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2017 EU-wide Transparency Exercise Summary

Core Content

The document presents the results of the 2017 EU-wide Transparency Exercise for The Royal Bank of Scotland Group Public Limited Company, including details on capital structure, capital ratios, risk exposure amounts, and profit and loss (P&L) figures. The data is categorized under different regulatory frameworks and methodologies.

Key Information

Capital Structure (Transitional Period)

• Own Funds:

  • As of 31/12/2016: 61,088 mln EUR
  • As of 30/06/2017: 54,986 mln EUR
  • CET1 Capital:
    • As of 31/12/2016: 35,767 mln EUR
    • As of 30/06/2017: 36,248 mln EUR
    • Additional Tier 1 (AT1) Capital:
      • As of 31/12/2016: 11,441 mln EUR
      • As of 30/06/2017: 8,678 mln EUR
    • Tier 2 Capital:
      • As of 31/12/2016: 13,879 mln EUR
      • As of 30/06/2017: 10,060 mln EUR

• Capital Ratios (Transitional Period):

  • Common Equity Tier 1 (CET1) Ratio:
    • 13.42% (31/12/2016)
    • 14.80% (30/06/2017)
  • Tier 1 Ratio:
    • 17.71% (31/12/2016)
    • 18.34% (30/06/2017)
  • Total Capital Ratio:
    • 22.92% (31/12/2016)
    • 22.44% (30/06/2017)

• Fully Loaded CET1 Capital Ratio:

  • CET1 Capital:
    • 35,767 mln EUR (31/12/2016)
    • 36,248 mln EUR (30/06/2017)
  • CET1 Capital Ratio:
    • 13.42% (31/12/2016)
    • 14.80% (30/06/2017)

Leverage Ratio

• Tier 1 Capital (Transitional Definition):
  • 47,208 mln EUR (31/12/2016)
  • 44,926 mln EUR (30/06/2017)
• Total Leverage Ratio Exposures:
  • 798,208 mln EUR (31/12/2016)
  • 798,226 mln EUR (30/06/2017)
• Leverage Ratios:
  • Using Transitional Definition: 5.9% (31/12/2016), 5.6% (30/06/2017)
  • Using Fully Phased-in Definition: 5.1% (31/12/2016), 5.1% (30/06/2017)

Risk Exposure Amounts

• Total Risk Exposure Amount:
  • 266,556 mln EUR (31/12/2016)
  • 244,984 mln EUR (30/06/2017)
• Credit Risk Exposure Amount:
  • 210,730 mln EUR (31/12/2016)
  • 195,547 mln EUR (30/06/2017)
• Securitisation and Re-securitisation Risk Exposure:
  • 2,282 mln EUR (31/12/2016)
  • 2,533 mln EUR (30/06/2017)
• Market Risk Exposure:
  • Foreign Exchange Risk: 1,259 mln EUR (31/12/2016), 2,663 mln EUR (30/06/2017)
  • Commodities Risk: 11 mln EUR (31/12/2016), 6 mln EUR (30/06/2017)
  • Other Market Risks: 20,368 mln EUR (31/12/2016), 18,752 mln EUR (30/06/2017)

Profit and Loss (P&L)

• Net Operating Income:
  • 14,780 mln EUR (31/12/2016)
  • 7,937 mln EUR (30/06/2017)
• Net Profit/Loss from Continuing Operations:
  • -4,767 mln EUR (31/12/2016)
  • 2,220 mln EUR (30/06/2017)
• Net Profit/Loss After Tax from Continuing Operations:
  • -6,130 mln EUR (31/12/2016)
  • 1,393 mln EUR (30/06/2017)
• Profit/Loss for the Year:
  • -6,130 mln EUR (31/12/2016)
  • 1,393 mln EUR (30/06/2017)

Credit Risk - Standardised Approach

• Standardised Total Risk Exposure Amount:
  • 158,974 mln EUR (31/12/2016)
  • 170,031 mln EUR (30/06/2017)
• Breakdown by Counterparty Type:
  • Central Governments or Central Banks:
    • 87,811 mln EUR (31/12/2016), 100,798 mln EUR (30/06/2017)
  • Regional Governments or Local Authorities:
    • 595 mln EUR (31/12/2016), 9,346 mln EUR (30/06/2017)
  • Corporates:
    • 26,818 mln EUR (31/12/2016), 24,665 mln EUR (30/06/2017)
  • Secured by Mortgages on Immovable Property:
    • 18,376 mln EUR (31/12/2016), 18,631 mln EUR (30/06/2017)
  • Exposures in Default:
    • 2,104 mln EUR (31/12/2016), 1,618 mln EUR (30/06/2017)
  • Equity Risk Exposure:
    • 652 mln EUR (31/12/2016), 661 mln EUR (30/06/2017)
  • Other Exposures:
    • 9,346 mln EUR (31/12/2016), 9,196 mln EUR (30/06/2017)

Country-Specific Risk Exposure (UK, Germany, United States)

• United Kingdom:
  • Standardised Total Risk Exposure Amount: 158,974 mln EUR (31/12/2016), 170,031 mln EUR (30/06/2017)
• Germany:
  • Standardised Total Risk Exposure Amount: 210,730 mln EUR (31/12/2016), 195,547 mln EUR (30/06/2017)
• United States:
  • Standardised Total Risk Exposure Amount: 210,730 mln EUR (31/12/2016), 195,547 mln EUR (30/06/2017)

Main Points

• The bank's capital structure and ratios are reported under both transitional and fully phased-in definitions.
• The CET1 capital decreased from 35,767 mln EUR to 36,248 mln EUR, but the CET1 ratio increased from 13.42% to 14.80%.
• The leverage ratio decreased from 5.9% to 5.6% using the transitional definition, while it remained stable at 5.1% using the fully phased-in definition.
• Total risk exposure decreased from 266,556 mln EUR to 244,984 mln EUR, with a significant reduction in credit risk exposure.
• The P&L showed a net loss in 2016 but a net profit in 2017, indicating a turnaround in the bank's financial performance.
• Risk exposure amounts for credit, market, and other categories are detailed, with a breakdown by counterparty type and country.