RBS Summary Report
Core Content Overview
This report provides detailed financial and systemic risk indicators for RBS (Royal Bank of Scotland), including general information, size indicators, interconnectedness indicators, substitutability/financial institution infrastructure indicators, complexity indicators, and cross-jurisdictional activity indicators. The data reflects the bank's financial activities as of the reporting date and is used to assess its systemic importance and risk profile.
General Information
| Item |
Description |
Value |
| 1001 |
Country code |
GB |
| 1002 |
Bank name |
RBS |
| 1003 |
Reporting date |
2018-12-31 |
| 1004 |
Reporting currency |
GBP |
| 1005 |
Euro conversion rate |
1,117905492 |
| 1006 |
Submission date |
2019-04-09 |
| 1007 |
Reporting unit |
1 000 000 |
| 1008 |
Accounting standard |
IFRS |
| 1009 |
Date of public disclosure |
2019-04-26 |
| 1010 |
Language of public disclosure |
English |
| 1011 |
Web address of public disclosure |
http://investors.rbs.com/results-centre.aspx |
Size Indicator
| Item |
Description |
Value |
| 1012 |
Counterparty exposure of derivatives contracts |
0 |
| 1201 |
Capped notional amount of credit derivatives |
719 |
| 1018 |
Potential future exposure of derivative contracts |
42 060 |
| 1013 |
Adjusted gross value of SFTs |
27 759 |
| 1014 |
Counterparty exposure of SFTs |
2 083 |
| 1015 |
Other assets |
530 962 |
| 1019 |
Items subject to a 0% credit conversion factor (CCF) |
91 319 |
| 1022 |
Items subject to a 20% CCF |
11 559 |
| 1023 |
Items subject to a 50% CCF |
65 929 |
| 1024 |
Items subject to a 100% CCF |
5 933 |
| 1031 |
Regulatory adjustments |
8 707 |
| 1103 |
Total exposures indicator |
653 923,71 |
Interconnectedness Indicators
| Item |
Description |
Value |
| 1033 |
Funds deposited with or lent to other financial institutions |
42 191 |
| 1034 |
Certificates of deposit |
0 |
| 1035 |
Unused portion of committed lines extended to other financial institutions |
22 930 |
| 1036 |
Secured debt securities |
808 |
| 1037 |
Senior unsecured debt securities |
4 247 |
| 1038 |
Subordinated debt securities |
1 901 |
| 1039 |
Commercial paper |
0 |
| 1040 |
Equity securities |
483 |
| 1041 |
Offsetting short positions in relation to the specific equity securities included in item 3.c.(5) |
0 |
| 1213 |
Net positive current exposure of SFTs with other financial institutions |
27 665 |
| 1043 |
Net positive fair value of OTC derivatives with other financial institutions |
1 416 |
| 1044 |
Potential future exposure of OTC derivatives with other financial institutions |
28 762 |
| 1045 |
Intra-financial system assets indicator |
130 403 |
Intra-Financial System Liabilities
| Item |
Description |
Value |
| 1046 |
Deposits due to depository institutions |
17 868 |
| 1047 |
Deposits due to non-depository financial institutions |
54 714 |
| 1105 |
Loans obtained from other financial institutions |
0 |
| 1048 |
Unused portion of committed lines obtained from other financial institutions |
0 |
| 1214 |
Net negative current exposure of SFTs with other financial institutions |
1 451 |
| 1050 |
Net negative fair value of OTC derivatives with other financial institutions |
1 587 |
| 1051 |
Potential future exposure of OTC derivatives with other financial institutions |
27 008 |
| 1052 |
Intra-financial system liabilities indicator |
102 628 |
Securities Outstanding
| Item |
Description |
Value |
| 1053 |
Secured debt securities |
6 742 |
| 1054 |
Senior unsecured debt securities |
30 524 |
| 1055 |
Subordinated debt securities |
10 535 |
| 1056 |
Commercial paper |
1 895 |
| 1057 |
Certificates of deposit |
1 262 |
| 1058 |
Common equity |
26 109 |
| 1059 |
Preferred shares and other subordinated funding |
5 311 |
| 1060 |
Securities outstanding indicator |
82 378 |
Substitutability/Financial Institution Infrastructure Indicators
| Item |
Description |
Value |
| 1061 |
Payments in Australian dollars (AUD) |
197 387 |
| 1062 |
Payments in Brazilian real (BRL) |
0 |
| 1063 |
Payments in Canadian dollars (CAD) |
350 834 |
| 1064 |
Payments in Swiss francs (CHF) |
298 738 |
| 1065 |
Payments in Chinese yuan (CNY) |
194 432 |
| 1066 |
Payments in Euros (EUR) |
3 695 314 |
| 1067 |
Payments in British pounds (GBP) |
14 978 885 |
| 1068 |
Payments in Hong Kong dollars (HKD) |
82 693 |
| 1069 |
Payments in Indian rupee (INR) |
737 |
| 1070 |
Payments in Japanese yen (JPY) |
260 902 |
| 1108 |
Payments in Mexican pesos (MXN) |
51 577 |
| 1071 |
Payments in Swedish krona (SEK) |
177 963 |
| 1072 |
Payments in United States dollars (USD) |
5 816 172 |
| 1073 |
Payments activity indicator |
26 105 634 |
Assets Under Custody
| Item |
Description |
Value |
| 1074 |
Assets under custody indicator |
22 145 |
Underwritten Transactions in Debt and Equity Markets
| Item |
Description |
Value |
| 1075 |
Equity underwriting activity |
0 |
| 1076 |
Debt underwriting activity |
51 826 |
| 1077 |
Underwriting activity indicator |
51 826 |
Complexity Indicators
| Item |
Description |
Value |
| 1078 |
OTC derivatives cleared through a central counterparty |
5 952 160 |
| 1079 |
OTC derivatives settled bilaterally |
6 380 732 |
| 1080 |
OTC derivatives indicator |
12 332 893 |
Trading and Available-for-Sale Securities
| Item |
Description |
Value |
| 1081 |
Held-for-trading securities (HFT) |
30 016 |
| 1082 |
Available-for-sale securities (AFS) |
45 594 |
| 1083 |
Trading and AFS securities that meet the definition of Level 1 assets |
64 068 |
| 1084 |
Trading and AFS securities that meet the definition of Level 2 assets, with haircuts |
5 638 |
| 1085 |
Trading and AFS securities indicator |
5 904 |
Level 3 Assets
| Item |
Description |
Value |
| 1086 |
Level 3 assets indicator |
3 300 |
Cross-Jurisdictional Activity Indicators
| Item |
Description |
Value |
| 1087 |
Cross-jurisdictional claims indicator |
199 143 |
| 1088 |
Foreign liabilities (excluding derivatives and local liabilities in local currency) |
95 070 |
| 1089 |
Any foreign liabilities to related offices included in item 13.a |
1 461 |
| 1090 |
Local liabilities in local currency (excluding derivatives activity) |
62 408 |
| 1091 |
Cross-jurisdictional liabilities indicator |
156 016 |
