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Natwest Group PLC

Earnings Release May 4, 2012

4644_iss_2012-05-04_9035b535-2fb4-42bd-a636-36eb0fab079d.pdf

Earnings Release

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RBS reports a Q1 2012 Group operating profit(1) of £1,184 million

Core RBS Q1 operating profit £1,667 million, return on tangible equity 11%

UK Retail, UK Corporate and Markets performed strongly

Non-Core run-down continues, funded assets down £11 billion to £83 billion

Group Core Tier 1 ratio 10.8%, liquidity metrics strong

"We are happy with progress in the first quarter though the economic and regulatory backdrop remains tough. RBS continues, markedly, to regain strength and resilience. Our focus is on improving the future for customers and our business whilst ensuring that the bank's past issues are dealt with."

Stephen Hester, Group Chief Executive

Highlights

The Royal Bank of Scotland Group (RBS) continued on the recovery path, delivering stable returns from Core businesses while improving further its strong capital, liquidity and funding position.

During Q1 2012, RBS continued to prioritise the task of strengthening and de-risking its balance sheet. The Core Tier 1 capital ratio rose to 10.8%, while strong liquidity metrics improved even further. The Group reduced its short-term wholesale funding by £23 billion to £80 billion, which compares with a liquidity portfolio of £153 billion. The Group loan:deposit ratio improved to 106%. The run-off of Non-Core and the consistent elimination of legacy risks continued, with Non-Core funded assets down £11 billion to £83 billion.

The improving strength of the Group's balance sheet and funding has enabled RBS to take actions consistent with a return to standalone strength. RBS will have repaid £75 billion of Special Liquidity Scheme and Credit Guarantee Scheme (CGS) funding since 2009, including the last CGS repayment of £5.7 billion due to be repaid in May. RBS will resume discretionary coupons and dividend payments on hybrid capital instruments, which have been deferred for the last two years.

During the quarter, the Group delivered a solid operating performance from its Core businesses. Retail & Commercial has been challenged by a weak economy and persistently low interest rates, but delivered a return on equity (ROE) of 13%, excluding the still loss-making Ulster Bank. The Markets business rebounded to deliver a ROE of 21%, despite a reduced balance sheet and staff numbers, giving encouraging support for the restructuring announced in January. Non-Core operating losses were lower at £483 million, compared with £1,282 million in the prior quarter.

RBS remains committed to serving its customers and supporting economic recovery, with £14.3 billion of gross new loans and facilities to UK businesses during Q1 2012, including £7.9 billion to SMEs - up 18% from Q1 2011. The Group has supported a number of Government initiatives, including the NewBuy mortgage scheme and the National Loan Guarantee Scheme aimed at stimulating SME borrowing.

Excluding own credit adjustments, pre-tax profit totalled £1,052 million. Own credit adjustments represented a pre-tax charge of £2,456 million during Q1 2012 as RBS's credit strengthened, leaving a statutory pre-tax loss of £1,404 million and attributable loss of £1,524 million.

Highlights (continued)

  • Operating profit Group operating profit in Q1 2012 totalled £1,184 million, compared with a loss of £144 million in the previous quarter and a profit of £1,133 million in Q1 2011. Core RBS operating profit rose 46% from the previous quarter to £1,667 million, with Retail & Commercial businesses delivering £903 million, down 13%, while Markets recovered to a profit of £824 million, compared with a loss of £109 million in the prior quarter. Non-Core losses were £483 million, compared with £1,282 million in the prior quarter.
  • Returns Retail & Commercial ROE was 8.6%, 13% excluding Ulster Bank. Allocated equity has been increased to a 10% Core Tier 1 ratio following the upward revision to Group target capital ratios announced at 2011 year end. Markets ROE recovered to 21%, leaving Core ROE at 11%, 14% excluding Ulster Bank. The Group continues to target sustainable returns in excess of the cost of equity. Tangible net asset value per share (TNAV) was slightly lower at 48.8p as of 31 March 2012, reflecting the own credit adjustment.
  • Efficiency Group operating expenses were £3,984 million, down 3% from Q1 2011. Excluding the litigation settlement in US Retail & Commercial, expenses were down 5% versus a year ago, as the Group continues to focus on becoming more efficient. Core cost:income ratio was 60% (62% in Q4 2011, 55% in Q1 2011).
  • Risk Impairment losses totalled £1,314 million, down 33% year-on-year and 22% from Q4 2011, with reduced bad debt flows, particularly in UK Retail. Provision coverage of risk elements in lending improved further to 51% compared with 49% at the end of 2011. REIL declined by £1 billion or 3%, in the quarter.
  • Balance sheet – The Group's funded balance sheet decreased by a further £27 billion in Q1 2012 to £950 billion at 31 March 2012. Non-Core continued to exceed its run-off targets, with funded assets down £11 billion to £83 billion and a further £5 billion of signed transactions in the pipeline.
  • Liquidity and funding – The Group loan:deposit ratio was 106%, compared with 108% at 31 December 2011 and 116% at 31 March 2011. Short-term wholesale funding was reduced by £23 billion to £80 billion reflecting deleveraging in Markets and in Non-Core. The liquidity portfolio was maintained above target levels at £153 billion.
  • Capital The Group Core Tier 1 ratio was 10.8%, compared with 10.6% at the end of 2011. Risk-weighted assets (RWAs), excluding the effect of the Asset Protection Scheme (APS), fell £12 billion to £496 billion, largely reflecting further asset deleveraging.

Note:

(1) Operating profit before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment and related interest rate hedge adjustments, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, write-down of goodwill and other intangible assets, bonus tax, bank levy and RFS Holdings minority interest ('operating profit'). Statutory operating loss before tax of £1,404 million for the quarter ended 31 March 2012.

Key financial data

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Core
Total income (1) 6,862 5,999 7,678
Operating expenses (2) (3,721) (3,330) (3,798)
Insurance net claims (649) (590) (784)
Operating profit before impairment losses (3) 2,492 2,079 3,096
Impairment losses (4) (825) (941) (872)
Core operating profit (3) 1,667 1,138 2,224
Non-Core operating loss (3) (483) (1,282) (1,091)
Group operating profit/(loss) (3) 1,184 (144) 1,133
Own credit adjustments (2,456) (472) (560)
Asset Protection Scheme (43) (209) (469)
Payment Protection Insurance costs (125) - -
Sovereign debt impairment - (224) -
Bank levy - (300) -
Other items (5) 36 (627) (220)
Loss before tax (1,404) (1,976) (116)
Loss attributable to ordinary and B shareholders (1,524) (1,798) (528)
Memo: APS after tax cost (6) (32) (154) (345)
31 March 31 December 31 March
2012 2011 2011
Capital and balance sheet
Funded balance sheet (7) £950bn £977bn £1,052bn
Loan:deposit ratio (Group) (8) 106% 108% 116%
Loan:deposit ratio (Core) (8) 93% 94% 96%
Core Tier 1 ratio 10.8% 10.6% 11.2%
Tangible equity per ordinary and B share (9) 48.8p 50.1p 50.1p

Notes:

  • (1) Excluding own credit adjustments, Asset Protection Scheme, gain on redemption of own debt, strategic disposals and RFS Holdings minority interest.
  • (2) Excluding Payment Protection Insurance costs, amortisation of purchased intangible assets, integration and restructuring costs, write-down of goodwill and other intangible assets, bonus tax, bank levy and RFS Holdings minority interest.
  • (3) Operating profit/(loss) before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment, bank levy and other items (see note 5 below).
  • (4) Excluding sovereign debt impairment and related interest rate hedge adjustments.
  • (5) Other items comprise amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, write-down of goodwill and other intangible assets, bonus tax, RFS Holdings minority interest and interest rate hedge adjustments on impaired available-for-sale government bonds. Refer to page 17 of the main announcement for further details.
  • (6) Asset Protection Scheme, net of tax.
  • (7) Funded balance sheet is total assets less derivatives.
  • (8) Net of provisions, including disposal groups and excluding repurchase agreements.
  • (9) Tangible equity per ordinary and B share is total tangible equity divided by number of ordinary and B shares in issue.

Comment

Stephen Hester, Group Chief Executive, commented:

The start of 2012 has shown pleasing progress at RBS within the context of a flat economic environment.

RBS has two jobs. Excellent progress continues in removing "mistakes" of the past. Non-Core assets have fallen, again. Liquidity is stronger, again. Next week the bank will repay the last of the UK Government-backed funding support we received during the crisis. We will also recommence paying dividends/coupons on hybrid capital. These are important recovery milestones.

Our second job is running the new RBS well and better. Here the bank also shows continued progress, though held back by economic conditions. In January we announced a restructuring in our wholesale banking activities and this is proceeding well. The Markets business rebounded to a 21% ROE in the seasonally strong Q1 whilst allocated resources were reduced. Retail and Commercial businesses remain solid - still impacted by subdued income trends and Irish losses, but cash-generative and competitively robust.

Extensive restructuring activity continues apace across the Group to achieve future improvement. Customer service and support remain at the forefront of our priorities for the tens of millions who rely on us.

Highlights

First quarter 2012 results summary

RBS made further progress towards its strategic goals during Q1 2012. The Group has continued to deleverage and de-risk its balance sheet, with Non-Core funded assets falling by £11 billion to £83 billion and Markets funded assets falling by £13 billion.

With growth prospects muted in the major economies in which the Group operates, and with fragilities persisting in European financial markets, the focus has remained on improving balance sheet strength and a strong liquidity position. RBS has prioritised stable sources of deposit funding, with the Group loan:deposit ratio improving 200 basis points to 106% at the end of Q1 2012. Utilisation of short-term wholesale funding was cut by £23 billion during the quarter to £80 billion, which represents c.8% of funded assets and more than meets the Group's medium-term target. The Group will next week repay the final tranche of notes issued under the Government's CGS; over the last three years RBS will have repaid £75 billion of funding under the CGS and the Special Liquidity Scheme. The capital position remains robust, with a Core Tier 1 ratio of 10.8% and a Tier 1 leverage ratio of 16.3x.

As the Group works through its legacy issues it has continued to generate solid earnings from its Core operations, with Core pre-impairment operating profits totalling £2,492 million in Q1 2012, up 20% from Q4 2011. With impairments also continuing to fall, Retail & Commercial, excluding Ulster Bank, produced a ROE of 13%, while the Markets division generated a 21% ROE.

Operating profit

Group operating profit in Q1 2012 totalled £1,184 million, compared with a loss of £144 million in the previous quarter and a profit of £1,133 million in Q1 2011. Income was up 25% to £7,131 million, while expenses rose 9% to £3,984 million, and impairments fell by 22% to £1,314 million. Core operating profits were £1,667 million, up 46% from Q4 2011, while Non-Core operating losses fell to £483 million (Q4 2011 - £1,282 million).

The improvement in Core results was driven by Markets, where operating profits rose to £824 million from a loss of £109 million in Q4 2011. Retail & Commercial operating performance remained resilient in challenging economic conditions, with overall operating profit of £903 million (Q4 2011 - £1,033 million) which includes a £77 million sequential quarter decline in Ulster Bank due to higher impairments.

  • UK Retail operating profit was up 4% at £477 million. While the low interest rate environment creates some income challenges, this has been more than offset by favourable impairment trends.
  • UK Corporate delivered stable pre-impairment profits and a strong improvement in operating profit to £492 million, in the absence of any large impairments as were incurred in Q4 2011.
  • Wealth operating profit totalled £45 million. Adjusting for the release of deposit insurance levies in Q4 2011 and for a regulatory fine in Q1 2012, profits were broadly stable.
  • Ulster Bank still faces exceedingly difficult market conditions, with operating losses of £310 million driven by the continuing deterioration in retail mortgage credit metrics.
  • US Retail & Commercial operating profits rose again on an underlying basis. However they fell 43% to \$160 million, due to the impact of a litigation settlement of \$138 million.

Highlights (continued)

First quarter 2012 results summary (continued)

  • International Banking delivered good income from its cash management and trade finance businesses, offset by reduced revenue from outstanding loans, reflecting the Group's focused reduction of capital-intensive activities.
  • The restructured Markets division benefited from improved market conditions in the first quarter, with a strong performance in rates and a recovery in credit markets and asset backed products. Operating profit totalled £824 million, compared with a loss of £109 million in Q4 2011.
  • Direct Line Group's operating profit of £84 million was down 33% from Q4 2011, largely reflecting seasonal weather claims, but up 25% relative to Q1 2011.

Non-Core achieved a significant reduction in operating losses, largely reflecting lower trading losses than those incurred in the restructure and divestment of a number of capital-intensive exposures during Q4 2011. Impairment losses were 35% lower, primarily reflecting lower commercial real estate provisioning.

Non-operating items and statutory results

Restructuring costs were £460 million during the quarter, slightly lower than in Q4. This includes c.£271 million relating to the Markets and International Banking restructuring. This cost was offset by a gain of £577 million from a liability management exercise whereby the Group exchanged £2.8 billion of new Lower Tier 2 (LT2) instruments for £3.4 billion of existing LT2 instruments during March. A charge of £43 million was booked in respect of the APS, which is accounted for as a credit derivative. A total of £2.5 billion has now been expensed for the APS, which equals the minimum fee payable. The Group took an additional reserve of £125 million for PPI claims during Q1 and has now accrued £1.2 billion for PPI claims, through new and pre-existing reserves, of which £501 million has been paid out as of 31 March 2012.

As RBS's credit spreads tightened during the quarter, a charge of £2,456 million was booked for own credit adjustments, compared with a charge of £472 million in Q4 2011.

After these non-operating items the Group's pre-tax loss totalled £1,404 million and loss attributable to shareholders was £1,524 million. Excluding own credit adjustments, pre-tax profit was £1,052 million.

Efficiency

Core expenses were up 12% from Q4 2011, but down 2% compared with Q1 2011. This largely reflects the variability of staff expense accruals, as accruals of deferred compensation are more heavily weighted to the first quarter. Markets' compensation to revenue ratio was 29%, compared with 33% in Q1 2011. Non-Core expenses, meanwhile, were down 16%, leaving Group expenses in Q1 2012 at £3,984 million, up 9% from Q4 2011 but down 3% from Q1 2011.

The Core Group's cost:income ratio in Q1 2012 was 60%, compared with 62% in Q4 2011 and 55% in Q1 2011. The improvement compared to Q4 2011 was driven by the improved income performance in Markets, while Retail & Commercial's cost:income ratio weakened to 60%, compared with 56% in Q4 2011.

Risk

Impairment losses totalled £1,314 million, down 22% from Q4 2011 and 33% from Q1 2011, with improvements across all divisions except Ulster Bank. UK Retail and US R&C showed continuing favourable credit quality trends. UK Corporate impairments were lower than in Q4 2011, with fewer individual impairment charges. Credit conditions in Ireland, however, remain challenging, and this was reflected both in Core Ulster Bank impairments and in Non-Core, which combined totalled £654 million in Q1 2012 compared with £570 million in Q4 2011 and £1,294 million in Q1 2011.

Overall, Core Q1 2012 annualised impairments represented 0.8% of loans and advances, compared with 0.9% in Q4 2011. For the Group as a whole, annualised impairments represented 1.1% of loans and advances, down from 1.3% in Q4 2011 and 1.5% in Q1 2011.

Balance sheet

The Group's funded balance sheet decreased by a further £27 billion in Q1 to £950 billion at 31 March 2012. Non-Core continued to exceed its run-off targets, as funded assets decreased £11 billion to £83 billion and a further £5 billion of signed transactions are pending, principally the sale of the Group's aviation finance business which is expected to complete by the end of Q3 2012. Markets reduced funded assets by £13 billion, reflecting the Group's decision to exit certain businesses and reduce balance sheet consumption in a number of other capital-intensive areas.

Since the end of 2008 the Group has reduced its funded balance sheet by £276 billion.

Liquidity and funding

Since embarking on its Strategic Plan in 2009 RBS has targeted a more stable deposit-led funding position with reduced dependence on wholesale funding sources. During Q1 2012, the Group has achieved significant progress towards this objective.

One key measure, the Group loan:deposit ratio, improved 200 basis points to 106% at the end of Q1 2012. This was driven by the continuing run-off of Non-Core and accelerated deleveraging in International Banking. The Core loan:deposit ratio improved further, by 1%, to 93%. UK Retail customer deposits grew strongly, up £2.3 billion in Q1 2012 and up 8% from Q1 2011, while Corporate deposits were stable year-on-year.

Another key focus has been to lower the amount of short-term wholesale funding while increasing the amount of liquidity coverage. During Q1 2012, short-term wholesale funding decreased by £23 billion to £80 billion. This represents c.8% of funded assets, and is already within the Group's medium-term target for short-term wholesale funding of less than 10%. Liquidity reserves were £153 billion, or 1.9 times the short-term wholesale funding, also above the Group's medium-term target of 150% coverage.

Funding sources have been diversified, with usage of Moody's rated US money market funds reduced from 15% of unsecured short-term funding to less than 3%. The liquidity portfolio was maintained above target levels at £153 billion, which covers outstanding commercial paper and certificates of deposit five times over.

Net term issuance during the quarter totalled £2.3 billion. In addition, the Group issued £2.8 billion of lower tier 2 securities as part of a liability management exercise. The Group plans no further unsecured term issuance over the balance of the year.

The final tranche of notes issued under the Government's Credit Guarantee Scheme will be repaid next week; as a result the Group will have repaid a total of £75 billion of funding under the CGS and the Special Liquidity Scheme.

Capital

The Group's capital position remains robust, with a Core Tier 1 ratio of 10.8% at 31 March 2012, compared with 10.6% at 31 December 2011. The increase reflects retained profits, net of changes in fair value of debt, as well as a reduction in RWAs of £12 billion in the quarter to £496 billion, excluding the effect of the APS. The Core Tier 1 benefit arising from the APS was 85bp. RBS's Tier 1 leverage ratio was 16.3x at 31 March 2012.

Strategic Plan

Key Measures Worst
point
2011 Q1 2012 Medium
term target
Value drivers Core Core Core

Return on equity (1)
(31%)(2) 10.5% 11.0% >12%

Cost:income ratio (3)
97%(4) 60% 60% <55%
Risk measures Group Group Group

Core Tier 1 ratio
4%(5) 10.6% 10.8% >10%

Loan:deposit ratio
154%(6) 108% 106% c.100%

Short-term wholesale funding (STWF)
£297bn(7) £102bn £80bn <10% TPAs

Liquidity portfolio (8)
£90bn(7) £155bn £153bn >1.5x STWF

Leverage ratio (9)
28.7x(10) 16.9x 16.3x <18x

Notes:

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

Preference dividends

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

The Core Tier 1 capital impact of discretionary amounts that will be payable over the remainder of 2012 on the RBS Group instruments on which payments have previously been stopped is c.£350 million. In the context of recent macro-prudential policy discussions, the Board of RBS has decided to neutralise any impact on Core Tier 1 capital through equity issuance. Approximately £250 million of this is ascribed to equity funding of employee incentive awards through the sale of surplus shares held by the Group's Employee Benefit Trust, which is now substantially complete. An additional c.£100 million will be raised through the issue of new ordinary shares, which is expected to take place over time during the second half of 2012.

The Directors have declared the discretionary dividends on Series M, N, P, Q, R, S, and T noncumulative dollar preference shares of US\$0.01 each for the three months to 30 June 2012, and the discretionary dividend on the Series 2 non-cumulative Euro preference shares of €0.01 for the 12 months to 30 June 2012. These discretionary dividends as well as the discretionary distributions on the RBSG/RBS innovative securities RBS Capital Trust A, RBS Capital Trust B, RBS Capital Trust D, RBS Capital Trust I, RBS Capital Trust II and RBS Capital Trust IV will be paid on their scheduled payment dates in June 2012. Future coupons and dividends on RBS Group hybrid capital instruments will only be paid subject to, and in accordance with, the terms of the relevant instruments.

Share consolidation

The Group's Annual General Meeting on 30 May 2012 will consider resolutions which, if approved, will sub-divide and consolidate the Group's ordinary shares. As the Group currently has a very large number of ordinary shares in issue, a small movement in the share price can result in large percentage movements and considerable volatility in the Group's shares. The Board believes that the sub-division and consolidation will result in a share price and nominal value more appropriate for a company of the Group's size in the UK market and may assist in reducing volatility, thereby enabling a more consistent valuation.

Disposals

The Group continues to target the second half of 2012 for the sale of the first tranche in Direct Line Group through a public flotation, subject to market conditions. Preparations for Direct Line Group's separation have continued, with good progress on the business's new name and identity and the appointment of Mike Biggs as chairman.

Planning and integration work for the carve out and sale to Santander of the RBS England and Wales and NatWest Scotland branch-based businesses, along with certain SME and corporate activities across the UK, continues to progress as expected.

These two disposals will substantially complete the series of divestments the Group agreed to make to comply with EC state aid requirements.

Customer franchises

RBS's first priority is to serve its customers well. Full year 2011 results of both UK Retail and Ulster Bank's customer charters were published in Q1 2012, with UK Retail achieving 23 of the 25 goals and Ulster Bank achieving 28 of their 29 objectives. Further improvements are still needed in service and in resolving complaints fairly, consistently and promptly.

US Retail & Commercial completed the rollout of its core customer commitments during the quarter.

Following the success of mobile applications launched in a number of the Group's retail businesses during 2011, UK Corporate launched a new iPhone application for business banking customers during Q1 2012. The application allows customers to manage multiple accounts without the need to log in and out, view an extended transaction list and make intra-account transfers.

UK lending

RBS continues to support economic recovery in the UK and remains committed to providing the credit UK businesses need in order to achieve this.

In Q1 2012, RBS provided £14.3 billion of gross new loans and facilities to UK businesses, of which £7.9 billion was to SME customers, and £6.4 billion of overdraft renewals, including £1.5 billion to SME customers. Gross new loans and facilities to SMEs were up 18% from Q1 2011 and broadly flat to Q4 2011.

SME customers remained cautious in their economic outlook at the start of 2012 but Q1 2012 did indicate a small improvement in sentiment with Core drawn balances, excluding real estate and construction, falling only 1% from Q4 2011. This compares with a 5% quarterly fall into Q4 2011. Overdraft utilisation also increased marginally in the quarter, although largely reflecting seasonal fluctuations. Overall, utilisation remained below 50% as it has for over two years. The Group has seen a steady increase in the demand for invoice and asset financing by SME customers, with Core net advances from these sources a significant component of gross lending and up 6% year-on-year.

Highlights (continued)

First quarter 2012 results summary (continued)

Gross new loans and facilities provided to mid and large corporates fell quarter on quarter, and compared with Q1 2011, reflecting many businesses' decision to bring re-financing forward into 2011 and also the continuing low level of merger & acquisition activity in the market.

The UK Government's National Loan Guarantee Scheme (NLGS) was launched in March, with support from a number of the UK's leading banks, including RBS. RBS is the only bank to offer the 1% pricing discount to customers for loans from £1,000 in value, thus ensuring that we use NLGS to support as wide a range of customers as possible. Six weeks after launch, the Group has provided 1,600 loans and asset finance facilities under the scheme, with two thirds of these being for amounts under £25,000.

The Group also participates in the Regional Growth Fund, Business Growth Fund and the Enterprise Finance Guarantee for UK businesses. It also offers mortgages under the NewBuy scheme announced at the start of March 2012 which provide first time buyers, and other movers unable to raise a large deposit, with a more affordable way to move onto, or up, the property ladder.

Gross new mortgage lending in Q1 2012 was £4.0 billion, with the proportion of mortgages provided to first time buyers increasing to almost a quarter during March 2012, largely reflecting higher demand prior to the end of the stamp duty holiday.

Outlook

Economic and regulatory challenges should continue throughout 2012.

Against this backdrop, we nonetheless expect Retail and Commercial performance to remain resilient.

Markets, while off to a good start, will remain market-dependent.

Group net interest margin outlook is stable with the first quarter of 2012.

We expect to achieve further progress in our balance sheet 'safety and soundness' agenda. Non-Core is on track to hit asset targets within our loss tolerance, and funding and liquidity momentum should continue.

Contacts

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

Analysts' presentation

The Royal Bank of Scotland Group will be hosting a conference call following the release of the results for the quarter ended 31 March 2012. The details are as follows:

Date: Friday 4 May 2012
Time: 9.00 am UK time
Webcast: www.rbs.com/ir
Dial in details: International – +44 (0) 1452 568 172
UK Free Call – 0800 694 8082
US Toll Free – 1 866 966 8024

Slides

Slides accompanying this document, which will not be formally presented at the analysts' conference call, will be available on www.rbs.com/ir

Financial supplement

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

First quarter 2012 Results

RBS Group – Q1 2012 Results

Contents

Page
------
Forward-looking statements 3
Presentation of information 4
Results summary 6
Results summary - statutory 9
Summary consolidated income statement 10
Summary consolidated balance sheet 12
Analysis of results 13
Net interest income 13
Non-interest income 14
Operating expenses 15
Impairment losses 16
One-off and other items 17
Capital resources and ratios 18
Balance sheet 19
Divisional performance 20
UK Retail 23
UK Corporate 26
Wealth 30
International Banking 33
Ulster Bank 36
US Retail & Commercial 39
Markets 45
Direct Line Group 49
Central items 55
Non-Core 56
Statutory results 63
Condensed consolidated income statement 63
Condensed consolidated statement of comprehensive income 64
Condensed consolidated balance sheet 65
Commentary on condensed consolidated balance sheet 66
Average balance sheet 68
Condensed consolidated statement of changes in equity 70
Page
Notes 73
1. Basis of preparation 73
2. Accounting policies 73
3. Analysis of income, expenses and impairment losses 74
Payment Protection Insurance (PPI) 75
4. Loan impairment provisions 76
5. Tax 77
6. (Loss)/profit attributable to non-controlling interests 78
7. Dividends 78
8. Earnings per ordinary and B share 79
9. Segmental analysis 80
10. Discontinued operations and assets and liabilities of disposal groups 83
11. Valuation reserves 85
12. Available-for-sale financial assets 87
13. Contingent liabilities and commitments 87
14. Litigation, investigations, reviews and proceedings 88
15. Other developments 89
16. Date of approval 90
17. Post balance sheet events 90
Risk and balance sheet management 91
Capital 91
Risk-weighted assets by division 94
Liquidity and funding risk 95
Funding sources 95
Liquidity portfolio 98
Loan:deposit ratio and customer funding gap 99
Net stable funding ratio 100
Credit risk 101
Loans and advances to customers by sector 101
Risk elements in lending 102
Loans, REIL and impairments by division 104
Impairment provisions 105
Loan impairment charge 106
Debt securities 107
Ulster Bank Group (Core and Non-Core) 109
Country risk 114
Summary 116
Eurozone 121
Eurozone periphery 122
Market risk 128
Additional information 133
Appendix 1 Income statement reconciliations

Appendix 2 Businesses outlined for disposal

Forward-looking statements

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

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

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

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

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

Presentation of information

The financial information on pages 6 to 62, prepared using the Group's accounting policies, shows the underlying performance of the Group on a managed basis which excludes certain one-off and other items. This information is provided to give a better understanding of the results of the Group's operations. Group operating profit on this basis excludes:

  • own credit adjustments;
  • Asset Protection Scheme;
  • Payment Protection Insurance (PPI) costs;
  • sovereign debt impairment;
  • amortisation of purchased intangible assets;
  • integration and restructuring costs;
  • gain on redemption of own debt;
  • strategic disposals;
  • bonus tax;
  • bank levy;
  • write-down of goodwill and other intangible assets; and
  • RFS Holdings minority interest (RFS MI).

Statutory results

The condensed consolidated income statement, condensed consolidated statement of comprehensive income, condensed consolidated balance sheet, condensed consolidated statement of changes in equity and related notes presented on pages 63 to 90 inclusive are on a statutory basis. Reconciliations between the managed basis and statutory basis are included in Appendix 1.

Disposal groups

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

Presentation of information (continued)

Restatements

Organisational change

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

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

Revised allocation of Group Treasury costs

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

Revised divisional return on equity ratios

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

Fair Value of own Debt and Derivative Liabilities

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

Comparatives have been restated accordingly. For further information on the restatements refer to the announcement dated 1 May 2012, available on www.rbs.com/ir.

Results summary

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Core
Total income (1) 6,862 5,999 7,678
Operating expenses (2) (3,721) (3,330) (3,798)
Insurance net claims (649) (590) (784)
Operating profit before impairment losses (3) 2,492 2,079 3,096
Impairment losses (4) (825) (941) (872)
Operating profit (3) 1,667 1,138 2,224
Non-Core
Total income/(loss) (1) 269 (278) 435
Operating expenses (2) (263) (314) (323)
Insurance net claims - 61 (128)
Operating profit/(loss) before impairment losses (3) 6 (531) (16)
Impairment losses (4) (489) (751) (1,075)
Operating loss (3) (483) (1,282) (1,091)
Total
Total income (1) 7,131 5,721 8,113
Operating expenses (2) (3,984) (3,644) (4,121)
Insurance net claims (649) (529) (912)
Operating profit before impairment losses (3) 2,498 1,548 3,080
Impairment losses (4) (1,314) (1,692) (1,947)
Operating profit/(loss) (3) 1,184 (144) 1,133
Own credit adjustments (2,456) (472) (560)
Asset Protection Scheme (43) (209) (469)
Payment Protection Insurance costs (125) - -
Sovereign debt impairment - (224) -
Bank levy - (300) -
Other items 36 (627) (220)
Loss before tax (1,404) (1,976) (116)

For definitions of the notes refer to page 8.

Results summary (continued)

Quarter ended
31 March 31 December 31 March
Key metrics 2012 2011 2011
Performance ratios
Core
- Net interest margin 2.12% 2.07% 2.30%
- Cost:income ratio (5) 60% 62% 55%
- Return on equity 11.0% 7.6% 16.0%
- Adjusted earnings/(loss) per ordinary and B share from continuing operations 0.6p (0.5p) 0.7p
- Adjusted earnings per ordinary and B share from continuing operations
assuming a normalised tax rate of 24.5% (2011 - 26.5%) 1.2p 0.8p 1.5p
Non-Core
- Net interest margin 0.31% 0.42% 0.72%
- Cost:income ratio (5) 98% nm 105%
Group
- Net interest margin 1.89% 1.84% 2.03%
- Cost:income ratio (5) 61% 70% 57%
Continuing operations
- Basic loss per ordinary and B share (6) (1.4p) (1.7p) (0.5p)

nm = not meaningful

For definitions of the notes refer to page 8.

Results summary (continued)

31 March
2012
31 December
2011
Change
Capital and balance sheet
Funded balance sheet (7) £950bn £977bn (3%)
Total assets £1,403bn £1,507bn (7%)
Loan:deposit ratio - Core (8) 93% 94% (100bp)
Loan:deposit ratio - Group (8) 106% 108% (200bp)
Risk-weighted assets - gross £496bn £508bn (2%)
Benefit of Asset Protection Scheme (APS) (£62bn) (£69bn) (10%)
Risk-weighted assets - net of APS £434bn £439bn (1%)
Total equity £75bn £76bn (1%)
Core Tier 1 ratio* 10.8% 10.6% 20bp
Tier 1 ratio 13.2% 13.0% 20bp
Risk elements in lending (REIL) £40bn £41bn (2%)
REIL as a % of gross loans and advances (9) 8.6% 8.6% -
Tier 1 leverage ratio (10) 16.3x 16.9x (4%)
Tangible equity leverage ratio (11) 5.8% 5.7% 10bp
Tangible equity per ordinary and B share (12) 48.8p 50.1p (3%)

* The benefit of APS in the Core Tier 1 ratio is 85bp at 31 March 2012 and 90bp at 31 December 2011.

Notes:

  • (1) Excluding own credit adjustments, Asset Protection Scheme, gain on redemption of own debt, strategic disposals and RFS Holdings minority interest.
  • (2) Excluding Payment Protection Insurance costs, amortisation of purchased intangible assets, integration and restructuring costs, bonus tax, bank levy, write-down of goodwill and other intangible assets and RFS Holdings minority interest.
  • (3) Operating profit/(loss) before tax, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment and related interest rate hedge adjustments, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax, bank levy, write-down of goodwill and other intangible assets and RFS Holdings minority interest.
  • (4) Excluding sovereign debt impairment and related interest rate hedge adjustments on impaired available-for-sale Greek government bonds.
  • (5) Cost:income ratio is based on total income and operating expenses as defined in (1) and (2) above and after netting insurance claims against income.
  • (6) Loss from continuing operations attributable to ordinary and B shareholders divided by the weighted average number of ordinary and B shares in issue. Refer to page 79.
  • (7) Funded balance sheet represents total assets less derivatives.
  • (8) Net of provisions, including disposal groups and excluding repurchase agreements.
  • (9) Gross loans and advances to customers include disposal groups and exclude reverse repurchase agreements.
  • (10) Tier 1 leverage ratio is total tangible assets (after netting derivatives) divided by Tier 1 capital.
  • (11) Tangible equity leverage ratio is total tangible equity divided by total tangible assets (after netting derivatives).
  • (12) Tangible equity per ordinary and B share is total tangible equity divided by the number of ordinary and B shares in issue.

Results summary - statutory

Highlights

  • Income of £5,176 million for Q1 2012.
  • Operating loss before tax of £1,404 million for Q1 2012.
Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Continuing operations
Total income 5,176 5,038 7,058
Operating expenses (4,617) (4,567) (4,315)
Operating (loss)/profit before impairment losses (90) (58) 1,831
Impairment losses (1,314) (1,918) (1,947)
Operating loss before tax (1,404) (1,976) (116)
Loss attributable to ordinary and B shareholders (1,524) (1,798) (528)

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

Summary consolidated income statement for the quarter ended 31 March 2012

In the income statement set out below, own credit adjustments, Asset Protection Scheme, Payment Protection Insurance costs, sovereign debt impairment, amortisation of purchased intangible assets, integration and restructuring costs, gain on redemption of own debt, strategic disposals, bonus tax, bank levy, interest rate hedge adjustments on impaired available-for-sale Greek government bonds, write-down of goodwill and other intangible assets and RFS Holdings minority interest are shown separately. In the statutory condensed consolidated income statement on page 63, these items are included in income and operating expenses as appropriate.

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Core £m £m £m
Net interest income 2,943 2,977 3,103
Non-interest income (excluding insurance net premium income) 2,981 2,050 3,564
Insurance net premium income 938 972 1,011
Non-interest income 3,919 3,022 4,575
Total income (1) 6,862 5,999 7,678
Operating expenses (2) (3,721) (3,330) (3,798)
Profit before insurance net claims and impairment losses 3,141 2,669 3,880
Insurance net claims (649) (590) (784)
Operating profit before impairment losses (3) 2,492 2,079 3,096
Impairment losses (4) (825) (941) (872)
Operating profit (3) 1,667 1,138 2,224
Non-Core
Net interest income 64 99 199
Non-interest income (excluding insurance net premium income) 205 (386) 98
Insurance net premium income - 9 138
Non-interest income 205 (377) 236
Total income/(loss) (1) 269 (278) 435
Operating expenses (2) (263) (314) (323)
Profit/(loss) before insurance net claims and impairment losses 6 (592) 112
Insurance net claims - 61 (128)
Operating profit/(loss) before impairment losses (3) 6 (531) (16)
Impairment losses (4) (489) (751) (1,075)
Operating loss (3) (483) (1,282) (1,091)

For definitions of the notes refer to page 8.

Summary consolidated income statement

for the quarter ended 31 March 2012 (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Total £m £m £m
Net interest income 3,007 3,076 3,302
Non-interest income (excluding insurance net premium income) 3,186 1,664 3,662
Insurance net premium income 938 981 1,149
Non-interest income 4,124 2,645 4,811
Total income (1) 7,131 5,721 8,113
Operating expenses (2) (3,984) (3,644) (4,121)
Profit before insurance net claims and impairment losses 3,147 2,077 3,992
Insurance net claims (649) (529) (912)
Operating profit before impairment losses (3) 2,498 1,548 3,080
Impairment losses (4) (1,314) (1,692) (1,947)
Operating profit/(loss) (3) 1,184 (144) 1,133
Own credit adjustments (2,456) (472) (560)
Asset Protection Scheme (43) (209) (469)
Payment Protection Insurance costs (125) - -
Sovereign debt impairment - (224) -
Amortisation of purchased intangible assets (48) (53) (44)
Integration and restructuring costs (460) (478) (145)
Gain/(loss) on redemption of own debt 577 (1) -
Strategic disposals (8) (82) (23)
Bank levy - (300) -
Write-down of goodwill and other intangible assets - (11) -
Other items (25) (2) (8)
Loss before tax (1,404) (1,976) (116)
Tax (charge)/credit (139) 186 (423)
Loss from continuing operations (1,543) (1,790) (539)
Profit from discontinued operations, net of tax 5 10 10
Loss for the period (1,538) (1,780) (529)
Non-controlling interests 14 (18) 1
Loss attributable to ordinary and B shareholders (1,524) (1,798) (528)

For definitions of the notes refer to page 8.

Summary consolidated balance sheet at 31 March 2012

31 March
2012
£m
31 December
2011
£m
Loans and advances to banks (1) 36,064 43,870
Loans and advances to customers (1) 440,406 454,112
Reverse repurchase agreements and stock borrowing 91,129 100,934
Debt securities and equity shares 213,534 224,263
Other assets (2) 168,534 154,070
Funded assets 949,667 977,249
Derivatives 453,354 529,618
Total assets 1,403,021 1,506,867
Bank deposits (3) 65,735 69,113
Customer deposits (3) 410,207 414,143
Repurchase agreements and stock lending 128,718 128,503
Debt securities in issue 142,943 162,621
Settlement balances and short positions 54,919 48,516
Subordinated liabilities 25,513 26,319
Other liabilities (2) 53,821 57,616
Liabilities excluding derivatives 881,856 906,831
Derivatives 446,534 523,983
Total liabilities 1,328,390 1,430,814
Owners' equity 73,416 74,819
Non-controlling interests 1,215 1,234
Total liabilities and equity 1,403,021 1,506,867
Memo: Tangible equity (4) 53,901 55,217

Notes:

(1) Excluding reverse repurchase agreements and stock borrowing, and disposal groups.

(2) Includes disposal groups (see page 84).

(3) Excluding repurchase agreements and stock lending, and disposal groups.

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

Analysis of results

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Net interest income £m £m £m
Net interest income (1) 3,008 3,082 3,289
Average interest-earning assets 641,369 664,613 658,578
Net interest margin
- Group 1.89% 1.84% 2.03%
- Retail & Commercial (2) 2.91% 2.90% 3.05%
- Non-Core 0.31% 0.42% 0.72%

Notes:

  • (1) For further analysis and details of adjustments refer to page 69.
  • (2) Retail & Commercial (R&C) comprises the UK Retail, UK Corporate, Wealth, International Banking, Ulster Bank and US Retail & Commercial divisions.

Key points

Q1 2012 compared with Q4 2011

  • Group net interest income decreased by £74 million, primarily reflecting the deleveraging of the Group's balance sheet. Core was down £38 million, Non-Core £36 million.
  • Retail & Commercial net interest margin (NIM) was 1 basis point higher, driven by modest widening of asset margins, partially mitigated by continuing pressure on deposit margins in the Core UK franchises.
  • Group NIM increased 5 basis points benefiting from lower funding and liquidity costs, as the expensive Credit Guarantee Scheme funding was repaid, and the run-off of the lower spread Non-Core book continued.

Q1 2012 compared with Q1 2011

• Group NIM fell 14 basis points, reflecting the carrying cost of the liquidity portfolio and continuing pressure on liability margins.

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Non-interest income £m £m £m
Net fees and commissions 1,197 1,017 1,382
Income from trading activities 1,264 242 1,570
Other operating income 725 405 710
Non-interest income (excluding insurance net premium income) 3,186 1,664 3,662
Insurance net premium income 938 981 1,149
Total non-interest income 4,124 2,645 4,811

Key points

Q1 2012 compared with Q4 2011

  • Non-interest income increased by £1,479 million, 56%, primarily reflecting a strong seasonal bounce in trading income in Markets.
  • Non-Core non-interest income increased, with gains on disposals of £182 million compared with prior period losses of £36 million, along with lower fair-value write-downs.

  • Non-interest income was 14% lower, largely as a result of decreased trading income in Markets, reflecting a less pronounced seasonal recovery in activity and lower investor confidence compared with the same period last year.

  • UK Retail fees and commissions fell as subdued consumer spending activity led to reduced transaction volumes. In addition, various Helpful Banking initiatives resulted in lower current account fees.
  • Insurance net premium income decreased by 18% driven by lower volumes written by Direct Line Group during 2011, reflecting the de-risking of the Motor book and the exit of certain business lines.
Quarter ended
31 March 31 December 31 March
2012 2011 2011
Operating expenses £m £m £m
Staff expenses 2,221 1,781 2,320
Premises and equipment 550 575 556
Other 819 838 865
Administrative expenses 3,590 3,194 3,741
Depreciation and amortisation 394 450 380
Operating expenses 3,984 3,644 4,121
Insurance net claims 649 529 912
Staff costs as a % of total income 31% 31% 29%

Key points

Q1 2012 compared with Q4 2011

  • Group operating expenses increased 9%, driven by the variability of staff expense accruals tied to increased revenues in Markets.
  • R&C expenses increased by 5% largely reflecting the phasing of staff expense accruals and a litigation settlement of £88 million (\$138 million) in US Retail & Commercial.
  • Insurance net claims were 23% higher primarily due to adverse weather experienced in the early part of Q1 2012.

  • Group expenses declined 3% primarily driven by benefits from the Group cost reduction programme. Headcount declined by 1%, principally as a result of the restructuring of the Markets and International Banking businesses, and branch closures in the US.

  • Non-Core expenses fell by 19% reflecting the on-going run down of the division, including further business disposals and country exits.
  • Insurance net claims decreased by £263 million, driven by a combination of reduced exposure on Motor and the exit of certain business lines.
Quarter ended
31 March 31 December 31 March
2012 2011 2011
Impairment losses £m £m £m
Loan impairment losses 1,295 1,654 1,898
Securities impairment losses 19 38 49
Group impairment losses 1,314 1,692 1,947
Loan impairment losses
- individually assessed 745 1,253 1,285
- collectively assessed 595 591 720
- latent (57) (190) (107)
Customer loans 1,283 1,654 1,898
Bank loans 12 - -
Loan impairment losses 1,295 1,654 1,898
Core 796 924 852
Non-Core 499 730 1,046
Group 1,295 1,654 1,898
Customer loan impairment charge as a % of gross loans and advances (1)
Group 1.1% 1.3% 1.5%
Core 0.8% 0.9% 0.8%
Non-Core 2.7% 3.7% 4.0%

Note:

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

Key points

Q1 2012 compared with Q4 2011

  • Group loan impairment losses fell by £359 million or 22% driven by lower individual charges in Non-Core and improvement across Retail & Commercial businesses, with the exception of Ulster Bank. Ulster Bank continued to face challenging credit conditions.
  • UK Retail impairment losses fell by £36 million, largely driven by lower default levels and improved collections performance on the unsecured portfolio. UK Corporate impairments were lower than Q4 2011, which included a number of sizeable single-name provisions.
  • Total Ulster Bank (Core and Non-Core) loan impairments were £654 million compared with £570 million in Q4 2011, an increase of 15%, primarily driven by further deterioration in asset quality in the Core residential mortgage portfolio. Non-Core Ulster Bank impairments increased by 7% to £260 million.

  • Group loan impairment losses decreased by £603 million or 32%, driven by a significant decrease in Non-Core, principally due to lower losses on the Ulster Bank portfolio.

  • R&C impairment losses, excluding Ulster Bank, were stable at £395 million, with improved credit conditions in UK Retail and US Retail & Commercial largely offset by lower provision releases in UK Corporate and International Banking.
  • Core and Non-Core Ulster Bank loan impairment losses fell from £1,294 million in Q1 2011 to £654 million in Q1 2012, although credit conditions in Ireland remain challenging with credit quality continuing to weaken over the period largely due to asset value deflation.
31 March Quarter ended
31 December
31 March
2012 2011 2011
One-off and other items £m £m £m
Own credit adjustments* (2,456) (472) (560)
Asset Protection Scheme (43) (209) (469)
Payment Protection Insurance costs (125) - -
Sovereign debt impairment (1) - (224) -
Amortisation of purchased intangible assets (48) (53) (44)
Integration and restructuring costs (460) (478) (145)
Gain/(loss) on redemption of own debt 577 (1) -
Strategic disposals** (8) (82) (23)
Bank levy - (300) -
Write-down of goodwill and other intangible assets - (11) -
Other
- Bonus tax - - (11)
- RFS Holdings minority interest (25) (2) 3
(2,588) (1,832) (1,249)
* Own credit adjustments impact:
Income from trading activities (1,009) (272) (266)
Other operating income (1,447) (200) (294)
Own credit adjustments (2,456) (472) (560)
**Strategic disposals
(Loss)/gain on sale and provision for loss on disposal of investments in:
- Global Merchant Services - - 47
- Goodwill relating to UK branch-based businesses - (80) -
- Other (8) (2) (70)
(8) (82) (23)

Note:

(1) In the second quarter of 2011, the Group recorded an impairment loss of £733 million in respect of its AFS portfolio of Greek government debt as a result of Greece's continuing fiscal difficulties. In the third and fourth quarters of 2011, additional impairment losses of £142 million and £224 million respectively were recorded. In Q1 2012, as part of private sector involvement in the Greek government bail-out, the vast majority of this portfolio was exchanged for Greek sovereign debt and European Financial Stability Facility notes; the Greek sovereign debt received in the exchange was sold.

Key points

  • Significant tightening of the Group's credit spreads resulted in a charge of £2,456 million in relation to own credit adjustments, compared with a charge of £472 million in Q4 2011.
  • The Group recorded a gain of £577 million on the redemption of its own debt, following a liability management exercise as the Group exchanged £2.8 billion of new lower tier 2 (LT2) instruments for £3.4 billion of existing LT2 instruments.
  • Integration and restructuring costs totalled £460 million, driven by costs relating to business exits in Markets and International Banking, Group property exits, transfer of RBS NV activities to RBS plc, and further expenditure incurred in preparation for the divestment of Direct Line Group and the branch sale to Santander.
  • A charge of £43 million was taken in relation to the APS. The cumulative charge on APS now totals £2.5 billion, equal to the minimum fee payable. The Group plans to exit the APS, subject to the approval of the FSA, in the fourth quarter of 2012.
Capital resources and ratios 31 March
2012
31 December
2011
Core Tier 1 capital £47bn £46bn
Tier 1 capital £57bn £57bn
Total capital £61bn £61bn
Risk-weighted assets
- gross £496bn £508bn
- benefit of Asset Protection Scheme (£62bn) (£69bn)
Risk-weighted assets £434bn £439bn
Core Tier 1 ratio (1) 10.8% 10.6%
Tier 1 ratio 13.2% 13.0%
Total capital ratio 14.0% 13.8%

Note:

(1) The benefit of APS in the Core Tier 1 ratio is 85bp at 31 March 2012 and 90bp at 31 December 2011.

Key points

  • The Group's capital ratios strengthened further, with the Core Tier 1 ratio increasing to 10.8%, driven by retained profits and a reduction of 2% in gross risk-weighted assets.
  • RWAs fell by £12 billion during the quarter to £496 billion, excluding the effect of the APS. Post-APS, RWAs were £5 billion lower.
Balance sheet 31 March
2012
31 December
2011
Funded balance sheet (1) £950bn £977bn
Total assets £1,403bn £1,507bn
Loans and advances to customers (2) £460bn £474bn
Customer deposits (3) £432bn £437bn
Loan:deposit ratio - Core (4) 93% 94%
Loan:deposit ratio - Group (4) 106% 108%
Short-term wholesale funding £80bn £102bn
Wholesale funding £234bn £258bn
Liquidity portfolio £153bn £155bn

Notes:

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

Key points

  • Group funded assets fell by £27 billion, driven by declines of £11 billion in Non-Core and £13 billion in Markets, as the Group continued to deleverage and to reduce capital-intensive assets.
  • Loans and advances to customers were £14 billion lower, principally reflecting accelerated customer repayments in International Banking and weak customer credit demand.
  • Customer deposits were £5 billion lower, principally reflecting seasonal movements in corporate balances. The Group loan:deposit ratio improved 200 basis points to 106% and the Core loan:deposit ratio also improved, by 100 basis points, to 93%.
  • The Group has maintained a robust liquidity position, with a liquidity portfolio of £153 billion (16% of funded assets) substantially exceeding outstanding short-term wholesale funding, which was reduced during the quarter by £23 billion to £80 billion.

Further analysis of the Group's liquidity and funding position is included on pages 95 to 100.

Divisional performance

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

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Operating profit/(loss) before impairment losses by division
UK Retail 632 649 712
UK Corporate 668 642 724
Wealth 55 86 75
International Banking 132 208 220
Ulster Bank 84 94 96
US Retail & Commercial 121 242 205
Retail & Commercial 1,692 1,921 2,032
Markets 826 (52) 1,029
Direct Line Group 84 125 67
Central items (110) 85 (32)
Core 2,492 2,079 3,096
Non-Core 6 (531) (16)
Group operating profit before impairment losses 2,498 1,548 3,080
Impairment losses/(recoveries) by division
UK Retail 155 191 194
UK Corporate 176 236 107
Wealth 10 13 5
International Banking 35 56 (6)
Ulster Bank 394 327 461
US Retail & Commercial 19 65 111
Retail & Commercial 789 888 872
Markets 2 57 -
Central items 34 (4) -
Core 825 941 872
Non-Core 489 751 1,075
Group impairment losses 1,314 1,692 1,947

Note:

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

Divisional performance (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Operating profit/(loss) by division
UK Retail 477 458 518
UK Corporate 492 406 617
Wealth 45 73 70
International Banking 97 152 226
Ulster Bank (310) (233) (365)
US Retail & Commercial 102 177 94
Retail & Commercial 903 1,033 1,160
Markets 824 (109) 1,029
Direct Line Group 84 125 67
Central items (144) 89 (32)
Core 1,667 1,138 2,224
Non-Core (483) (1,282) (1,091)
Group operating profit/(loss) 1,184 (144) 1,133
Quarter ended
31 March 31 December 31 March
2012 2011 2011
% % %
Net interest margin by division
UK Retail 3.61 3.74 4.08
UK Corporate 3.09 3.02 3.19
Wealth 3.67 3.39 3.24
International Banking 1.60 1.64 1.83
Ulster Bank 1.87 1.87 1.84
US Retail & Commercial 3.06 3.04 3.00
Retail & Commercial 2.91 2.90 3.05
Non-Core 0.31 0.42 0.72
Group net interest margin 1.89 1.84 2.03
31 March 31 December
2012 2011
Total funded assets £m £m
UK Retail 116,255 114,469
UK Corporate 113,134 114,098
Wealth 21,265 21,628
International Banking 63,684 69,901
Ulster Bank 33,450 34,637
US Retail & Commercial 72,945 74,925
Markets 300,574 313,882
Direct Line Group 13,430 12,912
Central items 130,742 126,336
Core 865,479 882,788
Non-Core 83,278 93,657
948,757 976,445
RFS Holdings minority interest 910 804
949,667 977,249

Divisional performance (continued)

31 March
2012
£bn
31 December
2011
£bn
Change 31 March
2011
£bn
Change
Risk-weighted assets by division
UK Retail 48.2 48.4 - 50.3 (4%)
UK Corporate 76.9 79.3 (3%) 82.3 (7%)
Wealth 12.9 12.9 - 12.6 2%
International Banking 41.8 43.2 (3%) 45.7 (9%)
Ulster Bank 38.4 36.3 6% 31.7 21%
US Retail & Commercial 58.6 59.3 (1%) 54.0 9%
Retail & Commercial 276.8 279.4 (1%) 276.6 -
Markets 115.6 120.3 (4%) 114.3 1%
Other 11.0 12.0 (8%) 15.8 (30%)
Core 403.4 411.7 (2%) 406.7 (1%)
Non-Core 89.9 93.3 (4%) 128.5 (30%)
Group before benefit of Asset Protection Scheme 493.3 505.0 (2%) 535.2 (8%)
Benefit of Asset Protection Scheme (62.2) (69.1) (10%) (98.4) (37%)
Group before RFS Holdings minority interest 431.1 435.9 (1%) 436.8 (1%)
RFS Holdings minority interest 3.2 3.1 3% 2.9 10%
Group 434.3 439.0 (1%) 439.7 (1%)

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

Employee numbers by division (full time equivalents in continuing
operations rounded to the nearest hundred)
31 March
2012
31 December
2011
31 March
2011
UK Retail 27,600 27,700 28,100
UK Corporate 13,400 13,600 13,200
Wealth 5,700 5,700 5,400
International Banking 5,400 5,400 5,500
Ulster Bank 4,500 4,200 4,300
US Retail & Commercial 14,700 15,400 15,600
Retail & Commercial 71,300 72,000 72,100
Markets 13,200 13,900 15,600
Direct Line Group 15,100 14,900 14,900
Group Centre 6,600 6,200 4,800
Core 106,200 107,000 107,400
Non-Core 4,300 4,700 6,700
110,500 111,700 114,100
Business Services 33,600 34,000 34,100
Integration and restructuring 1,000 1,100 300
Group 145,100 146,800 148,500

UK Retail

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 1,001 1,032 1,086
Net fees and commissions 237 242 270
Other non-interest income 29 35 34
Non-interest income 266 277 304
Total income 1,267 1,309 1,390
Direct expenses
- staff (207) (200) (215)
- other (79) (116) (113)
Indirect expenses (349) (344) (350)
(635) (660) (678)
Operating profit before impairment losses 632 649 712
Impairment losses (155) (191) (194)
Operating profit 477 458 518
Analysis of income by product
Personal advances 236 276 275
Personal deposits
Mortgages
185
563
214
577
254
543
Cards 219 238 238
Other 64 4 80
Total income 1,267 1,309 1,390
Analysis of impairments by sector
Mortgages 34 32 61
Personal 82 116 95
Cards 39 43 38
Total impairment losses 155 191 194
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) by sector
Mortgages 0.1% 0.1% 0.3%
Personal 3.5% 4.6% 3.3%
Cards 2.8% 3.0% 2.7%
Total 0.6% 0.7% 0.7%

UK Retail (continued)

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Return on equity (1) 24.0% 22.8% 24.5%
Net interest margin 3.61% 3.74% 4.08%
Cost:income ratio 50% 50% 49%
31 March
2012
31 December
2011
31 March
2011
£bn £bn Change £bn Change
Capital and balance sheet
Loans and advances to customers (gross) (2)
- mortgages 97.5 95.0 3% 93.0 5%
- personal 9.4 10.1 (7%) 11.4 (18%)
- cards 5.6 5.7 (2%) 5.6 -
112.5 110.8 2% 110.0 2%
Customer deposits (2) 104.2 101.9 2% 96.1 8%
Assets under management (excluding
deposits) 5.8 5.5 5% 5.8 -
Risk elements in lending (2) 4.6 4.6 - 4.6 -
Loan:deposit ratio (excluding repos) 105% 106% (100bp) 112% (700bp)
Risk-weighted assets 48.2 48.4 - 50.3 (4%)

Notes:

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

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

Key points

In Q1 2012 UK Retail continued to focus on our commitment to customers to be the UK's most Helpful Bank.

On 28 March 2012, the Customer Charter 2011 results were published and showed encouraging improvements. The results were independently assessed, and, of the twenty-five goals set out in the Charter, we achieved twenty-three. This result demonstrates the progress that has been made, and has been recognised by customers, but there is still work to be done to deliver improvements in service and resolve complaints fairly, consistently and promptly.

In 2012, the Charter has evolved so it is even more relevant to customers, with simplified commitments categorised under the following four key themes: knowledgeable staff will put customer needs first, we will do more to help customers when they need it most, we will provide convenient and quick service to our customers and we will continue to help strengthen the communities in which we live and work.

UK Retail (continued)

Key points (continued)

Q1 2012 compared with Q4 2011

  • UK Retail continued to deliver strong returns in Q1 2012. The division continued to achieve strong franchise growth, gaining market share on both sides of the balance sheet and increasing return on equity in the face of challenging economic conditions.
  • The division further reduced the loan to deposit ratio in the quarter to 105%.
  • Customer deposits grew 2%, driven by increases in both savings balances, 1%, and current account balances, 5%.
  • Gross mortgage lending market share of 11% continues above our stock position of 8%.
  • Unsecured lending contracted by 5% as the Group actively sought to improve its risk profile and customer deleveraging continued.
  • Income growth is proving challenging in the current economic environment.
  • Net interest margin declined 13 basis points as lower long term swap rates combined with competitive savings rates put pressure on liability margins.
  • Consumer spending has remained subdued over the quarter resulting in lower transactional fees on cards.
  • Customer behaviour continues to evolve supported by Helpful Banking initiatives, including the "Act Now" text alerts. This is reducing the level of late and overdraft fees.
  • The division continued to focus on strong cost discipline with good results.
  • Headcount was further reduced, although staff costs were slightly higher as Q4 2011 included a reduction in full year incentive compensation accruals.
  • Other costs were lower as strict cost control and efficiency measures delivered further benefits.
  • Impairment losses decreased 19% reflecting the impact of risk appetite tightening. Impairments are expected to remain stable subject to normal seasonal fluctuations and the economic environment.
  • Mortgage impairment losses were broadly in line with the previous quarter with arrears rates and provision coverage levels remaining stable.
  • The unsecured portfolio charge fell 24% with slightly lower default volumes and improved collections performance. The recoveries performance also gave rise to a small provision release from the defaulted book. Industry benchmarks for cards arrears remain stable, with RBS continuing to perform better than the market.
  • Risk-weighted assets were broadly stable, with volume growth in lower risk secured mortgages more than offset by a decrease in the unsecured portfolio. Asset quality remains stable.

  • Net interest income fell driven by lower liability margins, due to a continued decline in long-term swap rates and competitive pricing on savings.

  • Non-interest income declined as Helpful Banking initiatives and subdued consumer spending continued to depress card transaction volumes.
  • Overall expenses decreased with direct staff costs down largely due to headcount reductions. Other direct expenses decreased reflecting a number of cost saving initiatives.
  • Risk appetite tightening, combined with Helpful Banking initiatives are helping to reduce default levels, contributing to impairment losses decreasing by 20%.

UK Corporate

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 756 758 811
Net fees and commissions 336 341 345
Other non-interest income 109 78 106
Non-interest income 445 419 451
Total income 1,201 1,177 1,262
Direct expenses
- staff (245) (231) (235)
- other (85) (99) (104)
Indirect expenses (203) (205) (199)
(533) (535) (538)
Operating profit before impairment losses 668 642 724
Impairment losses (176) (236) (107)
Operating profit 492 406 617
Analysis of income by business
Corporate and commercial lending 687 623 722
Asset and invoice finance 162 169 151
Corporate deposits 166 171 174
Other 186 214 215
Total income 1,201 1,177 1,262
Analysis of impairments by sector
Financial institutions 2 (2) 3
Hotels and restaurants 15 16 8
Housebuilding and construction 25 27 32
Manufacturing - 13 6
Other 40 39 3
Private sector education, health, social work, recreational and
community services 22 81 11
Property 30 19 18
Wholesale and retail trade, repairs 33 29 16
Asset and invoice finance 9 14 10
Total impairment losses 176 236 107

UK Corporate (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) by sector
Financial institutions 0.1% (0.1%) 0.2%
Hotels and restaurants 1.0% 1.0% 0.5%
Housebuilding and construction 2.7% 2.8% 2.8%
Manufacturing - 1.1% 0.5%
Other 0.5% 0.5% -
Private sector education, health, social work, recreational and
community services 1.0% 3.7% 0.5%
Property 0.4% 0.3% 0.2%
Wholesale and retail trade, repairs 1.5% 1.3% 0.7%
Asset and invoice finance 0.3% 0.5% 0.4%
Total 0.6% 0.9% 0.4%

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Return on equity (1) 16.2% 13.0% 19.2%
Net interest margin 3.09% 3.02% 3.19%
Cost:income ratio 44% 45% 43%
31 March
31 December
2012
2011
31 March
2011
£bn £bn Change £bn Change
Capital and balance sheet
Total third party assets 113.2 114.2 (1%) 117.7 (4%)
Loans and advances to customers (gross) (2)
- financial institutions 6.2 5.8 7% 6.1 2%
- hotels and restaurants 6.0 6.1 (2%) 6.7 (10%)
- housebuilding and construction 3.7 3.9 (5%) 4.5 (18%)
- manufacturing 4.7 4.7 - 5.2 (10%)
- other 34.4 34.2 1% 33.6 2%
- private sector education, health, social
work, recreational and community services 8.6 8.7 (1%) 8.9 (3%)
- property 26.7 28.2 (5%) 30.2 (12%)
- wholesale and retail trade, repairs 9.1 8.7 5% 9.8 (7%)
- asset and invoice finance 10.3 10.4 (1%) 9.8 5%
109.7 110.7 (1%) 114.8 (4%)
Customer deposits (2) 124.3 126.3 (2%) 124.4 -
Risk elements in lending (2) 4.9 5.0 (2%) 4.6 7%
Loan:deposit ratio (excluding repos) 87% 86% 100bp 91% (400bp)
Risk-weighted assets 76.9 79.3 (3%) 82.3 (7%)

Notes:

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

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

UK Corporate (continued)

Key points

In Q1 2012 UK Corporate continued to demonstrate its commitment to customers and to supporting recovery in the UK economy.

As part of the 'Ahead for Business' promise, fast, reliable service and customer proximity remain at the forefront of UK Corporate's proposition. In February 2012 the division launched a new iPhone app enabling business banking customers to keep track of their finances and effectively manage opportunities and risks within their business. The division also enhanced its telephony proposition with an extended and faster service, providing expert advice to smaller businesses.

By the end of Q1 2012, RBS staff had undertaken 4,883 'Working with You' visits, spending two days at a time working in their customers' businesses, demonstrating how serious UK Corporate is about understanding and sharing its customers' ambitions.

Q1 2012 saw the launch of the National Loan Guarantee Scheme (NLGS). As part of the scheme UK Corporate offers a 1% pricing discount on loans, including asset finance facilities provided through the Lombard brand, to a large number of clients. RBS Group is the only bank to extend the discount for the complete range of loans, from £1,000 up to £25 million. Furthermore, UK Corporate demonstrated its continued support of the manufacturing sector by launching the 8th tranche of a £1 billion Manufacturing Fund in the quarter. The division also participated in a number of other UK Government supported schemes:

  • the Regional Growth Fund, allowing businesses to safeguard and create new jobs across the country;
  • the Business Growth Fund, an equity investment fund established to help Britain's fast-growing small and medium sized businesses; and
  • the Enterprise Finance Guarantee, for small firms with viable business proposals that are unable to obtain a conventional loan due to lack of security.

  • UK Corporate delivered a strong performance, with return on equity of 16.2% and operating profit increasing 21% to £492 million, driven by non-interest income growth and lower impairments.

  • Net interest income was broadly flat while net interest margin increased 7 basis points, benefiting from a revision to deferred income recognition assumptions and increased customer margins, partially offset by higher funding costs.
  • Non-interest income increased 6% largely reflecting valuation movements and lower derivative close out costs associated with impaired assets.
  • Total costs were slightly lower, reflecting lower revenue related costs and cost efficiencies achieved in non-staff discretionary spend, largely offset by the phasing of staff incentive costs.
  • Impairments at £176 million were down 25%, primarily as a result of lower individual and collectively assessed provisions.
  • Risk-weighted assets decreased £2.4 billion reflecting improved risk parameters and marginally lower net lending, primarily property which more than offset growth in other sectors.

UK Corporate (continued)

Key points (continued)

  • Operating profit decreased by £125 million, or 20%, with lower net interest income combined with an increase in impairments, partially offset by lower costs.
  • Net interest income decreased by 7% largely reflecting the higher impact from revisions made to deferred income recognition assumptions in Q1 2011 compared with Q1 2012. Excluding these revisions, net interest income fell 4% whilst net interest margin decreased 2 basis points reflecting higher net funding costs and lower lending. Lending decreased £5 billion, including targeted reductions in the property sector.
  • Non-interest income decreased 1%, largely reflecting strong refinancing activity in Q1 2011, not repeated in Q1 2012, partially offset by increased operating lease activity and Markets revenue share income.
  • Total costs declined £5 million, 1%, with reductions in non-staff discretionary spending, largely offset by increased staff costs relating to strategic investment and control initiatives.
  • Impairments were 64% higher primarily driven by the significant release of latent provisions in Q1 2011.
  • Risk-weighted assets decreased £5.4 billion as the result of improved risk parameters and lower lending balances.

Wealth

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 179 168 157
Net fees and commissions 93 89 97
Other non-interest income 18 23 17
Non-interest income 111 112 114
Total income 290 280 271
Direct expenses
- staff (117) (96) (100)
- other (60) (43) (44)
Indirect expenses (58) (55) (52)
(235) (194) (196)
Operating profit before impairment losses 55 86 75
Impairment losses (10) (13) (5)
Operating profit 45 73 70
Analysis of income
Private banking 237 232 221
Investments 53 48 50
Total income 290 280 271

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Return on equity (1) 9.5% 15.2% 15.0%
Net interest margin 3.67% 3.39% 3.24%
Cost:income ratio 81% 69% 72%
31 March
2012
£bn
31 December
2011
£bn
Change 31 March
2011
£bn
Change
Capital and balance sheet
Loans and advances to customers (gross)
- mortgages 8.4 8.3 1% 7.8 8%
- personal 6.8 6.9 (1%) 7.0 (3%)
- other 1.7 1.7 - 1.7 -
16.9 16.9 - 16.5 2%
Customer deposits (2) 38.3 38.2 - 37.5 2%
Assets under management (excluding
deposits) (2) 31.4 30.9 2% 34.4 (9%)
Risk elements in lending 0.2 0.2 - 0.2 -
Loan:deposit ratio (excluding repos) (2) 44% 44% - 44% -
Risk-weighted assets 12.9 12.9 - 12.6 2%

Notes:

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

(2) 31 March 2011 comparatives were revised in Q3 2011 to reflect the current reporting methodology.

Wealth (continued)

Key points

Q1 2012 saw further progress in the implementation of the refreshed Coutts divisional strategy across all jurisdictions.

  • Reshaping of the UK business progressed to the next phase with the restructure of key professionals in client servicing. The restructure will enable the division to provide class leading banking and wealth management propositions and assists in the preparations for the implementation of Retail Distribution Review (RDR) regulations. Revised Private Banker and Wealth Manager roles will ensure clients receive the best service and advice based on their specific needs.
  • On the international front, Coutts announced the sale of the Latin American, Caribbean and African business to RBC Wealth Management. The business has client assets in the region of £1.5 billion, representing approximately 2% of Coutts' total client assets. This decision followed from the 2011 divisional strategy to focus the Coutts growth strategy on key geographies. These include the UK, Switzerland, Middle East, Russia/Commonwealth of Independent States and selected countries in Asia.
  • Coutts continued to prepare the deployment of a single global technology platform with the UK rollout completed in Q1 2012. The bank's strategic investment will enable the business to operate as a global organisation on a single IT platform, transforming the way clients are served.

  • Operating profit decreased 38% to £45 million, with a 4% increase in income more than offset by increased expenses.

  • Income growth of £10 million largely reflects improved deposit margins and strong treasury income.
  • Expenses increased 21% largely driven by phasing in Financial Services Compensation Scheme levies and the timing of incentive accruals. The division also incurred an £8.75 million fine from the Financial Services Authority (FSA) relating to Anti Money Laundering control processes during the period from December 2007 to November 2010.
  • Client assets and liabilities managed by the division increased by 1%. Assets under management increased by 2%, benefiting from a recovery in the markets in Q1 2012, and positive net new business, particularly in Asia where an improved sales management framework has been introduced.

Wealth (continued)

Key points (continued)

  • Operating profit decreased by 36% with a 7% growth in income more than offset by higher expenses and impairments.
  • Net interest income increased 14% with growth in lending volumes and margins, particularly within the UK, as well as sustained improvement in divisional treasury income. The decline in non-interest income reflected lower assets under management and a reduction in brokerage income.
  • Expenses increased 20% largely reflecting continued investment in International front office recruitment, strategic technology initiatives, including the new Avaloq based wealth management platform in the UK, regulatory projects and changes in bonus accounting methodology. Q1 2012 also included the FSA fine.
  • Client assets and liabilities managed by the division decreased by 2%. Customer deposits grew 2% and lending volumes increased by 2% in response to continued customer demand, particularly for UK mortgages, reflecting high interest in London property. Assets under management declined 9%, as a result of negative market movements and fund outflows occurring in the second half of 2011.

International Banking

31 March Quarter ended
31 December
2012 2011 31 March
2011
£m £m £m
Income statement
Net interest income from banking activities 260 293 303
Non-interest income 282 300 344
Total income 542 593 647
Direct expenses
- staff (187) (160) (195)
- other (48) (51) (61)
Indirect expenses (175) (174) (171)
(410) (385) (427)
Operating profit before impairment losses 132 208 220
Impairment (losses)/recoveries (35) (56) 6
Operating profit 97 152 226
Of which:
Ongoing businesses 113 145 235
Run-off businesses (16) 7 (9)
Analysis of income by product
Cash management 268 241 216
Trade finance 72 67 62
Portfolio 197 257 353
Ongoing businesses 537 565 631
Run-off businesses 5 28 16
Total income 542 593 647
Analysis of impairments by sector
Manufacturing and infrastructure (17) (75) (32)
Property and construction - - (6)
Transport and storage 4 - (9)
Telecommunications, media and technology (9) - -
Banks and financial institutions (12) - 1
Other (1) 19 52
Total impairment (losses)/recoveries (35) (56) 6
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements)
0.3% 0.4% -

Key metrics

Quarter ended
31 March
31 December
31 March
2012 2011 2011
Performance ratios (ongoing businesses)
Return on equity (1) 7.5% 9.1% 13.2%
Net interest margin 1.60% 1.64% 1.83%
Cost:income ratio 72% 64% 64%

Note:

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

International Banking (continued)

31 March
2012
31 December
2011
31 March
2011
£bn £bn Change £bn Change
Capital and balance sheet
Loans and advances to customers 52.3 56.9 (8%) 62.6 (16%)
Loans and advances to banks 3.9 3.4 15% 3.8 3%
Securities 4.0 6.0 (33%) 5.9 (32%)
Cash and eligible bills 0.3 0.3 - 1.0 (70%)
Other 3.2 3.3 (3%) 3.5 (9%)
Total third party assets (excluding derivatives
mark-to-market) 63.7 69.9 (9%) 76.8 (17%)
Customer deposits (excluding repos) 45.0 45.1 - 44.1 2%
Risk elements in lending 0.9 1.6 (44%) 1.5 (40%)
Loan:deposit ratio (excluding repos) 116% 126% (1,000bp) 142% (2,600bp)
Risk-weighted assets 41.8 43.2 (3%) 45.7 (9%)
Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Run-off businesses (1)
Total income 5 28 16
Direct expenses (21) (21) (25)
Operating (loss)/profit (16) 7 (9)

Note:

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

Key points

The formation of International Banking in January 2012 created a significant and integrated client focused business, well placed to serve clients' financing, working capital and risk management needs internationally. Cash management and trade finance, both in the UK and internationally, remain key offerings for the Group's customers and, overall, International Banking continues to invest in improving existing products and in developing new ones.

Since the restructure, substantial progress has been made on the integration. The senior management team is in place. Early engagement with clients on the integrated proposition has been positive and management are reviewing a number of revenue enhancing opportunities arising from leveraging the Group's network coverage and product capabilities.

  • Operating profit was down £55 million, reflecting lower income and increased expenses, partially offset by lower impairments.
  • Excluding run-off businesses, income was £28 million lower reflecting the uncertain and volatile macroeconomic backdrop and the continued low interest rate environment. Net interest margin decreased by 4 basis points mainly due to a reduction in higher priced Portfolio assets.
  • Portfolio income fell by £60 million reflecting the managed reduction in average assets in order to improve capital efficiency and liquidity levels.
  • Trade finance income was 7% higher due to increased guarantee fee income, mainly in Asia.
  • Cash management income was 11% higher than Q4 2011, despite weak European activity and lower global payments, and due to a higher funding surplus arising from lower liquidity buffer requirements.

Key points (continued)

Q1 2012 compared with Q4 2011 (continued)

  • Expenses increased by £25 million, largely reflecting the timing of incentive accruals and reduced pension accruals in Q4 2011 following actuarial valuations.
  • Impairments of £35 million related to a small number of specific provisions.
  • Third party assets decreased by 9% due to managed reductions in the Portfolio loan book of £5 billion, reflecting capital management discipline, (which also resulted in a decrease in undrawn commitments) and reduced collateral required for Japanese business activities.
  • Customer deposits remained flat despite an increasingly competitive environment and the adverse impact of Sterling:Euro exchange rate.
  • The loan to deposit ratio improved from 126% to 116% mainly driven by reductions in the loan book.

  • Operating profit was down £129 million reflecting lower Portfolio income and higher impairments, partially offset by lower discretionary expenses.

  • Income decreased by £105 million due to a managed reduction in average assets and lower business volumes. Net interest margin decreased by 23 basis points primarily reflecting a reduction in higher yielding Portfolio assets.
  • Portfolio income was 44% lower largely reflecting an active reduction in third party assets, down 17%, and higher funding costs. Corporate product volumes fell as activity in the debt market remained subdued, and a low inflation environment also reduced hedging activity.
  • Trade finance income grew 16% as a result of strong growth in trade funded assets and trade guarantees, mainly in Asia.
  • Cash management was 24% higher, as customer deposits grew by £1 billion following the success of deposit gathering initiatives, partially offset by adverse exchange rate movements and lower interest rates.
  • Expenses decreased by 4% driven by lower headcount, continued cost saving initiatives including tight management control over discretionary non-staff related costs.
  • Impairments in Q1 2011 included a significant write back of latent provisions within Portfolio.
  • The Portfolio loan book fell by £10 billion due to repayments and active capital management. This drove a 17% reduction in third party assets and a 9% reduction in risk-weighted assets.

Ulster Bank

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 165 177 181
Net fees and commissions 38 28 36
Other non-interest income 11 21 15
Non-interest income 49 49 51
Total income 214 226 232
Direct expenses
- staff (52) (53) (56)
- other (12) (15) (18)
Indirect expenses (66) (64) (62)
(130) (132) (136)
Operating profit before impairment losses
Impairment losses
84
(394)
94
(327)
96
(461)
Operating loss (310) (233) (365)
Analysis of income by business
Corporate 102 98 113
Retail
Other
88
24
101
27
113
6
Total income 214 226 232
Analysis of impairments by sector
Mortgages
Corporate
215 133 233
- property 54 83 97
- other corporate 114 100 120
Other lending 11 11 11
Total impairment losses 394 327 461
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) by sector
Mortgages 4.3% 2.7% 4.3%
Corporate
- property 4.4% 6.9% 7.2%
- other corporate 5.8% 5.2% 5.5%
Other lending 3.4% 2.8% 2.9%
Total 4.6% 3.8% 5.0%

Key metrics

31 March
31 December
2012
2011
31 March
2011
(20.7%) (36.8%)
1.87% 1.84%
58% 59%
(25.8%)
1.87%
61%
31 March
2012
£bn
31 December
2011
£bn
Change 31 March
2011
£bn
Change
Capital and balance sheet
Loans and advances to customers (gross)
- mortgages 19.8 20.0 (1%) 21.5 (8%)
- corporate
- property 4.9 4.8 2% 5.4 (9%)
- other corporate 7.9 7.7 3% 8.8 (10%)
- other lending 1.3 1.6 (19%) 1.5 (13%)
33.9 34.1 (1%) 37.2 (9%)
Customer deposits 21.0 21.8 (4%) 23.8 (12%)
Risk elements in lending
- mortgages 2.5 2.2 14% 1.8 39%
- corporate
- property 1.3 1.3 - 1.0 30%
- other corporate 1.9 1.8 6% 1.6 19%
- other lending 0.2 0.2 - 0.2 -
Total risk elements in lending 5.9 5.5 7% 4.6 28%
Loan:deposit ratio (excluding repos) 147% 143% 400bp 147% -
Risk-weighted assets 38.4 36.3 6% 31.7 21%
Spot exchange rate - €/£ 1.200 1.196 - 1.131 6%

Note:

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

Key points

Economic conditions in Ireland remain challenging. Despite growth in the export sector, the domestic economy continues to be weak, unemployment remains elevated and residential property values continue to decline. These conditions adversely affected financial performance in Q1 2012, particularly the level of impairments on the residential mortgage portfolio.

Ulster Bank remains focused on the recovery of the business and on the rebuilding of a sustainable franchise into the future. Ulster Bank also continues to support the changing needs of customers, in difficult economic conditions, through the provision of a range of restructuring solutions.

Deposit gathering remains a priority and the implementation of a number of cost management initiatives across the business is progressing.

Key points (continued)

Q1 2012 compared with Q4 2011

  • Operating profit before impairment losses fell by £10 million in the quarter reflecting the impact of higher funding costs on income. Impairment losses increased by 20%, primarily due to deteriorating credit metrics of the retail mortgage portfolio, in line with market trends.
  • Income decreased by £12 million due to the impact of intense deposit competition. Net interest margin remained stable at 1.87% with the benefit of loan pricing initiatives, coupled with a reduced stock of liquid assets offsetting the impact of higher funding costs.
  • Expenses decreased by £2 million with further progress made on cost initiatives across the business, with particular focus on reducing staff costs and marketing expenditure.
  • Impairment losses increased by £67 million in the quarter, largely due to rising arrears rates on the residential mortgage portfolio and the continued deterioration in asset quality as property prices declined further.
  • Retail and SME deposit balances remained stable in the quarter despite the competitive market. However, there were further outflows of wholesale balances. Loans and advances to customers fell marginally.
  • Risk-weighted assets increased by £2.1 billion, mainly as a result of deterioration in mortgage credit metrics.

  • Operating loss decreased by £55 million to £310 million, with lower impairment losses partly offset by lower income.

  • Income fell by 8% reflecting the impact of a reducing loan book coupled with higher funding costs. Net interest margin increased by 3 basis points primarily driven by the benefit of initiatives to improve asset margins implemented during 2011 coupled with a reduction in the stock of liquid assets.
  • Expenses decreased by 4%, with a 14% fall in direct expenses, primarily driven by tight management of discretionary spend. Management continued to focus on implementing cost saving initiatives.
  • Impairment losses fell by 15% but credit conditions in Ireland remain challenging and overall, credit quality has deteriorated over the period driven by asset price deflation and affordability issues.
  • Loans and advances to customers declined by 4% in constant currency terms reflecting further amortisation and ongoing weak demand for credit.
  • Customer deposit balances declined by 8% on a constant currency basis with growth in retail and SME balances of 2%, more than offset by lower wholesale balances.

US Retail & Commercial (£ Sterling)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 496 496 452
Net fees and commissions 195 199 202
Other non-interest income 65 95 73
Non-interest income 260 294 275
Total income 756 790 727
Direct expenses
- staff (223) (216) (201)
- other (116) (137) (126)
- litigation settlement (88) - -
Indirect expenses (208) (195) (195)
(635) (548) (522)
Operating profit before impairment losses 121 242 205
Impairment losses (19) (65) (111)
Operating profit 102 177 94
Average exchange rate - US\$/£ 1.571 1.573 1.601
Analysis of income by product
Mortgages and home equity 134 128 109
Personal lending and cards 99 100 112
Retail deposits 220 237 218
Commercial lending 160 148 138
Commercial deposits 114 110 99
Other 29 67 51
Total income 756 790 727
Analysis of impairments by sector
Residential mortgages 6 4 6
Home equity 22 20 39
Corporate and commercial (16) 8 19
Other consumer 3 21 20
Securities 4 12 27
Total impairment losses 19 65 111
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) by sector
Residential mortgages 0.4% 0.3% 0.4%
Home equity 0.6% 0.5% 1.1%
Corporate and commercial (0.3%) 0.1% 0.4%
Other consumer 0.2% 1.1% 1.3%
Total 0.1% 0.4% 0.7%

US Retail & Commercial (£ Sterling) (continued)

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Return on equity (1) 4.5% 8.0% 4.5%
Return on equity - excluding litigation settlement (1) 8.4% 8.0% 4.5%
Net interest margin 3.06% 3.04% 3.00%
Cost:income ratio 84% 69% 72%
Cost:income ratio - excluding litigation settlement 72% 69% 72%
31 March
2012
31 December
2011
31 March
2011
£bn £bn Change £bn Change
Capital and balance sheet
Total third party assets 73.7 75.8 (3%) 71.8 3%
Loans and advances to customers (gross)
- residential mortgages 6.0 6.1 (2%) 5.6 7%
- home equity 14.2 14.9 (5%) 14.7 (3%)
- corporate and commercial 22.6 22.9 (1%) 20.3 11%
- other consumer 8.1 7.7 5% 6.4 27%
50.9 51.6 (1%) 47.0 8%
Customer deposits (excluding repos) 58.7 60.0 (2%) 57.2 3%
Risk elements in lending
- retail 0.6 0.6 - 0.5 20%
- commercial 0.3 0.4 (25%) 0.5 (40%)
Total risk elements in lending 0.9 1.0 (10%) 1.0 (10%)
Loan:deposit ratio (excluding repos) 86% 85% 100bp 81% 500bp
Risk-weighted assets 58.6 59.3 (1%) 54.0 9%
Spot exchange rate - US\$/£ 1.599 1.548 1.605

Note:

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

  • While sterling strengthened by 3% relative to the dollar at 31 March 2012 compared with 31 December 2011, the average sterling:dollar exchange rate was stable in Q1 2012.
  • Performance is described in full in the US dollar-based financial statements set out on pages 41 and 42.

US Retail & Commercial (US Dollar)

Quarter ended
31 March 31 December 31 March
2012
\$m
2011
\$m
2011
\$m
Income statement
Net interest income 779 781 724
Net fees and commissions 307 314 324
Other non-interest income 102 148 116
Non-interest income 409 462 440
Total income 1,188 1,243 1,164
Direct expenses
- staff (350) (339) (322)
- other (182) (216) (203)
- litigation settlement (138) - -
Indirect expenses (327) (307) (312)
(997) (862) (837)
Operating profit before impairment losses
Impairment losses
191
(31)
381
(102)
327
(177)
Operating profit 160 279 150
Analysis of income by product
Mortgages and home equity 211 202 175
Personal lending and cards 156 157 179
Retail deposits 346 373 349
Commercial lending 251 233 221
Commercial deposits 179 173 158
Other 45 105 82
Total income 1,188 1,243 1,164
Analysis of impairments by sector
Residential mortgages 9 6 9
Home equity 35 31 63
Corporate and commercial (25) 13 30
Other consumer 6 33 32
Securities 6 19 43
Total impairment losses 31 102 177
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) by sector
Residential mortgages 0.4% 0.3% 0.4%
Home equity 0.6% 0.5% 1.1%
Corporate and commercial (0.3%) 0.1% 0.4%
Other consumer 0.2% 1.1% 1.2%
Total 0.1% 0.4% 0.7%

US Retail & Commercial (US Dollar) (continued)

Key metrics

Quarter ended
31 March
2012
31 December
2011
31 March
2011
Performance ratios
Return on equity (1) 4.5% 8.0% 4.5%
Return on equity - excluding litigation settlement (1) 8.4% 8.0% 4.5%
Net interest margin 3.06% 3.04% 3.00%
Cost:income ratio 84% 69% 72%
Cost:income ratio - excluding litigation settlement 72% 69% 72%
31 March 31 December 31 March
2012 2011 2011
\$bn \$bn Change \$bn Change
Capital and balance sheet
Total third party assets 117.9 117.3 1% 115.2 2%
Loans and advances to customers (gross)
- residential mortgages 9.5 9.4 1% 9.1 4%
- home equity 22.6 23.1 (2%) 23.6 (4%)
- corporate and commercial 36.2 35.3 3% 32.2 12%
- other consumer 13.2 12.0 10% 10.5 26%
81.5 79.8 2% 75.4 8%
Customer deposits (excluding repos) 93.9 92.8 1% 91.8 2%
Risk elements in lending
- retail 0.9 1.0 (10%) 0.8 13%
- commercial 0.6 0.6 - 0.8 (25%)
Total risk elements in lending 1.5 1.6 (6%) 1.6 (6%)
Loan:deposit ratio (excluding repos) 86% 85% 100bp 81% 500bp
Risk-weighted assets 93.7 91.8 2% 86.7 8%

Note:

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

Key points

In Q1 2012 US R&C continued to focus on its back-to-basics strategy, with the goal of increasing profitability through developing the customer franchise, managing expenses, and enhancing credit quality.

Consumer Banking accelerated the roll-out of its four core customer commitments to the entire branch footprint, finishing ahead of schedule. The aim of the commitments is to enhance the customer experience and further strengthen the Citizens brand, and is built around feedback received from customers.

Q1 2012 also saw Treasury Solutions (Domestic Global Transaction Services) reintegrated into the Commercial Banking Division. This reintegration will strengthen the cross-sell of Treasury Solutions products to the Commercial client base and follows the formation of a consolidated Consumer Banking division in H2 2011, aimed at strengthening the retail alignment and improving efficiencies.

A continued focus on strengthening and growing valued customer and client relationships has delivered results. For example, in Consumer Banking, the penetration of on-line banking customers, a key indicator of customer retention, continued to improve in Q1 2012 and the penetration of loan products to deposit households has shown a steady increase over the past eleven consecutive quarters.

US Retail & Commercial (US Dollar) (continued)

Key points (continued)

In Commercial Banking, a recent Greenwich Associates survey indicated strong year-on-year improvements. Clients placed Citizens number one or number two versus peers in several key categories, including 'values long-term relationships', 'understanding of your industry', 'likelihood to recommend bank' and 'likelihood to continue using for future banking needs'.

Q1 2012 compared with Q4 2011

  • Operating profit of \$160 million compares with \$279 million in the prior quarter, a decrease of \$119 million, or 43%, reflecting the settlement of an outstanding litigation matter. Excluding the litigation settlement, operating profit increased by \$19 million or 7%, to \$298 million reflecting lower impairment losses partially offset by lower gains on the sale of securities.
  • The macroeconomic operating environment remained challenging, with low rates, high unemployment, a soft housing market, sluggish consumer activity and the continuing impact of legislative changes.
  • Net interest income was down \$2 million reflecting reducing asset yields offset by lower funding costs. Net interest margin was up 2 basis points from the prior quarter.
  • Loans and advances were up \$1.7 billion, or 2%, due to strong growth in commercial loan volumes and the purchase of a \$1 billion auto loan portfolio, partly offset by the planned run-off of long term fixed rate consumer products.
  • Non-interest income was down \$53 million, or 11%, largely reflecting lower securities gains.
  • Total expenses were up \$135 million, or 16%, reflecting a litigation settlement of \$138 million in Q1 2012. A settlement has been reached in a class action lawsuit relating to how overdraft fees were assessed on customer accounts prior to 2010. Citizens was one of more than 30 banks included in these class action lawsuits.
  • Excluding the litigation settlement, total expenses were down \$3 million reflecting a mortgage servicing rights recapture, lower costs related to regulatory projects and the elimination of the Everyday Points rewards programme for consumer debit card customers, partially offset by the phasing of the annual incentive plan accruals, and a seasonal increase in payroll taxes.
  • Impairment losses were down \$71 million, or 70%, reflecting an improved credit environment and lower impairments related to securities. REIL decreased from \$1.6 billion to \$1.5 billion.

  • Operating profit increased to \$160 million from \$150 million, an increase of \$10 million, or 7%, substantially driven by significantly lower impairments and increased income, largely offset by the settlement of an outstanding litigation. Excluding the litigation settlement operating profit increased by \$148 million, or 99%, to \$298 million.

  • Net interest income was up \$55 million, or 8%, driven by commercial loan growth, deposit pricing discipline and lower funding costs, partially offset by consumer loan run off.
  • Customer deposits were up 2% with strong growth achieved in checking balances. Consumer checking balances grew by 3% while small business checking balances grew by 9% over the year.

US Retail & Commercial (US Dollar) (continued)

Key points (continued)

Q1 2012 compared with Q1 2011 (continued)

  • Non-interest income was down \$31 million, or 7%, reflecting lower debit card fees, as a result of the Durbin Amendment legislation, and lower gains on the sale of securities, partially offset by strong mortgage banking fees.
  • The Durbin Amendment became effective on 1 October 2011 and lowers the allowable interchange on debit transactions by approximately 50% to \$0.23 - \$0.24 per transaction.
  • Total expenses excluding the litigation settlement were up \$22 million, or 3% reflecting a change in accrual methodology related to the annual incentive plan during Q1 2011, partially offset by a mortgage servicing rights recapture and the elimination of the Everyday Points rewards programme for consumer debit card customers in Q1 2012.
  • Impairment losses declined by \$146 million, or 82%, reflecting an improved credit environment as well as lower impairments related to securities.

Markets

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income from banking activities 24 23 56
Net fees and commissions receivable 127 62 207
Income from trading activities 1,548 580 1,817
Other operating income (net of related funding costs) 35 27 28
Non-interest income 1,710 669 2,052
Total income 1,734 692 2,108
Direct expenses
- staff (544) (354) (727)
- other (166) (197) (166)
Indirect expenses (198) (193) (186)
(908) (744) (1,079)
Operating profit/(loss) before impairment losses 826 (52) 1,029
Impairment losses (2) (57) -
Operating profit/(loss) 824 (109) 1,029
Of which:
Ongoing businesses 861 (96) 1,039
Run-off businesses (37) (13) (10)
Analysis of income by product
Rates
801 396 749
Currencies 246 259 241
Asset backed products 427 29 617
Credit markets 313 36 430
Investor products and equity derivatives 123 118 216
Total income continuing businesses 1,910 838 2,253
Inter-divisional revenue share (186) (177) (208)
Run-off businesses 10 31 63
Total income 1,734 692 2,108
Memo - Fixed income and currencies
Rates/currencies/ABP/credit markets 1,785 718 2,038
Less: primary credit markets (171) (134) (229)
Total fixed income and currencies 1,614 584 1,809

Key metrics

Quarter ended
31 March
2012
31 March
2011
21.1% (2.4%) 26.0%
50% 106% 49%
29% 49% 33%
31 December
2011
31 March
2012
£bn
31 December
2011
£bn
Change 31 March
2011
£bn
Change
Capital and balance sheet (ongoing
businesses)
Loans and advances 50.5 61.2 (17%) 67.5 (25%)
Reverse repos 90.8 100.4 (10%) 104.9 (13%)
Securities 106.6 108.1 (1%) 128.7 (17%)
Cash and eligible bills 24.2 28.1 (14%) 33.9 (29%)
Other 27.7 14.8 87% 31.6 (12%)
Total third party assets (excluding derivatives
mark-to-market) 299.8 312.6 (4%) 366.6 (18%)
Net derivative assets (after netting) 29.3 37.0 (21%) 34.5 (15%)
Risk-weighted assets 115.6 120.3 (4%) 114.3 1%

Notes:

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

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

Quarter ended
31 March
31 December
31 March
2012 2011 2011
£m £m £m
Run-off businesses (1)
Total income 10 31 63
Direct expenses (47) (44) (73)
Operating loss (37) (13) (10)
Balance sheet £bn £bn £bn
Total third party assets (excluding derivatives mark to market) 0.8 1.3 3.0

Note:

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

Markets (continued)

Key points

Good progress has been made on the restructure announced in January 2012. The sale of Hoare Govett has been completed and sales of other businesses designated for exit are well advanced. The Markets management team and governance structure is in place and implementation of the new structure through the lower levels of the organisation is underway.

Markets benefited from a traditionally strong first quarter of the year as investors returned boosted by the ECB's Long Term Refinancing Operation (LTRO) programme and a re-emergence of confidence. However, overall activity and risk appetite remained tempered by continued concerns over the economic outlook, especially in Europe.

  • Markets returned to profit during Q1 2012, reflecting seasonally improved trading conditions and greater investor confidence.
  • Rates benefited from the increased liquidity and normalisation in the markets following the success of the ECB's LTRO.
  • Currencies fell back as client activity declined. In response, client interaction has been increased through a more extensive programme of trading and research contact.
  • Asset backed products recovered strongly from a poor performance in Q4 2011. Trading volumes for non-agency products doubled, driven by strong investor demand, partly reflecting an improving macroeconomic environment in the United States.
  • Capital Markets benefited from the improved credit environment following the ECB's LTRO and a seasonal recovery in origination activity. The EMEA origination business completed two large transactions during the quarter, generating significant fees. Flow credit trading benefited from a rally in corporate credit and inflows from US and European investors contrasting sharply with Q4 2011, when client activity and investor confidence were both weak.
  • Total expenses increased by 22%, with staff costs up 54%, reflecting a higher incentive compensation accrual related to increased revenue compared with Q4 2011, partially offset by reduced headcount. Other costs declined as cost saving programmes continued to take effect. Improvement in the cost:income ratio, and a reduction in the compensation ratio largely reflected improved revenue performance.
  • Impairments in both Q1 2012 and Q4 2011 reflected a small number of individual provisions.
  • Markets continued to carefully manage the balance sheet, with third party assets falling by 4% compared with the end of 2011, well on track to meet previously disclosed funded balance sheet targets.
  • Return on equity for the ongoing businesses was 21%, a significant improvement on the prior quarter due to the recovery in revenue.

Markets (continued)

Key points (continued)

  • Both Q1 2012 and Q1 2011 benefited from seasonally high levels of investor activity, with Q1 2012 reflecting a significant recovery from prior quarter activity levels.
  • Operating profit of the ongoing businesses fell 17%, driven by lower revenue, partly offset by lower costs.
  • The largest absolute fall in revenue was in Asset Backed Products where the recovery in client demand in Q1 2012, though significant, was not as strong as Q1 2011. Balance sheet usage was materially reduced, despite an increase in 'pass-through' trading volumes following the reorganisation of the agency desk.
  • Similarly, Credit Markets also recovered in the quarter, although the increase in confidence and activity was less pronounced than Q1 2011.
  • Investor Products and Equity Derivatives weakened significantly compared with a particularly strong Q1 2011, falling by 43%, as client volumes were significantly below the levels of a year ago.
  • Costs also declined, reflecting a lower level of incentive rewards and the implementation of cost saving measures, driving reduced headcount.
  • Active balance sheet management has lowered third party assets by 18% with an emphasis on reducing levels of short-term unsecured wholesale funding, improving the stability of the funding base.
  • Risk-weighted assets increased by 1% driven by the implementation of CRD III at the end of 2011, partially offset by lower levels of market risk across the period.
  • Return on equity for the ongoing businesses fell from 26% to 21% reflecting lower revenue, combined with higher risk-weighted assets.

Direct Line Group

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Income statement
Earned premiums 1,020 1,043 1,065
Reinsurers' share (82) (71) (54)
Net premium income 938 972 1,011
Fees and commissions (109) (161) (75)
Instalment income 31 33 35
Other income 16 19 35
Total income 876 863 1,006
Net claims (649) (589) (784)
Underwriting profit 227 274 222
Staff expenses (79) (75) (76)
Other expenses (91) (79) (87)
Total direct expenses (170) (154) (163)
Indirect expenses (63) (55) (56)
(233) (209) (219)
Technical result (6) 65 3
Investment income 90 60 64
Operating profit 84 125 67
Analysis of income by product
Personal lines motor excluding broker
- own brands 411 425 440
- partnerships 31 34 73
Personal lines home excluding broker
- own brands 116 119 117
- partnerships 88 81 98
Personal lines rescue and other excluding broker
- own brands 45 46 46
- partnerships 42 (16) 46
Commercial 79 81 74
International 84 89 80
Other (1) (20) 4 32
Total income 876 863 1,006

For the notes to this table refer to page 51.

Direct Line Group (continued)

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
In-force policies (000s)
Personal lines motor excluding broker
- own brands 3,827 3,787 4,071
- partnerships 322 320 559
Personal lines home excluding broker
- own brands 1,812 1,811 1,776
- partnerships 2,520 2,497 2,501
Personal lines rescue and other excluding broker
- own brands 1,803 1,844 1,971
- partnerships 7,493 7,307 7,909
Commercial 417 422 383
International 1,412 1,387 1,234
Other (1) 43 1 418
Total in-force policies (2) 19,649 19,376 20,822
Gross written premium (£m)
Personal lines motor excluding broker
- own brands 398 348 390
- partnerships 37 28 37
Personal lines home excluding broker
- own brands 110 112 112
- partnerships 136 132 138
Personal lines rescue and other excluding broker
- own brands 43 40 42
- partnerships 41 44 40
Commercial 107 102 112
International 173 142 169
Other (1) 1 2 (3)
Total gross written premium 1,046 950 1,037

For the notes to this table refer to page 51.

Key metrics (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Return on tangible equity (3) 7.4% 11.0% 6.3%
Loss ratio (4) 69% 61% 78%
Commission ratio (5) 12% 17% 7%
Expense ratio (6) 25% 22% 22%
Combined operating ratio (7) 106% 100% 107%
Balance sheet
Total insurance reserves - (£m) (8) 8,132 7,284 7,617

Notes:

  • (1) 'Other' predominantly consists of the personal lines broker business and from Q1 2012 business previously reported in Non-Core.
  • (2) Total in-force policies include travel and creditor policies sold through RBS Group. These comprise travel policies included in bank accounts e.g. Royalties Gold Account, and creditor policies sold with bank products including mortgage, loan and card payment protection.
  • (3) Return on tangible equity is based on annualised operating profit after tax divided by average tangible equity. Q1 2012 tangible equity has been adjusted for a £300 million dividend paid to RBS Group on 27 March 2012.
  • (4) Loss ratio is based on net claims divided by net premium income.
  • (5) Commission ratio is based on fees and commissions divided by net premium income.
  • (6) Expense ratio is based on expenses divided by net premium income.
  • (7) Combined operating ratio is the sum of the loss, commission and expense ratios.
  • (8) Consists of general and life insurance liabilities, unearned premium reserve and liability adequacy reserve. Q1 2012 includes business previously reported in Non-Core.

Key points

Direct Line Group continues to make good progress ahead of its divestment from the RBS Group. Q1 2012 operating profit of £84 million was negatively affected by adverse weather, but benefited from reserve releases from prior years.

The second phase of Direct Line Group's transformation plan - to rebuild competitive advantage - is continuing and tangible benefits are beginning to be delivered. During Q1 2012, Direct Line Group began renewing own brand Home policies on its new rating engine as part of the ongoing roll out of increased functionality. Additionally, since July last year, over 200,000 claims have been registered on the new claims management system and over 1,500 new claims are now processed every day. The rationalisation of sites continues as planned with one further location exited during Q1 2012.

In the period from 2009 to 2011 Motor in-force policies decreased by 27%, in line with the de-risking and exit of certain business lines during the first phase of Direct Line Group's transformation plan. During Q1 2012 Motor in-force policies grew by 1% marking a stabilisation of the portfolio. This was achieved whilst maintaining underwriting discipline.

Direct Line Group (continued)

Key points (continued)

During Q1 2012 Direct Line Group made progress with a number of partnership arrangements, which represent a significant portion of the Home segment. Expanding on the established relationship with Nationwide Building Society, a contract was signed to extend the provision of home insurance until the end of 2015. Direct Line Group is also concluding terms with UK Retail division for an arm's length, five year distribution agreement for the continued provision of general insurance products to its customers after the divestment of Direct Line Group. Additionally, following the launch of the Sainsbury's Bank car insurance partnership, during Q1 2012 the contract was extended to provide home insurance for Sainsbury's customers.

Following a period of strong growth, the International division consolidated its position in the quarter. Growth in Italy arose primarily from price increases, while in Germany a contract was signed with Check24 to expand Direct Line Group's market reach.

Commercial maintained underwriting discipline in a difficult market and work continued to improve the product offering and service to brokers.

Investment markets remained challenging with continued low yields. Direct Line Group's investment portfolio is composed primarily of cash, investment grade corporate bonds and gilts with minimal exposure to periphery Eurozone nations. At 31 March 2012, there was no exposure to debt issued in Portugal or Greece and a total exposure of £57 million, less than 1% of the portfolio, to debt issued in Ireland, Italy and Spain.

Separation update

Ahead of the planned divestment from RBS Group, which is targeted to commence in the second half of 2012 by way of a public flotation, subject to market conditions, Direct Line Group has continued with activities in readiness for standalone status. The first stage of the separation programme is progressing as Direct Line Group begins the novation or transfer of contracts with RBS Group suppliers, and where necessary, commencement of the tendering process for new contracts. Standalone head office and other control functions are being established and key senior management have been appointed. On 23 March 2012 the appointment of Mike Biggs as Chairman of Direct Line Group was announced. He brings with him extensive industry experience and a successful track record.

A significant milestone was reached for Direct Line Group's principal underwriting entity, U K Insurance Limited, being assigned an inaugural credit rating of A, with a stable outlook, from Standard and Poor's and an A2 rating, with a stable outlook, from Moody's Investors Service. Following publication of these ratings, Direct Line Group issued £500 million of Tier 2 subordinated debt on 27 April 2012.

Overall, Direct Line Group has powerful brands and is focused on delivering a disciplined, profitable business while maintaining a robust balance sheet. It has continued to make progress in executing the second phase of its business transformation plan, rebuilding competitive advantage.

Key points (continued)

  • Operating profit of £84 million was £41 million, 33%, lower compared with Q4 2011, due to higher weather related claims experienced during Q1 2012 and increased expenses resulting from the timing of marketing expenditure, partially offset by higher investment income. Q1 2012 includes the results of insurance business previously reported in Non-Core, which overall had a negligible impact on operating result.
  • Gross written premium of £1,046 million rose by £96 million, or 10%, primarily as a result of the Motor sales campaign with enhanced Direct Line and Churchill marketing activity and an increase in International gross written premium, where a significant proportion of policies on the German book start on 1 January each year.
  • Total income of £876 million rose £13 million, or 2%, primarily due to the non-repeat of £57 million profit share paid to UK Retail during Q4 2011, which was partially offset by commissions payable relating to business previously reported in Non-Core and lower net premium income.
  • Net claims of £649 million were £60 million, or 10%, higher partly due to the adverse weather experienced early in Q1 2012 and the non-repeat of a release from creditor insurance reserves in Q4 2011, which was matched by a similar payment to UK Retail within fees and commissions.
  • Total direct expenses of £170 million were £16 million, or 10%, higher mainly due to the timing of marketing expenditure associated with the new Churchill advertising campaign.
  • Investment income of £90 million was £30 million, or 50%, higher than Q4 2011 largely as a result of the inclusion of business previously reported in Non-Core and investment gains arising from portfolio management initiatives.
  • Total in-force policies grew by 1% due to Rescue and other personal lines, Motor and International. Rescue and other personal lines business grew as a result of a one-off migration of UK Retail customers to packaged current accounts, increasing the uptake of bundled travel insurance. Additionally 43,000 in-force policies relate to business moved across from Non-Core during Q1 2012 in preparation for separation.

Direct Line Group (continued)

Key points (continued)

  • Operating profit rose by £17 million, or 25%, compared with Q1 2011 due to an improvement in loss ratio and higher investment income, which was partially offset by higher commissions payable and increased direct expenses relating to the timing of marketing and to the preparation for separation.
  • Gross written premiums rose by £9 million, or 1%, driven by Motor as a result of sale and marketing campaigns and due to price increases in International.
  • Total income fell by £130 million, or 13%, reflecting lower volumes written during the previous year following planned de-risking and higher commissions payable, partly due to the inclusion of business previously reported within Non-Core.
  • Net claims decreased by £135 million, or 17%, through a combination of reduced exposure on Motor and the exit of certain business lines. Additionally Q1 2012 includes reserve releases from prior years.
  • Total direct expenses increased by £7 million or 4%, due to the marketing expenditure associated with the new Churchill advertising campaign, and activity to support separation.
  • Investment income rose by £26 million, or 41%, compared with Q1 2011 due to the inclusion of business previously reported within Non-Core and investment gains arising from portfolio management initiatives.
  • Combined operating ratio improved by 1 percent compared with Q1 2011 due to lower claims offset by higher expenses and commissions payable. For continuing business only (excluding personal lines broker and business previously reported in Non-Core) the combined operating ratio was 104% in Q1 2012 compared to 106% in Q1 2011.

Central items

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Central items not allocated (144) 89 (32)

Note:

(1) Costs/charges are denoted by brackets.

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

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

Key points

Q1 2012 compared with Q4 2011

  • Central items not allocated represented a debit of £144 million, a decrease of £233 million compared with Q4 2011. The debit primarily results from unallocated volatility costs in Group Treasury.
  • Q4 2011 benefited from higher securities gains and a VAT recovery.

  • Central items not allocated represented a debit of £144 million, a decrease of £112 million compared with Q1 2011.

  • The decrease was largely as a result of lower securities gains in Q1 2012, £90 million compared with £158 million.

Non-Core

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Income statement
Net interest income 115 155 252
Net fees and commissions 31 (47) 47
Loss from trading activities (270) (407) (298)
Insurance net premium income - 9 138
Other operating income
- rental income 168 163 192
- other (1) 225 (151) 104
Non-interest income 154 (433) 183
Total income/(loss) 269 (278) 435
Direct expenses
- staff (71) (82) (91)
- operating lease depreciation (83) (91) (87)
- other (41) (57) (69)
Indirect expenses (68) (84) (76)
(263) (314) (323)
Operating profit/(loss) before other operating charges and impairment losses 6 (592) 112
Insurance net claims - 61 (128)
Impairment losses (489) (751) (1,075)
Operating loss (483) (1,282) (1,091)

Note:

(1) Includes gains/(losses) on disposals (Q1 2012 - £182 million gain; Q4 2011 - £36 million loss; Q1 2011 - £34 million loss).

Non-Core (continued)

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Analysis of income/(loss) by business
Banking and portfolios 177 (142) 556
International businesses 85 92 81
Markets 7 (228) (202)
Total income/(loss) 269 (278) 435
Loss from trading activities
Monoline exposures (128) (243) (130)
Credit derivative product companies (38) (19) (40)
Asset-backed products (1) 31 (22) 66
Other credit exotics 20 (8) (168)
Equities (1) 1 1
Banking book hedges - (36) (29)
Other (154) (80) 2
(270) (407) (298)
Impairment losses
Banking and portfolios 484 714 1,058
International businesses 11 30 20
Markets (6) 7 (3)
Total impairment losses 489 751 1,075
Loan impairment charge as % of gross customer loans and advances
(excluding reverse repurchase agreements) (2)
Banking and portfolios 2.8% 3.6% 4.1%
International businesses 2.1% 5.3% 2.1%
Markets (0.8%) (8.8%) (0.1%)
Total 2.7% 3.7% 4.0%

Notes:

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

(2) Includes disposal groups.

Key metrics

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Performance ratios
Net interest margin 0.31% 0.42% 0.72%
Cost:income ratio 98% nm 74%
Adjusted cost:income ratio 98% nm 105%
31 March 31 December 31 March
2012 2011 2011
£bn £bn Change £bn Change
Capital and balance sheet
Total third party assets (excluding
derivatives) (1) 83.3 93.7 (11%) 124.8 (33%)
Total third party assets (including
derivatives) 91.8 104.7 (12%) 137.1 (33%)
Loans and advances to customers (gross) (2) 72.7 79.4 (8%) 101.0 (28%)
Customer deposits (2) 3.1 3.5 (11%) 7.1 (56%)
Risk elements in lending (2) 23.5 24.0 (2%) 24.0 (2%)
Risk-weighted assets (1) 89.9 93.3 (4%) 128.5 (30%)

nm = not meaningful

Notes:

(1) Includes RBS Sempra Commodities JV (31 March 2012 third party assets, excluding derivatives (TPAs) nil, RWAs £1.0 billion, 31 December 2011 TPAs £0.1 billion, RWAs £2.4 billion, 31 March 2011 TPAs £3.9 billion, RWAs £1.6 billion).

(2) Excludes disposal groups.

31 March
2012
31 December
2011
31 March
2011
£bn £bn £bn
Gross customer loans and advances
Banking and portfolios 70.8 77.3 98.0
International businesses 1.9 2.0 2.9
Markets - 0.1 0.1
72.7 79.4 101.0
Risk-weighted assets
Banking and portfolios 66.1 64.8 76.5
International businesses 3.8 4.1 5.1
Markets 20.0 24.4 46.9
89.9 93.3 128.5
Third party assets (excluding derivatives)
Banking and portfolios 73.2 81.3 105.4
International businesses 2.7 2.9 3.8
Markets 7.4 9.5 15.6
83.3 93.7 124.8

Third party assets (excluding derivatives)

Quarter ended 31 March 2012

31 December
2011
£bn
Run-off
£bn
Disposals/
restructuring
£bn
Drawings/
£bn
roll overs Impairments
£bn
FX
£bn
31 March
2012
£bn
Commercial real estate 31.5 (1.5) (0.4) 0.1 (0.4) (0.2) 29.1
Corporate 42.2 (0.8) (1.1) 0.4 (0.1) (0.5) 40.1
SME 2.1 (0.3) - 0.1 - - 1.9
Retail 6.1 (0.2) (1.6) - - (0.1) 4.2
Other 1.9 (1.2) - - - (0.1) 0.6
Markets 9.8 (0.2) (2.1) 0.1 - (0.2) 7.4
Total (excluding derivatives)
Markets - RBS Sempra
93.6 (4.2) (5.2) 0.7 (0.5) (1.1) 83.3
Commodities JV 0.1 (0.1) - - - - -
Total (1) 93.7 (4.3) (5.2) 0.7 (0.5) (1.1) 83.3

Quarter ended 31 December 2011

30 September
2011
£bn
Run-off
£bn
Disposals/
restructuring
£bn
Drawings/
£bn
roll overs Impairments
£bn
FX
£bn
31 December
2011
£bn
Commercial real estate 35.3 (1.8) (1.1) 0.1 (0.6) (0.4) 31.5
Corporate 46.9 (1.6) (3.6) 0.6 (0.1) - 42.2
SME 2.4 (0.3) - 0.1 (0.1) - 2.1
Retail 7.4 (0.2) (1.1) - - - 6.1
Other 1.9 - - - - - 1.9
Markets 10.9 (0.2) (1.0) - - 0.1 9.8
Total (excluding derivatives)
Markets - RBS Sempra
104.8 (4.1) (6.8) 0.8 (0.8) (0.3) 93.6
Commodities JV 0.3 - (0.2) - - - 0.1
Total (1) 105.1 (4.1) (7.0) 0.8 (0.8) (0.3) 93.7

Note:

(1) Disposals of £5 billion have been signed as at 31 March 2012 but are pending completion (31 December 2011 - £0.2 billion; 31 March 2011 - £7 billion).

Non-Core (continued)

Quarter ended
31 March 31 December 31 March
2012
£m
2011
£m
2011
£m
Impairment losses by donating division and sector
UK Retail
Mortgages - - 3
Personal 2 (28) (3)
Total UK Retail 2 (28) -
UK Corporate
Manufacturing and infrastructure 7 26 -
Property and construction 55 83 13
Transport (2) 6 20
Financial institutions 1 1 3
Lombard 10 20 18
Other 6 21 11
Total UK Corporate 77 157 65
Ulster Bank
Commercial real estate
- investment 84 151 223
- development 142 77 503
Other corporate 34 15 107
Other EMEA 4 2 6
Total Ulster Bank 264 245 839
US Retail & Commercial
Auto and consumer 9 7 25
Cards 5 1 (7)
SBO/home equity 18 33 53
Residential mortgages 3 2 4
Commercial real estate (3) 14 19
Commercial and other (4) 7 (3)
Total US Retail & Commercial 28 64 91
International Banking
Manufacturing and infrastructure 6 42 (2)
Property and construction 86 241 105
Transport 13 10 (6)
Telecoms, media and technology 16 18 (11)
Banking and financial institutions (12) (31) 1
Other 9 29 (8)
Total International Banking 118 309 79
Other
Wealth (1) - 1
Central items 1 4 -
Total Other - 4 1
Total impairment losses 489 751 1,075

Non-Core (continued)

Gross loans and advances to customers (excluding reverse
repurchase agreements) by donating division and sector
UK Retail
Mortgages
-
1.4
Personal
0.1
0.1
Total UK Retail
0.1
1.5
UK Corporate
Manufacturing and infrastructure
0.1
0.1
Property and construction
4.8
5.9
Transport
4.3
4.5
Financial institutions
0.6
0.6
Lombard
0.9
1.0
Other
7.0
7.5
Total UK Corporate
17.7
19.6
Ulster Bank
Commercial real estate
- investment
3.7
3.9
3.9
- development
8.0
8.5
8.9
Other corporate
1.7
1.6
2.0
Other EMEA
0.4
0.4
0.5
Total Ulster Bank
13.8
14.4
15.3
US Retail & Commercial
Auto and consumer
0.8
0.8
2.4
Cards
0.1
0.1
0.1
SBO/home equity
2.4
2.5
2.9
Residential mortgages
0.5
0.6
0.7
Commercial real estate
0.9
1.0
1.4
Commercial and other
-
0.4
0.4
Total US Retail & Commercial
4.7
5.4
7.9
International Banking
Manufacturing and infrastructure
5.8
6.6
8.9
Property and construction
15.4
15.3
19.1
Transport
2.4
3.2
4.5
Telecoms, media and technology
0.7
0.7
1.1
Banking and financial institutions
5.7
5.6
11.1
Other
6.4
7.0
Total International Banking
36.4
38.4
Other
Wealth
0.2
0.2
Direct Line Group
-
-
Central items
(0.3)
(0.2)
Total Other
(0.1)
-
Gross loans and advances to customers (excluding reverse
repurchase agreements)
72.6
79.3
31 March
2012
£bn
31 December
2011
£bn
31 March
2011
£bn
1.6
0.3
1.9
0.2
8.0
5.1
0.8
1.5
7.5
23.1
8.4
53.1
0.4
0.1
(1.0)
(0.5)
100.8

Key points

Non-Core has maintained momentum from 2011 and delivered further reductions in third party assets, impairments and costs during Q1 2012.

Third party assets fell to £83 billion in the first quarter, a reduction of £11 billion driven principally by disposals of £5 billion and run-off of £4 billion. The division has also signed, but not yet completed, a further £5 billion of disposals, including the sale of RBS Aviation Capital.

The division continues to focus upon reducing exposures to current and future capital intensive positions. Risk-weighted assets decreased by £3 billion resulting from foreign exchange and mark-tomarket movements of £4 billion, sales and run-off of £2 billion and market risk movements of £2 billion, largely offset by higher operational risk RWAs, up £4 billion. Restructuring and disposal activity also reduced Non-Core deductions to the capital base by £0.8 billion in Q1 2012.

An operating loss of £483 million in Q1 2012 was £799 million lower than Q4 2011. Income increased as the losses associated with restructuring monoline exposures and valuation movements on equity positions in Q4 2011 were not repeated. In addition, trading income increased as a result of tightening spreads and favourable market conditions. Impairments declined by £262 million which reflected improvements across the portfolio in general, although Ulster Bank charges remain elevated.

Q1 2012 compared with Q4 2011

  • The lower operating loss of £483 million reflected improvements in income, costs and impairments.
  • Trading losses decreased by £137 million, principally reflecting lower losses resulting from restructuring activity focussed on reducing capital intensive positions. Trading revenues also improved, as prices rallied and spreads tightened. Other income of £225 million was £376 million favourable to Q4 2011 due to positive equity valuation movements as well as gains on disposal of £182 million compared with losses of £36 million in Q4 2011.
  • Third party assets fell by £11 billion to £83 billion in Q1 2012 principally reflecting disposals of £5 billion and run-off of £4 billion.

  • Third party assets of £83 billion were £42 billion lower than Q1 2011 principally reflecting disposals of £22 billion and run-off of £19 billion.

  • Risk-weighted assets decreased by £39 billion between Q1 2011 and Q1 2012. The decrease principally reflects the restructuring of monoline exposures in 2011 which totalled £15 billion, and sales and run-off of £14 billion. A further £9 billion reduction was due to market risk reductions as a result of de-risking activities. These were partially offset by an increase in operational risk RWAs.
  • The Q1 2012 operating loss of £483 million was £608 million favourable to Q1 2011 principally due to lower impairments incurred in relation to the Ulster Bank portfolio and reduced costs due to the ongoing run-down of the division, partially offset by lower revenues relate to the reduction of the balance sheet.
  • Since Q1 2011 headcount has reduced by approximately 2,400, 36%, reflecting business and country exits and run-down, specifically in India, China, RBS Sempra Commodities and Non-Core Insurance.

Condensed consolidated income statement

for the quarter ended 31 March 2012

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Interest receivable 5,017 5,234 5,401
Interest payable (2,018) (2,160) (2,100)
Net interest income 2,999 3,074 3,301
Fees and commissions receivable 1,487 1,590 1,642
Fees and commissions payable (290) (573) (260)
Income from trading activities 212 (238) 835
Gain/(loss) on redemption of own debt 577 (1) -
Other operating income (excluding insurance net premium income) (747) 205 391
Insurance net premium income 938 981 1,149
Non-interest income 2,177 1,964 3,757
Total income 5,176 5,038 7,058
Staff costs (2,570) (1,993) (2,399)
Premises and equipment (563) (674) (571)
Other administrative expenses (1,016) (1,296) (921)
Depreciation and amortisation (468) (513) (424)
Write-down of goodwill and other intangible assets - (91) -
Operating expenses (4,617) (4,567) (4,315)
Profit before insurance net claims and impairment losses 559 471 2,743
Insurance net claims (649) (529) (912)
Impairment losses (1,314) (1,918) (1,947)
Operating loss before tax (1,404) (1,976) (116)
Tax (charge)/credit (139) 186 (423)
Loss from continuing operations (1,543) (1,790) (539)
Profit from discontinued operations, net of tax 5 10 10
Loss for the period (1,538) (1,780) (529)
Non-controlling interests 14 (18) 1
Loss attributable to ordinary and B shareholders (1,524) (1,798) (528)
Basic loss per ordinary and B share from continuing operations (1.4p) (1.7p) (0.5p)
Diluted loss per ordinary and B share from continuing operations (1.4p) (1.7p) (0.5p)
Basic loss per ordinary and B share from discontinued operations - - -
Diluted loss per ordinary and B share from discontinued operations - - -

In the income statement above, one-off and other items as shown on page 17 are included in the appropriate captions. A reconciliation between the income statement above and the managed view income statement on page 11 is given in Appendix 1 to this announcement.

Condensed consolidated statement of comprehensive income for the quarter ended 31 March 2012

Quarter ended
31 March
2012
£m
31 December
2011
£m
31 March
2011
£m
Loss for the period (1,538) (1,780) (529)
Other comprehensive income/(loss)
Available-for-sale financial assets 525 (107) (37)
Cash flow hedges 33 124 (227)
Currency translation (554) (117) (360)
Actuarial losses on defined benefit plans - (581) -
Other comprehensive income/(loss) before tax 4 (681) (624)
Tax (charge)/credit (19) (500) 32
Other comprehensive loss after tax (15) (1,181) (592)
Total comprehensive loss for the period (1,553) (2,961) (1,121)
Total comprehensive loss is attributable to:
Non-controlling interests (3) (12) (9)
Ordinary and B shareholders (1,550) (2,949) (1,112)
(1,553) (2,961) (1,121)
  • The movement in available-for-sale financial assets reflects net unrealised gains on sovereign bonds.
  • Currency translation losses largely result from the 3.4% weakening of the US dollar against sterling during the quarter.
  • The tax charge for Q4 2011 included a £664 million write-off of deferred tax assets in The Netherlands associated with available-for-sale assets in the liquidity portfolio.

Condensed consolidated balance sheet at 31 March 2012

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

Commentary on condensed consolidated balance sheet

Total assets of £1,403.0 billion at 31 March 2012 were down £103.8 billion, 7%, compared with 31 December 2011. This was principally driven by a decrease in the mark-to-market value of derivatives and a reduction in loans and advances to banks and customers.

Cash and balances at central banks increased £3.1 billion, 4%, to £82.4 billion principally due to the placing of short term surpluses.

Loans and advances to banks decreased £12.6 billion, 15%, to £70.7 billion. Within this, reverse repurchase agreements and stock borrowing ('reverse repos') were down £4.8 billion, 12%, to £34.6 billion and bank placings declined £7.8 billion, 18%, to £36.1 billion.

Loans and advances to customers declined £18.7 billion, 4%, to £496.9 billion. Within this, reverse repurchase agreements were down £5.0 billion, 8%, to £56.5 billion. Customer lending decreased by £13.7 billion, 3%, to £440.4 billion, or £13.4 billion, 3%, to £460.5 billion before impairments. This reflected planned reductions in Non-Core of £6.1 billion, along with declines in International Banking, £4.0 billion, Markets, £2.3 billion, UK Corporate, £0.9 billion, and Ulster Bank, £0.1 billion, together with the effect of exchange rate and other movements, £2.9 billion. These were partially offset by growth in UK Retail, £1.8 billion, US Retail & Commercial, £1.0 billion and Wealth, £0.1 billion.

Debt securities were down £13.1 billion, 6%, to £195.9 billion, driven mainly by reductions in holdings of Government securities within Markets and Group Treasury.

Equity shares increased £2.4 billion, 16%, to £17.6 billion reflecting seasonal increases in holdings.

Settlement balances increased £13.2 billion to £21.0 billion as a result of increased customer activity from seasonal year-end lows.

Movements in the value of derivative assets, down £76.3 billion, 14%, to £453.4 billion, and liabilities, down £77.4 billion, 15% to £446.5 billion, primarily reflect the mark-to-market movements on interest rate contracts and the effect of currency movements, with Sterling strengthening against both the US dollar and the Euro.

Deposits by banks decreased £1.7 billion, 2%, to £107.1 billion, with a decrease in inter-bank deposits, down £3.4 billion, 5%, to £65.7 billion partly offset by higher repurchase agreements and stock lending ('repos'), up £1.7 billion, 4%, to £41.4 billion.

Customer accounts were down £5.4 billion, 1%, to £497.5 billion. Within this, repos decreased £1.5 billion, 2%, to £87.3 billion. Excluding repos, customer deposits were down £3.9 billion, 1%, at £410.2 billion, reflecting decreases in Markets, £1.7 billion, UK Corporate, £1.8 billion, Ulster Bank, £0.7 billion, Non-Core, £0.6 billion and exchange and other movements, £2.5 billion. This was partly offset by increases in UK Retail, £2.4 billion, US Retail & Commercial, £0.6 billion, and International Banking, £0.4 billion.

Commentary on condensed consolidated balance sheet (continued)

Debt securities in issue declined £19.7 billion, 12%, to £142.9 billion largely due to the maturity of government guaranteed medium term notes within Markets and Group Treasury.

Settlement balances increased £10.1 billion to £17.6 billion as a result of increased customer activity from seasonal year-end lows.

Short positions were down £3.7 billion, 9%, to £37.3 billion, mirroring decreases in debt securities.

Subordinated liabilities were down £0.8 billion, 3%, to £25.5 billion, primarily reflecting the £0.6 billion net decrease in dated loan capital as a result of the liability management exercise completed in March 2012, with redemptions of £3.4 billion offset by the issuance of £2.8 billion new capital, together with exchange rate movements and other adjustments of £0.2 billion.

Owners' equity decreased by £1.4 billion, 2%, to £73.4 billion, due to the attributable loss for the period of £1.5 billion and exchange and other movements of £0.5 billion, partially offset by positive movements in available-for-sale reserves of £0.5 billion and the issue of £0.1 billion new ordinary shares in settlement of deferred variable compensation awards.

Average balance sheet

Quarter ended
31 March 31 December
2012 2011
% %
Average yields, spreads and margins of the banking business
Gross yield on interest-earning assets of banking business 3.15 3.13
Cost of interest-bearing liabilities of banking business (1.57) (1.64)
Interest spread of banking business 1.58 1.49
Benefit from interest-free funds 0.31 0.35
Net interest margin of banking business 1.89 1.84
Average interest rates
The Group's base rate 0.50 0.50
London inter-bank three month offered rates
- Sterling 1.06 0.99
- Eurodollar 0.51 0.43
- Euro 0.97 1.50

Average balance sheet (continued)

Quarter ended
31 March 2012
Quarter ended
31 December 2011
Average
balance
£m
Interest
£m
Rate
%
Average
balance
£m
Interest
£m
Rate
%
Assets
Loans and advances to banks 87,025 148 0.68 91,359 207 0.90
Loans and advances to
customers 443,418 4,252 3.86 453,051 4,335 3.80
Debt securities 110,926 625 2.27 120,203 693 2.29
Interest-earning assets -
banking business 641,369 5,025 3.15 664,613 5,235 3.13
Trading business 251,081 271,183
Non-interest earning assets 633,284 655,374
Total assets 1,525,734 1,591,170
Memo: Funded assets 1,012,285 1,058,372
Liabilities
Deposits by banks 44,387 180 1.63 60,526 228 1.49
Customer accounts 333,915 917 1.10 340,742 922 1.07
Debt securities in issue 122,891 749 2.45 140,208 833 2.36
Subordinated liabilities 22,530 146 2.61 22,906 146 2.53
Internal funding of trading
business (6,432) 25 (1.56) (44,408) 24 (0.21)
Interest-bearing liabilities -
banking business 517,291 2,017 1.57 519,974 2,153 1.64
Trading business
Non-interest-bearing liabilities
262,047 299,789
- demand deposits 72,370 70,538
- other liabilities 600,226 625,702
Owners' equity 73,800 75,167
Total liabilities and
owners' equity 1,525,734 1,591,170

Notes:

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

(2) Interest payable has been decreased by £8 million (Q4 2011 - £2 million) to exclude RFS Holdings minority interest. Related interest-bearing liabilities have also been adjusted.

(3) Interest receivable has been increased by £8 million (Q4 2011 - £1 million) and interest payable has been increased by £52 million (Q4 2011 - £40 million) to record interest on financial assets and liabilities designated as at fair value through profit or loss. Related interest-earning assets and interest-bearing liabilities have also been adjusted.

(4) Interest payable has been decreased by £45 million (Q4 2011 - £45 million) in respect of non-recurring adjustments.

Condensed consolidated statement of changes in equity for the quarter ended 31 March 2012

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Called-up share capital
At beginning of period 15,318 15,318 15,125
Ordinary shares issued 79 - 31
At end of period 15,397 15,318 15,156
Paid-in equity
At beginning and end of period 431 431 431
Share premium account
At beginning of period 24,001 23,923 23,922
Ordinary shares issued 26 78 -
At end of period 24,027 24,001 23,922
Merger reserve
At beginning and end of period 13,222 13,222 13,272
Available-for-sale reserve (1)
At beginning of period (957) (292) (2,037)
Unrealised gains/(losses) 724 (179) 162
Realised (gains)/losses (212) 69 (197)
Tax 6 (555) 9
At end of period (439) (957) (2,063)
Cash flow hedging reserve
At beginning of period 879 798 (140)
Amount recognised in equity 290 389 14
Amount transferred from equity to earnings (257) (265) (241)
Tax 9 (43) 53
At end of period 921 879 (314)

Note:

(1) Analysis provided on page 87.

Condensed consolidated statement of changes in equity

for the quarter ended 31 March 2012 (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Foreign exchange reserve
At beginning of period 4,775 4,847 5,138
Retranslation of net assets (648) (111) (429)
Foreign currency gains on hedges of net assets 96 20 76
Tax 4 13 (31)
Recycled to profit or loss on disposal of businesses - 6 -
At end of period 4,227 4,775 4,754
Capital redemption reserve
At beginning and end of period 198 198 198
Contingent capital reserve
At beginning and end of period (1,208) (1,208) (1,208)
Retained earnings
At beginning of period 18,929 20,977 21,239
(Loss)/profit attributable to ordinary and B shareholders and other
equity owners
- continuing operations (1,524) (1,798) (530)
- discontinued operations - - 2
Actuarial losses recognised in retirement benefit schemes
- gross - (581) -
- tax (38) 86 -
Shares issued under employee share schemes (13) 151 (41)
Share-based payments
- gross 45 98 38
- tax 6 (4) 5
At end of period 17,405 18,929 20,713

Condensed consolidated statement of changes in equity

for the quarter ended 31 March 2012 (continued)

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Own shares held
At beginning of period (769) (771) (808)
(Purchase)/disposal of own shares (2) 1 12
Shares issued under employee share schemes 6 1 11
At end of period (765) (769) (785)
Owners' equity at end of period 73,416 74,819 74,076
Non-controlling interests
At beginning of period 1,234 1,433 1,719
Currency translation adjustments and other movements (2) (32) (7)
(Loss)/profit attributable to non-controlling interests
- continuing operations (20) 8 (9)
- discontinued operations 6 10 8
Dividends paid - (1) -
Movements in available-for-sale securities
- unrealised (losses)/gains (4) 1 1
- realised losses 17 2 (3)
- tax - (1) 1
Equity withdrawn and disposals (16) (186) -
At end of period 1,215 1,234 1,710
Total equity at end of period 74,631 76,053 75,786
Total comprehensive loss recognised in the statement of
changes in equity is attributable to:
Non-controlling interests (3) (12) (9)
Ordinary and B shareholders (1,550) (2,949) (1,112)
(1,553) (2,961) (1,121)

Notes

1. Basis of preparation

Having reviewed the Group's forecasts, projections and other relevant evidence, the directors have a reasonable expectation that the Group will continue in operational existence for the foreseeable future. Accordingly, the Interim Management Statement for the quarter ended 31 March 2012 has been prepared on a going concern basis.

2. Accounting policies

The annual accounts are prepared in accordance with International Financial Reporting Standards issued by the International Accounting Standards Board (IASB) and interpretations issued by the IFRS Interpretations Committee of the IASB as adopted by the European Union (EU) (together IFRS). There have been no significant changes to the Group's principal accounting policies as set out on pages 314 to 323 of the 2011 Annual Report and Accounts.

3. Analysis of income, expenses and impairment losses

31 March Quarter ended
31 December
31 March
2012 2011 2011
£m £m £m
Loans and advances to customers 4,252 4,336 4,593
Loans and advances to banks 148 207 172
Debt securities 617 691 636
Interest receivable 5,017 5,234 5,401
Customer accounts 914 926 831
Deposits by banks 191 226 259
Debt securities in issue 698 794 817
Subordinated liabilities 190 190 185
Internal funding of trading businesses 25 24 8
Interest payable 2,018 2,160 2,100
Net interest income 2,999 3,074 3,301
Fees and commissions receivable 1,487 1,590 1,642
Fees and commissions payable
- banking (179) (339) (181)
- insurance related (111) (234) (79)
Net fees and commissions 1,197 1,017 1,382
Foreign exchange 225 308 203
Interest rate 672 76 649
Credit (799) (695) (248)
Other 114 73 231
Income/(loss) from trading activities 212 (238) 835
Gain on redemption of own debt 577 (1) -
Operating lease and other rental income 301 308 322
Own credit adjustments (1,447) (200) (294)
Changes in the fair value of securities and other financial assets and liabilities 81 6 68
Changes in the fair value of investment properties 32 (65) (25)
Profit on sale of securities 223 179 236
Profit/(loss) on sale of property, plant and equipment 5 (5) 11
Loss on sale of subsidiaries and associates (12) (15) (29)
Life business losses (2) - (2)
Dividend income 16 15 15
Share of (losses)/profits less losses of associated entities (4) 6 7
Other income/(loss) 60 (24) 82
Other operating (loss)/income (747) 205 391

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

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

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
Non-interest income (excluding insurance net premium income) 1,239 983 2,608
Insurance net premium income 938 981 1,149
Total non-interest income 2,177 1,964 3,757
Total income 5,176 5,038 7,058
Staff costs 2,570 1,993 2,399
Premises and equipment 563 674 571
Other 1,016 1,296 921
Administrative expenses 4,149 3,963 3,891
Depreciation and amortisation 468 513 424
Write-down of goodwill and other intangible assets - 91 -
Operating expenses 4,617 4,567 4,315
Loan impairment losses 1,295 1,654 1,898
Securities impairment losses
- sovereign debt impairment and related interest rate hedge adjustments - 224 -
- other 19 40 49
Impairment losses 1,314 1,918 1,947

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

Payment Protection Insurance (PPI)

To reflect current experience of PPI complaints received, the Group has strengthened its provision for PPI by £125 million in Q1 2012, bringing the cumulative charge taken to £1.2 billion, of which £501 million in redress had been paid by 31 March 2012. The eventual cost is dependent upon complaint volumes, uphold rates and average redress costs. Assumptions relating to these are inherently uncertain and the ultimate financial impact may be different than the amount provided. The Group will continue to monitor the position closely and refresh its assumptions as more information becomes available.

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

4. Loan impairment provisions

Operating loss is stated after charging loan impairment losses of £1,295 million (Q4 2011 - £1,654 million; Q1 2011 - £1,898 million). The balance sheet loan impairment provisions increased in the quarter ended 31 March 2012 from £19,883 million to £20,211 million and the movements thereon were:

Quarter ended
31 March 2012 31 December 2011 31 March 2011
Non Non RFS Non
Core Core Total Core Core MI Total Core Core Total
£m £m £m £m £m £m £m £m £m £m
At beginning of period 8,414 11,469 19,883 8,873 11,850 - 20,723 7,866 10,316 18,182
Transfers to disposal
groups - - - (773) - - (773) - (9) (9)
Intra-group transfers - - - - - - - 177 (177) -
Currency translation and
other adjustments (8) (80) (88) (75) (162) - (237) 56 95 151
Disposals - - - - - (3) (3) - - -
Amounts written-off (405) (440) (845) (526) (981) - (1,507) (514) (438) (952)
Recoveries of amounts
previously written-off 62 33 95 48 99 - 147 39 80 119
Charge to income
statement
- continuing 796 499 1,295 924 730 - 1,654 852 1,046 1,898
- discontinued - - - - - 3 3 - - -
Unwind of discount
(recognised in interest
income) (62) (67) (129) (57) (67) - (124) (60) (71) (131)
At end of period 8,797 11,414 20,211 8,414 11,469 - 19,883 8,416 10,842 19,258

Provisions at 31 March 2012 include £135 million (31 December 2011 - £123 million; 31 March 2011 - £130 million) in respect of loans and advances to banks.

The table above excludes impairments relating to securities (see page 106).

5. Tax

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

Quarter ended
31 March 31 December 31 March
2012
£m
2011
£m
2011
£m
Loss before tax (1,404) (1,976) (116)
Expected tax credit 344 524 31
Sovereign debt impairment where no deferred tax asset recognised - (56) -
Derecognition of deferred tax asset in respect of losses in Australia (161) - -
Other losses in period where no deferred tax asset recognised (173) (195) (166)
Foreign profits taxed at other rates (102) (46) (200)
UK tax rate change - deferred tax impact (30) 27 (87)
Unrecognised timing differences - - 5
Non-deductible goodwill impairment - (24) -
Items not allowed for tax
- losses on strategic disposals and write-downs (4) (58) (3)
- UK bank levy (18) (80) -
- employee share schemes (15) (101) (4)
- other disallowable items (51) (123) (36)
Non-taxable items
- gain on sale of Global Merchant Services - - 12
- other non-taxable items 24 208 12
Taxable foreign exchange movements 1 2 2
Losses brought forward and utilised 15 (29) 16
Adjustments in respect of prior periods 31 137 (5)
Actual tax (charge)/credit (139) 186 (423)

The tax charge in the quarter ended 31 March 2012 reflects profits in high tax regimes (principally US) and losses in low tax regimes (principally Ireland), losses in overseas subsidiaries for which a deferred tax asset has not been recognised (principally Ireland and the Netherlands) and the derecognition of deferred tax assets of £161 million in respect of losses in Australia, following the strategic changes to the Markets and International Banking businesses announced in January 2012.

The combined effect of the tax losses in Ireland and the Netherlands in the quarter ended 31 March 2012 for which no deferred tax asset has been recognised and the derecognition of the deferred tax asset in respect of losses in Australia account for £387 million (80%) of the difference between the actual tax charge and the tax credit derived from applying the standard UK Corporation Tax rate to the results for the period.

The Group has recognised a deferred tax asset at 31 March 2012 of £3,849 million (31 December 2011 - £3,878 million; 31 March 2011 - £6,299 million) of which £3,134 million (31 December 2011 - £2,933 million; 31 March 2011 - £3,770 million) relates to carried forward trading losses in the UK. Under UK tax legislation, these UK losses can be carried forward indefinitely to be utilised against profits arising in the future. The Group has considered the carrying value of this asset as at 31 March 2012 and concluded that it is recoverable based on future profit projections.

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

Quarter ended
31 March 31 December 31 March
2012 2011 2011
£m £m £m
RBS Sempra Commodities JV - (5) (9)
RFS Holdings BV Consortium Members (19) 8 10
Other 5 15 (2)
(Loss)/profit attributable to non-controlling interests (14) 18 (1)

7. Dividends

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

The Core Tier 1 capital impact of discretionary amounts that will be payable over the remainder of 2012 on the RBS Group instruments on which payments have previously been stopped is c.£350 million. In the context of recent macro-prudential policy discussions, the Board of RBS has decided to neutralise any impact on Core Tier 1 capital through equity issuance. Approximately £250 million of this is ascribed to equity funding of employee incentive awards through the sale of surplus shares held by the Group's Employee Benefit Trust, which is now substantially complete. An additional c.£100 million will be raised through the issue of new ordinary shares, which is expected to take place over time during the second half of 2012.

The Directors have declared the discretionary dividends on Series M, N, P, Q, R, S, and T noncumulative dollar preference shares of US\$0.01 each for the three months to 30 June 2012, and the discretionary dividend on the Series 2 non-cumulative Euro preference shares of €0.01 for the 12 months to 30 June 2012. These discretionary dividends as well as the discretionary distributions on the RBSG/RBS innovative securities RBS Capital Trust A, RBS Capital Trust B, RBS Capital Trust D, RBS Capital Trust I, RBS Capital Trust II and RBS Capital Trust IV will be paid on their scheduled payment dates in June 2012. Future coupons and dividends on RBS Group hybrid capital instruments will only be paid subject to, and in accordance with, the terms of the relevant instruments.

8. Earnings per ordinary and B share

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

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Earnings
Loss from continuing operations attributable to ordinary and
B shareholders (£m) (1,524) (1,798) (530)
Profit from discontinued operations attributable to ordinary and
B shareholders (£m) - - 2
Ordinary shares in issue during the period (millions) 57,704 57,552 56,798
B shares in issue during the period (millions) 51,000 51,000 51,000
Weighted average number of ordinary and B shares in issue during
the period (millions) 108,704 108,552 107,798
Basic loss per ordinary and B share from continuing operations (1.4p) (1.7p) (0.5p)
Own credit adjustments 1.7p 0.2p 0.4p
Asset Protection Scheme - 0.1p 0.3p
Payment Protection Insurance costs 0.1p - -
Sovereign debt impairment - 0.2p -
Integration and restructuring costs 0.4p 0.5p 0.2p
Gain on redemption of own debt (0.4p) - -
Strategic disposals - 0.1p -
Bank levy - 0.3p -
Adjusted earnings/(loss) per ordinary and B share from continuing
operations 0.4p (0.3p) 0.4p
Loss/(earnings) from Non-Core attributable to ordinary and B shareholders 0.2p (0.2p) 0.3p
Core adjusted earnings/(loss) per ordinary and B share from continuing
operations 0.6p (0.5p) 0.7p
Core impairment losses 0.3p (0.3p) 0.3p
Pre-impairment Core adjusted earnings/(loss) per ordinary and B share 0.9p (0.8p) 1.0p
Memo: Core adjusted earnings per ordinary and B share from continuing
operations assuming normalised tax rate of 24.5% (2011 - 26.5%) 1.2p 0.8p 1.5p
Diluted loss per ordinary and B share from continuing operations (1.4p) (1.7p) (0.5p)

9. Segmental analysis

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

Analysis of divisional operating profit/(loss)

The following tables provide an analysis of divisional operating profit/(loss) for the quarters ended 31 March 2012, 31 December 2011 and 31 March 2011 by main income statement captions. The divisional income statements on pages 20 to 62 reflect certain presentational reallocations as described in the notes below. These do not affect the overall operating profit/(loss).

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

Notes:

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

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

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

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

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

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

9. Segmental analysis (continued)

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

Net Non
interest interest Total Operating Insurance Impairment Operating
income income income expenses net claims losses profit/(loss)
Quarter ended 31 December 2011 £m £m £m £m £m £m £m
UK Retail 1,032 277 1,309 (660) - (191) 458
UK Corporate 758 419 1,177 (535) - (236) 406
Wealth 168 112 280 (194) - (13) 73
International Banking (1) 281 312 593 (385) - (56) 152
Ulster Bank 177 49 226 (132) - (327) (233)
US Retail & Commercial 496 294 790 (548) - (65) 177
Markets (2) 20 672 692 (744) - (57) (109)
Direct Line Group (3) 82 841 923 (209) (589) - 125
Central items (37) 46 9 77 (1) 4 89
Core 2,977 3,022 5,999 (3,330) (590) (941) 1,138
Non-Core (4) 99 (377) (278) (314) 61 (751) (1,282)
Managed basis 3,076 2,645 5,721 (3,644) (529) (1,692) (144)
Reconciling items
Own credit adjustments (5) - (472) (472) - - - (472)
Asset Protection Scheme (6) - (209) (209) - - - (209)
Sovereign debt impairment - - - - - (224) (224)
Amortisation of purchased intangible
assets - - - (53) - - (53)
Integration and restructuring costs - - - (478) - - (478)
Loss on redemption of own debt - (1) (1) - - - (1)
Strategic disposals - (2) (2) (80) - - (82)
Bank levy - - - (300) - - (300)
Write-down of goodwill and other
intangible assets - - - (11) - - (11)
RFS Holdings minority interest (2) 3 1 (1) - (2) (2)
Statutory basis 3,074 1,964 5,038 (4,567) (529) (1,918) (1,976)

Notes:

(1) Reallocation of £12 million between net interest income and non-interest income in respect of funding costs of rental assets.

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

(3) Total income includes £60 million investment income of which £49 million is included in net interest income and £11 million in non-interest income. Reallocation of £33 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £56 million between net interest income and non-interest income in respect of funding costs of rental assets, £55 million and to record interest on financial assets and liabilities designated as at fair value through profit or loss, £1 million.

(5) Comprises £272 million loss included in 'Income from trading activities' and £200 million loss included in 'Other operating income' on a statutory basis.

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

9. Segmental analysis (continued)

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

Statutory basis 3,301 3,757 7,058 (4,315) (912) (1,947) (116)
RFS Holdings minority interest 1 2 3 - - - 3
Bonus tax - - - (11) - - (11)
Strategic disposals - (23) (23) - - - (23)
Integration and restructuring costs (2) (4) (6) (139) - - (145)
Amortisation of purchased
intangible assets
- - - (44) - - (44)
Asset Protection Scheme (6) - (469) (469) - - - (469)
Reconciling items
Own credit adjustments (5)
- (560) (560) - - - (560)
Managed basis 3,302 4,811 8,113 (4,121) (912) (1,947) 1,133
Non-Core (4) 199 236 435 (323) (128) (1,075) (1,091)
Core 3,103 4,575 7,678 (3,798) (784) (872) 2,224
Central items (18) (11) (29) (3) - - (32)
Direct Line Group (3) 88 982 1,070 (219) (784) - 67
Markets (2) 53 2,055 2,108 (1,079) - - 1,029
US Retail & Commercial 452 275 727 (522) - (111) 94
Ulster Bank 181 51 232 (136) - (461) (365)
International Banking (1) 293 354 647 (427) - 6 226
Wealth 157 114 271 (196) - (5) 70
UK Retail
UK Corporate
1,086
811
304
451
1,390
1,262
(678)
(538)
-
-
(194)
(107)
518
617
Quarter ended 31 March 2011 income
£m
income
£m
income
£m
expenses
£m
net claims
£m
losses
£m
profit/(loss)
£m
interest interest Total Operating Insurance Impairment Operating
Net Non

Notes:

(1) Reallocation of £10 million between net interest income and non-interest income in respect of funding costs of rental assets.

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

(3) Total income includes £64 million investment income, £53 million in net interest income and £11 million in non-interest income. Reallocation of £35 million between non-interest income and net interest income in respect of instalment income.

(4) Reallocation of £53 million between net interest income and non-interest income in respect of funding costs of rental assets, £51 million and to record interest on financial assets and liabilities designated as at fair value through profit or loss, £2 million.

(5) Comprises £266 million loss included in 'Income from trading activities' and £294 million loss included in 'Other operating income' on a statutory basis.

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

10. Discontinued operations and assets and liabilities of disposal groups

Profit from discontinued operations, net of tax

31 March 31 December 31 March
2012 2011 2011
£m £m £m
8 15 8
(1) (1) (1)
- (3) -
7 11 7
(3) (1) (3)
4 10 4
1 - 6
5 10 10
Quarter ended

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

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

31 March 2012
UK branch
based 31 December
businesses
£m
Other
£m
Total
£m
2011
£m
Assets of disposal groups
Cash and balances at central banks 63 24 87 127
Loans and advances to banks - 112 112 87
Loans and advances to customers 18,535 729 19,264 19,405
Debt securities and equity shares - 5 5 5
Derivatives 360 8 368 439
Intangible assets - 15 15 15
Settlement balances - 4 4 14
Property, plant and equipment 113 4,496 4,609 4,749
Other assets - 438 438 456
Discontinued operations and other disposal groups 19,071 5,831 24,902 25,297
Assets acquired exclusively with a view to disposal - 158 158 153
19,071 5,989 25,060 25,450
Liabilities of disposal groups
Deposits by banks - 83 83 1
Customer accounts 21,447 834 22,281 22,610
Derivatives 41 8 49 126
Settlement balances - - - 8
Other liabilities - 1,239 1,239 1,233
Discontinued operations and other disposal groups 21,488 2,164 23,652 23,978
Liabilities acquired exclusively with a view to disposal - 12 12 17
21,488 2,176 23,664 23,995

The assets and liabilities of disposal groups at 31 March 2012 primarily comprise the RBS England and Wales and NatWest Scotland branch-based businesses ("UK branch-based businesses") and the RBS Aviation Capital business.

UK branch-based businesses

Loans, REIL and impairment provisions at 31 March 2012 relating to the Group's UK branch-based businesses are set out below.

Impairment
Gross loans REIL provisions
£m £m £m
5,716 184 32
1,751 333 287
4,042 453 136
585 171 55
4,226 318 159
2,995 51 32
- - 79
19,315 1,510 780

11. Valuation reserves

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

Credit valuation adjustments and other adjustments

Credit valuation adjustments (CVA) represent an estimate of the adjustment to fair value that a market participant would make to incorporate the credit risk inherent in counterparty derivative exposures. The following table shows credit valuation adjustments and other reserves.

31 March
2012
£m
31 December
2011
£m
CVA
Monoline insurers 991 1,198
Credit derivative product companies (CDPCs) 624 1,034
Other counterparties 2,014 2,254
3,629 4,486
Bid-offer, liquidity and other reserves 2,228 2,704
5,857 7,190
  • The gross exposure to monolines reduced in the quarter from £1.9 billion to £1.6 billion primarily due to an increase in underlying asset prices. The CVA decreased on a total basis reflecting the lower exposure, and also on a relative basis (from 63% to 60%) primarily due to tighter credit spreads.
  • The exposure to CDPCs has decreased in Q1 2012 from £1.9 billion to £1.1 billion. This was primarily driven by tighter credit spreads of the underlying reference instruments, together with a decrease in the relative value of senior tranches compared with the underlying reference portfolios. Whilst the CVA decreased in line with the exposure, it increased marginally (from 55% to 56%) on a relative basis.
  • The CVA held against exposures to other counterparties decreased in the quarter, principally reflecting credit spreads tightening.
  • Bid-offer reserves decreased due to risk reduction and the impact of Greek government debt restructuring. Other reserves were also lower across a range of businesses and products.

11. Valuation reserves (continued)

Own credit

The following table shows the cumulative own credit adjustment recorded on securities classified as fair value through profit or loss and derivative liabilities.

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

Notes:

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

(2) Consists of wholesale and retail note issuances.

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

  • Own credit adjustment decreased significantly during the quarter reflecting tightening of credit spreads across all tenors.
  • Senior issued debt valuation adjustments are determined with reference to secondary debt issuance spreads. At 31 March 2012, the five year level tightened to 265 basis points from 451 basis points at the year end.
  • Derivative liability own credit adjustment decreased as credit spreads tightened, for example the five year level was 299 basis points compared with 337 basis points at 31 December 2011.

12. Available-for-sale financial assets

The Q1 2012 movement in available-for-sale financial assets primarily reflects net unrealised gains on securities of £724 million, largely as yields tightened on sovereign bonds.

Quarter ended
31 March 31 December 31 March
2012 2011 2011
Available-for-sale reserve £m £m £m
At beginning of period (957) (292) (2,037)
Unrealised losses on Greek sovereign debt - (224) -
Impairment of Greek sovereign debt - 224 -
Other unrealised net gains 724 45 162
Realised net gains (212) (155) (197)
Tax 6 (555)* 9
At end of period (439) (957) (2,063)

* The Q4 2011 tax charge included a £664 million write-off of deferred tax assets in The Netherlands.

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

Ireland, Italy, Portugal and Spain are facing less acute fiscal difficulties and the Group's sovereign exposures to these countries were not considered impaired at 31 March 2012.

13. Contingent liabilities and commitments

31 March 2012 31 December 2011
Core
£m
Non-Core
£m
Total
£m
Core
£m
Non-Core
£m
Total
£m
Contingent liabilities
Guarantees and assets pledged as
collateral security 22,660 921 23,581 23,702 1,330 25,032
Other contingent liabilities 11,582 223 11,805 10,667 245 10,912
34,242 1,144 35,386 34,369 1,575 35,944
Commitments
Undrawn formal standby facilities, credit
lines and other commitments to lend 225,237 11,575 236,812 227,419 12,544 239,963
Other commitments 666 1,919 2,585 301 2,611 2,912
225,903 13,494 239,397 227,720 15,155 242,875
Total contingent liabilities and
commitments 260,145 14,638 274,783 262,089 16,730 278,819

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

14. Litigation, investigations, reviews and proceedings

Except for the developments noted below, there have been no material changes to the litigation and investigations, reviews and proceedings as disclosed in the Annual Results for the year ended 31 December 2011.

Litigation

RBS Citizens N.A. and its affiliates were among more than thirty banks named as defendants in US class action lawsuits alleging that the way in which banks posted transactions to consumer accounts caused customers to incur excessive overdraft fees. The complaints against Citizens, which concerned the period between 2002 and 2010, alleged that this conduct violated its duty of good faith and fair dealing, and was unconscionable, an unfair trade practice and a conversion of customers' funds. Citizens has agreed to settle this case for \$137.5 million. A notice of settlement has been filed with the court, which requests that all proceedings in the case be stayed. If the settlement is given final approval by the court, consumers who do not opt out of the settlement will be deemed to have released any claims related to the allegations in the lawsuits.

Investigations, reviews and proceedings

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

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

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

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

The Group continues to respond to investigations by various authorities into its submissions, communications and procedures relating to the setting of LIBOR and other interest rates, including the US Commodity Futures Trading Commission, the US Department of Justice, the European Commission, the FSA and the Japanese Financial Services Agency. In addition to co-operating with the investigations as described above, the Group is also keeping relevant regulators informed. It is not possible to estimate with any certainty what effect these investigations and any related developments may have on the Group, including the timing and effect of any resolution of these investigations.

15. Other developments

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

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

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

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

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

Implementation is subject, amongst other matters, to regulatory and court approvals. Subject to these matters, it is expected that the Dutch Scheme will take effect on 9 July 2012.

Rating agencies

On 15 February 2012, Moody's placed the ratings of 114 European banks and 17 firms with global capital markets activities on review for possible downgrade. Included in the rating reviews were the ratings of RBS and certain subsidiaries. Moody's' long term ratings of RBS Group plc (A3), RBS plc (A2), NatWest (A2), RBS N.V. (A2), Ulster Bank Ltd (Baa1) and Ulster Bank Ireland Ltd (Baa1) are on review for possible downgrade; along with the short-term P-1 ratings of RBS plc, NatWest and RBS N.V. The short-term ratings of RBS Group plc, Ulster Bank Ireland Ltd and Ulster Bank Ltd were affirmed at P-2. Moody's cite three reasons for their reviews across all of the affected firms; (i) the adverse and prolonged impact of the euro area crisis; (ii) the deteriorating creditworthiness of euro, area sovereigns; and (iii) the substantial challenges faced by banks and securities firms with significant capital market activities.

15. Other developments (continued)

Following their ratings announcement on 15 February 2012, on 22 February 2012 Moody's also placed on review for possible downgrade selected ratings of North American bank subsidiaries of European banks. Included in these rating actions were the long-term (A2) and short-term (P-1) ratings of RBS Citizens, NA and Citizens Bank of Pennsylvania.

During the quarter, no material rating actions have been undertaken on the Group and RBS plc by the rating agencies, Standard & Poor's and Fitch Ratings.

16. Date of approval

This announcement was approved by the Board of directors on 3 May 2012.

17. Post balance sheet events

There have been no significant events between 31 March 2012 and the date of approval of this announcement which would require a change to or additional disclosure in the announcement.

Risk and balance sheet management

Balance sheet management

Capital

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

31 March
2012
31 December
2011
Risk-weighted assets (RWAs) by risk £bn £bn
Credit risk 332.9 344.3
Counterparty risk 56.8 61.9
Market risk 61.0 64.0
Operational risk 45.8 37.9
496.5 508.1
Asset Protection Scheme (APS) relief (62.2) (69.1)
434.3 439.0
Risk asset ratios % %
Core Tier 1 10.8 10.6
Tier 1 13.2 13.0
Total 14.0 13.8
  • RWAs excluding the effect of APS relief fell by £11.6 billion, largely reflecting the impact of large corporate portfolio deleveraging on credit risk RWAs in UK Corporate and International Banking and continued risk reduction in Non-Core.
  • The decreases in counterparty risk (£5.1 billion) and market risk (£3.0 billion) RWAs were primarily in the Markets portfolios in Core and Non-Core.
  • Operational risk RWAs, which are based on Group income for the three prior years, increased by £7.9 billion as 2008, when the Group recorded a substantial reduction in income, dropped out of the calculation.
  • APS RWA relief declined by £6.9 billion, principally reflecting the £11.0 billion decrease in covered assets to £120.8 billion at 31 March 2012, mainly due to maturities, repayments and run-off.
  • The Core Tier 1 APS benefit declined marginally from 90bp to 85bp at 31 March 2012.

Balance sheet management: Capital (continued)

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

31 March 31 December
2012
£m
2011
£m
Shareholders' equity (excluding non-controlling interests)
Shareholders' equity per balance sheet 73,416 74,819
Preference shares - equity (4,313) (4,313)
Other equity instruments (431) (431)
68,672 70,075
Non-controlling interests
Non-controlling interests per balance sheet 1,215 1,234
Non-controlling preference shares (548) (548)
Other adjustments to non-controlling interests for regulatory purposes (259) (259)
408 427
Regulatory adjustments and deductions
Own credit (845) (2,634)
Unrealised losses on AFS debt securities 547 1,065
Unrealised gains on AFS equity shares (108) (108)
Cash flow hedging reserve (921) (879)
Other adjustments for regulatory purposes 630 571
Goodwill and other intangible assets (14,771) (14,858)
50% excess of expected losses over impairment provisions (net of tax) (2,791) (2,536)
50% of securitisation positions (1,530) (2,019)
50% of APS first loss (2,489) (2,763)
(22,278) (24,161)
Core Tier 1 capital 46,802 46,341
Other Tier 1 capital
Preference shares - equity 4,313 4,313
Preference shares - debt 1,064 1,094
Innovative/hybrid Tier 1 securities 4,557 4,667
9,934 10,074
Tier 1 deductions
50% of material holdings (300) (340)
Tax on excess of expected losses over impairment provisions 906 915
606 575
Total Tier 1 capital 57,342 56,990

Balance sheet management: Capital (continued)

1,838
14,527
108
635
11
17,119
(2,019)
(3,451)
(340)
(2,763)
(8,573)
8,546
(4,354)
(239)
(235)
(4,828)
60,708
31 March
2012
£m
46,341
265
(548)
(19)
Other movements 168
At end of the quarter 46,802

Decrease in capital deductions including APS first loss 508 Decrease in goodwill and other intangible assets 87

Balance sheet management: Capital: Risk-weighted assets by division

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

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

Balance sheet management: Liquidity and funding risk

Summary

The Group continued to strengthen and de-risk its balance sheet, the benefits of which are reflected in improvements in its strong liquidity and funding metrics.

  • Short-term wholesale funding excluding derivative collateral declined by £22.7 billion to £79.7 billion, 8% of the funded balance sheet, meeting the Group's medium-term target of less than 10%.
  • In light of continued economic uncertainty, the Group has taken a prudent view and maintained a liquidity portfolio of £152.7 billion which is nearly twice short-term wholesale funding. This includes £69.5 billion of central bank cash balances, more than 2.5 times the Group's outstanding commercial paper and certificates of deposit.
  • UK Retail deposits, both current and savings accounts, grew strongly, up 2% in Q1 2012. This growth was offset by a seasonal drop-off in deposits across other divisions. As a result, Group customer deposits decreased by 1%.
  • The Group loan:deposit ratio improved due to deleveraging and stood at 106% at 31 March 2012 compared with 108% at 31 December 2011 and 116% at 31 March 2011.

Funding sources

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

31 March 2012 31 December 2011
£m % £m %
Deposits by banks
- derivative cash collateral 29,390 4.4 31,807 4.6
- other deposits 36,428 5.5 37,307 5.3
65,818 9.9 69,114 9.9
Debt securities in issue
- conduit asset backed commercial paper (ABCP) 9,354 1.4 11,164 1.6
- other commercial paper (CP) 3,253 0.5 5,310 0.8
- certificates of deposit (CDs) 14,575 2.2 16,367 2.4
- medium-term notes (MTNs) 90,674 13.6 105,709 15.2
- covered bonds 10,107 1.5 9,107 1.3
- securitisations 14,980 2.2 14,964 2.1
142,943 21.4 162,621 23.4
Subordinated liabilities 25,513 3.9 26,319 3.8
Notes issued 168,456 25.3 188,940 27.2
Wholesale funding 234,274 35.2 258,054 37.1
Customer deposits
- cash collateral 8,829 1.3 9,242 1.4
- other deposits 423,659 63.5 427,511 61.5
Total customer deposits 432,488 64.8 436,753 62.9
Total funding 666,762 100.0 694,807 100.0
Disposal group deposits included above
- banks 83 1
- customers 22,281 22,610
22,364 22,611

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

Short-term wholesale funding (STWF) (1) 31 March
2012
£bn
31 December
2011
£bn
Bank deposits 32.7 32.9
Notes issued (2) 47.0 69.5
STWF excluding derivative collateral 79.7 102.4
Derivative collateral 29.4 31.8
STWF including derivative collateral 109.1 134.2
Interbank funding excluding derivative collateral (3)
- bank deposits 36.4 37.3
- bank loans (19.7) (24.3)
Net interbank funding 16.7 13.0

Notes:

(1) Short-term balances denote those with a residual maturity of less than one year and includes longer-term instruments that mature within twelve months of the reporting date.

(2) See page 97 for details.

(3) Deposits and loans include all maturities.

  • Short-term wholesale funding excluding derivative collateral declined by £22.7 billion from £102.4 billion to £79.7 billion, primarily due to the maturity of £15.6 billion of notes issued under the UK Government Credit Guarantee Scheme (CGS). The remaining CGS notes of £5.7 billion will be repaid by May 2012.
  • Commercial paper and certificates of deposit declined by £5.7 billion in the quarter and this trend is expected to continue in light of the Group's funding strategy.
  • The Group continues to actively diversify its wholesale funding sources through access to both the secured and unsecured wholesale debt markets. During the quarter, the Group raised £2.3 billion of net term wholesale funding. It is not anticipated that there will be any further need to access the public debt markets for term wholesale funding during the remainder of 2012 due to the continuing deleveraging of the Group's balance sheet, growth in deposit balances and robust liquidity and funding position. The Group will continue to monitor market conditions and may selectively take advantage of opportunities in order to bring forward any future term wholesale funding refinancing needs where such issuance would improve the Group's overall wholesale funding costs.
  • To further diversify its funding sources, the Group issued its first sterling denominated covered bond of £1 billion with a 12 year maturity and a US\$1.2 billion credit card securitisation.
  • The Group accessed €10 billion from the European Central Bank's long-term refinancing operation facility to extend the term of the facilities funding euro denominated assets.

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

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

Debt securities in issue
Other Total Total
Conduit CP and Covered Subordinated notes notes
ABCP CDs MTNs bonds Securitisations Total liabilities issued issued
£m £m £m £m £m £m £m £m %
31 March 2012
Less than 1 year 9,354 17,532 19,686 - 22 46,594 454 47,048 28
1-3 years - 290 30,795 2,787 1,231 35,103 4,693 39,796 24
3-5 years - 1 16,416 3,666 - 20,083 4,998 25,081 15
More than 5 years - 5 23,777 3,654 13,727 41,163 15,368 56,531 33
9,354 17,828 90,674 10,107 14,980 142,943 25,513 168,456 100
31 December 2011
Less than 1 year 11,164 21,396 36,302 - 27 68,889 624 69,513 37
1-3 years - 278 26,595 2,760 479 30,112 3,338 33,450 18
3-5 years - 2 16,627 3,673 - 20,302 7,232 27,534 14
More than 5 years - 1 26,185 2,674 14,458 43,318 15,125 58,443 31
11,164 21,677 105,709 9,107 14,964 162,621 26,319 188,940 100

Term debt issuances

The table below shows debt securities with an original maturity of one year or more issued by the Group during the last two quarters.

Quarter ended
31 March
2012
31 December
2011
£m £m
Public
- secured 1,784 3,223
Private
- unsecured 1,676 911
- secured - 500
Gross issuance 3,460 4,634
Buybacks (1,129) (1,270)
Net issuance 2,331 3,364

In addition, the Group issued £2.8 billion of new ten year lower tier 2 securities as part of a liability management exercise.

Balance sheet management: Liquidity and funding risk (continued)

Liquidity portfolio

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

31 March 2012 31 December 2011
Quarterly
average
£m
Period end
£m
Quarterly
average
£m
Period end
£m
Cash and balances at central banks 91,287 69,489 89,377 69,932
Treasury bills - - 444 -
Central and local government bonds (1)
- AAA rated governments and US agencies 19,085 29,639 30,421 29,632
- AA- to AA+ rated governments (2) 8,924 14,903 5,056 14,102
- governments rated below AA 797 544 1,011 955
- local government 3,980 2,933 4,517 4,302
32,786 48,019 41,005 48,991
Other assets (3)
- AAA rated 26,435 24,243 25,083 25,202
- below AAA rated and other high quality assets 9,194 10,972 11,400 11,205
35,629 35,215 36,483 36,407
Total liquidity portfolio 159,702 152,723 167,309 155,330

Notes:

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

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

(3) Includes assets eligible for discounting at central banks.

  • The liquidity portfolio has consistently covered STWF by a wide margin. The £152.7 billion liquidity portfolio equates to 16% of the funded balance sheet and covers STWF by 1.9 times.
  • The cash and balances at central banks of £69.5 billion are more than 2.5 times the amount of commercial paper and certificates of deposit outstanding at 31 March 2012.

Balance sheet management: Liquidity and funding risk (continued)

Loan:deposit ratio and customer funding gap

The table below shows the quarterly trends in the Group's loan:deposit ratio and customer funding gap, including disposal groups.

Loan:deposit ratio Customer
funding gap
Group
%
Core
%
Group
£bn
31 March 2012 106 93 27
31 December 2011 108 94 37
30 September 2011 112 95 52
30 June 2011 114 96 60
31 March 2011 116 96 67

Note:

(1) Loans are net of provisions and exclude repurchase agreements.

  • The Group's loan:deposit ratio improved by 2% to 106% in the first quarter, driven by the continuing run-off of Non-Core and accelerated deleveraging in International Banking. It improved 10 percentage points from 116% in Q1 2011.
  • The Core loan:deposit ratio improved 100 basis points to 93%.

Balance sheet management: Liquidity and funding risk (continued)

Net stable funding ratio

The table below shows the Group's net stable funding ratio (NSFR), estimated by applying the Basel III guidance issued in December 2010.

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

Notes:

(1) Available stable funding.

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

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

  • The NSFR remained broadly stable at 109% despite an £8 billion increase in term assets.
  • Equity and long-term wholesale funding remained unchanged in the quarter resulting in available stable funding being maintained at £518 billion.
  • Term assets increased by £8 billion in the quarter reflecting an increase in the seasonal settlement balances (£16 billion) and higher ineligible debt securities (£6 billion) due to some eurozone country downgrades. This was partially offset by reductions in both customer loans and advances (£10 billion) and eligible debt securities (£3 billion).

Risk management: Credit risk

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

Loans and advances to customers by sector

In the table below loans and advances exclude disposal groups and repurchase agreements. Totals including disposal groups are also presented. Non-Core includes amounts relating to RFS MI of £0.5 billion at 31 March 2012 (31 December 2011 - £0.4 billion).

31 March 2012 31 December 2011
Core Non-Core Total Core Non-Core Total
£m £m £m £m £m £m
Central and local government 8,577 1,397 9,974 8,359 1,383 9,742
Finance 42,035 3,442 45,477 46,452 3,229 49,681
Residential mortgages 139,784 3,438 143,222 138,509 5,102 143,611
Personal lending 31,209 1,297 32,506 31,067 1,556 32,623
Property 38,355 36,346 74,701 38,704 38,064 76,768
Construction 6,065 2,434 8,499 6,781 2,672 9,453
Manufacturing 22,587 4,207 26,794 23,201 4,931 28,132
Service industries and business activities
- retail, wholesale and repairs 20,528 1,981 22,509 21,314 2,339 23,653
- transport and storage 15,760 4,525 20,285 16,454 5,477 21,931
- health, education and recreation 13,294 1,304 14,598 13,273 1,419 14,692
- hotels and restaurants 7,072 1,013 8,085 7,143 1,161 8,304
- utilities 6,355 1,777 8,132 6,543 1,849 8,392
- other 23,660 3,663 27,323 24,228 3,772 28,000
Agriculture, forestry and fishing 3,497 83 3,580 3,471 129 3,600
Finance leases and instalment credit 8,534 5,596 14,130 8,440 6,059 14,499
Interest accruals 551 116 667 675 116 791
Gross loans 387,863 72,619 460,482 394,614 79,258 473,872
Loan impairment provisions (8,663) (11,413) (20,076) (8,292) (11,468) (19,760)
Net loans 379,200 61,206 440,406 386,322 67,790 454,112
Gross loans including disposal groups 407,178 73,364 480,542 414,063 80,005 494,068
Loan impairment provisions including disposal groups (9,443) (11,429) (20,872) (9,065) (11,486) (20,551)
Net loans including disposal groups 397,735 61,935 459,670 404,998 68,519 473,517
  • Gross loans and advances excluding disposal groups decreased by £13.4 billion primarily driven by the managed run-off of Non-Core, which contracted by 8%. Other than UK Retail, lending declined in all Core businesses, most notably International Banking and Markets, reflecting both management action and weak customer demand.
  • Despite a challenging environment, UK Retail lending to customers was up £1.8 billion as the business continues to focus on building its franchise.
  • In International Banking, the portfolio loan book decreased by £4.7 billion across various sectors, reflecting capital management discipline and accelerated repayments.
  • Markets' lending decreased by £2.6 billion, mainly to non-bank financial institutions reflecting lower collateral requirements.
  • Property and construction lending decreased by £3.0 billion, principally due to Non-Core run-off and disposals.

Risk management: Credit risk: Risk elements in lending

The table below analyses the Group's risk elements in lending (REIL). REIL are stated without giving effect to any security held which could reduce the eventual loss should it occur, nor any provision marked.

31 March 2012 31 December 2011
Non Non
Core
£m
Core
£m
Total
£m
Core
£m
Core
£m
Total
£m
Impaired loans (1) 15,007 23,023 38,030 15,306 23,441 38,747
Accruing loans past due 90 days or more (2) 1,323 447 1,770 1,556 542 2,098
Total REIL 16,330 23,470 39,800 16,862 23,983 40,845
REIL including disposal groups 41,330 42,394
REIL as a % of gross loans and advances (3) 4.3% 32.2% 8.6% 4.4% 30.1% 8.6%
Provisions as a % of REIL 54% 49% 51% 50% 48% 49%

Notes:

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

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

(3) Includes disposal groups and excludes reverse repos.

  • Whilst overall Group REIL remained relatively stable at 8.6% of gross loans, provision coverage increased to 51% from 49%.
  • Core REIL declined marginally and provision coverage increased to 54% from 50% which included increased coverage in Ulster Bank to 53% from 50%.
  • The increase in Non-Core's REIL to gross loans ratio to 32.2% from 30.1% reflects a contraction in gross loans (8%), due to the continuing progress in managing down the Non-Core portfolio.

Risk management: Credit risk: Risk elements in lending (continued)

The table below details the movements in REIL for the quarter ended 31 March 2012.

Impaired loans Other loans (1) REIL
Non Non Non
Core Core Total Core Core Total Core Core Total
£m £m £m £m £m £m £m £m £m
At 1 January 2012 15,306 23,441 38,747 1,556 542 2,098 16,862 23,983 40,845
Currency translation and
other adjustments (31) (136) (167) 10 (6) 4 (21) (142) (163)
Additions 1,627 981 2,608 637 74 711 2,264 1,055 3,319
Transfers (92) 17 (75) (10) (22) (32) (102) (5) (107)
Disposals and restructurings (597) (123) (720) (93) (6) (99) (690) (129) (819)
Repayments (801) (717) (1,518) (777) (135) (912) (1,578) (852) (2,430)
Amounts written-off (405) (440) (845) - - - (405) (440) (845)
At 31 March 2012 15,007 23,023 38,030 1,323 447 1,770 16,330 23,470 39,800

Note:

(1) Accruing loans past due 90 days or more.

  • REIL decreased by £1 billion, or 3% in the quarter, split equally between Core and Non-Core. Transfers to the performing book and disposals (£0.8 billion), debt repayments (£2.4 billion) and write-offs (£0.8 billion) were partially offset by additions (£3.3 billion).
  • Ulster Bank (Core and Non-Core) REIL increased by £0.4 billion largely reflecting the challenging market conditions.

Risk management: Credit risk: Loans, REIL and impairments by division

The table below analyses loans and advances to banks and customers (excluding reverse repos) and related REIL, provisions, impairments, write-offs and coverage ratios by division.

REIL as a
Gross Gross % of gross Provisions
loans loans to loans to as a % Impairment Amounts
to banks customers REIL Provisions customers of REIL charge written-off
31 March 2012 £m £m £m £m % % £m £m
UK Retail 942 105,196 4,120 2,364 3.9 57 155 155
UK Corporate 926 97,702 3,929 1,698 4.0 43 176 98
Wealth 2,028 16,967 228 87 1.3 38 10 3
International Banking 4,045 53,060 873 845 1.6 97 35 31
Ulster Bank 1,555 33,932 5,874 3,101 17.3 53 394 14
US Retail & Commercial 185 50,949 910 391 1.8 43 16 87
Retail & Commercial 9,681 357,806 15,934 8,486 4.5 53 786 388
Markets 21,963 28,848 396 311 1.4 79 10 17
Direct Line Group and other 4,129 1,209 - - - - - -
Core 35,773 387,863 16,330 8,797 4.2 54 796 405
Non-Core 426 72,619 23,470 11,414 32.3 49 499 440
Group 36,199 460,482 39,800 20,211 8.6 51 1,295 845
Total including disposal groups 36,311 480,542 41,330 21,007 8.6 51 1,295 845
31 December 2011
UK Retail 628 103,377 4,087 2,344 4.0 57 191 165
UK Corporate 806 98,563 3,988 1,623 4.0 41 236 156
Wealth 2,422 16,913 211 81 1.2 38 13 3
International Banking 3,411 57,728 1,632 851 2.8 52 56 20
Ulster Bank 2,079 34,052 5,523 2,749 16.2 50 327 61
US Retail & Commercial 208 51,562 1,007 455 2.0 45 53 105
Retail & Commercial 9,554 362,195 16,448 8,103 4.5 49 876 510
Markets 29,991 31,490 414 311 1.3 75 48 16
Direct Line Group and other 3,829 929 - - - - - -
Core 43,374 394,614 16,862 8,414 4.3 50 924 526
Non-Core 619 79,258 23,983 11,469 30.3 48 730 981
Group 43,993 473,872 40,845 19,883 8.6 49 1,654 1,507
Total including disposal groups 44,080 494,068 42,394 20,674 8.6 49 1,654 1,507
31 March 2011
UK Retail 448 110,045 4,641 2,652 4.2 57 194 274
UK Corporate 101 114,840 4,618 1,929 4.0 42 107 107
Wealth 2,200 16,475 214 64 1.3 30 5 5
International Banking 3,822 63,320 1,531 802 2.4 52 (6) 19
Ulster Bank 2,689 37,167 4,638 2,111 12.5 46 461 11
US Retail & Commercial 186 46,960 972 499 2.1 51 84 96
Retail & Commercial 9,446 388,807 16,614 8,057 4.3 48 845 512
Markets 46,931 22,473 404 359 1.8 89 7 2
Direct Line Group and other 2,057 1,217 - - - - - -
Core 58,434 412,497 17,018 8,416 4.1 49 852 514
Non-Core 999 100,779 24,023 10,842 23.8 45 1,046 438
Group 59,433 513,276 41,041 19,258 8.0 47 1,898 952
Total including disposal groups 60,046 516,886 41,087 19,289 7.9 47 1,898 952

Risk management: Credit risk: Loan impairment provisions

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

31 March 2012 31 December 2011
Core Non-Core Total Core Non-Core Total
£m £m £m £m £m £m
Individually assessed 2,829 9,998 12,827 2,674 9,960 12,634
Collectively assessed 4,543 792 5,335 4,279 861 5,140
Latent loss 1,291 623 1,914 1,339 647 1,986
Loans to customers 8,663 11,413 20,076 8,292 11,468 19,760
Loans to banks 134 1 135 122 1 123
Total provisions 8,797 11,414 20,211 8,414 11,469 19,883
Provisions as a % of REIL 54% 49% 51% 50% 48% 49%
Customer provisions as a % of customer loans (1) 2.3% 15.7% 4.4% 2.2% 14.4% 4.2%

Note:

(1) Includes disposal groups and excludes reverse repos.

  • Group customer provisions remained relatively stable, although coverage of loans increased from 4.2% to 4.4%.
  • Impairment provisions increased by £0.3 billion in the quarter predominately in Ulster Bank Core where continued elevated impairment charges on mortgages more than offset write-offs.
  • Non-Core provisions remained at 2011 year end levels, with Ulster Bank contributing approximately 60% of the total, provision coverage increased to 15.7% from 14.4%.

Risk management: Credit risk: Impairment charge

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

Quarter ended
31 March 2012 31 December 2011 31 March 2011
Non Non Non
Core Core Total Core Core RFS MI Total Core Core Total
£m £m £m £m £m £m £m £m £m £m
Individually assessed 294 451 745 533 720 - 1,253 384 901 1,285
Collectively assessed 530 65 595 478 113 - 591 584 136 720
Latent loss (40) (17) (57) (87) (103) - (190) (116) 9 (107)
Loans to customers 784 499 1,283 924 730 - 1,654 852 1,046 1,898
Loans to banks 12 - 12 - - - - - - -
Securities - sovereign debt (1) - - - 224 - - 224 - - -
- other 29 (10) 19 17 21 2 40 20 29 49
Charge to income statement 825 489 1,314 1,165 751 2 1,918 872 1,075 1,947
Charge as a % of gross loans (2) 0.8% 2.7% 1.1% 0.9% 3.7% - 1.3% 0.8% 4.0% 1.5%

Notes:

(1) Sovereign debt impairment and related interest rate hedge adjustments.

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

Key points

  • Group loan impairment losses of £1.3 billion fell by £0.4 billion or 22%, driven by lower individual charges in Non-Core and improvement across Retail & Commercial businesses, with the exception of Ulster Bank. Ulster Bank continues to face challenging credit conditions.
  • Total Ulster Bank Group impairments were £0.7 billion compared with £0.6 billion in Q4 2011, primarily due to further deterioration in asset quality in the Core residential mortgage portfolio.
  • The Group's customer loan impairment charge as a percentage of customer loans and advances was 1.1% compared with 1.3% in Q4 2011 and 1.5% in Q1 2011.
  • In Q1 2012, as part of private sector involvement in the Greek government bail-out, the vast majority of the Group's available-for-sale portfolio of Greek government debt was exchanged for Greek government debt and European Financial Stability Facility notes. The Greek government debt received in the exchange was sold. During April 2012, the remaining Greek government debt that had not been exchanged in Q1 2012 was exchanged and the bonds received were also sold.

For more details on Ulster Bank (Core and Non-Core) loans, REIL, provisions and related coverage ratios, refer to pages 110 and 111.

Risk management: Credit risk: Debt securities

The table below analyses debt securities by issuer and measurement classification.

Central and local government Other
financial Of which
31 March 2012 UK
£m
US
£m
Other
£m
Banks
£m
institutions
£m
Corporate
£m
Total
£m
ABS
£m
Held-for-trading 6,855 17,079 37,552 2,986 24,726 3,052 92,250 22,422
Designated as at fair value 1 - 132 97 581 7 818 556
Available-for-sale 11,871 20,547 20,012 12,214 30,509 2,228 97,381 38,759
Loans and receivables 10 - 4 368 4,638 462 5,482 4,630
Long positions 18,737 37,626 57,700 15,665 60,454 5,749 195,931 66,367
- Of which US agencies - 4,778 - - 27,221 - 31,999 30,185
Short positions (HFT) (2,133) (8,855) (18,613) (1,997) (2,125) (903) (34,626) (213)
Available-for-sale
Gross unrealised gains 1,141 1,083 1,071 88 658 93 4,134 747
Gross unrealised losses - - (63) (603) (1,601) (9) (2,276) (2,179)
31 December 2011
Held-for-trading 9,004 19,636 36,928 3,400 23,160 2,948 95,076 20,816
Designated as at fair value 1 - 127 53 457 9 647 558
Available-for-sale 13,436 20,848 25,552 13,175 31,752 2,535 107,298 40,735
Loans and receivables 10 - 1 312 5,259 477 6,059 5,200
Long positions 22,451 40,484 62,608 16,940 60,628 5,969 209,080 67,309
- Of which US agencies - 4,896 - - 25,924 - 30,820 28,558
Short positions (HFT) (3,098) (10,661) (19,136) (2,556) (2,854) (754) (39,059) (352)
Available-for-sale
Gross unrealised gains 1,428 1,311 1,180 52 913 94 4,978 1,001
Gross unrealised losses - - (171) (838) (2,386) (13) (3,408) (3,158)
  • Debt securities decreased by £13.1 billion or 6% in the first quarter, of which £9.9 billion were available-for-sale securities across the Group and £2.8 billion related to held-for-trading positions in Markets.
  • Held-for-trading: decreased by £2.8 billion primarily in government bonds. The decrease in UK and US central and local government long positions was due to disposals, along with an increase in netting opportunities. Other government bonds included £21.2 billion long and £13.4 billion short positions relating to eurozone countries, of which £5.0 billion and £5.3 billion respectively related to eurozone periphery countries. The increase in financial institutions mainly relates to US agency residential mortgage-backed securities, as markets picked up.
  • Available-for-sale: decreased by £9.9 billion, comprising £7.4 billion central and local government and £2.2 billion financial institutions. UK government bonds fell by £1.6 billion due to additional netting benefits (£1.1 billion) and a change in Direct Line Group investment strategy. Disposals from the RBS N.V. liquidity portfolio resulted in lower government bonds (£3.3 billion), primarily German and French. Non-Core disposals led to a £1.0 billion net reduction in ABS issued by non-bank financial institutions.

Risk management: Credit risk: Debt securities (continued)

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

Central and local government Other
financial Of which
UK US Other Banks institutions Corporate Total % of ABS
31 March 2012 £m £m £m £m £m £m £m total £m
AAA 18,737 12 22,792 2,651 14,460 156 58,808 30 12,982
AA to AA+ - 37,609 9,432 3,553 31,988 702 83,284 43 36,532
A to AA- - - 17,285 5,978 4,032 1,496 28,791 15 5,761
BBB- to A- - 5 7,569 2,719 4,616 1,411 16,320 8 6,306
Non-investment grade - - 620 421 3,876 1,247 6,164 3 3,837
Unrated - - 2 343 1,482 737 2,564 1 949
18,737 37,626 57,700 15,665 60,454 5,749 195,931 100 66,367
31 December 2011
AAA 22,451 45 32,522 5,155 15,908 452 76,533 37 17,156
AA to AA+ - 40,435 2,000 2,497 30,403 639 75,974 36 33,615
A to AA- - 1 24,966 6,387 4,979 1,746 38,079 18 6,331
BBB- to A- - - 2,194 2,287 2,916 1,446 8,843 4 4,480
Non-investment grade - - 924 575 5,042 1,275 7,816 4 4,492
Unrated - 3 2 39 1,380 411 1,835 1 1,235
22,451 40,484 62,608 16,940 60,628 5,969 209,080 100 67,309

Key points

  • The decrease in AAA rated debt securities related to the downgrading of France and Austria to AA+ and a decrease in UK government debt securities. Additionally, certain Spanish covered bonds and the Dutch bond portfolio were downgraded during the quarter.
  • The decrease in A to AA- debt securities related to the further downgrade of Italy to BBB+ and a decrease in Japanese debt securities.
  • Non-investment grade and unrated debt securities now account for 4% of the debt securities portfolio, down from 5% at the start of the year.

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

31 March 2012 31 December 2011
US UK Other (1) Total US UK Other (1) Total
£m £m £m £m £m £m £m £m
Central and local Government 20,547 11,871 20,012 52,430 20,848 13,436 25,552 59,836
Banks 326 1,207 10,681 12,214 376 1,391 11,408 13,175
Other financial institutions 15,858 3,129 11,522 30,509 17,453 3,100 11,199 31,752
Corporate 191 1,060 977 2,228 131 1,105 1,299 2,535
Total 36,922 17,267 43,192 97,381 38,808 19,032 49,458 107,298
Of which ABS 18,547 3,848 16,364 38,759 20,256 3,659 16,820 40,735
AFS reserves (gross) 616 723 (1,315) 24 486 845 (1,815) (484)

Note:

(1) Includes eurozone countries that are detailed on pages 116 to 127.

Risk management: Credit risk: Ulster Bank Group (Core and Non-Core)

Overview

At 31 March 2012, Ulster Bank Group accounted for 10% of the Group's total gross customer loans and 9% of the Group's Core gross customer loans. The impairment charge of £654 million for Q1 2012 was £84 million higher than the charge for Q4 2011. The Q1 2012 charge was mainly driven by the residential mortgage and commercial real estate portfolios as high unemployment, austerity measures and economic uncertainty have reduced incomes and, together with limited liquidity, have depressed the property market.

Core

The impairment charge for Q1 2012 of £394 million was £67 million higher than the Q4 2011 charge. The mortgage sector accounted for £215 million (55%) of the Q1 2012 impairment charge (Q4 2011 - 41%). High unemployment, lower incomes and falling house prices have driven increases in mortgage impairments. An increase in the mortgage default portfolio in the quarter accounted for 75% of the rise in Q1 2012 REIL.

REIL increased by £351 million in the quarter, largely due to the continuing difficult conditions in residential mortgages.

Non-Core

The impairment charge for Q1 2012 was £260 million (Q4 2011 - £243 million), with the commercial real estate sector accounting for £226 million (87%) of the Q1 2012 charge. At 31 March 2012, 67% of REIL was in Non-Core (Q4 2011 - 68%). The majority of the Non-Core commercial real estate development portfolio (94%) is REIL, with 58% provision coverage.

Loans, risk elements in lending (REIL) and impairments by sector

REIL Provisions Provisions
Gross as a % of as a % of as a % of Impairment Amounts
loans REIL Provisions gross loans REIL gross loans charge written-off
31 March 2012 £m £m £m % % % £m £m
Core
Mortgages 19,814 2,449 1,144 12.4 47 5.8 215 6
Personal unsecured 1,317 203 188 15.4 93 14.3 11 7
Commercial real estate
- investment 3,835 976 448 25.4 46 11.7 40 -
- development 825 325 158 39.4 49 19.2 14 -
Other corporate 8,141 1,921 1,163 23.6 61 14.3 114 1
33,932 5,874 3,101 17.3 53 9.1 394 14
Non-Core
Commercial real estate
- investment 3,719 3,010 1,429 80.9 47 38.4 84 -
- development 7,969 7,492 4,382 94.0 58 55.0 142 20
Other corporate 1,696 1,170 664 69.0 57 39.2 34 5
13,384 11,672 6,475 87.2 55 48.4 260 25
Ulster Bank Group
Mortgages 19,814 2,449 1,144 12.4 47 5.8 215 6
Personal unsecured 1,317 203 188 15.4 93 14.3 11 7
Commercial real estate
- investment 7,554 3,986 1,877 52.8 47 24.8 124 -
- development 8,794 7,817 4,540 88.9 58 51.6 156 20
Other corporate 9,837 3,091 1,827 31.4 59 18.6 148 6
47,316 17,546 9,576 37.1 55 20.2 654 39
31 December 2011
Core
Mortgages 20,020 2,184 945 10.9 43 4.7 133 7
Personal unsecured 1,533 201 184 13.1 92 12.0 11 6
Commercial real estate
- investment 3,882 1,014 413 26.1 41 10.6 51 -
- development 881 290 145 32.9 50 16.5 32 16
Other corporate 7,736 1,834 1,062 23.7 58 13.7 100 33
34,052 5,523 2,749 16.2 50 8.1 327 62
Non-Core
Commercial real estate
- investment 3,860 2,916 1,364 75.5 47 35.3 151 -
- development 8,490 7,536 4,295 88.8 57 50.6 77 31
Other corporate 1,630 1,159 642 71.1 55 39.4 15 5
13,980 11,611 6,301 83.1 54 45.1 243 36
Ulster Bank Group
Mortgages 20,020 2,184 945 10.9 43 4.7 133 7
Personal unsecured 1,533 201 184 13.1 92 12.0 11 6
Commercial real estate
- investment 7,742 3,930 1,777 50.8 45 23.0 202 -
- development 9,371 7,826 4,440 83.5 57 47.4 109 47
Other corporate 9,366 2,993 1,704 32.0 57 18.2 115 38
48,032 17,134 9,050 35.7 53 18.8 570 98

Loans, REIL and impairments by sector (continued)

31 March 2011 Gross
loans
£m
REIL
£m
Provisions
£m
REIL
as a % of
gross loans
%
Provisions
as a % of
REIL
%
Provisions
as a % of
gross loans
%
Impairment
charge
£m
Amounts
written-off
£m
Core
Mortgages 21,495 1,780 676 8.3 38 3.1 233 2
Personal unsecured 1,499 193 164 12.9 85 10.9 11 8
Commercial real estate
- investment 4,272 773 282 18.1 36 6.6 73 -
- development 1,015 210 99 20.7 47 9.8 24 -
Other corporate 8,886 1,682 890 18.9 53 10.0 120 1
37,167 4,638 2,111 12.5 46 5.7 461 11
Non-Core
Commercial real estate
- investment 3,947 2,449 1,060 62.0 43 26.9 223 -
- development 8,881 7,588 3,524 85.4 46 39.7 503 -
Other corporate 1,995 1,186 658 59.4 55 33.0 107 -
14,823 11,223 5,242 75.7 47 35.4 833 -
Ulster Bank Group
Mortgages 21,495 1,780 676 8.3 38 3.1 233 2
Personal unsecured 1,499 193 164 12.9 85 10.9 11 8
Commercial real estate
- investment 8,219 3,222 1,342 39.2 42 16.3 296 -
- development 9,896 7,798 3,623 78.8 46 36.6 527 -
Other corporate 10,881 2,868 1,548 26.4 54 14.2 227 1
51,990 15,861 7,353 30.5 46 14.1 1,294 11

Residential mortgages

The table below shows how the continued decrease in property values has affected the distribution of residential mortgages by indexed loan-to-value (LTV). LTV is based upon gross loan amounts and, whilst including defaulted loans, does not take account of provisions made.

LTV distribution calculated on a value basis 31 March
2012
£m
31 December
2011
£m
<= 70% 4,393 4,526
> 70% and <= 90% 2,275 2,501
> 90% and <= 110% 2,806 3,086
> 110% and <= 130% 2,850 3,072
> 130% 7,486 6,517
Total portfolio average LTV at quarter end 112.5% 106.1%
Average LTV on new originations during the year 69.8% 73.9%
  • The residential mortgage portfolio across Ulster Bank Group totalled £19.8 billion at 31 March 2012, with 89% in the Republic of Ireland and 11% in Northern Ireland. At constant exchange rates, the portfolio decreased by 1% from Q4 2011, as a result of natural amortisation and limited growth due to low market demand. The deterioration in the house price index during Q1 2012 contributed to an increase in the average indexed LTV.
  • The mortgage REIL continued to increase as a result of the continued challenging economic environment. At 31 March 2012, REIL as a percentage of gross mortgages was 12.4% (by value) compared with 8.3% at 31 March 2011. The impairment charge for Q1 2012 was £215 million compared with £233 million for Q1 2011. Repossession levels were higher than in Q1 2011, with a total of 46 properties repossessed during Q1 2012 (compared with 37 during Q1 2011). 50% of repossessions during Q1 2012 were through voluntary surrender or abandonment of the property.
  • Ulster Bank Group is assisting customers in this difficult environment. Mortgage forbearance policies, which are deployed through the 'Flex' initiative, are aimed at assisting customers in financial difficulty. At 31 March 2012, 9.4% (by value) of the mortgage book (£1.9 billion) was on a forbearance arrangement compared with 9.1% (£1.8 billion) at 31 December 2011. The majority of these forbearance arrangements are in the performing book (75%) and not 90 days past due.

Commercial real estate

The commercial real estate lending portfolio for Ulster Bank Group totalled £16.3 billion at 31 March 2012, of which £11.7 billion or 71% is Non-Core. The geographic split of the total Ulster Bank Group commercial real estate portfolio remained similar to 2011, with 26% in Northern Ireland, 63% in the Republic of Ireland and 11% in the UK excluding Northern Ireland.

Development Investment
Commercial Residential Commercial Residential Total
Exposure by geography £m £m £m £m £m
31 March 2012
Ireland (ROI & NI) 2,472 5,897 4,965 1,106 14,440
UK (excluding NI) 72 315 1,353 100 1,840
RoW 6 32 25 5 68
2,550 6,244 6,343 1,211 16,348
31 December 2011
Ireland (ROI & NI) 2,591 6,317 5,097 1,132 15,137
UK (excluding NI) 95 336 1,371 111 1,913
RoW - 32 27 4 63
2,686 6,685 6,495 1,247 17,113
  • The outlook for commercial real estate remains challenging, with limited liquidity in the marketplace to support sales or refinancing. The decline in asset valuations continues to place pressure on the portfolio.
  • Ulster Bank Group remains focused on proactive management, debt reduction and de-risking of its commercial real estate portfolio while maintaining and responsibly servicing the Core client base through the cycle.

Risk management: Country risk

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

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

The following tables show the Group's exposures by country of incorporation of the counterparty at 31 March 2012. Countries shown are those where the Group's balance sheet exposure to counterparties incorporated in the country exceeded £1 billion and the country had an external rating of A+ or below from S&P, Moody's or Fitch at 31 March 2012, as well as selected eurozone countries. The numbers are stated before taking into account the impact of mitigants, such as collateral (with the exception of repos), insurance or guarantees, which may have been taken to reduce or eliminate exposure to country risk events. Exposures relating to ocean-going vessels are not included due to their multinational nature.

Definitions of headings in the following tables:

Lending comprises gross loans and advances to: central and local government; central banks, including cash balances; other banks and financial institutions, incorporating overdraft and other shortterm facilities; corporates, in large part loans and leases; and individuals, comprising mortgages, personal loans and credit card balances. Lending includes impaired loans and loans where an impairment event has taken place but no impairment provision is recognised.

Debt securities comprise securities classified as available-for-sale (AFS), loans and receivables (LAR), held-for-trading (HFT) and designated as at fair value through profit or loss (DFV). All debt securities other than LAR securities are carried at fair value. LAR debt securities are carried at amortised cost less impairment. HFT debt securities are presented as gross long positions (including DFV securities) and short positions per country. Impairment losses and exchange differences relating to AFS debt securities, together with interest are recognised in the income statement; other changes in the fair value of AFS securities are reported within AFS reserves, which are presented gross of tax.

Derivatives comprise the mark-to-market (mtm) value of such contracts after the effect of legally enforceable netting agreements, but gross of collateral. Reverse repurchase agreements (repos) comprise the mtm value of counterparty exposure arising from repo transactions net of collateral.

Balance sheet exposures comprise lending exposures, debt securities and derivatives and repo exposures.

Risk management: Country risk (continued)

Contingent liabilities and commitments comprise contingent liabilities, including guarantees, and committed undrawn facilities.

Asset quality (AQ) - for the probability of default range relating to each internal asset quality band, refer to page 172 of the Group's 2011 Annual Report and Accounts.

Credit default swaps (CDSs) - under a CDS contract, the credit risk on the reference entity is transferred from the buyer to the seller. The fair value, or mtm, represents the balance sheet carrying value. The mtm value of CDSs is included within derivatives against the counterparty of the trade, as opposed to the reference entity. The notional is the par amount of the credit protection bought or sold and is included against the reference entity of the CDS contract.

The column CDS notional less fair value represents the notional less fair value amounts arising from sold positions netted against those arising from bought positions, and represents the net change in exposure for a given reference entity should the CDS contract be triggered by a credit event, assuming there is zero recovery rate. However, in most cases, the Group expects the recovery rate to be greater than zero and the change in exposure to be less than this amount.

Other eurozone - comprises Austria, Cyprus, Estonia, Finland, Malta, Slovakia and Slovenia.

Risk management: Country risk: Summary

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Risk management: Country risk: Summary (continued)

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Risk management: Country risk (continued)

Key points

Exposures are affected by currency movements. Over the first quarter of 2012, sterling appreciated 3.4% against the US dollar and 0.4% against the euro.

  • Balance sheet and off-balance sheet exposures to most countries declined in the first quarter of 2012 as the Group maintained a cautious stance and many clients reduced debt levels. The reductions were seen in all broad product categories and in all client groups, with a few exceptions as noted below. Non-Core exposure declined in most countries, particularly Germany and Spain, as a result of sales and repayments.
  • Eurozone periphery (Ireland, Spain, Italy, Portugal and Greece) Exposure decreased in all five countries, in part caused by significant reductions in available-for-sale debt securities. Most of the Group's exposure arises from the activities of Markets, International Banking, Ulster Bank (with respect to Ireland), and Group Treasury. The Group has large holdings of Spanish bank and financial institution mortgage-backed securities bonds and smaller quantities of Italian bonds. International Banking provides trade finance facilities to clients across Europe including the eurozone periphery.
  • Ireland The Group's exposure to Ireland is driven by Ulster Bank Group (88% of the Group's Irish exposure at 31 March 2012). The largest components of the Group's exposure are corporate lending of £18.7 billion (more than half of these loans being to the property sector mainly commercial real estate, plus construction and building materials) and personal lending of £18.6 billion (mainly mortgages). In addition, the Group has cash and derivatives exposure to the Central Bank of Ireland (CBI), financial institutions and large international clients with funding subsidiaries based in Ireland.

Exposure to the central bank declined by £0.3 billion; this reduction was driven by a change in CBI regulatory requirements. Commercial real estate lending amounted to £10.8 billion at 31 March 2012, only slightly down from the 31 December 2011 level as adverse market conditions hampered asset disposals and refinancing. The commercial real estate lending exposure is largely in Ulster Bank Non-Core and includes REIL of £7.9 billion and loan provisions of £4.2 billion. In personal lending, residential mortgage loans amounted to £17.6 billion, including REIL of £2.4 billion and loan provisions of £1.1 billion. The residential housing market continues to suffer from weak domestic demand, with house prices now approximately 50% below their 2007 peak.

• Spain - The Group maintains strong relationships with selected banks, other financial institutions and large corporate clients. The exposure to Spain is driven by corporate lending and a sizeable ABS portfolio of £6.5 billion, including £6.1 billion of residential mortgage-backed securities covered bonds. The latter portfolio, which is the Group's largest exposure to the financial sector, continues to perform satisfactorily. The Group continues to monitor the situation closely, including undertaking stress analyses of this AFS portfolio.

Corporate lending decreased by £0.4 billion, due to reductions mostly in the natural resources and property sectors. Commercial real estate lending amounted to £2.3 billion at 31 March 2012, nearly all in Non-Core, and includes REIL of £1.0 billion and loan provisions of £0.3 billion.

Risk management: Country risk (continued)

Key points (continued)

• Italy - The Group maintains strong relationships with Italian government entities, banks, other financial institutions and large corporate clients. In addition, the Group is an active marketmaker in Italian government bonds, resulting in large gross long and short positions in held-fortrading securities.

Corporate lending declined by £0.7 billion largely to manufacturing companies. AFS government and private sector bond exposure was significantly reduced through sales.

  • Portugal Exposure was stable during the first quarter of 2012, as reductions in lending and a sale of some Group Treasury available-for-sale bonds were offset by a significant recovery in market prices.
  • Greece The Group recognised an impairment charge in respect of AFS Greek government bonds in 2011. It participated in the restructuring of the Greek government debt in March 2012, which resulted in new bonds, most of which were sold in March (the remainder were sold in April), and in £0.2 billion of AFS bonds issued by the European Financial Stability Facility incorporated in Luxembourg. The Group now has no exposure to AFS bonds issued by the Greek government.

Remaining exposure to Greece at the end of the first quarter was £0.8 billion. This largely comprised corporate lending (part of this being exposure to local subsidiaries of international companies) and also included some partly collateralised derivative and repo exposure to banks.

  • Germany and the Netherlands The Group holds significant short-term surplus liquidity with central banks given credit risk and capital considerations and limited alternative investment opportunities; this exposure also fluctuates as part of the Group's asset and liability management. In addition, net long held-for-trading positions in German and Dutch bonds in Markets increased driven by market opportunities; concurrently, German AFS bond positions in Group Treasury were reduced in line with internal liquidity management strategies.
  • France During the first quarter of 2012, in anticipation of widening credit spreads and as part of general risk management, the Group reduced its holdings in French bonds, both available-forsale in Group Treasury and held-for-trading in Markets.

Risk management: Country risk (continued)

Key points (continued)

• CDS protection bought and sold - The Group uses CDS contracts to manage both country and counterparty exposures.

During the first quarter of 2012, gross notional CDS contracts, bought and sold, decreased significantly. This was caused by maturing of contracts and by efforts to reduce counterparty credit exposures and risk-weighted assets through derivative compression trades and other means. In addition, the decrease in gross notional CDS positions contributed to a decrease in the fair value of bought and sold CDS contracts, which also declined due to a general narrowing of eurozone CDS spreads. However, spreads generally widened in April, reflecting renewed eurozone concerns.

Greek sovereign CDS positions were minimal at 31 March 2012 and were fully closed out in April, as the use of the collective action clause in the Greek debt swap resulted in a credit event occurring, which triggered Greek sovereign CDS contracts.

The Group primarily transacts these CDS contracts with investment-grade global financial institutions that are active participants in the CDS market. These transactions are subject to regular margining. For European peripheral sovereigns, credit protection has been purchased from a number of major European banks, predominantly outside the country of the reference entity. In a few cases where protection was bought from banks in the country of the reference entity, giving rise to wrong-way risk, the risk is mitigated through specific collateralisation.

Due to their bespoke nature, exposures relating to CDPCs and associated hedges have not been included as they cannot be meaningfully attributed to a particular country or reference entity. Nth-to-default basket swaps have also been excluded as they cannot be meaningfully attributed to a particular reference entity.

Risk management: Country risk: Eurozone

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0
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42
6
5,
67
8
(
4)
4,
89
De
mb
31
20
11
ce
er
Ce
al
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al
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an
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nt
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ov
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me
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)
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,
AQ 1 AQ
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3
AQ
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9
AQ 10 To tal
No
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l
na
Fa
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e
No
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l
na
Fa
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e
No
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l
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e
No
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l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
62
32
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,
2,
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ial
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titu
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ns
57
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61
0
,
59
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To
tal
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1
20
5
2,
87
2
24
1
21
0
73 12
5,
15
0
5,
67
8
31
De
mb
20
11
ce
er
147
44
8
,
11
190
,
1,
84
4
22
0
2,
29
2
30
1
147 14 15
1,
73
1
11
72
5
,

Risk management: Country risk: Eurozone periphery

HF T De
riv
ati
ve
s
CD S b
ref
y
ere
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
S
AF
To
tal
de
bt
l)
llat
co
era
sh
t
ee
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
re
se
rve
s
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
57 - - 56
2
(
17
7)
4,
97
7
5,
28
5
25
4
13
5
44
6
23
85
8
,
23
86
9
,
3,
42
8
(
3,
18
0
)
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ntr
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ba
nks
1,
11
3
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4
- - - -
Ot
he
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ks
an
52
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5
)
27
6
22
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31
9
4,
71
3
10
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2
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61
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7,
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6
72
1
(
68
4)
Ot
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ial
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stit
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93
2
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59
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)
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31
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mb
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11
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er
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al
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al
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2-A
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3
AQ
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AQ 10 To tal
No
tio
l
na
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ir v
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e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
23
82
3
,
2,
59
8
97
8
11
1
93 11 - - 24
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4
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2,
72
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Ot
r fi
he
ial
Ins
titu
tio
na
nc
ns
17
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,
1,
85
9
23
6
50 76
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12
3
63 63 18
48
7
,
2,
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5
To
tal
41
24
6
,
4,
45
7
1,
21
4
16
1
85
8
13
4
63 63 43
38
1
,
4,
81
5
31
De
mb
20
11
ce
er
48
09
0
,
8,
58
6
99
8
163 81
9
176 - - 49
90
7
,
8,
92
5

Risk management: Country risk: Ireland

HF T De
riv
ati
ve
s
CD S b
ref
ere
y
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
AF
S
To
tal
de
bt
llat
l)
co
era
sh
t
ee
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
45 - - 11
5
(
34
)
7 13 10
9
11 16
5
2,
27
6
2,
28
1
36
4
(
35
7)
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al
ba
nks
ntr
1,
06
8
- - - - - - - 10
1
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16
9
- - - -
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he
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ks
an
41 - - 18
3
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)
24
15
6
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22
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1,
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0
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8
5
12
11 (
)
11
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
43
5
- - 54 - 14
2
63 13
3
80
9
1,
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7
74
2
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7
54 (
)
54
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10
62
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2
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21
)
22
Pe
l
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18
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2
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38
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7
42
26
0
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9
40
8
(
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0
31
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mb
20
11
ce
er
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ntr
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d l
al
an
oc
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g
ov
ern
me
45 - - 102 (
46
)
20 19 103 92 24
0
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2,
22
3
46
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(
48
1)
Ce
al
ba
nks
ntr
1,
46
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- - - - - - - - 1,
46
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- - - -
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ks
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136 - - 177 (
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1,
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9
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110 107 21 (
21
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33
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5
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3
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)
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39
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6
68 88
6
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4
43
54
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,
3,
20
3
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28
2
54
0
(
56
6
)
AQ 1 AQ
2-A
Q
3
AQ
4-A
Q
9
AQ 10 To tal
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
1,
69
2
23
3
9 1 - - - - 1,
70
1
23
4
Ot
he
r fi
ial
Ins
titu
tio
na
nc
ns
1,
44
3
16
5
16
1
- 21
0
9 - - 1,
81
4
17
4
To
tal
5
3,
13
39
8
17
0
1 21
0
9 - - 51
5
3,
40
8
De
mb
31
20
11
ce
er
2,
91
1
53
2
163 1 129 7 - - 3,
20
3
54
0

Risk management: Country risk: Spain

HF T De
riv
ati
ve
s
CD S b
ref
y
ere
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
S
AF
To
tal
de
bt
l)
llat
co
era
sh
t
ee
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
9 - - 35 (
13
)
67
7
89
9
(
18
7)
29 (
14
9
)
5,
83
9
5,
87
6
68
7
(
66
9
)
Ce
ntr
al
ba
nks
- - - - - - - - - - - - - -
Ot
he
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ks
an
27
7
- - 4,
86
0
(
69
8
)
10
4
15
6
4,
80
8
1,
31
7
6,
40
2
1,
97
4
1,
97
3
12
8
(
11
9
)
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
12
2
- - 1,
63
2
(
58
3
)
11
2
45 1,
69
9
36
6
2,
18
7
1,
42
7
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4
95 (
66
)
Co
rat
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e
5,
34
0
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0
35
7
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6
5,
81
9
3,
88
6
3,
08
4
19
6
(
14
8
)
Pe
l
rso
na
35
3
- - - - - - - - 35
3
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6,
10
1
1,
04
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7
6,
52
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(
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29
4)
95
2
1,
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6
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3
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8
14
61
2
,
13
12
6
,
12
14
7
,
1,
10
6
(
1,
00
2)
31
De
mb
20
11
ce
er
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
9 - - 33 (
15
)
36
0
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(
35
8
)
35 (
31
4)
5,
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1
5,
155
53
8
(
52
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Ce
al
ba
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ntr
3 - - - - - - - - 3 - - - -
Ot
he
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ks
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20
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(
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2
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93
7
154 (
152
)
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
154 - - 1,
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0
(
63
9
)
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63
7
28
2
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3
2,
41
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128
)
Co
rat
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9
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(
)
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l
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na
36
2
- - - - - - - - 36
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- - - -
6,
50
9
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2
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51
4
(
1)
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52
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4
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3
6,
155
2,
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3
15
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7
,
14
36
4
,
13
22
5
,
1,
29
7
(
1)
1,
20
AQ 1 AQ
2-A
Q
3
AQ
4-A
Q
9
AQ 10 To tal
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
6,
74
8
53
2
67 5 32 3 - - 6,
84
7
54
0
Ot
r fi
he
ial
Ins
titu
tio
na
nc
ns
6,
04
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21 3 21
3
53 - - 6,
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9
56
6
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tal
12
79
3
,
1,
04
2
88 8 24
5
56 - - 13
12
6
,
1,
10
6
31
De
mb
20
11
ce
er
13
83
3
,
1,
23
5
23
0
8 30
1
54 - - 14
36
4
,
1,
29
7

Risk management: Country risk: Italy

HF T De
riv
ati
ve
s
CD S b
ref
y
ere
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
AF
S
To
tal
de
bt
llat
l)
co
era
sh
t
ee
ing
Le
nd
RE
IL
vis
ion
Pro
s
riti
se
cu
es
re
se
rve
s
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
ntr
al
d l
al
an
oc
nt
g
ov
ern
me
- - - 34
8
(
87
)
4,
24
7
4,
34
1
25
4
77 33
1
12
34
1
,
12
38
5
,
1,
33
0
(
1,
21
0
)
Ce
al
ba
nks
ntr
40 - - - - - - - - 40 - - - -
Ot
he
r b
ks
an
20
0
- - 11
9
(
14
)
15 69 65 1,
50
9
1,
4
77
4,
35
7
4,
19
9
42
9
(
40
3
)
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
34
4
- - 58
5
(
)
10
39 18 60
6
13
3
1,
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3
89
1
79
3
29 (
)
23
Co
rat
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e
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9
28
1
98 74 - 80 14 14
0
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5
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4
3,
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9
3,
38
7
16
0
(
10
3
)
Pe
l
rso
na
22 - - - - - - - - 22 - - - -
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5
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6
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4
21
39
8
,
20
76
4
,
1,
94
8
(
1,
73
9
)
31
De
mb
20
11
ce
er
Ce
al
d l
al
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an
oc
nt
g
ov
ern
me
- - - 70
4
(
22
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4,
33
6
4,
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5
31
5
90 40
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12
125
,
12
21
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1,
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1,
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ntr
al
ba
nks
73 - - - - - - - - 73 - - - -
Ot
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ks
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23
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- - 119 (
14)
67 88 98 1,
06
4
1,
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5
6,
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8
93
8
5,
1,
21
5
(
1,
187
)
Ot
r fi
he
ial
na
nc
in
stit
utio
ns
29
9
- - 68
5
(
15
)
40 13 71
2
68
6
1,
69
7
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2
76
2
60 (
51
)
Co
rat
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4
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1
113 75 - 58 - 133 47
4
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2
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35
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(
1)
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l
rso
na
23 - - - - - - - - 23 - - - -
3,
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2
36
1
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3
(
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)
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50
1
4,
82
6
1,
25
8
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4
6,
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4
23
81
7
,
23
21
7
,
3,
37
5
(
3,
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7)
AQ 1 AQ
2-A
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AQ
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9
AQ 10 To tal
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
12
44
8
,
1,
09
6
85
7
97 61 8 - - 13
36
6
,
1,
20
1
Ot
he
r fi
ial
Ins
titu
tio
na
nc
ns
7,
70
3
65
8
54 47 27
5
42 - - 8,
03
2
74
7
To
tal
20
15
1
,
1,
75
4
91
1
14
4
33
6
50 - - 21
39
8
,
1,
94
8
31
De
mb
20
11
ce
er
23
04
2
,
3,
22
6
49
5
96 28
0
53 - - 23
81
7
,
3,
37
5

Risk management: Country risk: Portugal

HF T De
riv
ati
ve
s
CD S b
ref
y
ere
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
S
AF
To
tal
de
bt
l)
llat
co
era
sh
t
ee
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
res
erv
es
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
- - - 51 (
43
)
21 32 40 18 58 3,
27
7
3,
26
4
92
2
(
88
1)
Ot
he
r b
ks
an
1 - - 10
8
(
)
19
1 2 10
7
40
2
51
0
1,
14
6
1,
13
4
15
2
(
)
14
9
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
- - - 5 - 19 13 11 44 55 8 5 1 (
1)
Co
rat
rpo
e
42
2
42 34 42 - 4 - 46 80 54
8
35
0
31
6
56 (
37
)
Pe
l
rso
na
4 - - - - - - - - 4 - - - -
42
7
42 34 20
6
(
62
)
45 47 20
4
54
4
1,
17
5
4,
78
1
4,
71
9
1,
13
1
(
1,
06
8
)
31
De
mb
20
11
ce
er
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
- - - 56 (
)
58
36 152 (
)
60
19 (
)
41
3,
30
4
3,
41
3
99
7
(
)
98
5
Ot
he
r b
ks
an
10 - - 91 (
36
)
12 2 10
1
38
9
50
0
1,
197
1,
155
26
4
(
26
0
)
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
- - - 5 - 7 - 12 30 42 8 5 1 (
1)
Co
rat
rpo
e
49
5
27 27 42 - 18 - 60 81 63
6
36
6
32
1
68 (
48
)
Pe
l
rso
na
5 - - - - - - - - 5 - - - -
51
0
27 27 194 (
94
)
73 154 113 51
9
1,
142
4,
87
5
4,
89
4
1,
33
0
(
1,
29
4)
AQ 1 AQ
2-A
Q
3
AQ
4-A
Q
9
AQ 10 To tal
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
2,
74
7
64
4
45 8 - - - - 2,
79
2
65
2
Ot
he
r fi
ial
Ins
titu
tio
na
nc
ns
1,
95
6
46
6
- - 33 13 - - 1,
98
9
47
9
To
tal
4,
70
3
1,
11
0
45 8 33 13 - - 4,
78
1
1,
13
1
31
De
mb
20
11
ce
er
4,
79
6
1,
30
3
46 12 33 15 - - 4,
87
5
1,
33
0

Risk management: Country risk: Greece

HF T De
riv
ati
ve
s
CD S b
ref
y
ere
nti
ty
nc
e e
AF
S a
nd
de
bt
se
riti
cu
es
(
f
g
ros
s o
Ba
lan
ce
No
tio
l
na
Fa
ir v
alu
e
LA
R d
eb
t
S
AF
To
tal
de
bt
l)
llat
co
era
sh
t
ee
Le
nd
ing
RE
IL
Pro
vis
ion
s
riti
se
cu
es
re
se
rve
s
Lo
ng
Sh
ort
riti
se
cu
es
d r
an
ep
os
ex
p
os
ure
s
Bo
ht
ug
So
ld
Bo
ht
ug
So
ld
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m £m £m £m £m
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
3 - - 13 - 25 - 38 - 41 12
5
63 12
5
(
63
)
Ce
al
ba
nks
ntr
5 - - - - - - - - 5 - - - -
Ot
he
r b
ks
an
1 - - - - - - - 26
5
26
6
5 5 1 (
2)
Ot
r fi
he
ial
na
nc
in
stit
utio
ns
31 - - - - - - - 2 33 34 34 7 (
7)
Co
rat
rpo
e
39
5
30
9
30
8
- - - - - 55 45
0
39
7
39
1
89 (
)
89
Pe
l
rso
na
14 - - - - - - - - 14 - - - -
44
9
30
9
30
8
13 - 25 - 38 32
2
80
9
56
1
49
3
22
2
(
16
1)
De
mb
31
20
11
ce
er
Ce
al
d l
al
ntr
an
oc
nt
g
ov
ern
me
7 - - 31
2
- 102 5 40
9
- 41
6
3,
158
3,
165
2,
22
8
(
)
2,
23
0
Ce
al
ba
nks
ntr
6 - - - - - - - - 6 - - - -
Ot
he
r b
ks
an
- - - - - - - - 29
0
29
0
22 22 3 (
)
3
Ot
he
r fi
ial
na
nc
in
stit
utio
ns
31 - - - - - - - 2 33 34 34 8 (
8
)
Co
rat
rpo
e
42
7
25
6
25
6
- - - - - 63 49
0
43
4
42
8
144 (
)
142
Pe
l
rso
na
14 - - - - - - - - 14 - - - -
48
5
25
6
25
6
31
2
- 102 5 40
9
35
5
1,
24
9
3,
64
8
3,
64
9
2,
38
3
(
)
2,
38
3
AQ 1 AQ
2-A
Q
3
AQ
4-A
Q
9
AQ 10 To tal
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
No
tio
l
na
Fa
ir v
alu
e
31
M
h 2
01
2
arc
£m £m £m £m £m £m £m £m £m £m
Ba
nks
18
8
93 - - - - - - 18
8
93
Ot
he
r fi
ial
Ins
titu
tio
na
nc
ns
27
6
60 - - 34 6 63 63 37
3
12
9
To
tal
46
4
15
3
- - 34 6 63 63 56
1
22
2
31
De
mb
20
11
ce
er
3,
50
8
2,
29
0
64 46 76 47 - - 3,
64
8
2,
38
3

Market risk

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

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

Following the implementation of CRD III at 31 December 2011, the Group is required to calculate: (i) an additional capital charge based on a stressed calibration of the VaR model - Stressed VaR; (ii) an Incremental Risk Charge to capture the default and migration risk for credit risk positions in the trading book; and (iii) an All Price Risk measure for correlation trading positions, subject to a capital floor that is based on standardised securitisation charges. The CRD III capital charges at 31 March 2012 are shown in the table below:

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

The Group's US trading subsidiary was included in the internal models in March 2012 resulting in an increase in Incremental Risk Charge and Stressed VaR.

Daily distribution of Markets trading revenues

Note:

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

Market risk (continued)

Key points

  • Markets delivered higher trading revenues in Q1 2012 than in Q4 2011. This reflected the temporary improvement in global markets sentiment following the approval of Greece's bailout and debt restructuring and increased liquidity in Europe as a result of the European Central Bank's Long-Term Refinancing Operation programme.
  • A higher volume of client activity and normalised bid-offer spreads contributed to more stable and consistent revenues compared with Q4 2011, as seen by trends in average daily revenue and standard deviation. The average daily revenue in Q1 2012 was £27 million compared with £9 million in Q4 2011. The standard deviation of the daily revenues in Q1 2012 was £15 million, down from £18 million in Q4 2011.
  • The number of days with negative revenue decreased from 18 in Q4 2011 to two in Q1 2012, primarily reflecting the factors discussed above.
  • The two most frequent results were daily revenue of: (i) between £15 million and £20 million, and (ii) between £25 million and £30 million, each of which occurred 13 times in Q1 2012. In Q4 2011, the most frequent result was daily revenue of between zero and £5 million, which occurred 12 times.

VaR disclosures

Counterparty Exposure Management (CEM) manages the OTC derivative counterparty credit and funding risk on behalf of Markets, by actively controlling risk concentrations and reducing unwanted risk exposures. The hedging transactions CEM enters into are booked in the trading book, and therefore contribute to the market risk VaR exposure of the Group. The counterparty exposures themselves are not captured in VaR for regulatory capital. In the interest of transparency and to more properly represent the exposure, CEM exposure and total VaR excluding CEM are disclosed separately.

The table below details VaR for the Group's trading portfolios, analysed by type of market risk exposure, and between Core, Non-Core, CEM and the Group's total trading VaR excluding CEM.

Market risk (continued)

Qu
art
de
d
er
en
31
M
arc
h 2
01
2
31
De
mb
ce
20
11
er
31
M
arc
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01
1
Av
era
g
e
Pe
rio
d e
nd
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xim
um
Mi
nim
um
Av
era
g
e
Pe
rio
d e
nd
Ma
xim
um
Min
im
um
Av
era
g
e
Pe
rio
d e
nd
Ma
xim
um
Min
im
um
Tra
din
Va
R
g
£m £m £m £m £m £m £m £m £m £m £m £m
Int
st
rat
ere
e
73
.8
68
.3
95
.7
51
.2
62
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68
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72
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60
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dit
d
sp
rea
84
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94
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72
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.1
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15
1.1
97
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rre
ncy
12
.5
11
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21
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8.2 10
.9
16
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19
.2
5.7 12
.2
10
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18
.0
8.1
Eq
uity
7.5 6.3 12
.5
4.7 8.3 8.0 12
.5
5.0 11
.1
10
.7
14
.5
8.0
Co
od
ity
mm
2.5 1.3 6.0 1.0 4.3 2.3 7.0 2.0 0.2 0.1 0.7
(
1)
Div
ific
ati
ers
on
(
)
69
.0
(
)
52
.3
(
.1)
71
To
tal
11
6.6
10
6.5
13
7.0
97
.2
109
.7
116
.6
132
.2
83
.5
156
.4
108
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1.3
108
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Co
re
82
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74
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63
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89
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57
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108
.2
72
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133
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72
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n-C
No
ore
38
.7
39
.3
41
.9
34
.2
35
.2
34
.6
40
.7
30
.0
113
.9
109
.4
128
.6
104
.1
CE
M
(
2)
79
.1
78
.5
84
.2
73
.3
75
.8
43
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To
tal
(ex
clu
din
CE
M)
(
2)
g
53
.5
56
.6
76
.4
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.0
49
.7
110
.8

Notes:

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

(2) CEM and total trading VaR excluding CEM for Q1 2012 have been presented on a minimum, maximum, average and period end basis. For comparative purposes, the period end VaR figures have been shown for Q4 2011 and Q1 2011.

  • • The Group's average and maximum total trading VaR and interest rate trading VaR were slightly higher during Q1 2012 than Q4 2011. This was largely driven by pre-hedging activity ahead of UK Gilt and Japanese Government bond auctions in which RBS participated.
  • • The eurozone sovereign crisis caused unrest in the credit markets over the quarter as France was downgraded and Greece's debt refinancing raised concerns over Italy and Spain's ability to refinance their debt. This caused credit spreads to widen over the majority of the quarter and impacted the Group's credit spread exposure, resulting in a higher average and maximum credit spread VaR in Q1 2012 than in Q4 2011.
  • •Non-Core trading VaR showed a slight increase over Q1 2012 due to increased hedging activities in CEM as counterparty credit risks deteriorated.

Market risk (continued)

The table below details VaR for the Group's non-trading portfolio, excluding the structured credit portfolio (SCP) and loans and receivables (LAR), analysed by type of market risk exposure and between Core, Non-Core CEM, and the Group's total non-trading VaR excluding CEM.

Qu
art
de
d
er
en
31
M
arc
h 2
01
2
31
De
mb
ce
20
11
er
31
M
arc
h 2
01
1
Av
era
g
e
Pe
rio
d e
nd
Ma
xim
um
Mi
nim
um
Av
era
g
e
Pe
rio
d e
nd
Ma
xim
um
Min
im
um
Av
era
g
e
Pe
rio
d e
nd
Ma
xim
um
Min
im
um
No
rad
ing
Va
R
n-t
£m £m £m £m £m £m £m £m £m £m £m £m
Int
st
rat
ere
e
9.6 8.7 10
.7
8.7 9.7 9.9 10
.9
8.8 7.8 7.0 10
.8
6.5
Cre
dit
d
sp
rea
13
.9
15
.2
15
.4
12
.9
13
.9
13
.6
15
.7
12
.1
23
.8
22
.5
39
.3
14
.2
Cu
rre
ncy
3.7 3.3 4.5 3.2 3.5 4.0 5.1 2.4 0.6 0.6 1.8 0.1
Eq
uity
1.9 1.8 1.9 1.8 1.9 1.9 2.0 1.8 2.5 2.3 3.1 2.2
ific
(
1)
Div
ati
ers
on
(
)
10
.8
(
)
13
.6
(
)
5.4
To
tal
15
.7
18
.2
18
.3
13
.6
16
.3
15
.8
20
.0
14
.2
26
.5
27
.0
41
.6
13
.4
Co
re
15
.7
18
.8
19
.0
13
.5
16
.0
15
.1
18
.9
14
.1
25
.5
26
.1
38
.9
13
.5
n-C
No
ore
2.5 2.4 2.6 2.4 3.4 2.5 3.9 2.5 2.6 2.4 3.4 2.2
CE
(
2)
M
1.0 0.9 1.0 0.9 0.9 0.3
To
tal
clu
din
CE
M
(
2)
ex
g
15
.7
17
.4
17
.8
13
.5
15
.5
27
.0

Notes:

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

(2) CEM and total non-trading VaR excluding CEM for Q1 2012 have been presented on a minimum, maximum, average and period end basis. For comparative purposes, the period end VaR figures have been shown for Q4 2011 and Q1 2011.

Market risk (continued)

Structured Credit Portfolio (SCP)

Drawn notional Fair value
Other Other
CDOs CLOs MBS (1) ABS Total CDOs CLOs MBS (1) ABS Total
£m £m £m £m £m £m £m £m £m £m
31 March 2012
1-2 years - - - 54 54 - - - 48 48
2-3 years - - 9 153 162 - - 9 143 152
4-5 years - 18 30 93 141 - 17 23 86 126
5-10 years - 368 254 248 870 - 334 167 210 711
>10 years 1,115 432 833 557 2,937 202 368 569 319 1,458
1,115 818 1,126 1,105 4,164 202 719 768 806 2,495
31 December 2011
1-2 years - - - 27 27 - - - 22 22
2-3 years - - 10 196 206 - - 9 182 191
4-5 years - 37 37 95 169 - 34 30 88 152
5-10 years 32 503 270 268 1,073 30 455 184 229 898
>10 years 2,180 442 464 593 3,679 766 371 291 347 1,775
2,212 982 781 1,179 5,154 796 860 514 868 3,038
31 March 2011
1-2 years - 19 - 38 57 - 18 - 34 52
2-3 years 12 19 43 70 144 12 17 42 64 135
3-4 years - 5 11 206 222 - 5 10 194 209
4-5 years 15 15 - 36 66 15 14 - 33 62
5-10 years 96 467 313 385 1,261 85 435 232 342 1,094
>10 years 397 624 561 530 2,112 154 500 400 369 1,423
520 1,149 928 1,265 3,862 266 989 684 1,036 2,975

Note:

(1) MBS include sub-prime RMBS with a notional amount of £396 million (31 December 2011 - £401 million; 31 March 2011 - £455 million) and a fair value of £258 million (31 December 2011 - £252 million; 31 March 2011 - £330 million), all with residual maturities of greater than ten years.

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

Key point

• The CDO drawn notional was lower at 31 March 2012 than at 31 December 2011 due to the liquidation of legacy commercial real estate CDOs. Following the liquidation, the majority of the underlying assets were sold and the retained MBS assets were added to the MBS portfolio, increasing the drawn notional at 31 March 2012.

Additional information

31 March
2012
31 December
2011
Ordinary share price £0.276 £0.202
Number of ordinary shares in issue 59,546m 59,228m

Statutory results

Financial information contained in this document does not constitute statutory accounts within the meaning of section 434 of the Companies Act 2006 ('the Act'). The statutory accounts for the year ended 31 December 2011 will be filed with the Registrar of Companies. The report of the auditor on those statutory accounts was unqualified, did not draw attention to any matters by way of emphasis and did not contain a statement under section 498(2) or (3) of the Act.

These first quarter 2012 results have not been audited or reviewed by the auditors.

Financial calendar
2012 interim results Friday 3 August 2012
2012 third quarter interim management statement Friday 2 November 2012

Appendix 1

Income statement reconciliations

Appendix 1 Income statement reconciliations

Qu de
d
art
er
en
31 M
h 2
01
2
arc
31
De
mb
20
ce
er
11 31 M
h 2
01
1
arc
Re
allo
ion
cat
Re
allo
ion
cat
Re
allo
ion
cat
Ma
ed
of
ff
on
e-o
ite
Sta
tut
Ma
ed
of
ff
on
e-o
ite
Sta
tut
Ma
ed
of
ff
on
e-o
ite
Sta
tut
na
g
£m
ms
£m
ory
£m
na
g
£m
ms
£m
ory
£m
na
g
£m
ms
£m
ory
£m
Int
st
eiv
ab
le
ere
rec
5,
01
7
- 5,
01
7
5,
23
4
- 5,
23
4
5,
40
2
(
1)
5,
40
1
Int
ab
le
st
ere
pa
y
(
2,
01
0
)
(
8
)
(
2,
01
8
)
(
2,
15
8
)
(
2)
(
2,
16
0
)
(
2,
10
0
)
- (
2,
10
0
)
Ne
t in
t in
ter
es
co
me
3,
00
7
(
)
8
2,
99
9
3,
07
6
(
2)
3,
07
4
3,
30
2
(
1)
3,
30
1
Fe
d c
mis
sio
eiv
ab
le
es
an
om
ns
rec
1,
48
7
- 1,
48
7
1,
59
0
- 1,
59
0
1,
64
2
- 1,
64
2
Fe
d c
mis
sio
ab
le
es
an
om
ns
pa
y
(
29
0
)
- (
29
0
)
(
57
3
)
- (
57
3
)
(
26
0
)
- (
26
0
)
Inc
e f
din
ivit
ies
tra
act
om
rom
g
1,
26
4
(
1,
05
2)
21
2
24
2
(
48
0
)
(
23
8
)
1,
57
0
(
73
5
)
83
5
Ga
in/
(
los
) o
ed
tio
f o
de
bt
s
n r
em
p
n o
wn
- 57
7
57
7
- (
1)
(
1)
- - -
Ot
he
ing
in
(e
lud
ing
in
ium
in
)
rat
t p
r o
pe
co
me
xc
su
ran
ce
ne
rem
co
me
72
5
(
1,
47
2)
(
74
7)
40
5
(
20
0
)
20
5
71
0
(
31
9
)
39
1
Ins
t p
ium
in
ura
nce
ne
rem
co
me
93
8
- 93
8
98
1
- 98
1
1,
14
9
- 1,
14
9
No
n-i
t in
nte
res
co
me
4,
12
4
(
1,
94
7)
2,
17
7
2,
64
5
(
68
1)
1,
96
4
4,
81
1
(
1,
05
4)
3,
75
7
To
tal
in
co
me
13
1
7,
(
)
1,
95
5
5,
17
6
5,
72
1
(
)
68
3
5,
03
8
8,
11
3
(
)
1,
05
5
05
8
7,
Sta
ff c
ost
s
(
1)
2,
22
(
)
34
9
(
)
2,
57
0
(
1)
1,
78
(
2)
21
(
)
1,
99
3
(
)
2,
32
0
(
)
79
(
)
2,
39
9
Pre
mis
d e
ipm
t
es
an
qu
en
(
55
0
)
(
13
)
(
56
3
)
(
57
5
)
(
99
)
(
67
4)
(
55
6
)
(
15
)
(
57
1)
Ot
he
dm
inis
tive
tra
r a
ex
pe
nse
s
(
)
81
9
(
197
)
(
)
1,
01
6
(
)
83
8
(
45
8
)
(
)
1,
29
6
(
)
86
5
(
56
)
(
1)
92
De
cia
tio
nd
isa
tio
ort
pre
n a
am
n
(
39
4)
(
)
74
(
46
8
)
(
45
0
)
(
)
63
(
51
3
)
(
38
0
)
(
)
44
(
42
4)
Wr
ite
do
of
dw
ill a
nd
oth
inta
ible
set
wn
g
oo
er
ng
as
s
- - - - (
91
)
(
91
)
Op
tin
era
g
ex
p
en
se
s
(
3,
98
4)
(
63
3
)
(
4,
61
7)
(
3,
64
4)
(
92
3
)
(
4,
56
7)
(
4,
12
1)
(
194
)
(
4,
31
5
)
fit
for
tin
Pro
be
the
ch
e o
r o
p
era
g
arg
es
3,
14
7
(
)
2,
58
8
55
9
2,
07
7
(
)
1,
60
6
47
1
3,
99
2
(
)
1,
24
9
2,
74
3
Ins
laim
t c
ura
nce
ne
s
(
64
9
)
- (
64
9
)
(
52
9
)
- (
52
9
)
(
91
2)
- (
91
2)
tin
rof
it/
(
)
for
e i
air
Op
los
be
nt
los
era
g
p
s
mp
me
se
s
2,
49
8
(
)
2,
58
8
(
)
90
1,
54
8
(
)
1,
60
6
(
)
58
3,
08
0
(
)
1,
24
9
1,
83
1
Im
irm
t lo
pa
en
sse
s
(
1,
31
4)
- (
1,
31
4)
(
1,
69
2)
(
22
6
)
(
1,
91
8
)
(
1,
94
7)
- (
1,
94
7)
Op
tin
rof
it/
(
los
)
era
g
p
s
1,
18
4
(
)
2,
58
8
(
4)
1,
40
(
4)
14
(
2)
1,
83
(
)
1,
97
6
1,
13
3
(
)
1,
24
9
(
)
11
6

Appendix 1 Income statement reconciliations (continued)

Qu de
d
art
er
en
31 M
h 2
01
arc
2 De
31
mb
20
ce
er
11 31 M
h 2
01
1
arc
Re
allo
ion
cat
Re
allo
ion
cat
Re allo
ion
cat
Ma
ed
na
of
ff
on
e-o
ite
ms
Sta
tut
Ma
ed
na
of
ff
on
e-o
ite
ms
Sta
tut
Ma
ed
na
of
ff
on
e-o
ite
ms
Sta
tut
g
£m
£m ory
£m
g
£m
£m ory
£m
g
£m
£m ory
£m
Op
tin
rof
it/
(
los
)
era
g
p
s
1,
18
4
(
)
2,
58
8
(
1,
40
4)
(
14
4)
(
2)
1,
83
(
1,
97
6
)
1,
13
3
(
)
1,
24
9
(
11
6
)
Ow
red
it a
dju
(
1)
stm
ts
n c
en
(
2,
45
6
)
2,
45
6
- (
47
2)
47
2
- (
56
0
)
56
0
-
As
Pr
ctio
n S
ch
(
2)
set
ote
em
e
(
43
)
43 - (
20
9
)
20
9
- (
46
9
)
46
9
-
Pa
tio
n I
nt
tec
sts
y
me
pro
ns
ura
nce
co
(
12
5
)
125 - - - - - - -
So
rei
n d
eb
t im
irm
t
ve
g
pa
en
- - - (
4)
22
22
4
- - - -
Am
isa
tio
f p
ha
d i
ible
ort
nta
set
n o
urc
se
ng
as
s
(
48
)
48 - (
53
)
53 - (
44
)
44 -
Int
rat
ion
d r
est
tur
ing
sts
eg
an
ruc
co
(
)
46
0
46
0
- (
)
47
8
47
8
- (
)
14
5
145 -
Ga
in/
(
los
) o
ed
tio
f o
de
bt
s
n r
em
p
n o
wn
57
7
(
7)
57
- (
1)
1 - - - -
Str
ic d
isp
als
ate
g
os
(
)
8
8 - (
)
82
82 - (
)
23
23 -
Ba
nk
lev
y
- - - (
30
0
)
30
0
- - - -
Bo
s t
nu
ax
- - - - - - (
11
)
11 -
Wr
ite-
do
of
dw
ill a
nd
oth
inta
ible
set
wn
g
oo
er
ng
as
s
- - - (
11
)
11 - - - -
RF
S H
old
ing
ino
rity
in
ter
est
s m
(
25
)
25 - (
2)
2 - 3 (
3
)
-
Lo
be
for
e t
ss
ax
(
1,
40
4)
- (
1,
40
4)
(
1,
97
6
)
- (
1,
97
6
)
(
11
6
)
- (
11
6
)
/cr
Ta
x (
cha
)
ed
it
rg
e
(
13
9
)
- (
13
9
)
18
6
- 18
6
(
42
3
)
- (
42
3
)
Lo
fro
nti
ing
tio
ss
m
co
nu
op
era
ns
(
1,
54
3
)
- (
1,
54
3
)
(
1,
79
0
)
- (
1,
79
0
)
(
53
9
)
- (
53
9
)
Pro
fit
fro
dis
nti
ed
tio
of
et
tax
m
co
nu
op
era
ns
, n
5 - 5 10 - 10 10 - 10
Lo
fo
r th
eri
od
ss
e p
(
1,
53
8
)
- (
1,
53
8
)
(
1,
78
0
)
- (
1,
78
0
)
(
52
9
)
- (
52
9
)
No
tro
llin
inte
ts
n-c
on
g
res
14 - 14 (
)
18
- (
)
18
1 - 1
Lo
tri
bu
tab
le
ord
ina
d B
sh
ho
lde
at
to
ss
ry
an
are
rs
(
1,
52
4)
- (
1,
52
4)
(
1,
79
8
)
- (
1,
79
8
)
(
52
8
)
- (
52
8
)

Notes:

(1) Reallocation of £1,009 million loss (Q4 2011 - £272 million; Q1 2011 - £266 million) to income from trading activities and £1,447 million loss (Q4 2011 - £200 million; Q1 2011 - £294 million) to other operating income.

(2) Reallocation to income from trading activities.

Appendix 2

Businesses outlined for disposal

Appendix 2 Businesses outlined for disposal

To comply with EC State Aid requirements the Group agreed to make a series of divestments by the end of 2013: the disposal of Direct Line Group, Global Merchant Services and its interest in RBS Sempra Commodities JV. The Group also agreed to dispose of its RBS England and Wales and NatWest Scotland branch-based businesses, along with certain SME and corporate activities across the UK ('UK branch-based businesses'). The disposals of Global Merchant Services and RBS Sempra Commodities JV businesses have now effectively been completed.

The sale of the Group's UK branch-based businesses to Santander UK plc continues to make good progress.

The disposal of Direct Line Group, the base case plan for which is by way of a public flotation, is targeted to commence in the second half of 2012, subject to market conditions. External advisors have been appointed to assist the Group with the disposal and the process of separation is proceeding to plan. In the meantime, the business continues to be managed and reported as a separate core division.

The table below shows total income and operating profit of Direct Line Group and the UK branchbased businesses.

Total income Operating profit
before impairments
Operating profit
Q1 2012 FY 2011 Q1 2012 FY 2011 Q1 2012 FY 2011
£m £m £m £m £m £m
Direct Line Group (1) 966 4,286 84 407 84 407
UK branch-based businesses (2) 226 959 118 518 79 319
Total 1,192 5,245 202 925 163 726

The table below shows the estimated risk-weighted assets, total assets and capital of the businesses identified for disposal.

RWAs
31 March
31 December
Total assets
31 March
31 December
Capital
31 March
31 December
2012 2011 2012 2011 2012 2011
£bn £bn £bn £bn £bn £bn
Direct Line Group (1) n/m n/m 13.3 13.9 4.1 4.4
UK branch-based businesses (2) 10.5 11.1 19.1 19.3 1.0 1.0
Total 10.5 11.1 32.4 33.2 5.1 5.4

Notes:

(1) Total income includes investment income of £90 million (FY 2011 - £302 million). Total assets and estimated capital include approximately £0.9 billion of goodwill, of which £0.7 billion is attributed to Direct Line Group by RBS Group.

(2) Estimated notional equity based on 10% (2011 - 9%) of RWAs.

Appendix 2 Businesses outlined for disposal (continued)

Further information on the UK branch-based businesses by division is shown in the tables below:

Division Total
UK UK
Retail Corporate Q1 2012 FY 2011
£m £m £m £m
Income statement
Net interest income 79 82 161 689
Non-interest income 24 41 65 270
Total income 103 123 226 959
Direct expenses
- staff (18) (20) (38) (158)
- other (26) (14) (40) (166)
Indirect expenses (17) (13) (30) (117)
(61) (47) (108) (441)
Operating profit before impairment losses 42 76 118 518
Impairment losses (14) (25) (39) (199)
Operating profit 28 51 79 319
Analysis of income by product
Loans and advances 28 71 99 436
Deposits 22 33 55 245
Mortgages 33 - 33 134
Other 20 19 39 144
Total income 103 123 226 959
Net interest margin 4.66% 2.88% 3.55% 3.57%
Employee numbers (full time equivalents rounded to the
nearest hundred) 2,800 1,600 4,400 4,400
Division Total
UK UK 31 March 31 December
Retail Corporate Markets 2012 2011
£bn £bn £bn £bn £bn
Capital and balance sheet
Total third party assets (excluding mark-to-
market derivatives) 7.1 11.6 - 18.7 18.9
Loans and advances to customers (gross) 7.3 12.0 - 19.3 19.5
Customer deposits 8.7 12.7 - 21.4 21.8
Derivative assets - - 0.4 0.4 0.4
Derivative liabilities - - - - 0.1
Risk elements in lending 0.5 1.0 - 1.5 1.5
Loan:deposit ratio 80% 91% - 86% 86%
Risk-weighted assets 3.6 6.9 - 10.5 11.1

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