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Get Pillar Iii Disclosure *rbs Form

Approach 14 20 37 Credit risk ABN AMRO 46 47 Counterparty credit risk 50 Securitisation 56 Market risk 59 Operational risk 61 Additional disclosures Significant subsidiaries Past due and impaired assets Non-trading book exposures in equities 61 68 71 Interest rate risk in the banking book 72 Appendix 1 Glossary of terms Appendix 2 The Asset Protection Scheme RBS Group Pillar 3 Disclosure 2009 1 Pillar 3 Disclosure Charts Chart 1: Minimum capital requirements structure C.

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