Natwest Group PLC

Million EUR % RWA Million EUR % RWA A) Common equity before deductions (Original own funds without hybrid instruments and government 62,068 59,693 support measures other than ordinary shares) (+) than ordinary shares Of which: adjustment to valuation differences in other AFS assets (1) (-/+) 502 933 Prudential filters for regulatory capital (COREP line 1.1.2.6.06) B) Deductions from common equity (Elements deducted from original own funds) (-) -4,085 -3,179 COREP CA 1.3.T1 (negative amount) As defined by Article 57 (q) of Directive 2006/48/EC (COREP line 1.3.8 included in Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax) (-) -2,371 1.3.T1) -2,333 C) Common equity (A+B) 57,983 10.3% 56,514 11.1% Of which: ordinary shares subscribed by government 3,964 Paid up ordinary shares subscribed by government 3,964 D) CoCos issued before 30 June 2012 according to EBA Common Term Sheet (+) 0 0 EBA/REC/2011/1 E) Other Existing government support measures (+) 0 0 F) Core Tier 1 including other intruments eligible and existing government support measures (C+D+E) 57,983 10.3% 56,514 11.1% Net amount included in T1 own funds (COREP line 1.1.4.1a + COREP lines from G) Hybrid instruments not subscribed by government 12,027 10,900 1.1.2.201 to 1.1.2.205 + COREP line 1.1.5.2a (negative amount)) not subscribed by government H) Tier 1 Capital (F+G) 70,010 12.4% 67,414 13.3% COREP CA 1.4 = COREP CA 1.1 + COREP CA 1.3.T1* (negative amount) I) RWA 563,125 508,683 CRR / CRDIV memo items Common Equity instruments under A) not eligible as CET1 (under CRR) 0 0 Articles 26(1) point (c) and 26(2) of CRR Adjustments to Minority Interests 494 443 Article 84 of CRR Articles 36(1) point (c) and 38 of CRR [new COREP CA4 lines {1.2 + 1.3 - 2.2.1 - DTAs that rely on future profitability (net of associated DTL) 3,959 3,040 2.2.2}] Holdings of CET1 capital instruments of financial sector entities: reciprocal cross holdings, non Articles 36(1) point (g), (h) and (i), 43, 44 and 45 of CRR 8,223 7,367 significant and significant investments RWA for Credit Value Adjustment Risk (CVA) 96,167 32,166 Articles 381 to 386 of CRR
COREP CA 1.1 without Hybrid instruments and government support measures other	Capital position CRD3 rules	References to COREP reporting

Notes and definitions

(1) The amount is already included in the computation of the eligible capital and reserves and it is provided separately for information purposes.

References to COREP reporting

Explanatory footnotes

Notes and definitions

		0	1	2	1 Exposure values (as of 31/12/2012) **	2	1	2	1	2	1 RWA (as of 31/12/2012) **	2	1	2	1	2	1	2 1 Value adjustments and provisions (as of 31/12/2012) **	2
All couterparty countries		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB		A-IRB	STA
																		Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	99,641	-	72,144	-	-	-	9,157	-	27	-		-		-	-
	Institutions		-	-	73,696	152	8,498	-	-	-	24,744	-	1,700	-		-		-	-
	Corporates		-	-	323,635	41,077	79,424	1,038	-	-	210,954	70	70,250	1,466		-	13,654		22
	Corporates - Of Which: Specialised Lending		-	-	30,097	3,989	4,483	55	-	-	30,464	-	4,236	77		-		-	0
	Corporates - Of Which: SME		-	-	57,378	9,540	7,006	22	-	-	32,445	-	6,870	33		-	611		0
	Retail		-	-	200,567	13,149	59,770	977	-	-	59,653	8,770	33,508	1,200		-	6,998		218
	Retail - Secured on real estate property	74.7%	-	-	149,235	7,250	40,328	626	-	-	33,311	5,884	19,329	708		-	2,487		118
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	40	-	-	-	-	-	20	-		-		-	-
ROYAL BANK OF SCOTLAND	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	149,235	7,250	40,288	626	-	-	33,311	5,884	19,309	708		-	2,487		118
GROUP plc	Retail - Qualifying Revolving		-	-	31,556	1,259	1,506	17	-	-	11,086	604	1,129	26		-	984		10
	Retail - Other Retail		-	-	19,775	4,640	17,936	333	-	-	15,256	2,282	13,049	466		-	3,528		90
	Retail - Other Retail - Of Which: SME		-	-	13,402	2,361	2,867	116	-	-	8,723	1,070	2,146	173		-	1,642		2
	Retail - Other Retail - Of Which: non-SME		-	-	6,373	2,278	15,069	217	-	-	6,533	1,211	10,903	292		-	1,886		89
	Equity		1,343	20	247	-	949	0	3,884	-	434	-	230	0		-		-	-
	Securitisation		-	-	39,757	62	322	-	-	-	8,994	22	321	-		-		-	-
	Other non-credit obligation assets		-	-	12,793	8	15,054	-	-	-	9,761	8	9,556	-		-		-	-
	TOTAL		1,343	20	750,337	54,448	236,162	2,015	3,884	0	323,697	8,869	115,592	2,666	- 0		- 20,652	-	240
	Securitisation and re-securitisations positions deducted from capital *		-	-	717	-	317	-	-	-	8,963	-	3,967	-		-		-	-

					Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB		STA
							Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	1,006	-	61,670	-	-	-	601	-	6	-	-	-		-
	Institutions		-	-	8,881	0	124	-	-	-	2,189	-	62	-	-	-		-
	Corporates		-	-	144,436	15,650	9,966	124	-	-	96,083	49	9,547	175	-	-		13
	Corporates - Of Which: Specialised Lending		-	-	14,414	3,091	0	-	-	-	15,286	-	0	-	-	-		-
	Corporates - Of Which: SME		-	-	50,984	5,720	2,073	2	-	-	25,340	-	1,989	3	-	-		-
	Retail		-	-	179,846	8,434	15,335	251	-	-	39,033	5,647	8,204	305	-	3,241		77
	Retail - Secured on real estate property	67.0%	-	-	131,415	3,188	9,997	147	-	-	14,980	3,399	4,209	153	-	618		12
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	24	-	-	-	-	-	12	-	-	-		-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	131,415	3,188	9,973	147	-	-	14,980	3,399	4,196	153	-	618		12
United Kingdom	Retail - Qualifying Revolving		-	-	30,066	1,203	-	-	-	-	10,300	587	-	-	-	953		-
	Retail - Other Retail		-	-	18,365	4,043	5,338	104	-	-	13,753	1,662	3,996	152	-	1,671		64
	Retail - Other Retail - Of Which: SME		-	-	12,267	1,914	2,217	62	-	-	7,517	486	1,658	92	-	-		2
	Retail - Other Retail - Of Which: non-SME		-	-	6,098	2,129	3,120	42	-	-	6,236	1,176	2,338	60	-	1,671		63
	Equity		689	10	-	-	-	-	1,982	-	-	-	-	-	-	-		-
	Securitisation		-	-	11,695	-	-	-	-	-	4,365	-	-	-	-	-		-
	Other non-credit obligation assets		-	-	11,080	8	9,541	-	-	-	9,223	8	5,066	-	-	-		-
	TOTAL		689	10	356,943	24,092	96,637	374	1,982	0	151,494	5,705	22,885	480	- 0	- 3,241	-	90
	Securitisation and re-securitisations positions deducted from capital *		-	-	95	-	-	-	-	-	1,191	-	-	-	-	-		-

Notes and definitions

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

					Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **						Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB	STA
											Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	33,225	-	6,783	-	-	-	1,896	-	5	-	-		-	-
	Institutions		-	-	11,534	-	764	-	-	-	3,098	-	175	-	-		-	-
	Corporates		-	-	39,225	930	51,044	228	-	-	14,730	-	43,392	262	-		-	9
	Corporates - Of Which: Specialised Lending		-	-	2,047	302	4,252	55	-	-	1,727	-	4,235	77	-		-	0
	Corporates - Of Which: SME		-	-	478	-	-	-	-	-	114	-	-	-	-		-	-
	Retail		-	-	186	8	37,872	506	-	-	30	6	21,825	583	-		-	135
	Retail - Secured on real estate property	86.0%	-	-	122	3	25,817	447	-	-	11	4	13,190	523	-		-	105
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	2	-	-	-	-	-	1	-	-		-	-
U.S.	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	122	3	25,816	447	-	-	11	4	13,190	523	-		-	105
	Retail - Qualifying Revolving		-	-	55	1	1,506	17	-	-	12	1	1,129	26	-		-	10
	Retail - Other Retail		-	-	8	3	10,549	42	-	-	7	2	7,506	35	-		-	21
	Retail - Other Retail - Of Which: SME		-	-	4	1	0	-	-	-	2	1	0	-	-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	4	2	10,549	42	-	-	5	1	7,506	35	-		-	21
	Equity		60	-	-	-	947	0	241	-	-	-	229	0	-		-	-
	Securitisation		-	-	7,085	-	322	-	-	-	758	-	321	-	-		-	-
	Other non-credit obligation assets		-	-	-	-	3,378	-	-	-	-	-	2,477	-	-		-	-
	TOTAL		60	0	91,254	938	101,111	734	241	0	20,511	6	68,423	846	- 0	- 0	-	144
	Securitisation and re-securitisations positions deducted from capital *		-	-	109	-	317	-	-	-	1,366	-	3,967	-	-		-	-

					Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB	STA
																Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	460	-	-	-	-	-	247	-	-	-	-	-	-
	Institutions		-	-	1,230	-	13	-	-	-	659	-	6	-	-	-	-
	Corporates		-	-	10,646	13,939	2,800	125	-	-	14,413	20	2,796	188	-	-	-
	Corporates - Of Which: Specialised Lending		-	-	595	61	44	-	-	-	466	-	-	-	-	-	-
	Corporates - Of Which: SME		-	-	3,244	3,569	173	19	-	-	5,474	-	173	29	-	-	-
	Retail		-	-	19,412	4,660	289	106	-	-	20,358	3,086	204	156	-	-	1
	Retail - Secured on real estate property	100.0%	-	-	17,058	4,044	36	4	-	-	18,256	2,466	15	4	-	-	1
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	17,058	4,044	36	4	-	-	18,256	2,466	15	4	-	-	1
Ireland	Retail - Qualifying Revolving		-	-	1,037	42	-	-	-	-	675	11	-	-	-	-	-
	Retail - Other Retail		-	-	1,317	574	252	101	-	-	1,428	609	189	152	-	-	0
	Retail - Other Retail - Of Which: SME		-	-	1,102	438	166	52	-	-	1,185	580	125	78	-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	215	136	86	50	-	-	242	29	64	74	-	-	0
	Equity		4	-	-	-	-	-	14	-	-	-	-	-	-	-	-
	Securitisation		-	-	478	49	-	-	-	-	152	-	-	-	-	-	-
	Other non-credit obligation assets		-	-	183	-	518	-	-	-	178	-	1	-	-	-	-
	TOTAL		4	0	32,410	18,648	3,620	231	14	0	36,007	3,106	3,008	344	- 0	- 0	- 1
	Securitisation and re-securitisations positions deducted from capital *		-	-	82	-	-	-	-	-	1,031	-	-	-	-	-	-

Notes and definitions

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

				Exposure values (as of 31/12/2012) **					RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
(1) Counterparty Country		LTV % ** (as of 31/12/2012)	F-IRB	A-IRB		STA	F-IRB		A-IRB	STA	F-IRB		A-IRB	STA
														Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	- 42,969	-	4 -	-	-	1,331 -	4	-	-		-
	Institutions		-	- 6,660	-	1,857 -	-	-	2,678 -	68	-	-		-
	Corporates		-	- 7,617	1,548	403 -	-	-	6,072 -	418	-	-		-
	Corporates - Of Which: Specialised Lending		-	- 1,000	-	- -	-	-	1,426 -	-	-	-		-
	Corporates - Of Which: SME		-	- 75	-	281 -	-	-	7 -	281	-	-		-
	Retail		-	- 68	1	28 0	-	-	23	1 20	0	-		-
	Retail - Secured on real estate property	0.0%	-	- 32	-	3 -	-	-	3 -	1	-	-		-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	- -	-	- -	-	-	- -	-	-	-		-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	- 32	-	3 -	-	-	3 -	1	-	-		-
Germany	Retail - Qualifying Revolving		-	- 19	0	- -	-	-	5	0 -	-	-		-
	Retail - Other Retail		-	- 17	1	25 0	-	-	15	1 19	0	-		-
	Retail - Other Retail - Of Which: SME		-	- 1	0	0 -	-	-	0	0 0	-	-		-
	Retail - Other Retail - Of Which: non-SME		-	- 17	1	25 0	-	-	15	0 19	0	-		-
	Equity		1	- -	-	- -	3	-	- -	-	-	-		-
	Securitisation		-	- 55	-	- -	-	-	17 -	-	-	-		-
	Other non-credit obligation assets		-	- 229	-	- -	-	-	64 -	-	-	-		-
	TOTAL		1 0	57,598	1,550	2,292 0	3	0	10,185	1 510	0 -	0	-	0 - 0
	Securitisation and re-securitisations positions deducted from capital *		-	- -	-	- -	-	-	- -	-	-	-		-

					Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB	STA
	Central banks and central governments		-	-	3,559	-	-	-	-	-	364	-	-	-	-	Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted -		-
	Institutions		-	-	7,994	-	309	-	-	-	1,242	-	66	-	-	-		-
	Corporates		-	-	10,255	1,073	664	443	-	-	10,720	-	646	665	-	-		-
	Corporates - Of Which: Specialised Lending Corporates - Of Which: SME		- -	- -	380 66	- 1	- 39	- -	- -	- -	607 22	- -	- 39	- -	- -	- -		- -
	Retail		-	-	25	1	68	0	-	-	5	0	50	0	-	-		-
	Retail - Secured on real estate property	0.0%	-	-	15	0	60	0	-	-	1	0	45	0	-	-		-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	-	-	-	-	-		-
Netherlands	Retail - Secured on real estate property - Of Which: non-SME Retail - Qualifying Revolving	0.0%	- -	- -	15 8	0 0	60 -	0 -	- -	- -	1 2	0 0	45 -	0 -	- -	- -		- -
	Retail - Other Retail		-	-	2	0	8	-	-	-	2	0	6	-	-	-		-
	Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-SME		- -	- -	0 1	0 0	0 8	- -	- -	- -	0 1	0 0	0 6	- -	- -	- -		- -
	Equity		-	-	247	-	-	-	-	-	434	-	-	-	-	-		-
	Securitisation		-	-	9,992	6	-	-	-	-	1,365	9	-	-	-	-		-
	Other non-credit obligation assets		-	-	47	-	1,460	-	-	-	47	-	1,888	-	-	-		-
	TOTAL		0	0	32,118	1,080	2,501	443	0	0	14,178	10	2,650	665	- 0	- 0	-	0
	Securitisation and re-securitisations positions deducted from capital *		-	-	120	-	-	-	-	-	1,499	-	-	-	-	-		-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

				Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
(1) Counterparty Country		LTV % ** (as of 31/12/2012)	F-IRB	A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB		STA
			Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	- 855	-	-	-	-	-	93	-	-	-		-	-		-
	Institutions		-	- 8,031	-	2,443	-	-	-	2,671	-	489	-		-	-		-
	Corporates		-	- 9,885	132	181	1	-	-	7,062	-	119	1		-	-		-
	Corporates - Of Which: Specialised Lending		-	- 1,004	-	-	-	-	-	788	-	-	-		-	-		-
	Corporates - Of Which: SME		-	- 28	-	8	-	-	-	23	-	8	-		-	-		-
	Retail		-	- 112	6	21	0	-	-	29	4	14	0		-	-		-
	Retail - Secured on real estate property	70.0%	-	- 46	1	7	-	-	-	6	1	3	-		-	-		-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	- -	-	-	-	-	-	-	-	-	-		-	-		-
France	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	- 46	1	7	-	-	-	6	1	3	-		-	-		-
	Retail - Qualifying Revolving		-	- 53	1	-	-	-	-	14	1	-	-		-	-		-
	Retail - Other Retail		-	- 12	3	14	0	-	-	10	2	11	0		-	-		-
	Retail - Other Retail - Of Which: SME		-	- 4	2	0	-	-	-	3	1	0	-		-	-		-
	Retail - Other Retail - Of Which: non-SME		-	- 8	1	14	0	-	-	7	1	11	0		-	-		-
	Equity		146	- -	-	-	-	478	-	-	-	-	-		-	-		-
	Securitisation		-	- 525	-	-	-	-	-	56	-	-	-		-	-		-
	Other non-credit obligation assets		-	- 9	-	-	-	-	-	2	-	-	-		-	-		-
	TOTAL		146 0	19,418	137	2,646	1	478	0	9,914	4	622	1	- 0	-	0	-	0
	Securitisation and re-securitisations positions deducted from capital *		-	- 2	-	-	-	-	-	23	-	-	-		-	-		-

					Exposure values (as of 31/12/2012) **						RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB		STA
	Central banks and central governments		-	-	56	-	-	-	-	-	83	-	Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted -	-	-		-	-
	Institutions		-	-	2,491	-	51	-	-	-	920	-	10	-	-		-	-
	Corporates		-	-	10,722	884	213	-	-	-	8,182	-	213	-	-		-	-
	Corporates - Of Which: Specialised Lending		-	-	1,886	116	77	-	-	-	1,626	-	-	-	-		-	-
	Corporates - Of Which: SME		-	-	0	-	-	-	-	-	0	-	-	-	-		-	-
	Retail		-	-	71	5	368	2	-	-	20	3	151	2	-		-	-
	Retail - Secured on real estate property	62.0%	-	-	24	1	359	2	-	-	3	1	144	2	-		-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	-	-	-	-		-	-
Spain	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	24	1	359	2	-	-	3	1	144	2	-		-	-
	Retail - Qualifying Revolving		-	-	40	2	-	-	-	-	11	1	-	-	-		-	-
	Retail - Other Retail		-	-	7	2	9	0	-	-	6	1	7	0	-		-	-
	Retail - Other Retail - Of Which: SME		-	-	3	1	0	0	-	-	2	0	0	0	-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	5	1	9	0	-	-	4	1	7	0	-		-	-
	Equity		40	-	-	-	-	-	117	-	-	-	-	-	-		-	-
	Securitisation		-	-	154	-	-	-	-	-	338	-	-	-	-		-	-
	Other non-credit obligation assets		-	-	65	-	-	-	-	-	19	-	-	-	-		-	-
	TOTAL		40	0	13,559	889	632	2	117	0	9,562	3	374	2	- 0	-	0	- 0
	Securitisation and re-securitisations positions deducted from capital *		-	-	5	-	-	-	-	-	56	-	-	-	-		-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

						Exposure values (as of 31/12/2012) **				RWA (as of 31/12/2012) **					Value adjustments and provisions (as of 31/12/2012) **
(1) Counterparty Country		LTV % ** (as of 31/12/2012)	F-IRB		A-IRB		STA	F-IRB		A-IRB		STA	F-IRB	A-IRB		STA
															Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	-	-	-	-	- -	-	-	- -	-		-	-
	Institutions		-	-	5	-	-	-	- -	2	-	- -	-		-	-
	Corporates		-	-	8,491	101	297	-	- -	2,611	-	267 -	-		-	-
	Corporates - Of Which: Specialised Lending		-	-	83	-	-	-	- -	88	-	- -	-		-	-
	Corporates - Of Which: SME		-	-	37	-	-	-	- -	29	-	- -	-		-	-
	Retail		-	-	2	0	11	-	- -	0	0	8 -	-		-	-
	Retail - Secured on real estate property	0.0%	-	-	2	0	6	-	- -	0	0	4 -	-		-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	- -	-	-	- -	-		-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	2	0	6	-	- -	0	0	4 -	-		-	-
Cayman Islands	Retail - Qualifying Revolving		-	-	1	0	-	-	- -	0	0	- -	-		-	-
	Retail - Other Retail		-	-	0	-	5	-	- -	0	-	4 -	-		-	-
	Retail - Other Retail - Of Which: SME		-	-	0	-	0	-	- -	0	-	- -	-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	0	-	5	-	- -	0	-	4 -	-		-	-
	Equity		10	-	-	-	-	-	24 -	-	-	- -	-		-	-
	Securitisation		-	-	4,186	5	-	-	- -	843	11	- -	-		-	-
	Other non-credit obligation assets		-	-	-	-	-	-	- -	-	-	- -	-		-	-
	TOTAL		10	0	12,683	106	309 0		24 0	3,456	11	276 0	- 0	-	0 -	0
	Securitisation and re-securitisations positions deducted from capital *		-	-	166	-	-	-	- -	2,071	-	- -	-		-	-

				Exposure values (as of 31/12/2012) **					RWA (as of 31/12/2012) **							Value adjustments and provisions (as of 31/12/2012) **
Counterparty Country (1)		LTV % ** (as of 31/12/2012)	F-IRB	A-IRB	STA		F-IRB		A-IRB		STA		F-IRB		A-IRB		STA
				Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		- -	773 -	1,071	-	-	-	81	-	-	-		-		-		-
	Institutions		- -	4,530 -	469	-	-	-	1,000	-	106	-		-		-		-
	Corporates		- -	3,472 10	433	-	-	-	811	-	348	-		-		-		-
	Corporates - Of Which: Specialised Lending		- -	124 -	-	-	-	-	96	-	-	-		-		-		-
	Corporates - Of Which: SME		- -	6 -	-	-	-	-	8	-	-	-		-		-		-
	Retail		- -	53 0	390	0	-	-	7	0	175	-		-		-		-
	Retail - Secured on real estate property	0.0%	- -	40 -	348	-	-	-	3	-	144	-		-		-		-
	Retail - Secured on real estate property - Of Which: SME	0.0%	- -	- -	1	-	-	-	-	-	0	-		-		-		-
Switzerland	Retail - Secured on real estate property - Of Which: non-SME	0.0%	- -	40 -	347	-	-	-	3	-	144	-		-		-		-
	Retail - Qualifying Revolving		- -	12 0	-	-	-	-	3	0	-	-		-		-		-
	Retail - Other Retail		- -	1 0	41	0	-	-	1	0	31	-		-		-		-
	Retail - Other Retail - Of Which: SME		- -	1 0	2	-	-	-	1	0	1	-		-		-		-
	Retail - Other Retail - Of Which: non-SME		- -	1 0	40	0	-	-	1	0	30	-		-		-		-
	Equity		52 -	- -	-	-	92	-	-	-	-	-		-		-		-
	Securitisation		- -	- -	-	-	-	-	-	-	-	-		-		-		-
	Other non-credit obligation assets		- -	16 -	-	-	-	-	3	-	-	-		-		-		-
	TOTAL		52 0	8,844 10	2,363	0	92	0	1,902	0	630	0	-	0	-	0	-	0
	Securitisation and re-securitisations positions deducted from capital *		- -	- -	-	-	-	-	-	-	-	-		-		-		-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Dec-12 Country 0 Exposure 0 as of 31 December 2012	GB088
	ROYAL BANK OF SCOTLAND GROUP plc

				Exposure values (as of 31/12/2012) **			RWA (as of 31/12/2012) **			Value adjustments and provisions (as of 31/12/2012) **
(1) Counterparty Country		LTV % ** (as of 31/12/2012)	F-IRB	A-IRB	STA	F-IRB	A-IRB	STA	F-IRB	A-IRB STA
										Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	- - -	-	- - -	- -	- -	-	-	-
	Institutions		-	- 26 -	-	- - -	4 -	- -	-	-	-
	Corporates		-	- 5,825 430	1,577	2 - -	4,444 -	1,567 3	-	-	-
	Corporates - Of Which: Specialised Lending		-	- 1,421	1 -	- - -	2,169 -	- -	-	-	-
	Corporates - Of Which: SME		-	- 684 145	109	- - -	563 -	109 -	-	-	-
	Retail		-	- 6	0 1,324	8 - -	1 0	695 10	-	-	-
	Retail - Secured on real estate property	47.0%	-	- 4 -	868	4 - -	0 -	355 4	-	-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	- - -	-	- - -	- -	- -	-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	- 4 -	868	4 - -	0 -	355 4	-	-	-
Channel Islands	Retail - Qualifying Revolving		-	- 1	0 -	- - -	0 0	- -	-	-	-
	Retail - Other Retail		-	- 1	0 456	5 - -	0 0	340 7	-	-	-
	Retail - Other Retail - Of Which: SME		-	- 0 -	348	2 - -	0 -	262 2	-	-	-
	Retail - Other Retail - Of Which: non-SME		-	- 0	0 108	3 - -	0 0	78 5	-	-	-
	Equity		2	- - -	2	- 7 -	- -	2 -	-	-	-
	Securitisation		-	- 507 -	-	- - -	58 -	- -	-	-	-
	Other non-credit obligation assets		-	- 9 -	1	- - -	9 -	1 -	-	-	-
	TOTAL		2 0	6,373 431	2,904	10 7 0	4,516 0	2,264 13	- 0	- 0 - 0
	Securitisation and re-securitisations positions deducted from capital *		-	- 64 -	-	- - -	804 -	- -	-	-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

		0	1 2	1 Exposure values (as of 30/06/2013) **	2	1	2	1 2	1 RWA (as of 30/06/2013) **	2	1	2	1	1 2	1 2
All couterparty countries		LTV % ** (as of 30/06/2013)	F-IRB	A-IRB		STA		F-IRB	A-IRB		STA		F-IRB	A-IRB	STA
								Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		- -	89,031	-	75,765	-	- -	6,214	-	26	-	-	58	-
	Institutions		- -	64,587	142	7,226	-	- -	21,497	-	1,659	-	-	-	-
	Corporates		- -	294,919	38,992	75,278	770	- -	192,554	62	68,066	1,105	-	18,534	195
	Corporates - Of Which: Specialised Lending		- -	35,866	4,602	4,875	73	- -	37,473	-	4,857	93	-	-	0
	Corporates - Of Which: SME		- -	46,472	9,797	8,390	78	- -	27,760	-	8,320	117	-	605	-
	Retail		- -	188,264	12,853	56,763	934	- -	53,935	8,362	31,494	1,100	-	6,058	181
	Retail - Secured on real estate property	72.4%	- -	141,534	7,345	38,094	681	- -	31,028	5,718	17,888	752	-	2,086	95
	Retail - Secured on real estate property - Of Which: SME	0.0%	- -	-	-	71	5	- -	-	-	46	5	-	-	1
ROYAL BANK OF SCOTLAND	Retail - Secured on real estate property - Of Which: non-SME	0.0%	- -	141,534	7,345	38,023	676	- -	31,028	5,718	17,842	746	-	2,086	95
GROUP plc	Retail - Qualifying Revolving		- -	29,101	1,159	1,483	16	- -	9,707	534	1,112	24	-	830	12
	Retail - Other Retail		- -	17,629	4,350	17,187	237	- -	13,200	2,110	12,494	325	-	3,142	73
	Retail - Other Retail - Of Which: SME		- -	11,895	2,263	2,711	67	- -	7,504	1,051	2,030	100	-	1,534	2
	Retail - Other Retail - Of Which: non-SME		- -	5,733	2,086	14,476	170	- -	5,697	1,059	10,464	225	-	1,608	71
	Equity		897 26	220	-	1,017	0	3,015 -	698	-	347	0	-	-	-
	Securitisation		- -	32,201	61	549	-	- -	6,856	18	257	-	-	17	-
	Other non-credit obligation assets		- -	10,466	9	15,626	-	- -	7,612	8	10,324	-	-	-	-
	TOTAL		897 26	679,689	52,058	232,225	1,704	3,015 0	289,367	8,451	112,174	2,206	- 0	- 24,667	- 376
	Securitisation and re-securitisations positions deducted from capital *		- -	715	-	290	-	- -	8,939	-	3,631	-	-	-	-

				Exposure values (as of 30/06/2013) **					RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB	A-IRB		STA		F-IRB	A-IRB		STA		F-IRB	A-IRB	STA
								Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	- 922	-	64,134	-	- -	142	-	7	-	-	-	-
	Institutions		-	- 8,476	0	48	-	- -	2,496	-	10	-	-	-	-
	Corporates		-	- 131,002	15,365	8,429	123	- -	93,347	40	7,713	159	-	443	34
	Corporates - Of Which: Specialised Lending		-	- 19,549	3,358	-	-	- -	22,147	-	-	-	-	-	-
	Corporates - Of Which: SME		-	- 41,703	5,678	388	12	- -	22,206	-	386	18	-	-	-
	Retail		-	- 168,868	7,963	13,867	296	- -	35,300	5,276	7,469	344	-	258	71
	Retail - Secured on real estate property	65.0%	-	- 124,150	3,120	9,156	208	- -	14,122	3,279	3,945	216	-	69	14
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	- -	-	57	5	- -	-	-	38	5	-	-	1
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	- 124,150	3,120	9,099	203	- -	14,122	3,279	3,908	211	-	69	13
United Kingdom	Retail - Qualifying Revolving		-	- 28,197	1,106	-	-	- -	9,185	518	-	-	-	187	-
	Retail - Other Retail		-	- 16,521	3,737	4,711	87	- -	11,993	1,479	3,524	128	-	2	57
	Retail - Other Retail - Of Which: SME		-	- 11,027	1,795	2,078	55	- -	6,551	454	1,554	82	-	-	1
	Retail - Other Retail - Of Which: non-SME		-	- 5,494	1,942	2,633	32	- -	5,442	1,025	1,970	46	-	2	56
	Equity		485	8 -	-	49	-	1,627 -	-	-	49	-	-	-	-
	Securitisation		-	- 10,013	-	-	-	- -	3,725	-	-	-	-	10	-
	Other non-credit obligation assets		-	- 8,749	9	9,474	-	- -	7,044	8	6,192	-	-	-	-
	TOTAL		485	8 328,030	23,337	96,001	418	1,627 0	142,054	5,324	21,440	503	- 0	- 711	- 105
	Securitisation and re-securitisations positions deducted from capital *		-	- 63	-	-	-	- -	787	-	-	-	-	-	-

Notes and definitions

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

				Exposure values (as of 30/06/2013) **					RWA (as of 30/06/2013) **						Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB	STA		F-IRB	A-IRB		STA		F-IRB	A-IRB		STA
								Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	- 41,613	-	8,318	-	- -	1,548	-	3	-		-	-	-
	Institutions		-	- 8,714	-	747	-	- -	2,579	-	252	-		-	-	-
	Corporates		-	- 35,916	515	49,511	408	- -	17,178	-	43,725 590			-	147	14
	Corporates - Of Which: Specialised Lending		-	- 1,722	265	4,350	73	- -	1,516	-	4,333 93			-	-	0
	Corporates - Of Which: SME		-	- 266	1	28	-	- -	68	-	28	-		-	-	-
	Retail		-	- 182	8	36,706	481	- -	28	7	20,673 542			-	-	104
	Retail - Secured on real estate property	73.0%	-	- 122	4	24,631	430	- -	11	5	12,012 492			-	-	80
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	- -	-	-	- -	-	-	-	-		-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	- 122	4	24,631	430	- -	11	5	12,012 492			-	-	80
U.S.	Retail - Qualifying Revolving		-	-	52 1	1,483	16	- -	10	1	1,112 24			-	-	12
	Retail - Other Retail		-	-	8 3	10,592	35	- -	7	2	7,549 26			-	-	11
	Retail - Other Retail - Of Which: SME		-	-	4 1	0	-	- -	3	1	0	-		-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	4 2	10,592	35	- -	4	1	7,549 26			-	-	11
	Equity		60	-	- -	937	0	194 -	-	-	267	0		-	-	-
	Securitisation		-	- 5,322	-	549	-	- -	634	-	257	-		-	3	-
	Other non-credit obligation assets		-	-	- -	3,620	-	- -	-	-	2,697	-		-	-	-
	TOTAL		60 0	91,746	523	100,388	889	194 0	21,968	7	67,874 1,133		- 0	-	150 -	117
	Securitisation and re-securitisations positions deducted from capital *		-	-	76 -	290	-	- -	948	-	3,631	-		-	-	-

					Exposure values (as of 30/06/2013) **						RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA		F-IRB	A-IRB	STA
													Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	797	-	-	-	-	-	366	-	-	-	-	0	-
	Institutions		-	-	1,152	-	17	-	-	-	610	-	9	-	-	-	-
	Corporates		-	-	9,022	14,304	989	167	-	-	10,545	23	953	251	-	7	-
	Corporates - Of Which: Specialised Lending		-	-	548	62	35	-	-	-	424	-	35	-	-	-	-
	Corporates - Of Which: SME		-	-	2,523	3,955	146	66	-	-	4,066	-	146	99	-	-	-
	Retail		-	-	18,127	4,834	208	34	-	-	18,399	3,046	146	48	-	-	1
	Retail - Secured on real estate property	100.0%	-	-	16,623	4,200	31	4	-	-	16,834	2,413	13	4	-	-	1
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	16,623	4,200	31	4	-	-	16,834	2,413	13	4	-	-	1
Ireland	Retail - Qualifying Revolving		-	-	481	41	-	-	-	-	424	11	-	-	-	-	-
	Retail - Other Retail		-	-	1,023	593	177	30	-	-	1,141	622	133	44	-	-	0
	Retail - Other Retail - Of Which: SME		-	-	838	460	128	11	-	-	935	594	96	16	-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	186	133	49	19	-	-	206	28	37	28	-	-	0
	Equity		4	-	-	-	-	-	14	-	-	-	-	-	-	-	-
	Securitisation		-	-	541	50	-	-	-	-	215	-	-	-	-	-	-
	Other non-credit obligation assets		-	-	164	-	376	-	-	-	159	-	10	-	-	-	-
	TOTAL		4	0	29,802	19,188	1,590	201	14	0	30,294	3,069	1,118	299	- 0	- 7	- 1
	Securitisation and re-securitisations positions deducted from capital *		-	-	230	-	-	-	-	-	2,872	-	-	-	-	-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

				Exposure values (as of 30/06/2013) **					RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB	A-IRB		STA	F-IRB		A-IRB		STA	F-IRB	A-IRB	STA
											Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		- -	28,330	-	- -	-	-	1,051	-	- -		-	1	-
	Institutions		- -	5,799	-	931 -	-	-	2,325	-	81 -		-	-	-
	Corporates		- -	6,349	1,397	835 -	-	-	3,965	-	812 -		-	8	-
	Corporates - Of Which: Specialised Lending		- -	870	-	- -	-	-	826	-	- -		-	-	-
	Corporates - Of Which: SME		- -	55	-	768 -	-	-	35	-	768 -		-	-	-
	Retail		- -	64	1	24 0	-	-	20	1	17 0		-	-	-
	Retail - Secured on real estate property	0.0%	- -	31	-	2 -	-	-	3	-	1 -		-	-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	- -	-	-	- -	-	-	-	-	- -		-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	- -	31	-	2 -	-	-	3	-	1 -		-	-	-
Germany	Retail - Qualifying Revolving		- -	17	0	- -	-	-	4	0	- -		-	-	-
	Retail - Other Retail		- -	16	1	21 0	-	-	14	0	16 0		-	-	-
	Retail - Other Retail - Of Which: SME		- -	1	0	0 -	-	-	0	0	0 -		-	-	-
	Retail - Other Retail - Of Which: non-SME		- -	15	1	21 0	-	-	13	0	16 0		-	-	-
	Equity		1 -	-	-	- -		3 -	-	-	- -		-	-	-
	Securitisation		- -	149	-	- -	-	-	18	-	- -		-	-	-
	Other non-credit obligation assets		- -	247	-	- -	-	-	82	-	- -		-	-	-
	TOTAL		1 0	40,938	1,398	1,791 0		3 0	7,460	1	911 0	- 0	-	9 -	0
	Securitisation and re-securitisations positions deducted from capital *		- -	-	-	- -	-	-	-	-	- -		-	-	-

					Exposure values (as of 30/06/2013) **						RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA		F-IRB		A-IRB	STA		F-IRB	A-IRB		STA
											Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	4,068	-	-	-	-	-	295	- -	-	-		3	-
	Institutions		-	-	7,710	-	111	-	-	-	1,268	- 27	-	-		-	-
	Corporates		-	-	9,871	1,325	475	27	-	-	8,337	- 466	41	-		16	-
	Corporates - Of Which: Specialised Lending		-	-	359	251	-	-	-	-	617	- -	-	-		-	-
	Corporates - Of Which: SME		-	-	52	1	35	-	-	-	24	- 35	-	-		-	-
	Retail		-	-	24	1	65	0	-	-	5	1 26	0	-		-	-
	Retail - Secured on real estate property	0.0%	-	-	15	1	58	0	-	-	1	1 21	0	-		-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	- -	-	-		-	-
Netherlands	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	15	1	58	0	-	-	1	1 21	0	-		-	-
	Retail - Qualifying Revolving		-	-	7	0	-	-	-	-	2	0 -	-	-		-	-
	Retail - Other Retail		-	-	2	0	7	-	-	-	2	0 5	-	-		-	-
	Retail - Other Retail - Of Which: SME		-	-	1	0	0	-	-	-	0	0 0	-	-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	1	0	7	-	-	-	1	0 5	-	-		-	-
	Equity		-	-	220	-	-	-	-	-	698	- -	-	-		-	-
	Securitisation		-	-	8,694	6	-	-	-	-	1,072 10	-	-	-		3	-
	Other non-credit obligation assets		-	-	55	-	1,972	-	-	-	52	- 1,266	-	-		-	-
	TOTAL		0	0	30,642	1,333	2,622	28	0	0	11,727 11	1,785	41	- 0	-	22	- 0
	Securitisation and re-securitisations positions deducted from capital *		-	-	128	-	-	-	-	-	1,604	- -	-	-		-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

					Exposure values (as of 30/06/2013) **						RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA		F-IRB		A-IRB		STA	F-IRB		A-IRB		STA
													Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	438	-	-	-	-	-	53	-	- -		-		-	-
	Institutions		-	-	7,657	-	2,908	-	-	-	2,436	-	582 -		-		-	-
	Corporates		-	-	8,781	255	114	1	-	-	4,266	-	114 1		-	64		-
	Corporates - Of Which: Specialised Lending		-	-	841	-	-	-	-	-	746	-	- -		-		-	-
	Corporates - Of Which: SME		-	-	20	0	35	-	-	-	28	-	35 -		-		-	-
	Retail		-	-	106	5	21	0	-	-	24	3	13 0		-		-	-
	Retail - Secured on real estate property	70.0%	-	-	46	1	7	-	-	-	4	1	3 -		-		-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	-	-	-	- -		-		-	-
France	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	46	1	7	-	-	-	4	1	3 -		-		-	-
	Retail - Qualifying Revolving		-	-	50	1	-	-	-	-	12	1	- -		-		-	-
	Retail - Other Retail		-	-	11	3	14	0	-	-	8	1	10 0		-		-	-
	Retail - Other Retail - Of Which: SME		-	-	4	2	0	-	-	-	2	1	0 -		-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	7	1	14	0	-	-	6	0	10 0		-		-	-
	Equity		175	-	-	-	-	-	512	-	-	-	- -		-		-	-
	Securitisation		-	-	456	-	-	-	-	-	58	-	- -		-		-	-
	Other non-credit obligation assets		-	-	9	-	-	-	-	-	3	-	- -		-		-	-
	TOTAL		175	0	17,448	260	3,043	1	512	0	6,840	3	709 1	- 0		- 64		- 0
	Securitisation and re-securitisations positions deducted from capital *		-	-	-	-	-	-	-	-	-	-	- -		-		-	-

					Exposure values (as of 30/06/2013) **					RWA (as of 30/06/2013) **						Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA		F-IRB Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted	A-IRB		STA		F-IRB	A-IRB		STA
	Central banks and central governments		-	-	10	-	-	-	- -	3	-	-	-		-	-	-
	Institutions		-	-	2,383	-	53	-	- -	783	-	11	-		-	-	-
	Corporates		-	-	10,017	838	104	-	- -	6,747	-	104	-		-	110	-
	Corporates - Of Which: Specialised Lending		-	-	1,861	117	77	-	- -	1,631	-	77	-		-	-	-
	Corporates - Of Which: SME		-	-	0	-	-	-	- -	0	-	-	-		-	-	-
	Retail		-	-	68	5	341	7	- -	18	3	143	7		-	-	-
	Retail - Secured on real estate property	61.0%	-	-	24	2	334	7	- -	2	2	137	7		-	-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	- -	-	-	-	-		-	-	-
Spain	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	24	2	334	7	- -	2	2	137	7		-	-	-
	Retail - Qualifying Revolving		-	-	37	1	-	-	- -	10	1	-	-		-	-	-
	Retail - Other Retail		-	-	7	2	8	0	- -	5	1	6	0		-	-	-
	Retail - Other Retail - Of Which: SME		-	-	3	1	0	0	- -	2	0	0	0		-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	4	1	7	0	- -	3	0	5	0		-	-	-
	Equity		31	-	-	-	-	-	225 -	-	-	-	-		-	-	-
	Securitisation		-	-	104	-	-	-	- -	22	-	-	-		-	-	-
	Other non-credit obligation assets		-	-	76	-	-	-	- -	32	-	-	-		-	-	-
	TOTAL		31	0	12,657	844	499	7	225 0	7,604	3	258	7	- 0		- 110	- 0
	Securitisation and re-securitisations positions deducted from capital *		-	-	0	-	-	-	- -	3	-	-	-		-	-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Notes and definitions

				Exposure values (as of 30/06/2013) **						RWA (as of 30/06/2013) **					Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB	STA		F-IRB		A-IRB	STA		F-IRB	A-IRB	STA
															Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	-	- -	-	-	-	-	- -	-		-	-	-
	Institutions		-	-	5	- -	-	-	-	2	- -	-		-	-	-
	Corporates		-	-	7,726	64 392	-	-	-	1,982	- 378	-		-	23	-
	Corporates - Of Which: Specialised Lending		-	-	76	- -	-	-	-	80	- -	-		-	-	-
	Corporates - Of Which: SME		-	-	94	- -	-	-	-	78	- -	-		-	-	-
	Retail		-	-	2	0 11	-	-	-	0	0 8	-		-	-	-
	Retail - Secured on real estate property	0.0%	-	-	1	0	8 -	-	-	0	0 6	-		-	-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	- -	-	-	-	-	- -	-		-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	1	0	8 -	-	-	0	0 6	-		-	-	-
Cayman Islands	Retail - Qualifying Revolving		-	-	1	0 -	-	-	-	0	0 -	-		-	-	-
	Retail - Other Retail		-	-	0	-	3 -	-	-	0	- 2	-		-	-	-
	Retail - Other Retail - Of Which: SME		-	-	0	-	0 -	-	-	0	- 0	-		-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	0	-	3 -	-	-	0	- 2	-		-	-	-
	Equity		43	-	-	- 21	-	114	-	-	- 21	-		-	-	-
	Securitisation		-	-	2,516	4 -	-	-	-	549	8 -	-		-	1	-
	Other non-credit obligation assets		-	-	-	- -	-	-	-	-	- -	-		-	-	-
	TOTAL		43	0	10,249	68 423	0	114 0		2,533	8 407	0	- 0	-	23 -	0
	Securitisation and re-securitisations positions deducted from capital *		-	-	134	- -	-	-	-	1,676	- -	-		-	-	-

					Exposure values (as of 30/06/2013) **				RWA (as of 30/06/2013) **						Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA	F-IRB	A-IRB		STA	F-IRB		A-IRB	STA
											Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	855	-	1,060 -	- -	15	-	- -		-		-	-
	Institutions		-	-	3,548	-	429 -	- -	760	-	89 -		-		-	-
	Corporates		-	-	3,688	11	253 -	- -	1,025	-	150 -		-		-	-
	Corporates - Of Which: Specialised Lending		-	-	120	-	- -	- -	92	-	- -		-		-	-
	Corporates - Of Which: SME		-	-	-	-	- -	- -	-	-	- -		-		-	-
	Retail		-	-	48	1	413 -	- -	7	0	189 -		-		-	-
	Retail - Secured on real estate property	0.0%	-	-	36	0	353 -	- -	4	0	145 -		-		-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	1 -	- -	-	-	0 -		-		-	-
Switzerland	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	36	0	353 -	- -	4	0	144 -		-		-	-
	Retail - Qualifying Revolving		-	-	11	0	- -	- -	3	0	- -		-		-	-
	Retail - Other Retail		-	-	1	0	59 -	- -	1	0	45 -		-		-	-
	Retail - Other Retail - Of Which: SME		-	-	0	0	1 -	- -	0	0	1 -		-		-	-
	Retail - Other Retail - Of Which: non-SME		-	-	1	0	58 -	- -	1	0	43 -		-		-	-
	Equity		20	-	-	-	- -	56 -	-	-	- -		-		-	-
	Securitisation		-	-	-	-	- -	- -	-	-	- -		-		-	-
	Other non-credit obligation assets		-	-	15	-	- -	- -	3	-	- -		-		-	-
	TOTAL		20	0	8,153	12	2,156 0	56 0	1,810	0	428 0	-	0	-	0 -	0
	Securitisation and re-securitisations positions deducted from capital *		-	-	-	-	- -	- -	-	-	- -		-		-	-

Notes and definitions

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

** As explained in the Guidelines

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

as of 30 June 2013 Jun-13 Country 0	Exposure 0 GB088
	ROYAL BANK OF SCOTLAND GROUP plc

					Exposure values (as of 30/06/2013) **					RWA (as of 30/06/2013) **						Value adjustments and provisions (as of 30/06/2013) **
Counterparty Country (1)		LTV % ** (as of 30/06/2013)	F-IRB		A-IRB		STA		F-IRB	A-IRB		STA		F-IRB		A-IRB STA
																Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted
	Central banks and central governments		-	-	-	-	-	-	-	- -	-	-	-		-	-	-
	Institutions		-	-	12	-	-	-	-	- 2	-	-	-		-	-	-
	Corporates		-	-	5,319	406	1,090	2	-	- 4,277	-	1,080	3		-	47	-
	Corporates - Of Which: Specialised Lending		-	-	1,655	3	-	-	-	- 2,067	-	-	-		-	-	-
	Corporates - Of Which: SME		-	-	531	74	0	-	-	- 495	-	0	-		-	-	-
	Retail		-	-	5	0	1,271	9	-	- 1	0	690	10		-	-	-
	Retail - Secured on real estate property	46.0%	-	-	3	-	814	6	-	- 0	-	348	6		-	-	-
	Retail - Secured on real estate property - Of Which: SME	0.0%	-	-	-	-	-	-	-	- -	-	-	-		-	-	-
	Retail - Secured on real estate property - Of Which: non-SME	0.0%	-	-	3	-	814	6	-	- 0	-	348	6		-	-	-
Channel Islands	Retail - Qualifying Revolving		-	-	1	0	-	-	-	- 0	0	-	-		-	-	-
	Retail - Other Retail		-	-	1	0	457	3	-	- 0	0	342	4		-	-	-
	Retail - Other Retail - Of Which: SME		-	-	0	-	365	1	-	- 0	-	274	1		-	-	-
	Retail - Other Retail - Of Which: non-SME		-	-	0	0	92	2	-	- 0	0	68	3		-	-	-
	Equity		1	-	-	-	2	-	5	- -	-	2	-		-	-	-
	Securitisation		-	-	652	-	-	-	-	- 60	-	-	-		-	-	-
	Other non-credit obligation assets		-	-	6	-	1	-	-	- 6	-	1	-		-	-	-
	TOTAL		1	0	5,994	407	2,363	11	5 0	4,346	0	1,772	13	- 0		- 47 -	0
	Securitisation and re-securitisations positions deducted from capital *		-	-	71	-	-	-	-	- 890	-	-	-		-	-	-

Notes and definitions

Explanatory footnotes

1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure

* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA ** As explained in the Guidelines

3. SECURITISATION SUMMARY Period 0 0 0 0

	Exposure Value as of 31/12/2012	Exposure Value as of 30/06/2013
Banking Book	41,176	33,817
Trading Book (excl. correlation trading)	4,283	4,038
Correlation Trading Portfolio	0	0
Total	45,459	37,855

Explanatory footnotes

4. MARKET RISK Period 0 0 0 0

		31/12/2012		30/06/2013
		TOTAL RISK EXPOSURE AMOUNT		TOTAL RISK EXPOSURE AMOUNT
	SA	IM	SA	IM
Traded Debt Instruments	6,273	45,329	5,428	38,888
TDI - General risk	1,190	0	1,400	0
TDI - Specific risk	2,696	0	1,555	0
Equities	414	0	70	0
Equities - General risk	20	0	2	0
Equities - Specific risk	394	0	68	0
Foreign exchange risk	187	0	286	0
Commodities risk	27	0	26	0

Explanatory footnotes

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100	300101	300200	300201	300202	300203	300300	300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		50	0	50	1	0	49	0	1
[ 1Y - 2Y ]		20	0	4	0	0	4	0	1
[ 2Y - 3Y ]	Austria	30	14	14	0	0	0	0	-4
[3Y - 5Y ]		86	0	86	0	0	86	424	-7
[5Y - 10Y ]		158	0	0	0	0	0	0	7
[10Y - more ] Total		374	0	365	365	0	0	0	0
[ 0 - 3M ]		718 34	14 0	519 34	366 0	0 0	139 34	424 0	-2 -0
[ 3M - 1Y ]		622	0	597	0	0	597	1	-0
[ 1Y - 2Y ]		69	0	69	0	0	69	0	1
[ 2Y - 3Y ]		7	0	0	0	0	0	0	1
[3Y - 5Y ]	Belgium	434	0	358	205	0	153	125	-5
[5Y - 10Y ]		637	0	364	364	0	0	0	-0
[10Y - more ]		757	0	592	437	0	154	0	0
Total		2,560	0	2,014	1,006	0	1,007	125	-3
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Bulgaria	1	0	1	0	0	1	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	-1
[5Y - 10Y ]		0	0	0	0	0	0	0	-1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		1	0	1	0	0	1	0	-2
[ 0 - 3M ] [ 3M - 1Y ]		0 2	0 0	0 2	0 0	0 0	0 2	0 0	0 0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]		1	0	1	0	0	1	0	0
[3Y - 5Y ]	Cyprus	0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	-0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		3	0	3	0	0	3	0	-0

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		12	0	12	0	0	12	3	-0
[ 1Y - 2Y ]		2	0	1	0	0	1	0	0
[ 2Y - 3Y ]	Austria Czech Republic	9	0	9	9	0	0	84	1
[3Y - 5Y ]		125	0	125	124	0	1	0	0
[5Y - 10Y ]		91	0	89	71	0	18	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		239	0	236	204	0	32	87	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		135	0	135	0	0	135	81	0
[ 1Y - 2Y ] [ 2Y - 3Y ]		2 0	0 0	2 0	0 0	0 0	2 0	0 0	1 -1
[3Y - 5Y ]	Denmark	0	0	0	0	0	0	0	-0
[5Y - 10Y ]		0	0	0	0	0	0	0	1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		137	0	137	0	0	137	81	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Estonia	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		34	0	34	0	0	34	0	0
[ 1Y - 2Y ]	Finland	62	0	62	0	0	62	0	1
[ 2Y - 3Y ]		350	0	350	0	0	350	170	-0
[3Y - 5Y ] [5Y - 10Y ]		46 153	2 14	38 141	2 0	0 0	33 127	290 0	-0 1
[10Y - more ]		344	125	344	0	0	219	0	0
Total		989	141	970	2	0	825	460	2

as of 31 December 2012 Dec-12 Country Maturity 0

NET DIRECT POSITIONS DIRECT SOVEREIGN INDIRECT SOVEREIGN GROSS DIRECT LONG EXPOSURES (gross exposures (long) net of cash short positions of sovereign debt to other counterparties (3) EXPOSURES IN EXPOSURES (accounting value gross of provisions) (1) only where there is a maturity matching) (1) DERIVATIVES (1) (on and off balance sheet) Residual Maturity Country / Region of which: FVO Net position at fair values Net position at fair values ↓ (designated at fair value of which: Financial assets of which: loans and of which: AFS banking (Derivatives with positive fair (Derivatives with positive fair through profit&loss) held for trading(2) book value + Derivatives with value + Derivatives with advances banking book negative fair value) negative fair value) (FVO) [ 0 - 3M ] 142 0 105 0 0 105 0 0 4,546 0 4,414 50 0 4,363 1 0 [ 3M - 1Y ] 125 0 85 54 0 31 5 1 [ 1Y - 2Y ] 33 0 0 0 0 0 0 -1 [ 2Y - 3Y ] Austria France [3Y - 5Y ] 817 32 525 23 0 469 310 15 784 70 252 183 0 0 0 -6 [5Y - 10Y ] 1,165 503 846 343 0 0 0 4 [10Y - more ] Total 7,612 605 6,227 653 0 4,968 316 13 251 0 78 78 0 0 0 0 [ 0 - 3M ] 3,463 0 3,459 0 0 3,459 1 0 [ 3M - 1Y ] [ 1Y - 2Y ] 1,472 0 1,269 705 0 565 25 1 234 0 94 94 0 0 7 -1 [ 2Y - 3Y ] Germany 4,697 0 4,585 4,275 0 310 621 1 [3Y - 5Y ] 5,199 0 5,055 4,452 0 603 0 5 [5Y - 10Y ] [10Y - more ] 826 0 325 325 0 0 0 -2 Total 16,142 0 14,865 9,929 0 4,937 654 4 0 0 0 0 0 0 0 0 [ 0 - 3M ] [ 3M - 1Y ] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 [ 1Y - 2Y ] 10 0 10 0 0 10 0 0 [ 2Y - 3Y ] Greece [3Y - 5Y ] 0 0 0 0 0 0 21 0 0 0 0 0 0 0 0 0 [5Y - 10Y ] 1 0 1 0 0 1 0 0 [10Y - more ] Total 11 0 11 0 0 11 21 0 [ 0 - 3M ] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 [ 3M - 1Y ] 2 0 2 0 0 2 0 1 [ 1Y - 2Y ] [ 2Y - 3Y ] 1 0 0 0 0 0 0 1 Hungary 15 0 0 0 0 0 0 1 [3Y - 5Y ] 7 0 5 0 0 5 0 4 [5Y - 10Y ] [10Y - more ] 0 0 0 0 0 0 0 0 Total 25 0 7 0 0 7 0 9	(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria	0	0	0	0	0	0	0	0
[3Y - 5Y ]	Iceland	0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		39	1	39	0	0	38	0	-0
[ 3M - 1Y ]		6	0	6	0	0	6	2	-0
[ 1Y - 2Y ]		9	2	9	0	0	6	0	-4
[ 2Y - 3Y ]	Ireland	7 13	7 13	7 13	0 0	0 0	0 0	0 0	-2 4
[3Y - 5Y ] [5Y - 10Y ]		181	16	172	156	0	0	0	2
[10Y - more ]		50	13	50	0	0	37	0	0
Total		305	52	296	156	0	87	2	0
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		796	0	629	0	0	629	0	0
[ 1Y - 2Y ]		499	0	0	0	0	0	0	1
[ 2Y - 3Y ]		725	0	350	0	0	350	0	-68
[3Y - 5Y ]	Italy	627	0	152	107	0	45	98	-9
[5Y - 10Y ]		912	11	554	292	0	262	0	27
[10Y - more ]		348	0	102	102	0	0	0	4
Total		3,907	11	1,787	500	0	1,286	98	-45
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	2
[ 2Y - 3Y ]	Latvia	0	0	0	0	0	0	0	-0
[3Y - 5Y ]		0	0	0	0	0	0	0	-2
[5Y - 10Y ]		6	0	6	0	0	6	0	-2
[10Y - more ] Total		0 6	0 0	0 6	0 0	0 0	0 6	0 0	0 -2

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria	0	0	0	0	0	0	0	0
[3Y - 5Y ]	Liechtenstein	0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0 0	0 0	0 0	0 0	0 0	0 0	0 0	-0 -0
[ 2Y - 3Y ] [3Y - 5Y ]	Lithuania	6	0	6	0	0	6	0	1
[5Y - 10Y ]		2	0	0	0	0	0	0	1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		8	0	6	0	0	6	0	2
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Luxembourg	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		20	20	20	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		20	20	20	0	0	0	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Malta	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
[5Y - 10Y ] [10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		16	9	9	0	0	0	0	-0
[ 3M - 1Y ]		105	0	102	0	0	102	0	0
[ 1Y - 2Y ]		462	0	462	0	0	462	0	0
[ 2Y - 3Y ]	Austria Netherlands	349	0	346	216	0	130	0	-1
[3Y - 5Y ]		99	0	0	0	0	0	44	1
[5Y - 10Y ]		1,356	0	921	795	0	126	0	-2
[10Y - more ]		434	0	273	273	0	0	0	0
Total		2,821	9	2,113	1,284	0	820	44	-2
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		4	0	1	0	0	1	2	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	1
[ 2Y - 3Y ]	Norway	0	0	0	0	0	0	0	-1
[3Y - 5Y ]		1	0	1	0	0	1	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		5	0	2	0	0	2	2	0
[ 0 - 3M ]		294	0	294	294	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	5
[ 1Y - 2Y ]		1	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Poland	12	0	7	0	0	7	0	-1
[3Y - 5Y ]		13	0	11	0	0	11	0	0
[5Y - 10Y ]		47	0	34	0	0	34	0	-2
[10Y - more ] Total		0 367	0 0	0 346	0 294	0 0	0 52	0 0	0 2
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		10	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]		2	0	2	0	0	2	0	10
[3Y - 5Y ]	Portugal	17	0	17	10	0	7	20	2
[5Y - 10Y ]		60	0	56	53	0	4	0	21
[10Y - more ]		33	0	33	26	0	7	0	0
Total		122	0	108	89	0	20	20	33

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		145	0	145	130	0	15	0	-0
[ 3M - 1Y ]		91	0	91	64	0	27	0	-0
[ 1Y - 2Y ]		114	3	114	50	0	61	0	-0
[ 2Y - 3Y ]	Austria Romania	33	0	33	10	0	23	0	-0
[3Y - 5Y ]		2	0	2	0	0	2	0	0
[5Y - 10Y ]		25	22	25	0	0	4	0	2
[10Y - more ]		0	0	0	0	0	0	0	0
Total		410	25	410	254	0	132	0	2
[ 0 - 3M ]		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 -0
[ 3M - 1Y ] [ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]		4	0	4	0	0	4	0	0
[3Y - 5Y ]	Slovakia	23	0	23	23	0	0	16	0
[5Y - 10Y ]		1	0	0	0	0	0	0	1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		28	0	27	23	0	4	16	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Slovenia	0	0	0	0	0	0	0	-1
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	-1
[ 0 - 3M ]		172	0	170	0	0	170	0	-0
[ 3M - 1Y ]		284 94	0 0	200 22	0 0	0 0	200 22	0 0	-0 -4
[ 1Y - 2Y ] [ 2Y - 3Y ]		105	0	66	0	0	66	0	3
[3Y - 5Y ]	Spain	100	0	45	45	0	0	22	-2
[5Y - 10Y ]		194	0	94	0	0	94	0	7
[10Y - more ]		59	0	0	0	0	0	0	0
Total		1,008	0	597	45	0	552	22	4

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		132	131	132	0	0	1	0	0
[ 3M - 1Y ]		2	0	2	0	0	2	0	-0
[ 1Y - 2Y ]		81	0	66	0	0	66	10	1
[ 2Y - 3Y ]	Austria	67	0	67	0	0	67	0	-1
[3Y - 5Y ]	Sweden	44	2	36	34	0	0	65	0
[5Y - 10Y ]		226	50	187	0	0	137	0	-4
[10Y - more ]		175	175	175	0	0	0	0	0
Total		727	358	665	34	0	273	75	-4
[ 0 - 3M ]		491	269	491	0	0	222	0	0
[ 3M - 1Y ]		906	25	859	0	0	828	3	0
[ 1Y - 2Y ]		256	19	22	0	0	4	3	1
[ 2Y - 3Y ]	United Kingdom	167	7	7	0	0	0	0	-1
[3Y - 5Y ]		2,601	24	2,592	1,910	0	658	0	0
[5Y - 10Y ]		7,087	121	7,028	5,030	0	1,877	0	0
[10Y - more ]		9,990	1,860	8,765	2,801	0	4,104	0	0
Total		21,498	2,325	19,764	9,741	0	7,693	6	0
[ 0 - 3M ]		353	0	353	353	0	0	0	0
[ 3M - 1Y ]		39	0	39	39	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	1	-0
[ 2Y - 3Y ]	Australia	6	0	6	0	0	6	0	1
[3Y - 5Y ]		798	798	798	0	0	0	14	0
[5Y - 10Y ]		0	0	0	0	0	0	0	-0
[10Y - more ]		54	51	54	0	0	2	0	0
Total		1,250	849	1,250	392	0	8	15	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		350	0	350	0	0	350	7	0
[ 1Y - 2Y ]		180	0	85	0	0	85	0	0
[ 2Y - 3Y ]	Canada	48 274	0 0	0 274	0 49	0 0	0 225	0 33	0 0
[3Y - 5Y ]		17	0	5	5	0	0	0	0
[5Y - 10Y ] [10Y - more ]		38	0	20	0	0	20	0	0
Total		907	0	734	54	0	680	40	0

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual Maturity			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		464	0	464	464	0	0	0	-0
[ 3M - 1Y ]		2	0	2	2	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria Hong Kong	0	0	0	0	0	0	0	-0
[3Y - 5Y ]		0	0	0	0	0	0	0	-0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		466	0	466	466	0	0	0	0
[ 0 - 3M ]		6,360	0	6,360	1,206	0	5,154	0	0
[ 3M - 1Y ]		626	0	626	446	0	180	0	0
[ 1Y - 2Y ]		294	0	265	21	0	244	3	0
[ 2Y - 3Y ]	Japan	113	0	93	0	0	93	0	-0
[3Y - 5Y ]		696	0	44	0	0	44	61	0
[5Y - 10Y ]		1,171	0	194	0	0	194	0	-0
[10Y - more ]		1,235	0	71	0	0	71	0	0
Total		10,495 401	0 67	7,653 67	1,673 0	0 0	5,980 0	64 0	0 -0
[ 0 - 3M ] [ 3M - 1Y ]		3,318	4	2,861	0	0	2,856	0	-0
[ 1Y - 2Y ]		7,675	27	6,070	2,681	0	3,362	0	-0
[ 2Y - 3Y ]		1,688	42	638	597	0	0	0	0
[3Y - 5Y ]	U.S.	12,925	38	9,179	9,141	0	0	1	-0
[5Y - 10Y ]		10,806	15	6,754	6,553	0	185	0	-4
[10Y - more ]		1,430	54	391	66	0	271	0	0
Total		38,243	247	25,960	19,038	0	6,674	1	-4
[ 0 - 3M ]		147	0	147	147	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	13	0
[ 1Y - 2Y ]		135	0	135	135	0	0	0	1
[ 2Y - 3Y ]	Switzerland	0	0	0	0	0	0	0	-0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		282	0	282	282	0	0	13	1

as of 31 December 2012 Dec-12 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		259	0	240	219	0	21	0	1
[ 3M - 1Y ]		87	0	86	86	0	0	0	-1
[ 1Y - 2Y ]	Other	93	0	59	50	0	9	0	-3
[ 2Y - 3Y ]	advanced Austria	28	0	28	15	0	13	0	-0
[3Y - 5Y ]	economies non	0	0	0	0	0	0	0	1
[5Y - 10Y ]	EEA	9	0	9	0	0	9	0	9
[10Y - more ]		184	0	136	0	0	136	0	0
Total		660	0	558	370	0	188	0	7
[ 0 - 3M ]		74	0	72	0	0	72	0	1
[ 3M - 1Y ]	Other Central	130	15	130	51	0	64	0	1
[ 1Y - 2Y ]	and Eastern	20	0	20	15	0	5	0	-4
[ 2Y - 3Y ]	Europe	34	24	34	2	0	7	0	3
[3Y - 5Y ]	countries non	0	0	0	0	0	0	0	-4
[5Y - 10Y ]	EEA	107	102	107	0	0	5	0	-3
[10Y - more ]		0	0	0	0	0	0	0	0
Total		365	141	363	68	0	153	0	-6
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Middle East	0 0	0 0	0 0	0 0	0 0	0 0	0 30	-1 -0
[3Y - 5Y ] [5Y - 10Y ]		0	0	0	0	0	0	0	-2
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	30	-3
[ 0 - 3M ]		70	0	70	0	0	70	0	-0
[ 3M - 1Y ]		429	1	429	0	0	428	0	-0
[ 1Y - 2Y ]		174	0	174	0	0	174	0	-0
[ 2Y - 3Y ]	Latin America	23	10	23	0	0	13	0	-1
[3Y - 5Y ]	and the	5	0	1	0	0	1	0	-0
[5Y - 10Y ]	Caribbean	31	13	30	0	0	17	0	-2
[10Y - more ]		20	0	20	0	0	20	0	0
Total		752	24	747	0	0	723	0	-3

as of 31 December 2012 Dec-12 Country Maturity 0

GB088 ROYAL BANK OF SCOTLAND GROUP plc

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual Maturity			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		(gross exposures (long) net of cash short positions of sovereign debt to other counterparties	NET DIRECT POSITIONS only where there is a maturity matching) (1)		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-1
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Austria	0	0	0	0	0	0	0	0
[3Y - 5Y ]	Africa	0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	-1
[ 0 - 3M ]		71	21	71	45	0	5	0	1
[ 3M - 1Y ]		437	13	437	423	0	1	853	6
[ 1Y - 2Y ]		450	0	450	448	0	1	0	15
[ 2Y - 3Y ]	Others	191	1	186	180	1	4	13	-9
[3Y - 5Y ]		422	56	422	266	28	71	5	15
[5Y - 10Y ]		436	112	401	92	121	76	0	22
[10Y - more ]		168	55	163	0	0	108	0	0
Total		2,175	258	2,130	1,454	150	266	871	50

TOTAL EEA 30	3,560	59,671	51,138	24,582	0	23,001	2,453	13
--------------	-------	--------	--------	--------	---	--------	-------	----

(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.

(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments.

Notes and definitions

(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100	300101	300200	300201	300202	300203	300300	300400
Residual Maturity			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		61	0	61	0	0	61	0	-0
[ 1Y - 2Y ]		135	0	135	0	0	135	0	8
[ 2Y - 3Y ]	Austria	13	13	13	0	0	0	0	1
[3Y - 5Y ] [5Y - 10Y ]		0 373	0 0	0 0	0 0	0 0	0 0	238 0	10 -3
[10Y - more ]		350	0	350	350	0	0	0	0
Total		932	13	559	350	0	196	238	16
[ 0 - 3M ]		3	0	0	0	0	0	0	0
[ 3M - 1Y ]		372	0	346	0	0	346	0	-0
[ 1Y - 2Y ]		2	0	2	0	0	2	0	7
[ 2Y - 3Y ]	Belgium	0	0	0	0	0	0	0	-5
[3Y - 5Y ]		885	0	819	120	0	699	102	9
[5Y - 10Y ]		21	0	0	0	0	0	0	-3
[10Y - more ]		402	0	402	402	0	0	0	0
Total		1,685	0	1,569	522	0	1,047	102	8
[ 0 - 3M ] [ 3M - 1Y ]		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]		0	0	0	0	0	0	0	0
[3Y - 5Y ]	Bulgaria	0	0	0	0	0	0	0	-2
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	-2
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ] [3Y - 5Y ]	Cyprus	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
[5Y - 10Y ]		1	0	1	0	0	1	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		1	0	1	0	0	1	0	0

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		8	0	8	8	0	0	0	0
[ 2Y - 3Y ]	Austria	7	0	7	7	0	0	57	0
[3Y - 5Y ]	Czech Republic	56	0	56	56	0	0	0	-0
[5Y - 10Y ]		75	0	71	69	0	2	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		146	0	142	140	0	2	57	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		5	0	0	0	0	0	0	2
[ 2Y - 3Y ]	Denmark	0	0	0	0	0	0	0	-1
[3Y - 5Y ]		0	0	0	0	0	0	0	1
[5Y - 10Y ]		0	0	0	0	0	0	0	1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		5	0	0	0	0	0	0	3
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Estonia	0	0	0	0	0	0	0	0
[3Y - 5Y ] [5Y - 10Y ]		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		36	0	36	36	0	0	0	0
[ 3M - 1Y ]		1	1	1	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	2
[ 2Y - 3Y ]		0	0	0	0	0	0	0	-1
[3Y - 5Y ]	Finland	3	3	3	0	0	0	359	17
[5Y - 10Y ]		280	5	122	0	0	117	0	-8
[10Y - more ]		100	100	100	0	0	0	0	0
Total		420	109	262	36	0	117	359	10

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		134	0	131	0	0	131	0	0
[ 3M - 1Y ]		2,213	0	1,998	148	0	1,850	3	6
[ 1Y - 2Y ]		479	0	374	132	0	243	99	3
[ 2Y - 3Y ]	Austria	127	0	127	26	0	101	0	3
[3Y - 5Y ]	France	31	31	31	0	0	0	271	2
[5Y - 10Y ]		2,250	74	2,250	114	0	2,061	0	21
[10Y - more ]		727	474	727	335	0	0	0	4
Total		5,961	579	5,638	755	0	4,386	373	39
[ 0 - 3M ]		12	0	0	0	0	0	0	0
[ 3M - 1Y ]		1,421	0	1,349	41	0	1,308	32	-6
[ 1Y - 2Y ]		5,843	0	5,478	647	0	4,831	21	2
[ 2Y - 3Y ]	Germany	1,471	0	1,048	784	0	264	4	1
[3Y - 5Y ]		3,415	0	3,332	3,121	0	211	569	16
[5Y - 10Y ]		3,962	0	3,067	3,067	0	0	0	5
[10Y - more ]		236	0	236	236	0	0	0	-2
Total		16,360	0	14,510	7,896	0	6,614	626	16
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Greece	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	9	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	9	0
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-1
[ 1Y - 2Y ]		0	0	0	0	0	0	0	2
[ 2Y - 3Y ]	Hungary	0	0	0	0	0	0	0	-2
[3Y - 5Y ] [5Y - 10Y ]		0 3	0 0	0 3	0 0	0 0	0 3	0 0	5 2
[10Y - more ]		0	0	0	0	0	0	0	0
Total		3	0	3	0	0	3	0	6

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria Iceland	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		40	1	11	0	0	10	0	0
[ 3M - 1Y ]		1	1	1	0	0	0	0	-3
[ 1Y - 2Y ]		2	2	2	0	0	0	0	2
[ 2Y - 3Y ]	Ireland	7	7	7	0	0	0	0	-17
[3Y - 5Y ]		12	12	12	0	0	0	0	-30
[5Y - 10Y ] [10Y - more ]		182 6	22 6	182 6	160 0	0 0	0 0	0 0	2 0
Total		250	51	221	160	0	10	0	-46
[ 0 - 3M ]		737	0	337	0	0	337	0	0
[ 3M - 1Y ]		1,342	0	707	0	0	707	0	-2
[ 1Y - 2Y ]		169	0	0	0	0	0	0	-1
[ 2Y - 3Y ]		141	0	124	0	0	124	0	-136
[3Y - 5Y ]	Italy	380	0	301	108	0	192	86	-32
[5Y - 10Y ]		1,591	0	845	290	0	554	0	-6
[10Y - more ]		103	0	103	103	0	0	0	-28
Total		4,463	0	2,417	501	0	1,914	86	-205
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	1
[ 2Y - 3Y ]	Latvia	0	0	0	0	0	0	0	0
[3Y - 5Y ]		1	0	1	0	0	1	0	-3
[5Y - 10Y ]		5	0	1	0	0	1	0	-0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		6	0	2	0	0	2	0	-2

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria Liechtenstein	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Lithuania	0	0	0	0	0	0	0	-0
[3Y - 5Y ]		0 1	0 0	0 1	0 0	0 0	0 1	0 0	1 0
[5Y - 10Y ] [10Y - more ]		0	0	0	0	0	0	0	0
Total		1	0	1	0	0	1	0	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]		0	0	0	0	0	0	0	0
[3Y - 5Y ]	Luxembourg	0	0	0	0	0	0	0	0
[5Y - 10Y ]		15	15	15	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		15	15	15	0	0	0	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Malta	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		262	21	262	0	0	241	0	0
[ 3M - 1Y ]		68	0	68	27	0	41	0	-0
[ 1Y - 2Y ]		414	0	414	42	0	372	0	29
[ 2Y - 3Y ]	Austria Netherlands	5	0	0	0	0	0	0	-0
[3Y - 5Y ]		6	0	6	0	0	6	38	-4
[5Y - 10Y ]		1,928	0	1,882	829	0	1,052	0	-0
[10Y - more ]		252	0	252	252	0	0	0	0
Total		2,935	21	2,884	1,150	0	1,712	38	25
[ 0 - 3M ]		1	0	1	0	0	1	0	-0
[ 3M - 1Y ]		1	0	1	0	0	1	1	-0
[ 1Y - 2Y ]		1	0	1	0	0	1	0	2
[ 2Y - 3Y ]	Norway	0	0	0	0	0	0	0	-1
[3Y - 5Y ]		0	0	0	0	0	0	0	1
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		3	0	3	0	0	3	1	2
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		5	0	5	5	0	0	0	1
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Poland	5	0	5	0	0	5	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	-2
[5Y - 10Y ]		19 10	0 0	19 0	0 0	0 0	19 0	0 0	-1 0
[10Y - more ] Total		39	0	29	5	0	24	0	-2
[ 0 - 3M ]		0	0	0	0	0	0	0	-2
[ 3M - 1Y ]		7	0	7	0	0	7	2	4
[ 1Y - 2Y ]		0	0	0	0	0	0	0	7
[ 2Y - 3Y ]		0	0	0	0	0	0	0	-17
[3Y - 5Y ]	Portugal	79	0	79	62	0	17	18	-3
[5Y - 10Y ]		0	0	0	0	0	0	0	-27
[10Y - more ]		31	0	30	28	0	2	0	0
Total		117	0	116	90	0	26	20	-38

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		6	0	6	0	0	6	0	-0
[ 3M - 1Y ]		155	2	155	142	0	10	0	-1
[ 1Y - 2Y ]		31	0	31	28	0	3	0	0
[ 2Y - 3Y ]	Austria Romania	36	0	36	26	0	10	0	-0
[3Y - 5Y ]		0	0	0	0	0	0	0	2
[5Y - 10Y ]		23	20	23	0	0	3	0	-1
[10Y - more ]		0	0	0	0	0	0	0	0
Total		251	22	251	196	0	32	0	0
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Slovakia	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	23	1
[5Y - 10Y ]		9	0	9	0	0	9	0	-0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		9	0	9	0	0	9	23	1
[ 0 - 3M ]		0	0	0	0	0	0	0	0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Slovenia	0	0	0	0	0	0	0	-1
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	-1
[ 0 - 3M ]		399	0	344	0	0	344	0	0
[ 3M - 1Y ]		258	0	226	0	0	226	0	0
[ 1Y - 2Y ]		422	0	426	0	0	426	0	2
[ 2Y - 3Y ]	Spain	0	0	10	0	0	10	0	-19
[3Y - 5Y ]		79	0	51	51	0	0	10	15
[5Y - 10Y ]		28	0	14	0	0	14	0	-23
[10Y - more ]		23	0	23	0	0	23	0	0
Total		1,209	0	1,094	51	0	1,043	10	-25

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		52	0	52	0	0	52	0	0
[ 3M - 1Y ]		286	81	286	0	0	205	1	13
[ 1Y - 2Y ]		1	0	0	0	0	0	6	-4
[ 2Y - 3Y ]	Austria Sweden	119	0	119	0	0	119	0	-1
[3Y - 5Y ]		47	0	0	0	0	0	37	0
[5Y - 10Y ]		60	23	23	0	0	0	0	2
[10Y - more ]		147	147	147	0	0	0	0	0
Total		712	251	627	0	0	376	44	10
[ 0 - 3M ]		109	98	98	0	0	0	0	0
[ 3M - 1Y ]		684	22	684	661	0	0	2	-0
[ 1Y - 2Y ]		147 487	11 11	101 405	0 367	0 0	85 27	0 0	2 -1
[ 2Y - 3Y ] [3Y - 5Y ]	United Kingdom	1,912	101	1,893	1,776	0	16	0	0
[5Y - 10Y ]		12,223	52	10,198	2,932	0	7,214	0	0
[10Y - more ]		3,854	1,741	3,787	2,046	0	0	0	0
Total		19,416	2,036	17,166	7,782	0	7,342	2	1
[ 0 - 3M ]		30	0	30	30	0	0	0	0
[ 3M - 1Y ]		215	0	215	215	0	0	1	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Australia	5	0	5	0	0	5	1	-0
[3Y - 5Y ]		752	749	752	0	0	3	1	-0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		1,002	749	1,002	245	0	8	3	-0
[ 0 - 3M ]		48	0	48	19	0	29	0	0
[ 3M - 1Y ]		139	0	139	0	0	139	7	0
[ 1Y - 2Y ]		1	0	1	0	0	1	0	0
[ 2Y - 3Y ] [3Y - 5Y ]	Canada	0 1	0 0	0 0	0 0	0 0	0 0	0 0	0 0
[5Y - 10Y ]		55	0	5	0	0	5	0	0
[10Y - more ]		50	0	48	0	0	48	0	0
Total		294	0	241	19	0	222	7	0

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		477	0	477	477	0	0	0	0
[ 3M - 1Y ]		2	0	2	2	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Austria Hong Kong	0	0	0	0	0	0	0	0
[3Y - 5Y ]		0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		479	0	479	479	0	0	0	-0
[ 0 - 3M ]		861	0	861	8	0	853	0	0
[ 3M - 1Y ]		495	0	483	26	0	457	0	0
[ 1Y - 2Y ]		491	0	491	171	0	320	26	-0
[ 2Y - 3Y ]	Japan	429	0	386	0	0	386	0	-0
[3Y - 5Y ]		999	0	157	0	0	157	16	-0
[5Y - 10Y ]		791	0	0	0	0	0	0	0
[10Y - more ]		1,559	0	42	0	0	42	0	0
Total		5,625	0	2,420	205	0	2,215	42	-0
[ 0 - 3M ]		309	8	29	21	0	0	0	-152
[ 3M - 1Y ]		2,950	8	1,916	1,158	0	750	0	-0
[ 1Y - 2Y ]		4,507	15	3,650	1,905	0	1,730	0	-0
[ 2Y - 3Y ]	U.S.	4,153	229	3,005	2,776	0	0	3	-0
[3Y - 5Y ]		8,119	28	6,063	5,288	0	747	0	-4
[5Y - 10Y ]		5,040	49	3,948	3,356	0	542	0	-0
[10Y - more ]		1,989	415	415	0	0	0	0	0
Total		27,067	752	19,026	14,504	0	3,769	3	-156
[ 0 - 3M ]		162	0	162	0	0	162	0	0
[ 3M - 1Y ]		126	0	126	126	0	0	1	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Switzerland	0	0	0	0	0	0	0	0
[3Y - 5Y ]		19	0	19	19	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		307	0	307	145	0	162	1	0

as of 30 June 2013 Jun-13 Country Maturity 0

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Residual Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		86	0	8	0	0	8	0	-0
[ 3M - 1Y ]		215	0	2	0	0	2	0	-0
[ 1Y - 2Y ]	Other	44	0	5	0	0	5	0	-0
[ 2Y - 3Y ]	advanced Austria	2	0	2	0	0	2	0	1
[3Y - 5Y ]	economies non	22	0	14	0	0	14	0	10
[5Y - 10Y ]	EEA	10	0	9	0	0	9	0	-7
[10Y - more ]		150	0	119	0	0	119	0	0
Total		529	0	159	0	0	159	0	4
[ 0 - 3M ]		31	1	31	5	0	26	0	1
[ 3M - 1Y ]	Other Central	69	5	69	56	0	8	0	-2
[ 1Y - 2Y ]	and eastern	74	5	74	2	0	66	0	1
[ 2Y - 3Y ]	Europe	14	14	14	0	0	0	0	1
[3Y - 5Y ]	countries non	37	36	37	0	0	1	0	-11
[5Y - 10Y ]	EEA	61	58	61	0	0	2	0	4
[10Y - more ]		1	0	0	0	0	0	0	0
Total		287	119	286	63	0	103	0	-6
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	0
[ 2Y - 3Y ]	Middle East	0	0	0	0	0	0	0	-2
[3Y - 5Y ]		0	0	0	0	0	0	45	-2
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	45	-4
[ 0 - 3M ]		11	1	10	0	0	9	0	0
[ 3M - 1Y ]		238	0	238	0	0	238	0	8
[ 1Y - 2Y ]	Latin America	121	0	121	0	0	121	0	-31
[ 2Y - 3Y ]	and the	15	8	15	0	0	7	0	-0
[3Y - 5Y ]	Caribbean	1	0	1	0	0	1	0	21
[5Y - 10Y ]		19	12	19	0	0	7	0	-20
[10Y - more ]		14	0	14	0	0	14	0	0
Total		419	21	418	0	0	397	0	-22

as of 30 June 2013 Jun-13 Country Maturity 0

GB088 ROYAL BANK OF SCOTLAND GROUP plc

(in million Euro)		300100 300100	300101 300101	300200 300200	300201 300201	300202 300202	300203 300203	300300 300300	300400 300400
Residual			GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)			NET DIRECT POSITIONS where there is a maturity matching) (1)	(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only	DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)	INDIRECT SOVEREIGN (3) EXPOSURES (on and off balance sheet)
Maturity ↓	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book (FVO)	of which: Financial assets held for trading(2)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)	Net position at fair values (Derivatives with positive fair value + Derivatives with negative fair value)
[ 0 - 3M ]		0	0	0	0	0	0	0	-0
[ 3M - 1Y ]		0	0	0	0	0	0	0	-0
[ 1Y - 2Y ]		0	0	0	0	0	0	0	-0
[ 2Y - 3Y ]	Austria	0	0	0	0	0	0	0	0
[3Y - 5Y ]	Africa	0	0	0	0	0	0	0	0
[5Y - 10Y ]		0	0	0	0	0	0	0	0
[10Y - more ]		0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	-0
[ 0 - 3M ]		103	20	103	79	0	3	0	1
[ 3M - 1Y ]		482	5	482	461	0	14	1,073	6
[ 1Y - 2Y ]		355	0	355	348	0	1	8	-4
[ 2Y - 3Y ]	Others	117	4	117	98	1	14	9	-4
[3Y - 5Y ]		494	28	494	295	141	29	6	44
[5Y - 10Y ]		197	72	196	28	0	96	0	-7
[10Y - more ]		60	53	53	0	0	0	0	0
Total		1,808	182	1,800	1,309	142	157	1,096	36

	TOTAL EEA 30 54,941	3,096	47,522	19,634	0	24,863	1,988	-182
--	------------------------	-------	--------	--------	---	--------	-------	------

Notes and definitions

Explanatory footnotes

(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.

6. RWA Period 0 0 0 0

GB088 ROYAL BANK OF SCOTLAND GROUP plc

(in million Euro)
	31/12/2012	30/06/2013
RWA for credit risk	454,709	415,211
RWA Securitisation and re-securitisations	11,741	9,610
RWA Other credit risk	442,968	405,601
RWA for market risk	52,230	44,698
RWA for operational risk	56,186	48,774
RWA Transitional floors	0	0
RWA Other	0	0
Total RWA (1)	563,125	508,683

Explanatory footnotes

AI Terminal

4644_iss_2013-12-16_8eb756a8-5634-41bf-b5cd-a14e0cf07fca.pdf

References to COREP reporting

Notes and definitions

Notes and definitions

3. SECURITISATION SUMMARY Period 0 0 0 0

4. MARKET RISK Period 0 0 0 0

Notes and definitions

Notes and definitions

Explanatory footnotes

6. RWA Period 0 0 0 0

GB088 ROYAL BANK OF SCOTLAND GROUP plc

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