EBA欧洲银行-GB_G5GSEF7VJP5I7OUK5573_TR_2018_22页_3mb

报告摘要

Barclays Plc - 2018 EU-wide Transparency Exercise Summary

Core Information

Bank Name: Barclays Plc
LEI Code: G5GSEF7VJP5I7OUK5573
Country Code: GB (United Kingdom)

Capital Structure (Transitional Period)

Own Funds

Category	As of 31/12/2017 (min EUR)	As of 30/06/2018 (min EUR)	COREP Code	Regulation
Own Funds	75,712	73,835	C:0.00 (010;010)	Articles 4(118) and 72 of CRR
CET1 Capital	46,847	46,722	C:0.00 (020;010)	Article 50 of CRR
Capital instruments eligible as CET1	24,790	24,935	C:0.00 (030;010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	30,639	27,974	C:0.00 (130;010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (f) of CRR
Accumulated other comprehensive income	4,962	4,033	C:0.00 (180;010)	Articles 4(100), 26(1) point (d) and 36 (1) point (f) of CRR
Other Reserves	1,034	1,093	C:0.00 (300;010)	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	C:0.00 (210;010)	Articles 4(112), 26(1) point (f) and 36 (1) point (f) of CRR
Minority interest given recognition in CET1	0	0	C:0.00 (230;010)	Article 84 of CRR
Adjustments to CET1 due to prudential fibers	-2,775	-2,389	C:0.00 (255;010)	Articles 32 to 35 of and 36 (1) point (f) of CRR
Intangible assets (including Goodwill)	-8,913	-8,891	C:0.00 (300;010) + C:0.00 (340;010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
TFAs that rely on future profitability	-668	-548	C:0.00 (370;010)	Articles 36(1) point (c) and 38 of CRR
IRB shortfall of credit risk adjustments to expected losses	-1,396	0	C:0.00 (380;010)	Articles 36(1) point (d), 40 and 159 of CRR
Defined benefit pension fund assets	-825	-955	C:0.00 (390;010)	Articles 4(109), 36(1) point (e) and 41 of CRR
Reciprocal cross holdings in CET1 Capital	0	0	C:0.00 (430;010)	Articles 4(122), 36(1) point (g) and 44 of CRR
Excess deduction from AT1 items over AT1 Capital	0	0	C:0.00 (440;010)	Article 36(1) point (j) of CRR
Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C:0.00 (450;010) + C:0.00 (460;010), C:0.00 (470;010), and C:0.00 (471;010)	Articles 4(36), 36(1) point (i) and 89 to 91 of CRR. Articles 36(1) point (k), 74(3) point (l), 34(1) point (m) and 258 of CRR
Holdings of CET1 capital instruments of financial sector entities (no significant investment)	0	0	C:0.00 (460;010)	Articles 36(1) point (k), 243(1) point (b), 244(1) point (b) and 258 of CRR
Deductible DTAs that rely on future profitability	0	0	C:0.00 (490;010)	Articles 36(1) point (c) and 38 of CRR. Articles 48(1) point (a) and 48(2) of CRR
Holdings of CET1 capital instruments of financial sector entities (significant investment)	0	0	C:0.00 (500;010)	Articles 4(27); 36(1) point (i); 43, 45, 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
Amount exceeding the 17.65% threshold	0	0	C:0.00 (510;010)	Article 48 of CRR
Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C:0.00 (524;010)	Article 3 CRR
CET1 capital elements or deductions - other	0	0	C:0.00 (529;010)	-
Transitional adjustments	0	1,470	GAI (1.1.6 + 1.1.8 + 1.1.1.26)	-
Transitional adjustments due to grandfathered CET1 Capital instruments	0	0	C:0.00 (226;010)	Articles 48(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests	0	0	C:0.00 (246;010)	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital	0	1,470	C:0.00 (528;010)	Articles 469 to 472, 478 and 481 of CRR

Capital Ratios (Transitional Period)

Common Equity Tier 1 (CET1) Ratio: 13.28% (31/12/2017) → 12.97% (30/06/2018)
Tier 1 Capital Ratio: 17.22% (31/12/2017) → 16.62% (30/06/2018)
Total Capital Ratio: 21.46% (31/12/2017) → 20.50% (30/06/2018)

CET1 Capital (Fully Loaded)

CET1 Capital: 46,847 (31/12/2017) → 45,253 (30/06/2018)
CET1 Capital Ratio: 13.28% (31/12/2017) → 12.57% (30/06/2018)

Memo Items - IFRS 9 Transitional Arrangements

Adjustments to CET1: 1,470 (30/06/2018)
Adjustments to ATI: 0
Adjustments to TI: -178
Adjustments included in RWAs: 145

Leverage Ratio

Category	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)	COREP Code	Regulation
Tier 1 Capital (Transitional Definition)	60,766	59,872	C 47.00 (r320,c010)	Article 429 of the CRR; Delegated Regulation (EU) 2015/62
Tier 1 Capital (Fully Phased-in Definition)	56,778	55,193	C 47.00 (r310,c010)	-
Total Leverage Ratio Exposures (Transitional Definition)	1,267,452	1,314,909	C 47.00 (r300,c010)	-
Total Leverage Ratio Exposures (Fully Phased-in Definition)	1,267,452	1,313,439	C 47.00 (r290,c010)	-
Leverage Ratio (Transitional Definition)	4.8%	4.6%	C 47.00 (r340,c010)	-
Leverage Ratio (Fully Phased-in Definition)	4.5%	4.2%	C 47.00 (r330,c010)	-

Risk Exposure Amounts

Risk Type	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Credit Risk	352,872	360,178
Securitisation and Re-securitisation (Banking Book)	4,699	4,584
Contributions to the Default Fund of a CCP	1,421	1,244
Other Credit Risk	247,550	254,127
Market Risk (Position, FX, Commodities)	31,844	32,797
Risk exposure amount for securitisation (Trading Book)	2,196	2,861
Credit Valuation Adjustment Risk	3,382	3,400
Operational Risk	63,862	63,947
Other Risk Exposure Amounts	114	80
Total Risk Exposure Amount	352,872	360,178

Market Risk

Category	As of 31/12/2017	As of 30/06/2018
Traded Debt Instruments	8,470	9,744
Of which: General Risk	724	1,531
Of which: Specific Risk	7,746	8,213
Equities	5,771	5,450
Foreign Exchange Risk	248	558
Commodities Risk	0	0
Total Market Risk Exposure	14,489	15,752

Credit Risk - Standardised Approach

Category	As of 31/12/2017	As of 30/06/2018
Central Governments or Central Banks	193,329	238,075
Regional Governments or Local Authorities	979	1,225
Public Sector Entities	1,418	1,620
Multilateral Development Banks	4,762	4,943
International Organisations	0	0
Institutions	5,862	6,411
Corporates	91,805	94,921
Of which: SME	6,396	6,295
Retail	119,403	112,370
Of which: SME	3,874	4,225
Secured by Mortgages on Immovable Property	10,058	14,860
Of which: SME	554	306
Exposures in Default	4,213	5,035
Items Associated with Particularly High Risk	3,681	3,428
Covered Bonds	0	136
Claims on Institutions and Corporates with ST Credit Assessment	0	0
Collective Investments Undertakings (CIU)	0	0
Equity	42	0
Securitisation	0	0
Other Exposures	4,827	4,280
Standardised Total	441,533	488,130

Profit and Loss (P&L)

P&L Item	As of 31/12/2017 (mln EUR)	As of 30/06/2018 (mln EUR)
Interest Income	24,584	8,569
Of which: Debt Securities Income	784	511
Of which: Loans and Advances Income	13,073	6,494
Interest Expenses	13,296	3,541
Of which: Deposits Expenses	1,002	1,084
Of which: Debt Securities Issued Expenses	1,702	1,048
Dividend Income	54	55
Net Fee and Commission Income	7,652	3,891
Gains or (-) Losses on Derecognition	472	172
Gains or (-) Losses on Financial Assets Held for Trading	2,703	2,070
Gains or (-) Losses on Financial Assets at Fair Value Through Profit or Loss	1,632	876
Gains or (-) Losses from Hedge Accounting	-49	-29
Net Other Operating Income/(Expenses)	-249	243
Total Operating Income, Net	23,503	12,307
Profit or (-) Loss Before Tax from Continuing Operations	4,146	1,869
Profit or (-) Loss After Tax from Continuing Operations	1,630	1,029
Profit or (-) Loss from Discontinued Operations	-2,473	0
Profit or (-) Loss for the Year	-843	1,029
Of which: Attributable to Owners of the Parent	-1,282	907

Key Notes

The fully loaded CET1 capital ratio is based on the formula in the "COBFP CODE" column and may differ from ratios published by partitioning banks in Pillar 3 disclosures.
The "Original Exposure" is reported before applying credit conversion factors or credit risk mitigation techniques.
"Value adjustments and provisions" are reported for the Standardised Approach, excluding those for securitisation purposes.
The Total Risk Exposure Amount increased from 352,872 mln EUR (31/12/2017) to 360,178 mln EUR (30/06/2018).

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