Barclays : EBA templates in GBP (PDF 151KB)

(mln GBP, %)

As of 31/12/2015

As of 30/06/2016

COREP CODE

REGULATION

OWN FUNDS

Transitional period

A

OWN FUNDS

66,527

68,428

C 01.00 (r010,c010)

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)

40,741

42,358

C 01.00 (r020,c010)

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)

21,529

21,714

C 01.00 (r030,c010)

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

A.1.2

Retained earnings

30,399

29,889

C 01.00 (r130,c010)

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l) of CRR

A.1.3

Accumulated other comprehensive income

950

4,715

C 01.00 (r180,c010)

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.4

Other Reserves

761

755

C 01.00 (r200,c010)

Articles 4(117) and 26(1) point (e) of CRR

A.1.5

Funds for general banking risk

0

0

C 01.00 (r210,c010)

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6

Minority interest given recognition in CET1 capital

950

1,501

C 01.00 (r230,c010)

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters

-2,706

-5,315

C 01.00 (r250,c010)

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

(-) Intangible assets (including Goodwill)

-8,234

-8,552

C 01.00 (r300,c010) + C 01.00 (r340,c010)

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.9

(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs

-855

-670

C 01.00 (r370,c010)

Articles 36(1) point (c) and 38 of CRR

A.1.10

(-) IRB shortfall of credit risk adjustments to expected losses

-1,365

-1,475

C 01.00 (r380,c010)

Articles 36(1) point (d), 40 and 159 of CRR

A.1.11

(-) Defined benefit pension fund assets

-689

-204

C 01.00 (r390,c010)

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.12

(-) Reciprocal cross holdings in CET1 Capital

0

0

C 01.00 (r430,c010)

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.13

(-) Excess deduction from AT1 items over AT1 Capital

0

0

C 01.00 (r440,c010)

Article 36(1) point (j) of CRR

A.1.14

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight

0

0

C 01.00 (r450,c010) + C 01.00 (r460,c010) + C 01.00 (r470,c010) + C 01.00 (r471,c010)+ C 01.00 (r472,c010)

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3) of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and Articles 36(1) point k) (v) and 155(4) of CRR.

A.1.14.1

Of which: from securitisation positions (-)

0

0

C 01.00 (r460,c010)

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR

A.1.15

(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment

0

0

C 01.00 (r480,c010)

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR

A.1.16

(-) Deductible DTAs that rely on future profitability and arise from temporary differences

0

0

C 01.00 (r490,c010)

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR

A.1.17

(-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a significant investment

0

0

C 01.00 (r500,c010)

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR

A.1.18

(-) Amount exceding the 17.65% threshold

0

0

C 01.00 (r510,c010)

Article 48 of CRR

A.1.19

(-) Additional deductions of CET1 Capital due to Article 3 CRR

0

0

C 01.00 (r524,c010)

Article 3 CRR

A.1.20

CET1 capital elements or deductions - other

0

0

C 01.00 (r529,c010)

-

A.1.21

Transitional adjustments

0

0

CA1 {1.1.1.6 + 1.1.1.8 + 1.1.1.26}

-

A.1.21.1

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

0

0

C 01.00 (r220,c010)

Articles 483(1) to (3), and 484 to 487 of CRR

A.1.21.2

Transitional adjustments due to additional minority interests (+/-)

0

0

C 01.00 (r240,c010)

Articles 479 and 480 of CRR

A.1.21.3

Other transitional adjustments to CET1 Capital (+/-)

0

0

C 01.00 (r520,c010)

Articles 469 to 472, 478 and 481 of CRR

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)

11,893

11,068

C 01.00 (r530,c010)

Article 61 of CRR

A.2.1

Additional Tier 1 Capital instruments

5,433

5,589

C 01.00 (r540,c010) + C 01.00 (r670,c010)

A.2.2

(-) Excess deduction from T2 items over T2 capital

0

0

C 01.00 (r720,c010)

A.2.3

Other Additional Tier 1 Capital components and deductions

0

0

C 01.00 (r690,c010) + C 01.00 (r700,c010) + C 01.00 (r710,c010) + C 01.00 (r740,c010)

+ C 01.00 (r744,c010) + C 01.00 (r748,c010)

A.2.4

Additional Tier 1 transitional adjustments

6,461

5,479

C 01.00 (r660,c010) + C 01.00 (r680,c010) + C 01.00 (r730,c010)

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

52,634

53,426

C 01.00 (r015,c010)

Article 25 of CRR

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

13,893

15,002

C 01.00 (r750,c010)

Article 71 of CRR

A.4.1

Tier 2 Capital instruments

15,932

16,463

C 01.00 (r760,c010) + C 01.00 (r890,c010)

A.4.2

Other Tier 2 Capital components and deductions

-3

-4

C 01.00 (r910,c010) + C 01.00 (r920,c010) + C 01.00 (r930,c010) + C 01.00 (r940,c010) + C 01.00 (r950,c010) + C 01.00 (r970,c010) + C 01.00 (r974,c010) + C 01.00 (r978,c010)

A.4.3

Tier 2 transitional adjustments

-2,036

-1,458

C 01.00 (r880,c010) + C 01.00 (r900,c010) + C 01.00 (r960,c010)

OWN FUNDS REQUIREMENTS

B

TOTAL RISK EXPOSURE AMOUNT

358,386

366,095

C 02.00 (r010,c010)

Articles 92(3), 95, 96 and 98 of CRR

B.1

Of which: Transitional adjustments included

0

0

C 05.01 (r010;c040)

CAPITAL RATIOS (%)

Transitional period

C.1

COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period)

11.37%

11.57%

CA3 {1}

-

C.2

TIER 1 CAPITAL RATIO (transitional period)

14.69%

14.59%

CA3 {3}

-

C.3

TOTAL CAPITAL RATIO (transitional period)

18.56%

18.69%

CA3 {5}

-

CET1 Capital Fully loaded

D

COMMON EQUITY TIER 1 CAPITAL (fully loaded)

40,741

42,358

[A.1-A.1.13-A.1.21+MIN(A.2+A.1.13-

A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)]

-

CET 1 RATIO (%)

Fully loaded

E

COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded)

11.37%

11.57%

[D.1]/[B-B.1]

-

(mln GBP)

as of 31/12/2015

as of 30/06/2016

Risk exposure amounts for credit risk

263,655

275,267

Risk exposure amount for securitisation and re-securitisations in the banking book

3,569

2,661

Risk exposure amount for contributions to the default fund of a CCP

1,092

1,313

Risk exposure amount Other credit risk

258,994

271,293

Risk exposure amount for position, foreign exchange and commodities (Market risk)

26,273

26,258

of which: Risk exposure amount for securitisation and re-securitisations in the trading book1

1,226

939

Risk exposure amount for Credit Valuation Adjustment

11,270

7,849

Risk exposure amount for operational risk

56,660

56,660

Other risk exposure amounts

527

61

Total Risk Exposure Amount

358,386

366,095

(mln GBP)

As of 31/12/2015

As of 30/06/2016

Interest income

17,143

6,626

Of which debt securities income

1,294

463

Of which loans and advances income

15,312

6,031

Interest expenses

4,702

1,435

(Of which deposits expenses)

1,110

495

(Of which debt securities issued expenses)

1,702

527

(Expenses on share capital repayable on demand)

0

0

Dividend income

8

4

Net Fee and commission income

7,919

3,299

Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net

238

787

Gains or (-) losses on financial assets and liabilities held for trading, net

2,741

1,757

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

1,028

-101

Gains or (-) losses from hedge accounting, net

80

34

Exchange differences [gain or (-) loss], net

0

0

Net other operating income /(expenses)

9

-224

TOTAL OPERATING INCOME, NET

24,464

10,747

(Administrative expenses)

14,175

5,967

(Depreciation)

1,167

543

(Provisions or (-) reversal of provisions)

4,446

887

(Commitments and guarantees given)

-12

-2

(Other provisions)

4,458

888

Of which pending legal issues and tax litigation1

1,423

Of which restructuring1

50

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)

2,132

929

(Loans and receivables)

2,114

928

(Held to maturity investments, AFS assets and financial assets measured at cost)

17

1

(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets)

253

82

(of which Goodwill)

102

0

Negative goodwill recognised in profit or loss

0

0

Share of the profit or (-) loss of investments in subsidaries, joint ventures and associates

145

182

Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations

-621

-442

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

1,816

2,079

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

417

1,396

Profit or (-) loss after tax from discontinued operations

0

284

PROFIT OR (-) LOSS FOR THE YEAR

417

1,680

Of which attributable to owners of the parent

-215

1,356