Barclays Plc · LSE:BARC
Barclays — H1 2016 Earnings Presentation
21 slides from Barclays's earnings presentation, Jun 30, 2016
Slide 1: Barclays PLC Pillar 3
Barclays PLC Pillar 3 30 June 2016 # BARCLAYS
Slide 2: Table of contents
Table of contents Pillar 3 Summary Regulatory Capital Leverage e =Summary reconciliation of accounting assets and leverage ratio exposures ¢ Common disclosure e — Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) Risk weighted assets e — Risk weighted assets
Slide 3: Notes: Forward-looking statements
Notes Forward-looking statements This document contains certain forward-looking statements within the meaning of Section 21E of the US Securities Exchange Act of 1934, as amended, and Section 27A of the US Securities Act of 1933, as amended, with respect to the Group. Barclays cautions readers that
Slide 4: Regulatory capital
Regulatory capital Table 1: Regulatory capital This table shows the components of regulatory capital presented on both a transitional and fully loaded basis as at 30 June 2016. This disclosure has been prepared using the format set out in Annex IV and Annex VI of the final ‘Implementing technical st
Slide 5: Regulatory capital (continued)
Regulatory capital Table 1 (continued) 30.06.16 30.06.16 Transitional Transitional Fully loaded position impacts position £m £m £m Tier 2 (T2) capital: instruments and provisions 46 — Capital instruments and the related share premium accounts 2,890 - 2,890 Qualifying own funds instruments included i
Slide 6: Leverage: Summary reconciliation of accounting assets and leverage exposures
Leverage Table 2: Summary reconciliation of accounting assets and leverage ratio exposures This table shows the components of leverage ratio presented on a fully loaded basis as at 30 June 2016. This disclosure has been prepared using the format set out in Annex | and Annex Il of the final ‘Implemen
Slide 7: Leverage: Common disclosure
Leverage Table 3: Common disclosure As at 30.06.16 £bn On-balance sheet exposures (excluding derivatives and SFTs) 1 On-balance sheet items (excluding derivatives, SFTs and fiduciary assets, but including collateral) 739 2 (Asset amounts deducted in determining Tier 1 capital) (16) 3 Total on-balanc
Slide 8: Leverage: Split-up of on balance sheet exposures
Leverage Tab le 4: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) As at 30.06.16 £bn EU-1 Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which: 739 EU-2 Trading book exposures 130 EU-3 Banking book exposures, of
Slide 9: Risk weighted assets of credit risk exposures by business unit
Risk weighted assets Table 5: Risk weighted assets (RWAs) of credit risk exposures by business units This table shows RWAs for credit risk by business, broken down by exposure class. The comparatives below have been restated to reflect the impact of the Group’s business reorganisation outlined in ou
Slide 10: Risk weighted assets (continued)
Risk weighted assets Table 5 (continued) Risk weighted assets credit exposure class Barclays Corporate Head Office and and Other Barclays Non- Barclays UK International Operations Total Core Core Total As at 31.12.15 £m £m £m £m £m £m Credit risk Standardised approach Central governments or central
Slide 11: RWAs of counterparty credit risk exposures by business unit
Risk weighted assets Table 6: Risk weighted assets of counterparty credit risk exposures by business units This table shows RWAs for counterparty credit risk by business, broken down by exposure class. Risk weighted assets counterparty credit exposure Barclays Corporate Head Office and and Other Bar
Slide 12: RWAs counterparty credit risk (continued)
Risk weighted assets Table 6 (Continued) Risk weighted assets counterparty credit exposure Barclays Corporate Head Office and and Other Barclays Non- Barclays UK International Operations Total Core Core Total As at 31.12.15 £m £m £m £m £m £m Counterparty credit risk exposure class Standardised appro
Slide 13: Internal default grade probabilities and mapping to external ratings
Credit quality analysis of IRB exposures Credit quality analysis of IRB exposures The following section provides breakdowns of inputs into risk weighted asset calculations. Please note that risk weights and risk factors may be volatile in granular breakdowns of wholesale exposures, especially in cat
Slide 14: IRB wholesale for central governments and central banks
Credit quality analysis of IRB exposures Table 8: IRB wholesale obligor grade disclosure for central governments and central banks Obligor grade disclosure for advanced IRB As at 30.06.16 DG1: DG2: DG3: DG4: DGS: DG6: DG7: DG8: DGS: DG10: DG11: DG12: DG13: DG14: DG15: DG16: DG17: DG18: DG19: DG20 DG
Slide 15: IRB wholesale for institutions
Credit quality analysis of IRB exposures Table 9: IRB wholesale obligor grade disclosure for institutions Obligor grade disclosure for advanced IRB As at DG1: DG2: DG3: DG4: DG5: DG6: DG7: DG8: DG9: DG10: DG11: DG12: DG13: DG14: DG15: DG16: DG17: DG18: DG19: DG20: DG21 30.06.16 0.00-0.02% 0.02-0.03%
Slide 16: IRB wholesale for corporates
Credit quality analysis of IRB exposures Table 10: IRB wholesale obligor grade disclosure for corporates The impact of the post model adjustments are reflected in the RWAs reported in this table, and not in the PDs, which, to be consistent, would be higher, particularly in lower quality default grad
Slide 17: Corporate exposures subject to the slotting approach
Credit quality analysis of IRB exposures Table 11: Corporate exposures subject to the slotting approach Slotting, also known as specialised lending, is an approach that is applied to financing of individual projects where the repayment is highly dependent on the performance of the underlying pool or
Slide 18: IRB retail for SME
Credit quality analysis of IRB exposures Table 12: IRB retail obligor grade disclosure for SME Obligor grade disclosure for advanced IRB Average Exposure exposure value value £m £m As at 30.06.2016 DG1: 0.00-0.02% - - DG2: 0.02-0.03% - - DG3: 0.03-0.05% 1,075 1,025 DG4: 0.05-0.10% 327 314 DG5: 0.10-
Slide 19: IRB retail for secured retail
Credit quality analysis of IRB exposures Table 13: IRB retail obligor grade disclosure for secured retail The impact of the post model adjustments are reflected in the RWAs reported in this table, and not in the PDs, which, to be consistent, would be higher, particularly in lower quality default gra
Slide 20: IRB retail for revolving retail
Credit quality analysis of IRB exposures Table 14: IRB retail obligor grade disclosure for revolving retail Obligor grade disclosure for advanced IRB Average Exposure Risk Exposure Average probability weighted weighted weighted Exposure exposure Undrawn of default average exposure average risk Expec
Slide 21: IRB retail for other retail exposures
Credit quality analysis of IRB exposures Table 15: IRB retail obligor grade disclosure for other retail exposures Obligor grade disclosure for advanced IRB Average Exposure Risk Exposure Average probability weighted weighted weighted Exposure exposure Undrawn of default average exposure average risk