EBA欧洲银行-EBA_ST_UK_G5GSEF7VJP5I7OUK5573_34页_5mb

Barclays Plc 2018 EU-wide Stress Test Summary

Core Information

• Bank Name: Barclays Plc
• Country Code: UK
• LEI Code: G5GSEF7VJP5I7OUK5573

Summary of Financial Metrics

Profit and Income

• Net Interest Income:

  • Actual (31/12/2017): 11,439 mln EUR
  • Baseline Scenario (31/12/2018-2020): 10,172 mln EUR, 10,086 mln EUR, 9,425 mln EUR
  • Adverse Scenario (31/12/2018-2020): 9,447 mln EUR, 9,193 mln EUR, 8,440 mln EUR

• Gains/Losses on Financial Assets:

  • Actual (31/12/2017): 3,125 mln EUR
  • Baseline Scenario (31/12/2018-2020): 4,065 mln EUR
  • Adverse Scenario (31/12/2018-2020): 293 mln EUR, 3,048 mln EUR, 3,048 mln EUR

• Impairment Reversals:

  • Actual (31/12/2017): -2,618 mln EUR
  • Baseline Scenario (31/12/2018-2020): -1,961 mln EUR, -2,005 mln EUR, -1,648 mln EUR
  • Adverse Scenario (31/12/2018-2020): -10,986 mln EUR, -4,678 mln EUR, -2,381 mln EUR

• Profit/Loss for the Year:

  • Actual (31/12/2017): -843 mln EUR
  • Baseline Scenario (31/12/2018-2020): 3,112 mln EUR, 3,007 mln EUR, 2,778 mln EUR
  • Adverse Scenario (31/12/2018-2020): -10,624 mln EUR, -1,204 mln EUR, 584 mln EUR

Capital Ratios

• Coverage Ratio: Non-performing Exposure (%):

  • Actual (31/12/2017): 34.14%
  • Baseline Scenario (31/12/2018-2020): 42.66%, 43.60%, 43.84%
  • Adverse Scenario (31/12/2018-2020): 48.93%, 50.22%, 50.17%

• Common Equity Tier 1 (CET1) Capital:

  • Actual (31/12/2017): 46,847 mln EUR
  • Baseline Scenario (31/12/2018-2020): 47,074 mln EUR, 48,143 mln EUR, 49,275 mln EUR, 49,991 mln EUR
  • Adverse Scenario (31/12/2018-2020): 35,161 mln EUR, 32,892 mln EUR, 31,807 mln EUR

• CET1 Ratio (%):

  • Actual (31/12/2017): 13.28%
  • Baseline Scenario (31/12/2018-2020): 13.32%, 13.59%, 13.69%, 13.82%
  • Adverse Scenario (31/12/2018-2020): 8.52%, 7.37%, 7.28%

• Fully Loaded CET1 Ratio (%):

  • Actual (31/12/2017): 13.28%
  • Baseline Scenario (31/12/2018-2020): 12.94%, 13.23%, 13.37%, 13.56%
  • Adverse Scenario (31/12/2018-2020): 6.93%, 6.00%, 6.37%

• Tier 1 Capital:

  • Actual (31/12/2017): 60,765 mln EUR
  • Baseline Scenario (31/12/2018-2020): 60,956 mln EUR, 61,399 mln EUR, 61,048 mln EUR, 61,634 mln EUR
  • Adverse Scenario (31/12/2018-2020): 49,265 mln EUR, 45,054 mln EUR, 43,820 mln EUR

• Total Leverage Ratio Exposures:

  • Actual (31/12/2017): 1,267,451 mln EUR
  • Baseline Scenario (31/12/2018-2020): 4.79%, 4.81%, 4.84%, 4.81%, 4.86%
  • Adverse Scenario (31/12/2018-2020): 3.88%, 3.55%, 3.46%

• Fully Loaded Leverage Ratio (%):

  • Actual (31/12/2017): 4.48%
  • Baseline Scenario (31/12/2018-2020): 4.39%, 4.49%, 4.59%, 4.66%
  • Adverse Scenario (31/12/2018-2020): 3.02%, 2.88%, 2.96%

Credit Risk IRB Summary

Exposure Breakdown

Key Performance Indicators

• Performing Exposure (A-IRB): 84,602 mln EUR
• Non Performing Exposure (A-IRB): 111,647 mln EUR
• Stock of Provisions (A-IRB): 1,723 mln EUR
• Of which: from non performing exposures: 528 mln EUR
• Coverage Ratio - Non performing exposures: 32.5%

Country-Specific Data

Germany

• IRB TOTAL: 11,338 mln EUR
• Performing Exposure (A-IRB): 286,102 mln EUR
• Non Performing Exposure (A-IRB): 448,219 mln EUR
• Stock of Provisions (A-IRB): 6,981 mln EUR
• Of which: from non performing exposures: 32.5%

France

• IRB TOTAL: 8,529 mln EUR
• Performing Exposure (A-IRB): 2,637 mln EUR
• Non Performing Exposure (A-IRB): 1,878 mln EUR
• Stock of Provisions (A-IRB): 5,615 mln EUR
• Of which: from non performing exposures: 32.2%

Switzerland

• IRB TOTAL: 20,551 mln EUR
• Performing Exposure (A-IRB): 17,943 mln EUR
• Non Performing Exposure (A-IRB): 1,189 mln EUR
• Stock of Provisions (A-IRB): 5,615 mln EUR
• Of which: from non performing exposures: 32.2%

Notes

• All figures are computed as defined in paragraphs 49 and 112 of the Methodological note.
• Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event: 12,778 mln EUR
• Eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 10,116 mln EUR