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Barclays Capital Position Summary (CRD3 and CRR / CRDIV)

Core Capital Metrics

Key Notes

• Common equity instruments under A) not eligible as CET1: 0 in both periods.
• Adjustments to Minority Interests: 1,113 (31/12/2012), 649 (30/06/2013).
• DTAs that rely on future profitability (net of associated DTL): 3,975 (31/12/2012), 5,493 (30/06/2013).
• Holdings of CET1 capital instruments of financial sector entities: 10,705 (31/12/2012), 6,005 (30/06/2013).
• RWA for Credit Value Adjustment Risk (CVA): 35,204 (31/12/2012), 37,600 (30/06/2013).

Regulatory References

• COREP reporting:
  • A) Common equity before deductions: COREP CA 1.1
  • B) Deductions from common equity: COREP CA 1.3.T1*
  • C) Common equity: COREP CA 1.1 + COREP CA 1.3.T1* (negative amount)
  • F) Core Tier 1: COREP CA 1.1 + COREP CA 1.3.T1* (negative amount)
  • G) Hybrid instruments: COREP line 1.1.4.1a + COREP lines from 1.1.2.201 to 1.1.2.205 + COREP line 1.1.5.2a (negative amount)
  • H) Tier 1 Capital: COREP CA 1.4
• CRR / CRDIV:
  • Common Equity instruments not eligible as CET1: Articles 26(1) point (c) and 26(2)
  • Adjustments to Minority Interests: Article 84
  • DTAs that rely on future profitability: Articles 36(1) point (c) and 38
  • Holdings of CET1 capital instruments: Articles 36(1) point (g), (h) and (i), 43, 44 and 45
  • RWA for CVA: Articles 381 to 386

Exposure and RWA by Counterparty Country (as of 31/12/2012)

United Kingdom

South Africa

Italy

Summary

Barclays plc reported its capital position under CRD3 and CRR / CRDIV for the periods ending on 31/12/2012 and 30/06/2013. The capital metrics show a decline in both Common equity and Tier 1 Capital from 31/12/2012 to 30/06/2013, primarily due to deductions from common equity.

The capital structure is detailed with specific components such as adjustments to minority interests, deductions for DTAs, and holdings of CET1 capital instruments, all of which are governed by specific regulatory articles and COREP reporting lines.

The exposure and RWA are also broken down by counterparty country, with the United Kingdom, South Africa, and Italy being highlighted. The data shows that the exposure values and RWA for each category vary, with some categories showing significant values and others minimal.

The document also notes that securitisation and re-securitisation positions are deducted from capital and not included in RWA. It is recommended to refer to the Annual Report or Interim Management Statements for a complete picture of Barclays' expected capital position.