing assets, in line with expectations. Weakness in the commercial real estate market continue to be the main driver of defaulted assets within Non-Core, with approximately 80% of the defaulted assets in Non-Core occurring in that sector.
  • Given continued weaknesses in the Irish economy, the stock of defaulted assets in the Ulster Bank portfolio continued to grow, driven by exposures in the personal and property sectors. Refer to the Risk management section on Ulster Bank Group (Core and Non-Core) for more details.
  • Defaulted credit risk assets within International Banking decreased significantly as successful restructurings led to a significant amount of exposure returning to the performing book.

Credit risk assets by sector and geographical region

Western
Europe
North Asia Latin Non
UK (excl. UK) America Pacific America Other (1) Total Core Core
30 June 2012 £m £m £m £m £m £m £m £m £m
Personal 128,980 19,367 32,412 1,589 44 1,133 183,525 178,762 4,763
Banks 3,984 37,644 5,511 9,913 1,560 2,761 61,373 60,902 471
Other financial institutions 17,511 12,736 10,477 3,827 5,874 814 51,239 42,743 8,496
Sovereign (2) 30,168 32,343 18,351 670 68 1,292 82,892 81,830 1,062
Property 57,556 25,226 8,724 1,185 3,253 1,451 97,395 57,846 39,549
Natural resources 6,720 6,581 7,544 4,703 913 1,882 28,343 24,392 3,951
Manufacturing 9,855 6,264 6,911 2,067 826 1,430 27,353 25,575 1,778
Transport (3) 13,066 7,131 4,751 5,369 2,477 5,079 37,873 27,720 10,153
Retail and leisure 19,065 5,612 4,971 1,186 750 602 32,186 28,132 4,054
Telecommunications, media
and technology 5,122 3,832 3,377 1,940 73 713 15,057 11,653 3,404
Business services 17,503 3,396 6,245 881 600 180 28,805 26,754 2,051
309,530 160,132 109,274 33,330 16,438 17,337 646,041 566,309 79,732
31 December 2011
Personal 126,945 20,254 33,087 1,604 158 1,114 183,162 176,201 6,961
Banks 4,720 39,213 3,952 11,132 1,738 3,276 64,031 63,470 561
Other financial institutions 16,549 15,960 13,319 3,103 5,837 1,159 55,927 45,548 10,379
Sovereign (2) 21,053 31,374 31,391 3,399 78 1,581 88,876 87,617 1,259
Property 60,099 27,281 8,052 1,370 3,471 1,480 101,753 58,323 43,430
Natural resources 6,552 7,215 8,116 3,805 1,078 2,508 29,274 25,146 4,128
Manufacturing 9,583 7,391 7,098 2,126 1,011 1,381 28,590 26,525 2,065
Transport (3) 13,789 7,703 4,951 5,433 2,500 5,363 39,739 27,529 12,210
Retail and leisure 22,775 6,101 5,762 1,488 1,041 675 37,842 32,766 5,076
Telecommunications, media
and technology 5,295 4,941 3,202 1,944 139 609 16,130 12,180 3,950
Business services 17,851 3,719 6,205 910 629 206 29,520 26,830 2,690
305,211 171,152 125,135 36,314 17,680 19,352 674,844 582,135 92,709

Notes:

(1) Comprises Central and Eastern Europe, the Middle East, Central Asia and Africa, and supranationals such as the World Bank.

(2) Includes central bank exposures.

(3) Excludes net investment in operating leases in shipping and aviation portfolios as they are accounted for as property, plant and equipment. However, operating leases are included in the monitoring and management of these portfolios.

(4) Enhancements to Wealth credit systems in Q2 2012 resulted in refinements to sector classifications at 30 June 2012. The most significant impact has been a re-allocation of £2.6 billion from the retail and leisure sector across a number of other sectors. Prior period data have not been revised.

Appendix 3 Credit risk assets (continued)

Credit risk assets by sector and geographical region (continued)

Key points

  • Conditions in financial markets and the Group's focus on risk appetite and sector concentration had a direct impact on the composition of its portfolio during 2011 and this has continued in the first half of 2012. The following key trends were observed:
  • A 7% decrease in exposures to sovereigns, driven by a reduction in the Group's placing of deposits with central banks;
  • A 4% reduction in exposures to the property sector, driven by tightened controls in Core and a £4 billion reduction in Non-Core;
  • A 6% reduction in exposure to other banks, driven by economy-wide subdued borrowing activity;
  • An 8% reduction in exposure to financial institutions, driven by a reduction in lending and derivatives across a range of entities, including finance companies, financial services companies, funds, monoline insurers and CDPCs; and
  • A slight increase in exposure to the personal sector, driven by an increase in UK mortgages.
  • The Group's sovereign portfolio comprises exposures to central governments, central banks and sub-sovereigns such as local authorities, primarily in the Group's key markets in the UK, Western Europe and the US. Exposure predominantly comprises cash balances placed with central banks such as the Bank of England, the Federal Reserve and the Eurosystem (including the European Central Bank and central banks in the eurozone); consequently, the asset quality of this portfolio is high. Exposure to sovereigns fluctuates according to the Group's liquidity requirements and cash positions, which determine the level of cash placed with central banks. Information on the Group's exposure to governments, including eurozone peripheral sovereigns, can be found in the Risk management section on Country risk.
  • The banking sector is one of the largest in the Group's portfolio. The sector is well diversified geographically and exposures are largely collateralised and tightly controlled through the combination of a single name concentration framework and a suite of credit policies specifically tailored to the sector and country limits. Exposures to the banking sector decreased by £2.7 billion during the period, primarily due to reduced interbank lending and derivative activity.
  • The Group's exposure to the property sector totalled £97.4 billion at 30 June 2012 (a 4% decline since 31 December 2011), the majority of which relates to commercial real estate (refer to the Risk management section on Commercial real estate for further details). The remainder comprises lending to construction companies, housing associations and building material groups, which remained stable during the period.
  • Core personal lending continued to rise, driven by an increase in UK mortgages. This expansion is in line with strategy and has had no detrimental impact on credit quality (for more commentary refer to the Risk management section on Residential mortgages).
  • Exposure to the retail and leisure sector fell 15% from 31 December 2011, driven by a decline in the Core portfolio as many customers in this sector chose to de-lever balance sheets. The market outlook for this sector remains challenging, but certain sub-sectors have proven resilient to macroeconomic volatilities (e.g. food and beverages) as have large retailers with well established brands and multiple channel offerings. Whilst the sector continues to show wide variation in performance depending on sub-sector and end markets, credit metrics overall remained broadly stable during the period.

Appendix 3 Credit risk assets (continued)

Credit risk assets by sector and geographical region (continued)

Key points (continued)

● Exposure to the transport sector includes asset-backed exposure to ocean-going vessels. The downturn observed in the shipping sector since 2008 continued into H1 2012, with oversupply of vessels, lower asset prices and lower charter rates. Credit quality in this portfolio continued to deteriorate and, despite no material defaults in this portfolio, the number of clients moved onto the Watchlist increased. The other component of this sector, land transport and logistics, performed satisfactorily in H1 2012.

Talk to a Data Expert

Have a question? We'll get back to you promptly.