EBA欧洲银行-GB_2138005O9XJIJN4JPN90_TR_2018_22页_3mb

2018 EU-wide Transparency Exercise Summary: The Royal Bank of Scotland Group Public Limited Company

Core Capital Information

Own Funds (Transitional Period)

• Total Own Funds: 54,023 mln EUR (31/12/2017), 53,813 mln EUR (30/06/2018)
• Common Equity Tier 1 (CET1) Capital: 36,019 mln EUR (31/12/2017), 36,059 mln EUR (30/06/2018)
  • CET1 Capital Instruments Eligible: 14,485 mln EUR (31/12/2017), 14,698 mln EUR (30/06/2018)
  • Retained Earnings: 16,390 mln EUR (31/12/2017), 15,487 mln EUR (30/06/2018)
  • Accumulated Other Comprehensive Income: 3,890 mln EUR (31/12/2017), 3,715 mln EUR (30/06/2018)
  • Other Reserves: 12,216 mln EUR (31/12/2017), 12,253 mln EUR (30/06/2018)
  • Adjustments to CET1 due to prudential fibers: -916 mln EUR (31/12/2017), -768 mln EUR (30/06/2018)
  • Deductible DTAs that rely on future profitability: -957 mln EUR (31/12/2017), -842 mln EUR (30/06/2018)
  • IRB shortfall of credit risk adjustments: -1,450 mln EUR (31/12/2017), -718 mln EUR (30/06/2018)
  • Defined benefit pension fund assets: -324 mln EUR (31/12/2017), -357 mln EUR (30/06/2018)
  • Transitional adjustments: 0 mln EUR (31/12/2017), 0 mln EUR (30/06/2018)

Tier 1 and Tier 2 Capital

• Tier 1 Capital: 44,581 mln EUR (31/12/2017), 44,667 mln EUR (30/06/2018)
• Tier 2 Capital: 9,442 mln EUR (31/12/2017), 9,147 mln EUR (30/06/2018)

Capital Ratios (Transitional Period)

• CET1 Capital Ratio: 15.91% (31/12/2017), 16.07% (30/06/2018)
• Tier 1 Capital Ratio: 19.69% (31/12/2017), 19.91% (30/06/2018)
• Total Capital Ratio: 23.86% (31/12/2017), 23.99% (30/06/2018)

Leverage Ratio

• Tier 1 Capital (Transitional Definition): 44,581 mln EUR (31/12/2017), 44,667 mln EUR (30/06/2018)
• Tier 1 Capital (Fully Phased-in Definition): 40,573 mln EUR (31/12/2017), 40,630 mln EUR (30/06/2018)
• Total Leverage Ratio Exposures (Transitional Definition): 765,561 mln EUR (31/12/2017), 782,634 mln EUR (30/06/2018)
• Leverage Ratio (Transitional Definition): 5.8%
• Leverage Ratio (Fully Phased-in Definition): 5.3%

Risk Exposure Amounts

• Total Risk Exposure Amount: 235,461 mln EUR (31/12/2017), 224,344 mln EUR (30/06/2018)
• Credit Risk Exposure: 177,512 mln EUR (31/12/2017), 176,703 mln EUR (30/06/2018)
• Securitisation and Re-securitisation (Banking Book): 3,190 mln EUR (31/12/2017), 2,873 mln EUR (30/06/2018)
• Risk Exposure Amount for Contributions to CCP Default Fund: 68 mln EUR (31/12/2017), 54 mln EUR (30/06/2018)
• Other Credit Risk Exposure: 174,254 mln EUR (31/12/2017), 173,776 mln EUR (30/06/2018)
• Market Risk Exposure:
  • Position, Foreign Exchange, and Commodities Risk: 19,175 mln EUR (31/12/2017), 19,551 mln EUR (30/06/2018)
  • Foreign Exchange Risk: 916 mln EUR (31/12/2017), 653 mln EUR (30/06/2018)
  • Commodities Risk: 0 mln EUR (31/12/2017), 13 mln EUR (30/06/2018)

Market Risk Breakdown

• Traded Debt Instruments:
  • Risk Exposure Amount: 2,458 mln EUR (31/12/2017), 2,331 mln EUR (30/06/2018)
  • Value Adjustments and Provisions: 277 mln EUR (31/12/2017), 335 mln EUR (30/06/2018)
• Equities:
  • Risk Exposure Amount: 0 mln EUR (31/12/2017), 0 mln EUR (30/06/2018)
  • Value Adjustments and Provisions: 1,647 mln EUR (31/12/2017), 1,511 mln EUR (30/06/2018)
• Standardised Total Risk Exposure Amount:
  • As of 31/12/2017: 156,889 mln EUR
  • As of 30/06/2018: 165,555 mln EUR

Profit and Loss (P&L)

• Total Operating Income, Net: 14,938 mln EUR (31/12/2017), 7,605 mln EUR (30/06/2018)
• Interest Income: 12,900 mln EUR (31/12/2017), 6,329 mln EUR (30/06/2018)
• Interest Expenses: 2,597 mln EUR (31/12/2017), 1,390 mln EUR (30/06/2018)
• Net Fee and Commission Income: 2,794 mln EUR (31/12/2017), 1,381 mln EUR (30/06/2018)
• Gains or Losses on Derecognition: -588 mln EUR (31/12/2017), 50 mln EUR (30/06/2018)
• Gains or Losses on Financial Assets Held for Trading: 715 mln EUR (31/12/2017), 954 mln EUR (30/06/2018)
• Gains or Losses on Financial Assets at Fair Value Through Profit or Loss: 70 mln EUR (31/12/2017), -53 mln EUR (30/06/2018)
• Gains or Losses from Hedge Accounting: 43 mln EUR (31/12/2017), -77 mln EUR (30/06/2018)
• Exchange Differences: 9 mln EUR (31/12/2017), 4 mln EUR (30/06/2018)
• Net Other Operating Income/(Expenses): 1,578 mln EUR (31/12/2017), 293 mln EUR (30/06/2018)
• Profit or Loss Before Tax from Continuing Operations: 2,522 mln EUR (31/12/2017), 2,058 mln EUR (30/06/2018)
• Profit or Loss After Tax from Continuing Operations: 1,594 mln EUR (31/12/2017), 1,222 mln EUR (30/06/2018)
• Profit or Loss for the Year: 1,594 mln EUR (31/12/2017), 1,222 mln EUR (30/06/2018)

Key Notes

• The fully loaded CET1 capital estimation is based on the formulae in the "COREP CODE" column.
• The summary may differ from the fully loaded CET1 capital ratios published by the bank in Pillar 3 disclosures.
• The values in the "Value adjustments and provisions" column may exclude those for securitization purposes.
• "n.a." indicates that the data is not available or not applicable.