Barclays Plc - 2017 EU-wide Transparency Exercise Summary
Core Content Overview
The document provides detailed financial transparency data for Barclays Plc as part of the 2017 EU-wide exercise, including capital structure, leverage ratios, risk exposure amounts, and profit and loss (P&L) figures. It aligns with the Capital Requirements Regulation (CRR) and outlines the capital ratios and adjustments under the transitional and fully phased-in definitions.
Capital Structure (Transitional Period)
| Category |
As of 31/12/2016 (EUR mln) |
As of 30/06/2017 (EUR mln) |
COREP Code |
Regulation |
| Own Funds |
83,917 |
76,957 |
C 0.00 (010,010) |
Articles 4(118) and 72 of CRR |
| CET1 Capital |
52,798 |
48,710 |
C 0.00 (020,010) |
Article 50 of CRR |
| Additional Tier 1 Capital |
13,742 |
12,972 |
C 0.00 (0530,010) |
Article 61 of CRR |
| Tier 2 Capital |
17,378 |
15,274 |
C 0.00 (0750,010) |
Article 71 of CRR |
Key Deductions and Adjustments:
- CET1 Capital includes components such as capital instruments, retained earnings, accumulated other comprehensive income, and other reserves, with various deductions.
- Transitional adjustments for CET1 Capital are detailed under subcategories A.1.21 to A.1.21.3, influenced by multiple CRR articles.
- Capital Ratios (Transitional period):
- Common Equity Tier 1 Capital Ratio: 12.37% (2016) to 13.09% (2017)
- Tier 1 Capital Ratio: 15.59% (2016) to 16.57% (2017)
- Total Capital Ratio: 19.66% (2016) to 20.67% (2017)
Leverage Ratio
| Category |
As of 31/12/2016 |
As of 30/06/2017 |
COREP Code |
Regulation |
| Tier 1 Capital (Transitional definition) |
66,539 |
61,682 |
C 47.00 (r320,c010) |
Article 429 of CRR |
| Tier 1 Capital (Fully phased-in definition) |
60,729 |
57,312 |
C 47.00 (r310,c010) |
Article 429 of CRR |
| Total Leverage Ratio Exposures (Transitional definition) |
1,314,546 |
1,276,073 |
C 47.00 (r300,c010) |
Article 429 of CRR |
| Total Leverage Ratio Exposures (Fully phased-in definition) |
1,314,546 |
1,276,073 |
C 47.00 (r290,c010) |
Article 429 of CRR |
| Leverage Ratio (Transitional definition) |
5.1% |
4.8% |
C 47.00 (r340,c010) |
Article 429 of CRR |
| Leverage Ratio (Fully phased-in definition) |
4.6% |
4.5% |
C 47.00 (r330,c010) |
Article 429 of CRR |
Risk Exposure Amounts
| Risk Type |
As of 31/12/2016 (EUR mln) |
As of 30/06/2017 (EUR mln) |
Total Risk Exposure Amount |
| Credit Risk |
323,477 |
274,590 |
426,842 |
| Securitisation and Re-securitisation (Banking Book) |
4,374 |
3,238 |
372,239 |
| Contributions to CCP Default Fund |
1,522 |
1,474 |
372,239 |
| Other Credit Risk |
317,582 |
269,877 |
372,239 |
| Market Risk (Position, FX, Commodities) |
29,179 |
29,727 |
372,239 |
Profit and Loss (P&L)
| Item |
As of 31/12/2016 (EUR mln) |
As of 30/06/2017 (EUR mln) |
| Interest Income |
18,608 |
12,140 |
| Debt Securities Income |
965 |
330 |
| Loans and Advances Income |
14,438 |
6,637 |
| Interest Expenses |
6,347 |
6,380 |
| Net Fee and Commission Income |
7,895 |
4,017 |
| Gains or Losses on Derecognition |
1,248 |
302 |
| Gains or Losses on Trading Financial Assets |
3,085 |
1,229 |
| Gains or Losses on FVTPL Financial Assets |
440 |
939 |
| Gains or Losses from Hedge Accounting |
83 |
33 |
| Net Other Operating Income/(Expenses) |
-511 |
-159 |
| Total Operating Income, Net |
24,510 |
12,125 |
| Administrative Expenses |
14,742 |
6,918 |
| Depreciation |
1,356 |
648 |
| Provisions or Reversal of Provisions |
2,420 |
995 |
| Profit or Loss Before Tax from Continuing Operations |
3,903 |
2,639 |
| Profit or Loss After Tax from Continuing Operations |
2,788 |
1,755 |
| Profit or Loss from Discontinued Operations |
627 |
-2,524 |
| Profit or Loss for the Year |
3,415 |
-769 |
Market Risk
| Risk Type |
As of 31/12/2016 (EUR mln) |
As of 30/06/2017 (EUR mln) |
| Traded Debt Instruments |
6,935 |
8,025 |
| Equities |
4,427 |
4,388 |
| Foreign Exchange Risk |
269 |
140 |
| Commodities Risk |
0 |
0 |
| Total Risk Exposure Amount |
11,631 |
12,553 |
Credit Risk - Standardised Approach
| Country/Category |
As of 31/12/2016 (EUR mln) |
As of 30/06/2017 (EUR mln) |
| United Kingdom |
422,468 |
289,773 |
| United States |
450,230 |
327,335 |
| Germany |
422,468 |
289,773 |
Key Components:
- Original Exposure is reported before credit conversion factors and mitigation techniques.
- Exposure Value is adjusted for risk.
- Risk Exposure Amount includes deductions and provisions.
- Value Adjustments and Provisions vary per country and category.
Key Information Summary
- Capital Ratios under the transitional period improved from 2016 to 2017, indicating better capital management.
- Leverage Ratios decreased slightly, reflecting a reduction in risk exposure.
- Risk Exposure Amounts decreased significantly from 426,842 mln EUR to 372,239 mln EUR, primarily due to reduced credit risk.
- P&L showed a decline in net income, with a notable loss from discontinued operations in 2017.
- Market Risk increased slightly, suggesting a more volatile trading environment.
- Credit Risk data is presented under the Standardised Approach, with exposure values and adjustments per country.
