Group Finance Director's Report

Capital

(The table set out below forms an integral part of the audited financial statements as described in the Accounting Policies section of the Financial Statements on page 160.)

The movement in Tier 1 capital in the year is shown below:

Movement in Tier 1 capital 2007
£m
2006
£m
As at 1 January 22,429 20,667
Profit for the year after preference dividends paid 4,033 3,880
Ordinary dividends paid (1,667) (1,442)
Shares bought back (500) (982)
Decrease/(increase) in goodwill and intangible assets* 815 (745)
Preference shares and preferred securities issued 374 842
(Decrease)/increase in minority interests* (935) 252
Other, including exchange differences (161) (43)
As at 31 December 24,388 22,429

* The decrease in goodwill and intangible assets and minority interests in 2007 is primarily due to the new prudential rules on the consolidation of participations. As part of Prudential Sourcebook for Banks, Building Societies and Investment Firms (BIPRU), rules on the consolidation of participations have been implemented from 1 January 2007. The change principally requires ‘proportional’ consolidation of jointly controlled entities and associates and results in a reduction of risk weighted assets and minority interests and goodwill balances relating to these participations.

(End of information that forms an integral part of the audited financial statements.)

In addition to retained earnings, Tier 1 capital was strengthened by £374m by the issuance of non-innovative preference shares of US$750m in May 2007. No Tier 1 capital was raised in the second half of the year. Tier 1 capital was reduced by £500m of ordinary shares bought back in the year. Tier 1 gearing at the year end was 24.7% (2006 25.0%).

Tier 2 capital was increased during the year by a dated subordinated debt issue of €1bn in March, AUD$600m in May, US$1bn and CAD$500m in June and £500m and €160m in October. In sterling equivalent terms at 31 December 2007, this new issuance totalled £2,368m.

Supervisory deductions mainly reflect investments in subsidiary undertakings that are not within the banking group for regulatory purposes together with deductions relating to the securitisation of loans. These unconsolidated investments are primarily Clerical Medical, St James’s Place, St. Andrew’s Group, and Heidelberger Leben. Total supervisory deductions increased to £6,085m from £5,666m primarily as a result of increases in the embedded value of life policies held and increased deductions relating to securitisations.

Capital Structure Basel I As at 31.12.2007
£m
As at 31.12.2006
£m
Risk weighted assets    
Banking book – on balance sheet 301,173 253,839
Banking book – off balance sheet 19,692 14,272
Trading book 9,973 7,901
Total risk weighted assets 330,838 276,012
Tier 1 capital ratio (%) 7.4 8.1
Total capital ratio (%) 11.1 12.0

(The table set out below forms an integral part of the audited financial statements as described in the Accounting Policies section of the Financial Statements on page 160.)

Capital Resources Basel I As at 31.12.2007
£m
As at 31.12.2006
£m
Core Tier 1    
Ordinary share capital 933 941
Eligible reserves 20,166 18,496
Minority interests (equity) 123 1,058
     
Perpetual non-cumulative preference shares    
Preference share capital 2,781 2,422
     
Innovative Tier 1    
Preferred securities 3,247 3,189
     
Deductions from Tier 1    
Goodwill & other intangible assets (2,862) (3,677)
Total Tier 1 capital 24,388 22,429
     
Upper Tier 2    
Available for sale reserve 187 168
Undated subordinated debt 5,591 5,598
Collectively assessed impairment provisions 2,671 2,711
     
Lower Tier 2    
Dated subordinated debt 9,900 7,914
Total Tier 2 capital 18,349 16,391
     
Supervisory deductions:    
Unconsolidated investments – life (4,596) (4,260)
Unconsolidated investments – other (506) (510)
Investments in other banks and other deductions (983) (896)
Total supervisory deductions (6,085) (5,666)
Total Capital Resources 36,652 33,154

(End of information that forms an integral part of the audited financial statements.)

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