| | |
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| | |
| | |
| | |
| | |
Securities lending arrangements | | |
| | |
| | |
| | |
| | |
| | |
| | |
Securities lending arrangements | | |
| | |
| | |
between the gross transferred assets and the associated liabilities is that holders of notes may only look to cash flows from the
securitised assets for payments of principal and interest due to them under the terms of their notes.
| | | | | |
| | |
| | | | | |
| | | | | |
| | | | | |
Recourse to transferred assets only | | | | | |
| | | | | |
Recourse to transferred assets only | | | | | |
The Group has an additional \u00a35.3bn (2021: \u00a35.8bn) of loans and advances within its asset backed funding programmes that can readily
be used to raise additional secured funding and are available to support future issuances.
Collateral held as security for assets
Under certain transactions, including reverse repurchase agreements and stock borrowing transactions, the Group is allowed to resell
or re-pledge the collateral held. The fair value at the balance sheet date of collateral accepted and re-pledged or transferred to others
was as follows:
| | |
| | |
| | |
Fair value of securities accepted as collateral | | |
Of which fair value of securities re-pledged/transferred to others | | |
Additional disclosure has been included in collateral and other credit enhancements in the Risk review section. Assets pledged as
collateral include all assets categorised as encumbered in the disclosure on pages 180 to 182 of the Barclays PLC Pillar 3 Report 2022
(unaudited).
Related party transactions and Directors\u2019 remuneration
Related party transactions
Parties are considered to be related if one party has the ability to control the other party or exercise significant influence over the other
party in making financial or operational decisions, or one other party controls both.
Subsidiaries
Transactions between Barclays PLC and its subsidiaries meet the definition of related party transactions. Where these are eliminated
on consolidation, they are not disclosed in the Group\u2019s financial statements. Transactions between Barclays PLC and its subsidiaries are
fully disclosed in Barclays PLC\u2019s financial statements. A list of the Group\u2019s principal subsidiaries is shown in Note 34.
Associates, joint ventures and other entities
The Group provides banking services to its associates, joint ventures and the Group pension funds (principally the UK Retirement Fund),
providing loans, overdrafts, interest and non-interest bearing deposits and current accounts to these entities as well as other services.
Group companies also provide investment management and custodian services to the Group pension schemes. All of these
transactions are conducted on the same terms as third party transactions. Summarised financial information for the Group\u2019s
investments in associates and joint ventures is set out in Note 36.
Amounts included in the Group\u2019s financial statements, in aggregate, by category of related party entity are as follows:
| | | |
| | | |
| | | |
For the year ended and as at 31 December 2022 | | | |
| | | |
Credit impairment charges | | | |
| | | |
| | | |
| | | |
For the year ended and as at 31 December 2021 | | | |
| | | |
Credit impairment charges | | | |
| | | |
| | | |
| | | |
Total liabilities includes derivatives transacted on behalf of the pension funds of \u00a3110m (2021: \u00a318m).
Key Management Personnel
Key Management Personnel are defined as those persons having authority and responsibility for planning, directing and controlling the
activities of Barclays PLC (directly or indirectly) and comprise the Directors and Officers of Barclays PLC, certain direct reports of the
Group Chief Executive and the heads of major business units and functions.
The Group provides banking services to Key Management Personnel and persons connected to them. Transactions during the year and
the balances outstanding were as follows:
| | |
| | |
| | |
| | |
| | |
Loans issued during the yeara | | |
Loan repayments during the yearb | | |
| | |
Notes
aIncludes loans issued to existing Key Management Personnel and new or existing loans issued to newly appointed Key Management Personnel.
bIncludes loan repayments by existing Key Management Personnel and loans to former Key Management Personnel.
No allowances for impairment were recognised in respect of loans to Key Management Personnel (or any connected person).
| | |
| | |
| | |
| | |
| | |
Deposits received during the yeara | | |
Deposits repaid during the yearb | | |
| | |
Notes
aIncludes deposits received from existing Key Management Personnel and new or existing deposits received from newly appointed Key Management Personnel.
bIncludes deposits repaid by existing Key Management Personnel and deposits of former Key Management Personnel.
Total commitments outstanding
Total commitments outstanding refers to the total of any undrawn amounts on credit cards and/or overdraft facilities provided to Key
Management Personnel. Total commitments outstanding as at 31\u00a0December 2022 were \u00a30.5m (2021: \u00a30.6m).
All loans to Key Management Personnel (and persons connected to them) were made in the ordinary course of business; were made on
substantially the same terms, including interest rates and collateral, as those prevailing at the same time for comparable transactions
with other persons; and did not involve more than a normal risk of collectability or present other unfavourable features.
Remuneration of Key Management Personnel
Total remuneration awarded to Key Management Personnel below represents salaries, short term benefits and pensions contributions
received during the year and awards made as part of the latest remuneration decisions in relation to the year. Costs recognised in the
income statement reflect the accounting charge for the year included within operating expenses. The difference between the values
awarded and the recognised income statement charge principally relates to the recognition of costs for deferred awards. Figures are
provided for the period that individuals met the definition of Key Management Personnel.
| | |
| | |
| | |
Salaries and other short-term benefits | | |
| | |
| | |
| | |
Employer social security charges on emoluments | | |
Costs recognised for accounting purposes | | |
Employer social security charges on emoluments | | |
Other long-term benefits \u2013 difference between awards granted and costs recognised | | |
Share-based payments \u2013 difference between awards granted and costs recognised | | |
Total remuneration awarded | | |
Disclosure required by the Companies Act 2006
The following information regarding the Barclays PLC Board of Directors is presented in accordance with the Companies Act 2006:
| | |
| | |
| | |
| | |
Amounts paid under LTIPsb | | |
| | |
Notes
aThe aggregate emoluments include amounts paid for the 2022 year. In addition, deferred share awards for 2022 with a total value at grant of \u00a32.3m (2021: \u00a31.4m) will be made to C.S. Venkatakrishnan,
Anna Cross and Tushar Morzaria which will only vest subject to meeting certain conditions.
bThe figure above for \"Amounts paid under LTIPs\" in 2022 relates to LTIP awards that were released to Tushar Morzaria in 2022. Dividend shares released are excluded. The LTIP figure in the single total
figure table for Executive Directors' 2022 remuneration in the Directors' Remuneration report relates to the award that is scheduled to be released in 2023 in respect of the 2020-2022 LTIP cycle.
There were no pension contributions paid to defined contribution schemes on behalf of Directors (2021: \u00a3nil). There were no notional
pension contributions to defined contribution schemes.
As at 31\u00a0December 2022, there were no Directors accruing benefits under a defined benefit scheme (2021: nil).
Directors\u2019 and Officers\u2019 shareholdings and options
The beneficial ownership of ordinary share capital of Barclays PLC by all Directors and Officers of Barclays PLC (involving 23 persons) at
31\u00a0December 2022 amounted to 15,944,986 (2021: 17,876,352) ordinary shares of 25p each (0.11% of the ordinary share capital
outstanding).
As at 31\u00a0December 2022, Executive Directors and Officers of Barclays PLC (involving 11 persons) held options to purchase a total of
62,268 (2021: 62,268) Barclays PLC ordinary shares of 25p each at a weighted average price of 93p under Sharesave.
Advances and credit to Directors and guarantees on behalf of Directors
In accordance with Section 413 of the Companies Act 2006, the total amount of advances and credits made available in 2022 to
persons who served as Directors during the year was \u00a30.2m (2021: \u00a30.2m). The total value of guarantees entered into on behalf of
Directors during 2022 was \u00a3nil (2021: \u00a3nil).
40 Auditor\u2019s remuneration
Auditor\u2019s remuneration is included within consultancy, legal and professional fees in administration and general expenses and
comprises:
| | | |
| | | |
| | | |
Audit of the Barclays Group's annual accounts | | | |
| | | |
Audit of the Company's subsidiariesa | | | |
Other audit related feesb | | | |
| | | |
Total Auditor's remuneration | | | |
Notes
aComprises the fees for the statutory audit of subsidiaries both inside and outside the UK and fees for work performed by associates of KPMG in respect of the consolidated financial statements of the
Company.
bComprises services in relation to statutory and regulatory filings. These include audit services for the review of the interim financial information under the Listing Rules of the UK listing authority.
Audit scope changes are finalised following the completion of the audit and recognised when agreed. The 2022 audit fee includes \u00a32m
(2021: \u00a33m)\u00a0 relating to the previous year\u2019s audit.
Interest rate benchmark reform
Following the financial crisis, the reform and replacement of benchmark interest rates such as LIBOR has been a priority for global
regulators. As a result, the UK\u2019s Financial Conduct Authority (FCA) and other global regulators instructed market participants to prepare
for the cessation of most LIBOR rates after the end of 2021, and to adopt \u201cRisk-Free Rates\u201d (RFRs).
Pursuant to FCA announcements during 2021, panel bank submissions for all GBP, JPY, EUR and CHF LIBOR tenors ceased after 31
December 2021. For USD, certain actively used tenors will continue to be provided until end June 2023 in their current form, however in
line with the US banking regulators\u2019 joint statement, Barclays ceased issuing or entering into new contracts that use USD LIBOR as a
reference rate from 31 December 2021, other than in relation to those allowable use cases set out under the FCA's prohibition notice
(ref 21A). These include, amongst others, market making in support of client activity; or transactions that reduce or hedge Barclays' or
any client of Barclays' USD LIBOR exposure on contracts entered into before 1 January 2022.
The Group\u2019s exposure to rates subject to benchmark interest rate reform has been predominantly to GBP, USD, JPY and CHF LIBOR
and Euro Overnight Index Average (EONIA) in addition to GBP LIBOR ICE Swap Rate, JPY LIBOR Tokyo Swap Rate and USD LIBOR ICE
Swap Rate, with the vast majority concentrated in derivatives within the Investment Bank. Some additional exposure exists on floating
rate loans and advances, repurchase and securities lending agreements and debt securities held and issued within the Corporate and
Investment Bank. Following transition activity in late 2021 and early 2022, almost all GBP LIBOR, GBP LIBOR ICE Swap Rate, JPY LIBOR
and JPY LIBOR Tokyo Swap Rate and CHF LIBOR and EONIA positions (\u201c2021 scope\u201d) have transitioned onto RFRs and while there are a
number of benchmarks yet to cease, the Group\u2019s risk exposure is now mainly to USD LIBOR and the USD LIBOR ICE Swap Rate.
There are key differences between IBORs and RFRs. IBORs are \u2018term rates\u2019, which means that they are published for a borrowing period
(for example three months) and they are \u2018forward-looking\u2019, because they are published at the beginning of a borrowing period, based
upon an estimated inter-bank borrowing cost for the period. RFRs are based upon overnight rates from actual transactions and are
therefore published after the end of the overnight borrowing period. Furthermore, IBORs include term and credit risk premiums.
Therefore, to transition existing contracts and agreements to RFRs, adjustments for term and credit differences may need to be
applied to RFR-linked rates. The methodologies for these adjustments have been determined through in-depth consultations by
industry working groups, on behalf of the respective global regulators and related market participants.
How the Group is managing the transition to alternative benchmark rates
Barclays has established a Group-wide LIBOR Transition Programme. The Transition Programme spans all business lines and has
cross-functional governance which includes Legal, Compliance, Conduct Risk, Risk and Finance. The Transition Programme aims to
drive strategic execution and identify, manage and resolve key risks and issues as they arise. Barclays continues to provide quarterly
updates on progress and exposures to the PRA/FCA and other regulators as required.
The Transition Programme follows a risk-based approach, using recognised \u2018change delivery\u2019 control standards.\u00a0 Accountable
Executives are in place within key working groups and workstreams, with overall Board oversight delegated to the Board Risk
Committee.
Approaches to USD LIBOR and USD LIBOR ICE Swap Rate exposure transition vary by product and nature of counterparty. The Group
has engaged with counterparties to transition or include robust fallback provisions where not already agreed in contracts with
maturities after June 2023, when USD LIBOR and the USD LIBOR ICE Swap Rate will either cease to be published or cease to be
published, in its current form. Any fallback provision will provide the relevant replacement rate, in the case of the ISDA 2020 IBOR
Fallbacks Protocol this is the RFR plus a credit adjustment spread. For bilateral derivative exposure, adherence to the relevant ISDA
Fallback Protocols have provided Barclays with an efficient mechanism to amend outstanding trades to incorporate fallbacks. Beyond
the ISDA 2020 IBOR Fallbacks Protocol and the ISDA 2021 Fallbacks Protocol, another option has been to bilaterally amend terms with
counterparties. Derivative contracts facing central clearing counterparties (CCP) will follow a market-wide, standardised approach to
reform through a series of CCP-led conversions, similar to those used for GBP, JPY and CHF LIBOR and EONIA.
GBP and JPY LIBOR ceased to be published in their original form from the end of 2021 and synthetic versions of GBP and JPY LIBOR
have been made available for a limited period of time.\u00a0 This was to help mitigate the risk of widespread disruption to legacy LIBOR
contracts which had not transitioned by end 2021, when the GBP and JPY panel bank submissions ended. The FCA has reiterated that
any synthetic LIBOR tenors are only a bridge to give time to transition to appropriate alternative RFRs and not a permanent solution.\u00a0
Barclays continues to monitor, assess and limit the reliance on synthetic LIBOR.
On 29th September 2022 the FCA announced that the 1- and 6- month synthetic GBP LIBOR tenors would cease immediately after
31st March 2023 and confirmed that the synthetic JPY LIBOR tenors would cease permanently at end 2022.
On 23rd November 2022 the FCA announced that the 3-month synthetic GBP LIBOR tenor will cease at end March 2024 and that the
overnight and 12-month USD LIBOR tenors will cease at end June 2023.\u00a0 The FCA also proposed that the 1-, 3- and 6-month USD
LIBOR tenors should be published under a synthetic methodology for a temporary period until end September 2024.\u00a0 A final decision
from the FCA is expected by early in the second quarter of 2023.
US Federal legislation (the Adjustable Interest Rate (LIBOR) Act) has been enacted which provides a solution for contracts governed
under US law which reference USD LIBOR but do not have adequate fallbacks.\u00a0 The effect of this legislation on in scope agreements will
be to deem all references to USD LIBOR to the replacement Secured Overnight Financing Rate (SOFR) with the additional benefit of
statutory contract continuity and safe harbour protection.\u00a0 This contrasts with the legislation implemented in the UK which provides for
statutory contract continuity with safe harbour protection only for the administrator and could expose market participants to additional
litigation risk.
Progress made during 2022
During 2022, Barclays delivered technology and business process changes required to ensure operational readiness in preparation for
transitions to RFRs for those benchmark rates ceasing June 2023, this included new RFR product capabilities and alternatives to LIBOR
across loans, bonds, repurchase and securities lending transactions and derivatives. Barclays continued to monitor and address its
unremediated exposure to 2021 scope; noting that this exposure, excluding secondary traded loans and bonds, was reduced to \u00a32bn
gross notional as at 31 December 2022, which accounts for less than 0.2% of baseline exposure for 2021 scope. Of this, \u00a31.2bn relates
to undrawn lending facilities with \u00a31.1bn of this made up of syndicated loans where transition is led by a third-party agent.\u00a0 The
remaining \u00a30.8bn is predominantly made up of bilateral derivatives without appropriate fallbacks.\u00a0 Work is ongoing with clients and
agents, as appropriate, to address the outstanding unremediated exposures.
Barclays is now focused on transition of legacy positions related to USD LIBOR and USD LIBOR ICE Swap Rate (and other in-scope
IBORs) and remains on track to meet the associated industry deadlines. In the first half of 2022, Barclays successfully transitioned all
uncommitted lending exposures.
Risks to which the Group is exposed as a result of the transition
Global regulators and central banks in the UK, US, EU and APAC have been driving international efforts to reform key benchmark
interest rates and indices, such as LIBOR, which are used to determine the amounts payable under a wide range of transactions and
make them more reliable and robust. These benchmark reforms have resulted in significant changes to the methodology and operation
of certain benchmarks and indices, the adoption of RFRs, the discontinuation of certain reference rates (including LIBOR), and the
introduction of implementing legislation and regulations.\u00a0 Notwithstanding these developments, given the unpredictable consequences
of benchmark reform, any of these developments could have an adverse impact on market participants, including the Group, in respect
of any financial instruments linked to, or referencing, any of these benchmark interest rates.
Uncertainty associated with such potential changes include:
\u2022the availability and/or suitability of alternative RFRs,
\u2022the participation of customers and third-party market participants in the transition process
\u2022challenges with respect to required documentation changes; and
\u2022impact of legislation to deal with \u2018certain legacy\u2019 contracts that cannot convert into RFRs or add\u00a0 RFR fallbacks before cessation of the
benchmark they reference.
This uncertainty may adversely affect a broad range of transactions (including any securities, loans, repurchase and securities lending
transactions and derivatives which use LIBOR or any other affected benchmark to determine the amount of interest payable that are
included in the Group\u2019s financial assets and liabilities) that use these reference rates and indices, and present a number of risks for the
Group, including, but not limited to:
\u25aaConduct risk:\u00a0 in undertaking actions to transition away from using certain reference rates (such as LIBOR) to new alternative RFRs,
the Group faces conduct risks. These may lead to customer complaints, regulatory sanctions or reputational impact if the Group is
considered to be (among other things): (i) undertaking market activities that are manipulative or create a false or misleading
impression, (ii) misusing sensitive information or not identifying or appropriately managing or mitigating conflicts of interest, (iii)
providing customers with inadequate advice, misleading information, unsuitable products or unacceptable service, (iv) not taking a
consistent approach to remediation for customers in similar circumstances, (v) unduly delaying the communication and migration
activities in relation to client exposure, leaving them insufficient time to prepare, or (vi) colluding or inappropriately sharing
information with competitors.
\u25aaLitigation risk: members of the Group may face legal proceedings, regulatory investigations and/or other actions or proceedings
regarding (among other things): (i) the conduct risks identified above, (ii) the interpretation and enforceability of provisions in LIBOR-
based contracts, and (iii) the Group\u2019s preparation and readiness for the replacement of LIBOR with alternative RFRs.
\u25aaFinancial risk: the valuation of certain of the Group\u2019s financial assets and liabilities may change. Moreover, transitioning to alternative
RFRs may impact the ability of members of the Group to calculate and model amounts receivable by them on certain financial assets
and determine the amounts payable on certain financial liabilities (such as debt securities issued by them) because certain alternative
RFRs (such as SONIA and the SOFR) are look-back rates whereas term rates (such as LIBOR) allow borrowers to calculate at the start
of any interest period exactly how much is payable at the end of such interest period. This may have a material adverse effect on the
Group\u2019s cash flows.
\u25aaPricing risk: changes to existing reference rates and indices, discontinuation of any reference rate or indices and transition to
alternative RFRs may impact the pricing mechanisms used by the Group on certain transactions.
\u25aaOperational risk: changes to existing reference rates and indices, discontinuation of any reference rate or index and transition to
alternative RFRs may require changes to the Group\u2019s IT systems, trade reporting infrastructure, operational processes, and controls.
In addition, if any reference rate or index (such as LIBOR) is no longer available to calculate amounts payable, the Group may incur
additional expenses in amending documentation for new and existing transactions and/or effecting the transition from the original
reference rate or index to a new reference rate or index.
\u25aaAccounting risk: an inability to apply hedge accounting in accordance with IAS 39 could lead to increased volatility in the Group\u2019s
financial results and performance.
Any of these factors may have a material adverse effect on the Group\u2019s business, results of operations, financial condition, prospects,
and reputation. While a number of the above risks in relation to transition of legacy 2021 scope onto RFRs have been substantially
mitigated, they remain relevant in relation to USD LIBOR transitions.
The Group does not expect material changes to its risk management approach and strategy as a result of interest rate benchmark
reform.
The following tables summarise USD LIBOR and USD LIBOR ICE Swap Rate non-derivatives exposures due to mature post 30 June
2023, when USD LIBOR and the USD LIBOR ICE Swap Rate will either cease to be published or cease to be published, in its current form:
| | |
| | |
| | |
Non-derivative financial assets | | |
Loans and advances at amortised cost | | |
Reverse repurchase agreements and other similar secured lending | | |
Financial assets at fair value through the income statement | | |
Financial assets at fair value through other comprehensive income | | |
Non-derivative financial assets | | |
Non-derivative financial liabilities | | |
| | |
| | |
Financial liabilities designated at fair value | | |
Non-derivative financial liabilities | | |
| | |
| | |
Standby facilities, credit lines and other commitmentsa | | |
Note
aFor year ended 2021,\u00a0 multi currency loan facilities are reported in\u00a0 the currency which needs to be remediated first, which were mainly non-USD. As the non-USD rates\u00a0 transitioned, this has
resulted in\u00a0 a corresponding increase in USD LIBOR exposure for year ended 2022 as USD LIBOR exposure is yet to transition.
Balances reported at amortised cost are disclosed at their gross carrying value and do not include any expected credit losses that may
be held against them.
The following tables summarise USD LIBOR and USD LIBOR ICE Swap Rate derivative exposures due to mature post 30 June 2023:
| | |
| | |
| | |
Derivative notional contract amount | | |
OTC interest rate derivatives | | |
OTC interest rate derivatives - cleared by central counterparty | | |
Exchange traded interest rate derivatives | | |
OTC foreign exchange derivatives | | |
OTC equity and stock index derivatives | | |
Derivative notional contract amount | | |
Derivatives are reported\u00a0 using the notional contract amount
As at 31 December 2022 the Group also had \u00a39bn (2021: \u00a39bn) of Barclays issued debt retained by the group, impacted by the interest
rate benchmark reform, in USD LIBOR.
Fallback clauses
The USD LIBOR and USD LIBOR ICE Swap Rate as at 31 December 2022 exposure has been broken up into those with robust fallbacks
and those without. Fallbacks here are defined as any mechanism involving a \u2018switch\u2019 or \u2018hardwire\u2019 or a contractual agreement to
automatically transition to an agreed rate.\u00a0 One of the most commonly used market solutions to incorporate fallback provisions into
certain legacy non-cleared derivative agreements are the ISDA Fallbacks Protocols, namely the ISDA 2020 IBOR Fallbacks Protocol and
the ISDA 2021 Fallbacks Protocol published in October 2020. Market participants who have adhered to the relevant ISDA Fallbacks
Protocol agree, between adhering parties, that their legacy non-cleared contracts will be amended to include the relevant fallback
provisions.
The following table presents a breakdown of USD LIBOR and USD LIBOR ICE Swap Rate non-derivative exposures with robust fallbacks
in place and those without as at 31 December 2022:
| | | |
| With robust fallback clause | | Without robust\u00a0 fallback clause |
| | | |
Non-derivative financial assets | | | |
Loans and advances at amortised cost | | | |
Financial assets at fair value through the income statement | | | |
Non-derivative financial assets | | | |
Non-derivative financial liabilities | | | |
| | | |
| | | |
Financial liabilities designated at fair value | | | |
Non-derivative financial liabilities | | | |
| | | |
| | | |
Standby facilities, credit lines and other commitments | | | |
The following table presents a breakdown of USD LIBOR and USD LIBOR ICE Swap Rate derivative exposures with robust fallbacks in
place and those without as at 31 December 2022:
| | | |
| With robust\u00a0 fallback clause | | Without robust\u00a0 fallback clause |
| | | |
Derivative notional contract amount | | | |
OTC interest rate derivatives | | | |
OTC interest rate derivatives - cleared by central counterparty | | | |
Exchange traded interest rate derivatives | | | |
OTC foreign exchange derivatives | | | |
OTC equity and stock index derivatives | | | |
Derivative notional contract amount | | | |
The majority of USD LIBOR and USD LIBOR ICE Swap Rate exposures are already covered by fallbacks as a result of the 2020 ISDA IBOR
Fallbacks Protocol and the June 2022 Benchmark Module of the ISDA 2021 Fallbacks Protocol which relevant Barclays entities have
adhered to.
Barclays PLC (the Parent company)
Total income
Dividends received from subsidiaries
Dividends received from subsidiaries of \u00a32,797m (2021: \u00a31,356m, 2020: \u00a3763m) relates to dividends received from Barclays Execution
Services Limited \u00a31,080m, Barclays Bank UK PLC \u00a31,010m, Barclays Principal Investments Limited \u00a3507m and Barclays Bank PLC
\u00a3200m.
The dividends received in 2020 from its banking subsidiaries were paid up to Barclays PLC prior to the announcement made by the PRA
on 31 March 2020 that capital be preserved for use in serving Barclays customers and clients through the extraordinary challenges
presented by the COVID-19 pandemic. As part of a response to this announcement, Barclays PLC took steps to provide additional
capital to its banking subsidiaries.
Other expenses
Other expenses of \u00a3654m (2021: \u00a3659m income, 2020: \u00a31,192m income) includes fair value and foreign exchange losses of \u00a31,673m
(2021: \u00a3250m, 2020: \u00a3248m) on positions with subsidiaries partially offset by \u00a3905m (2021: \u00a3804m, 2020: \u00a3857m) of income received
from gross coupon payments on Barclays Bank PLC and Barclays Bank UK PLC-issued AT1 securities.
Total assets and liabilities
Investment in subsidiaries
The investment in subsidiaries of \u00a364,544m (2021: \u00a362,528m) predominantly relates to investments in the ordinary shares of Barclays
Bank PLC of \u00a336,340m (2021: \u00a335,590m) and their AT1 securities of \u00a310,760m (2021: \u00a39,493m), as well as investments in the ordinary
shares of Barclays Bank UK PLC of \u00a314,245m (2021: 14,245m) and their AT1 securities of \u00a32,570m (2021: \u00a32,570m). The increase of
\u00a32,016m during the year was driven by a capital injection of \u00a3750m and an increase in the AT1 holdings and associated fair value which
totalled \u00a3998m.
Impairment in subsidiaries
At the end of each reporting period an impairment review is undertaken in respect of investment in the ordinary shares of subsidiaries.
Where impairment may be indicated a test of the carrying value against the recoverable value is performed; impairment being indicated
where the investment exceeds the recoverable amount. The recoverable amount is calculated as a value in use (VIU) which is derived
from the present value of future cash flows expected to be received from the investment. The VIU calculations use forecast
attributable profit based on financial budgets approved by management, covering a five year period as an approximation of future cash
flows discounted using a pre-tax discount rate appropriate to the subsidiary being tested. A terminal growth rate has then been applied
to the cash flows thereafter which is based upon expectations of future inflation rates. The 2022 review identified the value in use
calculated was higher than the carrying value for all subsidiaries.
Due to the improved market conditions and interest rate environment for the Group\u2019s UK banking business in December 2021
compared to December 2020, the review further identified that the accumulated impairment for the investment in Barclays Bank UK
PLC of \u00a32,573m no longer existed. The VIU of Barclays Bank UK PLC was found to be significantly higher than both the carrying amount
of the investment and the gross cost of the investment and hence all accumulated impairment was reversed in December 2021. For
Barclays Bank UK PLC, a discount rate of 14.5%\u00a0 was applied to the cash flow forecast in December 2021 (2020: 13.8%). In determining
the discount rate, management identified a cost of equity associated with market participants that closely resemble the subsidiary and
adjusted for tax to arrive at the pre-tax equivalent rate. A terminal growth rate of 2.0% was used to calculate a terminal value for the
investment based on inflation rates to approximate future long term growth in December 2021 (2020:2.0%).
Loans and advances in subsidiaries
During the year loans and advances to subsidiaries increased by \u00a31,556m to \u00a323,628m (2021: \u00a322,072m). The increase was largely
driven by \u00a34,487m new intra-group loans to Barclays PLC subsidiaries and foreign exchange impact of \u00a31,663m due to the depreciation
of GBP largely against USD. This was partially offset by the maturity of intra-group loans to Barclays PLC subsidiaries of \u00a34,765m.
Subordinated liabilities and debt securities in issue
During the year, Barclays PLC issued \u00a31,000m of Fixed Rate Resetting Subordinated Callable Notes, which are included within the
subordinated liabilities balance of \u00a311,230m (2021: \u00a39,301m). Debt securities in issue of \u00a324,086m (2021: \u00a325,658m) have reduced
during the year primarily due to net maturities of \u00a32,969m senior issuances partially offset by foreign exchange impact of \u00a31,404m due
to the depreciation of GBP largely against USD.
Management of internal investments
Barclays PLC retains the discretion to manage the nature of its internal investments in subsidiaries according to their regulatory and
business needs. Barclays PLC may invest capital and funding into Barclays Bank PLC, Barclays Bank UK PLC and other Group
subsidiaries such as Barclays Execution Services Limited and the US Intermediate Holding Company (IHC).
Financial assets and liabilities designated at fair value
Financial liabilities designated at fair value of \u00a322,971m (2021: \u00a316,319m) primarily included new issuances during the year of USD
7,250m, EUR 2,250m Fixed Rate Resetting Senior Callable Notes and USD 400m Zero Coupon Callable Notes. The proceeds raised
through these transactions were used to invest in subsidiaries of Barclays PLC and are included within the financial assets designated at
fair value through the income statement balance of \u00a328,930m (2021: \u00a325,091m). The effect of changes in the liabilities\u2019 fair value,
including those due to credit risk, is expected to offset the changes in the fair value of the related financial asset in the income
statement The difference between the financial liabilities\u2019 carrying amount and the contractual amount on maturity is \u00a32,100m (2021:
\u00a3271m).
Derivative financial instruments
During the year derivative financial liabilities increased by \u00a3863m to \u00a3906m (2021: \u00a343m). The increase in the year is primarily driven by
the rising rate environment.
Total equity
Called up share capital and share premium
Called up share capital and share premium of Barclays PLC is \u00a34,373m (2021: \u00a34,536m). The decrease in the year is primarily due to
931m shares repurchased with a total nominal value of \u00a3233m. This decrease was offset by shares issued under employee share
schemes.
Other equity instruments
Other equity instruments of \u00a313,250m (2021: \u00a312,241m) comprises AT1 securities issued by Barclays PLC. The AT1 securities are
perpetual securities with no fixed maturity and are structured to qualify as AT1 instruments under prevailing capital rules applicable as at
the relevant issue date. During the year there were three issuances with principal amounts totalling \u00a31,250m, $2,000m, SGD450m and
redemptions with principal amounts totalling \u00a31,000m and $1,500m. For further details, please refer to Note 28.
43 Related undertakings
The Group\u2019s corporate structure consists
of a number of related undertakings,
comprising subsidiary undertakings, joint
ventures, associated undertakings and
significant holdings. A full list of these
related undertakings is set out below,
together with the country of incorporation,
registered office (or principal place of
business) and the identity and percentage\u00a0
of each share class held by the Group. The
information is provided as at 31 December
2022.
The entities are grouped by the countries
in which they are incorporated. The profits
earned by the activities of these entities
are in some cases taxed in countries other
than the country of incorporation, for
example where the entity carries on
business through a branch in a territory
outside of\u00a0 its country of incorporation .
Barclays\u2019 PLC Country Snapshot provides
details of where the Group carries on its
business, where its profits are subject to
tax and the taxes it pays in each country it
operates in.
Wholly owned subsidiaries
Unless otherwise stated the undertakings
below are wholly owned and included in the
consolidation and the share capital held by
the Group comprises ordinary and/or
common shares, which are held by
subsidiaries of Barclays PLC. Unless
otherwise stated, the Group holds 100%
of the nominal value of each share class.
| | | |
| | | |
| | |
| | Directly held by Barclays PLC | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | B\u00a0 Preference Shares | |
| | Ordinary/Common Shares in addition to other shares | |
| | | |
| | | |
| | | |
| | | |
| | First Preference Shares, Second Preference shares | |
| | Registered Address not in country of incorporation | |
| | Core Shares, Insurance (Classified) Shares | |
| | Class B, C, D (100%),\u00a0 E, F, G, H, I (94.36%), J (95.32%) and K (100%) | |
| | Non-Redeemable Ordinary Shares | |
| | | |
| |
Wholly owned subsidiaries | |
| |
1 Churchill Place, London, E14 5HP | |
Aequor Investments Limited | |
Ardencroft Investments Limited | |
B D & B Investments Limited | |
B.P.B. (Holdings) Limited | |
| |
Barclays Aldersgate Investments Limited | |
Barclays Asset Management Limited | |
| |
| |
Barclays Capital Asia Holdings Limited | |
Barclays Capital Finance Limited | |
Barclays Capital Nominees (No.2) Limited | |
Barclays Capital Nominees (No.3) Limited | |
Barclays Capital Nominees Limited | |
Barclays Capital Securities Client Nominee Limited | |
Barclays Capital Securities Limited | |
| |
Barclays Converted Investments (No.2) Limited | |
Barclays Direct Investing Nominees Limited | |
Barclays Directors Limited | |
Barclays Equity Holdings Limited | |
Barclays Execution Services Limited | |
Barclays Executive Schemes Trustees Limited | |
Barclays Financial Planning Nominee Company Limited | |
Barclays Funds Investments Limited | |
Barclays Global Shareplans Nominee Limited | |
Barclays Group Holdings Limited | |
Barclays Industrial Development Limited | |
Barclays Industrial Investments Limited | |
Barclays Insurance Services Company Limited | |
Barclays International Holdings Limited | |
Barclays Investment Management Limited | |
Barclays Investment Solutions Limited | |
Barclays Leasing (No.9) Limited | |
Barclays Long Island Limited | |
Barclays Nominees (George Yard) Limited | |
Barclays OCIO Services Limited | |
Barclays Pension Funds Trustees Limited | |
Barclays Principal Investments Limited | |
| |
| |
Barclays Security Trustee Limited | |
| |
Wholly owned subsidiaries | |
Barclays Services (Japan) Limited | |
| |
Barclays Singapore Global Shareplans Nominee Limited | |
Barclays Term Funding Limited Liability Partnership | |
Barclays UK Investments Limited | |
Barclays Unquoted Investments Limited | |
Barclays Unquoted Property Investments Limited | |
Barclays Wealth Nominees Limited | |
Barclayshare Nominees Limited | |
| |
| |
BB Client Nominees Limited | |
| |
BNRI ENG 2014 Limited Partnership | |
| |
BNRI England 2010 Limited Partnership | |
BNRI England 2011 Limited Partnership | |
BNRI England 2012 Limited Partnership | |
Carnegie Holdings Limited | |
Chapelcrest Investments Limited | |
Clydesdale Financial Services Limited | |
Cornwall Home Loans Limited | |
CPIA England 2009 Limited Partnership | |
CPIA England No.2 Limited Partnership | |
| |
Dorset Home Loans Limited | |
Durlacher Nominees Limited | |
Eagle Financial and Leasing Services (UK) Limited | |
| |
FIRSTPLUS Financial Group Limited | |
Foltus Investments Limited | |
Global Dynasty Natural Resource Private | |
Equity Limited Partnership | |
| |
| |
| |
Isle of Wight Home Loans Limited | |
| |
Kirsche Investments Limited | |
Long Island Assets Limited | |
Maloney Investments Limited | |
Menlo Investments Limited | |
Mercantile Credit Company Limited | |
Mercantile Leasing Company (No.132) Limited | |
| |
Naxos Investments Limited | |
North Colonnade Investments Limited | |
Northwharf Investments Limited | |
Northwharf Nominees Limited | |
Radbroke Mortgages UK Limited | |
Real Estate Participation Management Limited | |
Real Estate Participation Services Limited | |
Relative Value Investments UK Limited Liability Partnership | |
Relative Value Trading Limited | |
Roder Investments No. 1 Limited | |
Roder Investments No. 2 Limited | |
| |
Solution Personal Finance Limited | |
| |
| |
Wholly owned subsidiaries | |
Sustainable Impact Capital Limited | |
Swan Lane Investments Limited | |
US Real Estate Holdings No.1 Limited | |
US Real Estate Holdings No.2 Limited | |
US Real Estate Holdings No.3 Limited | |
US Real Estate Holdings No.4 Limited | |
US Real Estate Holdings No.5 Limited | |
US Real Estate Holdings No.6 Limited | |
Wedd Jefferson (Nominees) Limited | |
Westferry Investments Limited | |
| |
Woolwich Qualifying Employee Share Ownership Trustee Limited | |
| |
Barclays Capital Japan Securities Holdings Limited (In liquidation) | |
Barclays Marlist Limited (In liquidation) | |
Cobalt Investments Limited (In liquidation) | |
| |
1-4, Clyde Place Lane, Glasgow, G5 8DP | |
R.C. Greig Nominees Limited | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | |
| |
| |
| |
Logic House, Waterfront Business Park, Park, Fleet Road, Fleet, GU51 3SB | |
The Logic Group Enterprises Limited | |
The Logic Group Holdings Limited | |
9, all\u00e9e Scheffer, L-2520, Luxembourg | |
Barclays Claudas Investments Partnership | |
Barclays Pelleas Investments Limited Partnership | |
Barclays Blossom Finance Limited Partnership | |
1 Churchill Place, London, E14 5HP | |
Alynore Investments Limited Partnership | |
| |
| |
855 Leandro N.Alem Avenue, 8th Floor, Buenos Aires | |
Compa\u00f1\u00eda Sudamerica S.A. | |
Marval, O\u2019Farrell & Mairal, Av. Leandro N. Alem 882, Buenos Aires, C1001AAQ | |
Compa\u00f1ia Regional del Sur S.A. | |
| |
| |
Av. Brigadeiro Faria Lima, No.4.440, 12th Floor, Bairro Itaim Bibi, Sao Paulo, CEP, 04538-132 | |
Barclays Brasil Assessoria Financeira Ltda | |
BNC Brazil Consultoria Empresarial Ltda | |
| |
| |
333 Bay Street, Suite 4910, Toronto ON M5H 2R2 | |
Barclays Capital Canada Inc. | |
Stikeman Elliot LLP, 199 Bay Street, 5300 Commerce Court West, Toronto ON M5L 1B9 | |
Barclays Corporation Limited | |
1 Churchill Place, London, E14 5HP | |
| |
| |
| |
| |
Wholly owned subsidiaries | |
| |
PO Box\u00a0 309, Ugland House, George Town, Grand Cayman, KY1-1104 | |
Alymere Investments Limited | |
Analytical Trade UK Limited | |
Barclays Capital (Cayman) Limited | |
Barclays Securities Financing Limited | |
Barclays US Holdings Limited | |
Braven Investments No.1 Limited | |
Calthorpe Investments Limited | |
Capton Investments Limited | |
Claudas Investments Limited | |
Claudas Investments Two Limited | |
CPIA Investments No.2 Limited | |
Gallen Investments Limited | |
Hurley Investments No.1 Limited | |
JV Assets Limited (In liquidation) | |
Mintaka Investments No. 4 Limited | |
OGP Leasing Limited (In liquidation) | |
| |
Pelleas Investments Limited | |
Pippin Island Investments Limited | |
Razzoli Investments Limited | |
| |
Wessex Investments Limited | |
Walkers Corporate Limited, Cayman Corporate Centre, 27 Hospital Road, George Town, KY1- 9008 | |
Long Island Holding B Limited | |
| |
| |
TaunusTurm, Taunustor 1, 60310, Frankfurt | |
Barclays Capital Effekten GmbH (In liquidation) | |
Stuttgarter Stra\u00dfe 55-57, 73033 G\u00f6ppingen | |
Holding Stuttgarter Stra\u00dfe GmbH (In liquidation) | |
| |
| |
P.O. Box 33, Dorey Court, Admiral Park, St.\u00a0 Peter\u00a0Port, GY1 4AT | |
Barclays Insurance Guernsey PCC Limited | |
| |
| |
42nd floor Citibank Tower, Citibank Plaza, 3\u00a0Garden\u00a0Road | |
Barclays Bank (Hong Kong Nominees) Limited (In liquidation) | |
Barclays Capital Asia Nominees Limited (In liquidation) | |
Level 41,Cheung Kong Center, 2 Queen's Road, Central | |
Barclays Capital Asia Limited | |
| |
| |
208 Ceejay House, Shivsagar Estate, Dr A Beasant Road, Worli, Mumbai, 400 018 | |
Barclays Securities (India) Private Limited | |
Barclays Wealth Trustees (India) Private Limited | |
| |
Wholly owned subsidiaries | |
Barclays International Luxembourg Dollar Holdings\u00a0S.\u00e0 r.l. | |
Barclays Lamorak Investments S.\u00e0 r.l. | |
Barclays Leto Investments S.\u00e0 r.l. | |
Barclays Luxembourg EUR Holdings S.\u00e0 r.l | |
Barclays Luxembourg Finance S.\u00e0 r.l. | |
Barclays Luxembourg GBP Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Global Funding S.\u00e0 r.l. | |
Barclays Luxembourg Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Holdings SSC | |
68-70 Boulevard de la Petrusse, L-2320 | |
| |
10 rue du Cha'teau d'Eau, Leudelange, L-3364 | |
| |
| |
| |
C/O Rogers Capital Corporate Services Limited, 3rd Floor, Rogers House, No.5 President John Kennedy Street, Port Louis | |
Barclays Capital Mauritius Limited (In liquidation) | |
Barclays Capital Securities Mauritius Limited | |
Fifth Floor, Ebene Esplanade, 24 Cybercity, Ebene | |
Barclays Mauritius Overseas Holdings Limited | |
| |
| |
Paseo de la Reforma 505, 41 Floor, Torre Mayor, Col. Cuauhtemoc, CP 06500 | |
Barclays Bank Mexico, S.A. | |
Barclays Capital Casa de Bolsa, S.A. de C.V. | |
Grupo Financiero Barclays Mexico, S.A. de C.V. | |
Servicios Barclays, S.A. de C.V. | |
| |
| |
31 Avenue de la Costa, Monte Carlo BP 339 | |
Barclays Private Asset Management (Monaco) S.A.M | |
| |
| |
3rd Floor Al Dahna Center, 114 Al-Ahsa Street, PO Box 1454, Riyadh 11431 | |
Barclays Saudi Arabia (In liquidation) | |
| |
| |
10 Marina Boulevard, #25-01 Marina Bay\u00a0 Financial Centre, Tower 2, 018983 | |
Barclays Capital Futures (Singapore) Private Limited (In liquidation) | |
Barclays Capital Holdings (Singapore) Private Limited (In liquidation) | |
Barclays Merchant Bank (Singapore) Ltd. | |
| |
| |
Calle Jose, Abascal 51, 28003, Madrid | |
Barclays Tenedora De Inmuebles SL. | |
BVP Galvani Global, S.A.U. | |
| |
| |
Chemin de Grange Canal 18-20, PO Box 3941, 1211, Geneva | |
Barclays Bank (Suisse) SA | |
Barclays Switzerland Services SA | |
| |
Other Related Undertakings
Unless otherwise stated, the undertakings
below are included in the consolidation and
the share capital held by the Group
comprises ordinary and/or common
shares,\u00a0 which are held by subsidiaries of
Barclays PLC. The percentage of the
nominal value of each share class held by
the Group\u00a0 is provided below.
| | |
Other Related Undertakings | | |
| | |
1 Churchill Place, London, E14 5HP | | |
| | |
| | |
PSA Credit Company Limited (In\u00a0liquidation) | | |
| | |
Barclays Covered Bonds Limited Liability Partnership | | |
St Helen\u2019s, 1 Undershaft, London, EC3P\u00a03DQ | | |
Igloo Regeneration (General Partner) Limited | | |
3-5 London Road, Rainham, Kent, ME8\u00a07RG | | |
| | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | | |
Equistone Founder Partner II L.P. | | |
Equistone Founder Partner III L.P. | | |
Enigma, Wavendon Business Park Milton Keynes, MK178LX | | |
Intelligent Processing Solutions Limited | | |
c/o BDP LLP, Two Snow Hill, Queensway, Birmingham, B4 6GA\u00a0 | | |
GW City Ventures Limited (In liquidation) | | |
GN Tower Limited (In liquidation) | | |
Haberfield Old Moor Road, Wennington, Lancaster, LA2 8PD | | |
Full House Holdings Limited | | |
13-15 York Buildings, London, WC2N\u00a06JU | | |
| | |
Unit 9 Westbrook Court, Sharrowvale Road, Sheffield, United Kingdom, S11\u00a08YZ | | |
Palms Row Healthcare Holdings Limited | | |
5th Floor, 44 Great Marlborough Street, London, W1F 7JL | | |
| | |
41 Luke Street, London, EC2A 4DP | | |
Fintech for International Development Limited | | |
| | |
| | |
1 America Square, Crosswall, London, EC3N 2SG | | |
| | |
3rd Floor, 25 Soho Square, London, W1D 3QR | | |
| | |
Aurora House, 120 Bothwell Street, Glasgow, G2 7JT | | |
Buchanan Wharf (Glasgow) Management Limited | | |
| | |
| | |
| | |
Other Related Undertakings | | |
Aviation House, 125 Kingsway, London, WC2B 6NH | | |
| | |
| | |
| | |
Postbus 751, Neiuwegein, Utrecht, 3430 AT\u00a0 \u00a0 | | |
Euphony Benelux NV (In liquidation) | | |
| | |
| | |
PO Box 309, Ugland House, Grand Cayman KY1-1104\u00a0 | | |
Cupric Canyon Capital GP Limited | | |
| | |
| | |
| | |
| | |
| | |
18th Floor, Daishin Finance Centre, 343, Samil-daero, Jung-go, Seoul | | |
Woori BC Pegasus Securitization Specialty Co. Ltd | | |
| | |
| | |
9, allee Scheffer, L-2520 | | |
BNRI Limehouse No.1 S.\u00e0 r.l. | | |
Preferred Funding S.\u00e0 r.l. | | |
Preferred Investments S.\u00e0 r.l. | | |
| | |
| | |
RS2 Buildings, Fort Road, Mosta MST 1859 | | |
| | |
| | |
| | |
Alexanderstraat 18, The Hague, 2514 JM, Zuid-Holland | | |
| | |
| | |
| | |
| | |
| | |
c/o ForeningsSparbanken AB 105 34 Stockholm | | |
| | |
| | |
| | |
Corporation Services Company, 251 Little Falls, Drive Wilmington, DE 19808 | | |
| | |
Corporation Trust Company, Corporation Trust Centre, 1209 Orange Street, Wilmington DE 19801 | | |
| | |
| | |
1415 Louisiana Street, Suite 1600, TX 77002-0000 | | |
Sabine Oil & Gas Holdings, Inc. | | |
Subsidiaries by virtue of control
The related undertakings below are
subsidiary undertakings\u00a0 in accordance
with s.1162 Companies Act 2006 by virtue
of the fact that the Group\u00a0 can exercise
dominant influence or control over them.
| | |
Subsidiaries by virtue of dominant influence or control | | |
| | |
1 Churchill Place, London, E14 5HP | | |
Oak Pension Asset Management Limited | | |
Water Street Investments Limited | | |
| | |
| | |
PO Box 309GT, Ugland House, South Church Street, Grand Cayman, KY1-1104 | | |
| | |
| | |
| | |
P.O. Box 33, Dorey Court, Admiral Park, St. Peter Port, GY1 4AT | | |
Barclays UKRF No.1 IC Limited | | |
Barclays UKRF ICC Limited | | |
Barclays UKRF No.2 IC Ltd | | |
Joint management factors
The Board of Directors of the above Joint
Venture\u00a0 comprises two Barclays
representative Directors, two JV partner
Directors and three non-JV partner
Directors. The Board of Directors\u00a0 are
responsible for setting the Company
strategy and budgets.
The last financial year of the above JV
ended on 6 October 2022.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfNotesAndOtherExplanatoryInformationExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
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"value": "
Market risk management
(audited)
The risk of loss arising from potential
adverse changes in the value of the
Group\u2019s assets and liabilities from
fluctuation in market variables including,
but not limited to, interest rates, foreign
exchange, equity prices, commodity
prices, credit spreads, implied volatilities
and asset correlations.
Overview
Market risk arises primarily as a result of
client facilitation in wholesale markets,
involving market-making activities, risk
management solutions and execution of
syndications. Upon execution of a trade
with a client, the Group will look to hedge
against the risk of the trade moving in an
adverse direction. Mismatches between
client transactions and hedges result in
market risk due to changes in asset prices,
volatility or correlations.
Organisation, roles and responsibilities
Market risk in the businesses resides
primarily in Barclays International and
Treasury. These businesses have the
mandate to assume market risk. The front
office and Treasury trading desks are
responsible for managing market risk on a
day-to-day basis, where they are required
to understand and adhere to all limits
applicable to their businesses. The Market
Risk team supports the trading desks with
the day-to-day limit management of
market risk exposures through
governance processes which are outlined
in supporting market risk policies and
standards.
Market risk oversight and challenge is
provided by business committees and
Group committees, including the Market
Risk Committee (MRC).
The objectives of market risk management
are to:
\u2022identify, understand and control market
risk by robust measurement, limit
setting, reporting and oversight
\u2022facilitate business growth within a
controlled and transparent risk
management framework
\u2022control market risk in the businesses
according to the allocated appetite.
To meet the above objectives, a
governance structure is in place to
manage these risks consistent with the
ERMF.
The BRC recommends market risk
appetite to the Board for their approval.
The Market Risk Principal Risk Lead (PR
Lead) is responsible for the Market Risk
Control Framework and, under delegated
authority from the Group CRO, agrees
with the business CROs a limit framework
within the context of the approved market
risk appetite.
The Market Risk Committee (MRC) reviews
and makes recommendations concerning
the group-wide market risk profile. This
includes overseeing the operation of the
Market Risk Framework and associated
policies and standards, monitoring market
and regulatory changes, and reviewing limit
utilisation levels. The committee is chaired
by the PR Lead and attendees include the
business heads of market risk and business
aligned market risk managers.
In addition to MRC, the Corporate and
Investment Bank Risk Committee (\u2018CIBRC\u2019)
is the main forum in which market risk
exposures are discussed and reviewed
with senior business heads. The
Committee is chaired by the CRO of
Barclays International and meets weekly,
covering current market events, notable
market risk exposures, and key risk topics.
New business initiatives are generally
socialised at CIBRC before any changes to
risk appetite or associated limits are
considered in other governance
committees.
The head of each business is accountable
for all market risks associated with its
activities, while the head of the market risk
team covering each business is
responsible for implementing the risk
control framework for market risk.
For more information on market risk
management, refer to the Barclays PLC
Pillar 3 Report 2022 (unaudited).
Management value at risk (VaR)
VaR is an estimate of the potential loss
arising from unfavourable market
movements if the current positions were
to be held unchanged for one business
day. For internal market risk management
purposes, a historical simulation
methodology with a one-year equally
weighted historical period, at the 95%
confidence level is used for all trading
books and some banking books.
Limits are applied at the total level as well
as by risk factor type, which are then
cascaded down to particular trading desks
and businesses by the market risk
management function.
| |
| review of management VaR. |
The daily average, high and low values of management VaR
| | | | | | |
Management VaR (95%, one day) (audited) |
| | |
| | | | | | |
For the year ended 31 December | | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Note
aDiversification effects recognise that forecast losses from different assets or businesses are unlikely to occur concurrently, hence the expected aggregate loss is lower than the sum of the expected
losses from each area. Historical correlations between losses are taken into account in making these assessments. The high and low VaR figures reported for each category did not necessarily occur
on the same day as the high and low VaR reported as a whole. Consequently, a diversification effect balance for the high and low VaR figures would not be meaningful and is therefore omitted from the
above table.
Foreign exchange risk (audited)
The Group is exposed to two sources of foreign exchange risk.
a) Transactional foreign currency exposure
Transactional foreign currency exposures represent exposure on banking assets and liabilities, denominated in currencies other than
the functional currency of the transacting entity.
The Group\u2019s risk management policies are designed to prevent the holding of significant open positions in foreign currencies outside
the trading portfolio managed by Barclays International which is monitored through VaR.
Banking book transactional foreign exchange risk outside of Barclays International is monitored on a daily basis by the market risk
function and minimised by the businesses.
b) Translational foreign exchange exposure
The Group\u2019s investments in overseas subsidiaries and branches create capital resources denominated in foreign currencies, principally
USD and EUR. Changes in the GBP value of the net investments due to foreign currency movements are captured in the currency
translation reserve, resulting in a movement in CET1 capital.
The Group\u2019s strategy is to minimise the volatility of the capital ratios caused by foreign exchange movements, by matching the CET1
capital movements to the revaluation of the Group\u2019s foreign currency RWA exposures.
| | | | | | |
Functional currency of operations (audited) |
| Foreign currency net investments | Borrowings which hedge the net investments | Derivatives which hedge the net investments | Structural currency exposures pre- economic hedges | | Remaining structural currency exposures |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Economic hedges relate to exposures arising on foreign currency denominated preference share and AT1 instruments. These are
accounted for at historical cost under IFRS and do not qualify as hedges for accounting purposes. The gain or loss arising from changes
in the GBP value of these instruments is recognised on redemption in retained earnings.
During 2022, total structural currency exposure net of hedging instruments decreased by \u00a31.0bn to \u00a315.2bn (2021: \u00a316.2bn). Foreign
currency net\u00a0investments increased by \u00a33.7bn to \u00a341.2bn (2021: \u00a337.5bn) driven predominantly by a \u00a31.5bn increase in USD, \u00a31.3bn
increase in EUR and \u00a30.9bn increase in other currencies. The hedges associated with these investments increased by \u00a33.2bn to
\u00a316.8bn (2021: \u00a313.6bn).
| | | | |
Net interest income sensitivity (AEaR) by business unit (audited) | | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | | | | | | | | |
Contractual maturity of financial assets and liabilities (audited)a |
| | | Over three months but not more than six months | Over six months but not more than nine months | Over nine months but not more than one year | Over one year but not more than two years | Over two years but not more than three years | Over three years but not more than five years | Over five years but not more than ten years | | |
| | | | | | | | | | |
| | | | | | | | | | | |
Cash and balances at central banks | | | | | | | | | | | |
Cash collateral and settlement balances | | | | | | | | | | | |
Loans and advances at amortised cost | | | | | | | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | | | | | | | |
| | | | | | | | | | | |
Financial assets at fair value through the income statement | | | | | | | | | | | |
Derivative financial instruments | | | | | | | | | | | |
Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
Deposits at amortised cost | | | | | | | | | | | |
Cash collateral and settlement balances | | | | | | | | | | | |
Repurchase agreements and other similar secured borrowing | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
Trading portfolio liabilities | | | | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | | | | |
Derivative financial instruments | | | | | | | | | | | |
Other financial liabilities | | | | | | | | | | | |
Total financial liabilities | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
Note
a 2021 financial and capital metrics have been restated to reflect the impact of the Over-issuance of Securities. See Impact of the Over-issuance of Securities on page 356 and Restatement of financial statements (Note 1a) on page 428 for further details. Contractual maturity of financial liabilities on an undiscounted basis
The table below presents the cash flows payable by the Group under financial liabilities by remaining contractual maturities at the
balance sheet date. The amounts disclosed in the table are the contractual undiscounted cash flows of all financial liabilities (i.e. nominal
values).
The balances in the below table do not agree directly to the balances in the consolidated balance sheet as the table incorporates all
cash flows, on an undiscounted basis, related to both principal as well as those associated with all future coupon payments.
Derivative financial instruments held for trading and trading portfolio liabilities are included in the on demand column at their fair value.
| | | | | | | | | |
Contractual maturity of financial liabilities - undiscounted (audited) |
| | | Over three months but not more than six months | Over six months but not more than one year | Over one year but not more than three years | Over three years but not more than five years | Over five years but not more than ten years | | |
| | | | | | | | | |
| | | | | | | | | |
Deposits at amortised cost | | | | | | | | | |
Cash collateral and settlement balances | | | | | | | | | |
Repurchase agreements and other similar secured borrowing | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Trading portfolio liabilities | | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | | |
Derivative financial instruments | | | | | | | | | |
Other financial liabilities | | | | | | | | | |
Total financial liabilities | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Deposits at amortised cost | | | | | | | | | |
Cash collateral and settlement balances | | | | | | | | | |
Repurchase agreements and other similar secured borrowing | | | | | | | | | |
| | | | | | | | | |
| | | | | | | | | |
Trading portfolio liabilities | | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | | |
Derivative financial instruments | | | | | | | | | |
Other financial liabilities | | | | | | | | | |
Total financial liabilities | | | | | | | | | |
Note
a2021 financial and capital metrics have been restated to reflect the impact of the Over-issuance of Securities. See Impact of the Over-issuance of Securities on page 356 and Restatement of financial statements (Note 1a) on page 428 for further details. Maturity of off-balance sheet commitments received and given
The table below presents the maturity split of the Group\u2019s off-balance sheet commitments received and given at the balance sheet
date. The amounts disclosed in the table are the undiscounted cash flows (i.e. nominal values) on the basis of earliest opportunity at
which they are available.
| | | | | | | | | | | |
Maturity analysis of off-balance sheet commitments received (audited) |
| | Not more than three months | Over three months but not more than six months | Over six months but not more than nine months | Over nine months but not more than one year | Over one year but not more than two years | Over two years but not more than three years | Over three years but not more than five years | Over five years but not more than ten years | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
Guarantees, letters of credit and credit insurance | | | | | | | | | | | |
Other commitments received | | | | | | | | | | | |
Total off-balance sheet commitments received | | | | | | | | | | | |
| | | | | | | | | | | |
| | | | | | | | | | | |
Guarantees, letters of credit and credit insurance | | | | | | | | | | | |
Other commitments received | | | | | | | | | | | |
Total off-balance sheet commitments received | | | | | | | | | | | |
Notes
a Capital and leverage metrics as at 31 December 2021 have been restated to reflect the impact of the Over-issuance of Securities.See Impact of Over-issuance of Securities on page 356\u00a0 for further details.
b CET1, T1 and T2 capital, and RWAs are calculated applying the transitional arrangements of the CRR as amended by CRR II. This includes IFRS 9 transitional arrangements and the grandfathering of\u00a0
CRR II non-compliant capital instruments. December 2021 comparatives include the grandfathering of CRR non-compliant capital instruments.
cThe fully loaded CET1 ratio, as is relevant for assessing against the conversion trigger in Barclays PLC AT1 securities, was 13.7%, with \u00a346.2bn of CET1 capital and \u00a3336.3bn of RWAs calculated
without applying the transitional arrangements of the CRR as amended by CRR II.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfObjectivesPoliciesAndProcessesForManagingCapitalExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV8zMzEvZnJhZzplOWJlNThkOThiY2E0MmY0OGM2YjA2MTdjMDdkZmU4OS90ZXh0cmVnaW9uOmU5YmU1OGQ5OGJjYTQyZjQ4YzZiMDYxN2MwN2RmZTg5XzYzNzcxNjc0NDU1NTE3_5feeeebf-5ce8-4f9f-8a3e-6e36a1682485": {
"value": "
Movement in gross exposures and impairment allowance including provisions for loan commitments and
financial guarantees
The following tables present a reconciliation of the opening to the closing balance of the exposure and impairment allowance. An
explanation of the methodology used to determine credit impairment provisions\u00a0 is included in Note 8. Transfers between stages in the
tables have been reflected as if they had taken place at the beginning of the year. The movements are measured over a 12-month
period.
| | | | | | | | |
Loans and advances at amortised cost (audited) |
| | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculation | | | | | | | | |
Net drawdowns, repayments, net re-measurement and movements due to exposure and risk parameter changes | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculatione | | | | | | | | |
Net drawdowns, repayments, net re-measurement and movements due to exposure and risk parameter changes | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculatione | | | | | | | | |
Net drawdowns, repayments, net re-measurement and movements due to exposure and risk parameter changesg | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Notes
aBusiness activity in the year does not include additional drawdowns on the existing facility which are reported under 'Net drawdowns, repayments, net re-measurement and movements due to
exposure and risk parameter changes'. Business activity reported within Credit cards, unsecured loans and other retail lending portfolio includes GAP portfolio acquisition in US cards of \u00a32.7bn.
b Final repayments include repayment from the facility closed during the year whereas partial repayments from existing facility are reported under 'Net drawdowns, repayments, net remeasurement and
movements due to exposure and risk parameter changes'.
c\u00a0 \u00a0 In 2022, gross write-offs amounted to \u00a31,620m (2021: \u00a31,836m). In\u00a0 Q422, \u00a3329m of balances with de minimis recovery expectations were written off in line with policy in UK Cards and Unsecured
loans. Post write-off recoveries amounted to \u00a364m (2021: \u00a366m). Net write-offs represent gross write-offs less post write-off recoveries and amounted to \u00a31,556m (2021: \u00a31,770m).
dOther financial assets subject to impairment not included in the table above include cash collateral and settlement balances, financial assets at fair value through other comprehensive income and
other assets. These have a total gross exposure of \u00a3180.1bn (December 2021: \u00a3155.2bn) and impairment allowance of \u00a3163m (December 2021: \u00a3114m). This comprises \u00a310m ECL (December 2021:
\u00a36m) on \u00a3178.4bn Stage 1 assets (December 2021: \u00a3154.9bn), \u00a39m (December 2021: \u00a31m) on \u00a31.5bn Stage 2 fair value through other comprehensive income assets, cash collateral and settlement
assets (December 2021: \u00a3157m) and \u00a3144m (December 2021: \u00a3107m) on \u00a3149m Stage 3 other assets (December 2021: \u00a3110m)
eRefinements to models used for calculation reported within Credit cards, unsecured loans and other retail lending portfolio include a \u00a30.3bn movement in US Cards and\u00a0 \u00a3(0.2)bn in UK Cards. Wholesale
loans include a\u00a0 \u00a3(0.5)bn movement in Business Banking.\u00a0 Refinement to models reflect model enhancements made during the year. Barclays continually review the output of models to determine
accuracy of the ECL calculation including review of model monitoring, external benchmarking and experience of model operation over an extended period of time. This ensures that the models used
continue to reflect the risks inherent across the businesses.
fThe \u00a30.5bn disposals reported within Credit cards, unsecured loans and other retail lending portfolio includes \u00a30.2bn sale of NFL portfolio within US Cards and \u00a30.3bn of debt sales undertaken during
the year. The \u00a31.6bn disposal reported within Wholesale loans includes sale of debt securities as part of Group Treasury Operations.
g'Net drawdowns, repayments, net re-measurement and movements due to exposure and risk parameter changes' reported within Wholesale loans also include assets of \u00a31.3bn de-recognised due to
payment received on defaulted loans from government guarantees issued under government\u2019s Bounce Back Loans Scheme.
| | | | |
Reconciliation of ECL movement to credit impairment charge/(release)\u00a0 for the period | | | | |
| | | | |
| | | | |
| | | | |
Credit cards, unsecured loans and other retail lending | | | | |
| | | | |
ECL movement excluding assets derecognised due to disposals and write-offs | | | | |
ECL movement on loan commitments and other financial guarantees | | | | |
ECL movement on other financial assetsa | | | | |
Recoveries and reimbursementsb | | | | |
Total exchange and other adjustmentsc | | | | |
Total credit impairment charge for the year | | | | |
Notes
aOther financial assets subject to impairment not included in the table above include cash collateral and settlement balances, financial assets at fair value through other comprehensive income and
other assets. These have a total gross exposure of \u00a3180.1bn (December 2021: \u00a3155.2bn) and impairment allowance of \u00a3163m (December 2021: \u00a3114m). This comprises \u00a310m ECL (December 2021:
\u00a36m) on \u00a3178.4bn Stage 1 assets (December 2021: \u00a3154.9bn), \u00a39m (December 2021: \u00a31m) on \u00a31.5bn Stage 2 fair value through other comprehensive income assets, cash collateral and settlement
assets (December 2021: \u00a3157m) and \u00a3144m (December 2021: \u00a3107m) on \u00a3149m Stage 3 other assets (December 2021: \u00a3110m).
b\u00a0 \u00a0 \u00a0 Recoveries and reimbursements includes\u00a0 \u00a3199m for reimbursements expected to be received under the arrangement where Group has entered into financial guarantee contracts which provide\u00a0
credit protection over certain assets with third parties and\u00a0 cash recoveries of previously written off amounts of \u00a364m.
cIncludes foreign exchange and interest and fees in suspense.
| | | | | | | | |
Loan commitments and financial guarantees (audited) |
| | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Loans and advances at amortised cost (audited) |
| | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculationb | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movements due to exposure and risk parameter changes | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculationb | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movements due to exposure and risk parameter changesg | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Transfers from Stage 1 to Stage 2 | | | | | | | | |
Transfers from Stage 2 to Stage 1 | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Business activity in the yeara | | | | | | | | |
Refinements to models used for calculationb | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movements due to exposure and risk parameter changes | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Notes
aBusiness activity in the year does not include additional drawdowns on the existing facility which are reported under 'Net drawdowns, repayments, net re-measurement and movements due to
exposure and risk parameter changes'.
bRefinements to models used for calculation include a \u00a334m movement in Home loans, \u00a3(24)m in Credit cards, unsecured loans and other retail lending and \u00a319m in Wholesale loans. These reflect
methodology changes made during the year. Barclays continually review the output of models to determine accuracy of the ECL calculation including review of model monitoring, external
benchmarking and experience of model operation over an extended period of time. This ensures that the models used continue to reflect the risks inherent across the businesses.
c Final repayments include repayment from the facility closed during the year whereas partial repayments from existing facility are reported under 'Net drawdowns, repayments, net remeasurement and
movements due to exposure and risk parameter changes'.
dThe \u00a3598m disposals reported within\u00a0 Home loans relate to transfer of facilities to a non-consolidated special purpose vehicle for the purpose of securitisation. The \u00a3287m disposals reported\u00a0 within
Credit cards, unsecured loans and other retail lending portfolio relate to debt sales undertaken during the year.\u00a0 The \u00a31.7bn disposal reported within Wholesale loans include a\u00a0 \u00a31.0bn sale of Barclays
Asset\u00a0 Finance and a \u00a30.7bn of debt sales.
e In 2021, gross write-offs amounted to \u00a31,836m (2020: \u00a31,964m) and post write-off recoveries amounted to \u00a366m (2020: \u00a335m). Net write-offs represent gross write-offs less post write-off
recoveries and amounted to \u00a31,770m (2020: \u00a31,929m).
fOther financial assets subject to impairment not included in the table above include cash collateral and settlement balances, financial assets at fair value through other comprehensive income and
other assets. These have a total gross exposure of \u00a3155.2bn (December 2020: \u00a3180.3bn) and impairment allowance of \u00a3114m (December 2020: \u00a3165m). This comprises \u00a36m ECL (December 2020:
\u00a311m) on \u00a3154.9bn Stage 1 assets (December 2020: \u00a3175.7bn), \u00a31m (December 2020: \u00a39m) on \u00a3157m Stage 2 fair value through other comprehensive income assets, cash collateral and settlement
assets (December 2020: \u00a34.4bn) and \u00a3107m (December 2020: \u00a3145m) on \u00a3110m Stage 3 other assets (December 2020: \u00a3154m).
gTransfers and risk parameters change include a \u00a30.3bn (2020: \u00a30.6bn) net release in ECL arising from reclassification of \u00a31.9bn (2020: \u00a32.0bn) gross loans and advances from Stage 2 to Stage 1 in
Credit cards, unsecured loans and other retail lending. The reclassification followed a review of back-testing of results which indicated that accuracy of origination probability of default characteristics
require management adjustments to correct and was first established in Q220.
| | | | |
Reconciliation of ECL movement to credit impairment charge/(release) for the period | | | | |
| | | | |
| | | | |
Credit cards, unsecured loans and other retail lending | | | | |
| | | | |
ECL movement excluding assets derecognised due to disposals and write-offs | | | | |
ECL movement on loan commitments and financial guarantees | | | | |
ECL movement\u00a0 on other financial assetsa | | | | |
Recoveries and reimbursementsb | | | | |
Total exchange and other adjustmentsc | | | | |
Total credit impairment release for the year | | | | |
Notes
aOther financial assets subject to impairment not included in the table above include cash collateral and settlement balances, financial assets at fair value through other comprehensive income and
other assets. These have a total gross exposure of \u00a3155.2bn (December 2020: \u00a3180.3bn) and impairment allowance of \u00a3114m (December 2020: \u00a3165m). This comprises \u00a36m ECL (December 2020:
\u00a311m) on \u00a3154.9bn Stage 1 assets (December 2020: \u00a3175.7bn), \u00a31m (December 2020: \u00a39m) on \u00a3157mn Stage 2 fair value through other comprehensive income assets, cash collateral and
settlement assets (December 2020: \u00a34.4bn) and \u00a3107m (December 2020: \u00a3145m) on \u00a3110m Stage 3 other assets (December 2020: \u00a3154m).
b\u00a0 \u00a0 Recoveries and reimbursements includes a net reduction in amounts recoverable from financial guarantee contracts held with third parties of\u00a0 \u00a3306m and cash recoveries of previously written off
amounts of \u00a366m.
cIncludes foreign exchange and interest and fees in suspense.
| | | | | | | | |
Loan commitments and financial guarantees (audited) |
| | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Net transfers between stages | | | | | | | | |
Business activity in the year | | | | | | | | |
Net drawdowns, repayments, net re- measurement and movement due to exposure and risk parameter changes | | | | | | | | |
Limit management and final repayments | | | | | | | | |
| | | | | | | | |
Management adjustments to models for impairment (audited)
Management adjustments to impairment models are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management
adjustments are reviewed and incorporated into future model development where applicable.
Management adjustments are captured through \u201cEconomic uncertainty\u201d and \u201cOther\u201d adjustments presented by product below:
| | | | | | |
Management adjustments to models for impairment allowance presented by product (audited)a |
| Impairment allowance pre management adjustmentsb | Economic uncertainty adjustments (a) | | Management adjustments (a+b) | Total impairment allowanceC | Proportion of Management adjustments to total impairment allowance |
|
| | | | | | |
| | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Credit cards, unsecured loans and other retail lending | | | | | | |
| | | | | | |
| | | | | | |
Derivative financial instruments
Accounting for derivatives
Derivative instruments are contracts whose value is derived from one or more underlying financial instruments or indices defined in the
contract. They include swaps, forward-rate agreements, futures, options and combinations of these instruments and primarily affect
the Group\u2019s net interest income, net trading income and derivative assets and liabilities. Notional amounts of the contracts are not
recorded on the balance sheet. Derivatives are used to hedge interest rate, credit risk, inflation risk, exchange rate, commodity equity
exposures, and exposures to certain indices such as house price indices and retail price indices related to non-trading positions.
All derivative instruments are held at fair value through profit or loss, except for derivatives that are in a designated cash flow or net
investment hedge accounting relationship. Derivatives are classified as assets when their fair value is positive or as liabilities when their
fair value is negative. This includes terms included in a contract or financial liability (the host), which, had it been a standalone contract,
would have met the definition of a derivative. If these are separated from the host, i.e. when the economic characteristics of the
embedded derivative are not closely related with those of the host contract and the combined instrument is not measured at fair value
through profit or loss, then they are accounted for in the same way as derivatives. For financial assets, the requirements are whether
the financial assets contain contractual terms that give rise on specified dates to cash flows that are SPPI, and consequently the
requirements for accounting for embedded derivatives are not applicable to financial assets.
Hedge accounting
The Group applies the requirements of IAS 39 Financial Instruments: Recognition and Measurement for hedge accounting purposes.
The Group applies hedge accounting to represent the economic effects of its interest rate, currency and contractually-linked inflation
risk management strategies. Where derivatives are held for risk management purposes, and when transactions meet the required
criteria for documentation and hedge effectiveness, the Group applies fair value hedge accounting, cash flow hedge accounting, or
hedging of a net investment in a foreign operation, as appropriate to the risks being hedged.
The Group applies the \u2018Amendments to IFRS 9, IAS 39 and IFRS 7 Interest Rate Benchmark Reform\u2019 issued in September 2019 (the
Phase 1 amendments). The amendments provide temporary relief from applying specific hedge accounting requirements to hedging
relationships directly affected by IBOR (\u2018Interbank Offered Rates\u2019) reform. The reliefs have the effect that IBOR reform should not
generally cause hedge accounting to terminate. However, any hedge ineffectiveness continues to be recorded in the income
statement. Furthermore, the amendments set out triggers for when the reliefs will end, which include the uncertainty arising from
interest rate benchmark reform no longer being present.
In summary, the reliefs provided by the Phase 1 amendments are:
\u25aaWhen considering the \u2018highly probable\u2019 requirement, the Group has assumed that the IBOR interest rates upon which our hedged
items are based do not change as a result of IBOR Reform.
\u25aaIn assessing whether the hedge is expected to be highly effective on a forward-looking basis the Group has assumed that the IBOR
interest rates upon which the cash flows of the hedged items and the interest rate swaps that hedge them are based are not altered
by IBOR reform.
\u25aaThe Group will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective
effectiveness falls outside the required 80\u2013125% range.
\u25aaThe Group has not recycled the cash flow hedge reserve relating to the period after the reforms are expected to take effect.
\u25aaThe Group has assessed whether the hedged IBOR risk component is a separately identifiable risk only when it first designates a
hedged item in a fair value hedge and not on an ongoing basis.
The Group also applies the \u2018Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16 Interest Rate Benchmark Reform \u2013 Phase 2\u2019
issued in August 2020. The Phase 2 amendments provide relief when changes are made to hedge relationships as a result of the
interest rate benchmark reform.
In summary, the reliefs provided by the Phase 2 amendments are:
\u25aaUnder a temporary exception, the Group has considered that changes to the hedge designation and hedge documentation due to
the interest rate benchmark reform would not constitute the discontinuation of the hedge relationship nor the designation of a new
hedging relationship.
\u25aaIn respect of the retrospective hedge effectiveness assessment, the Group may elect, on a hedge-by-hedge basis, to reset the
cumulative fair value changes to zero when the exception to the retrospective assessment ends (Phase 1 relief). Any hedge
ineffectiveness will continue to be measured and recognised in full in profit or loss.
\u25aaThe Group has deemed the amounts accumulated in the cash flow hedge reserve to be based on the alternative benchmark rate (on
which the hedge future cash flows are determined) when there is a change in basis for determining the contractual cash flows.
\u25aaFor hedges of groups of items (such as those forming part of a macro cash flow hedging strategy), the amendments provide relief for
items within a designated group of items that are amended for changes directly required by the reform.
\u25aaIn respect of whether a risk component of a hedged item is separately identifiable, the amendments provide temporary relief to
entities to meet this requirement when an alternative risk free rate (RFR) financial instrument is designated as a risk component.
These amendments allow the Group upon designation of the hedge to assume that the separately identifiable requirement is met if
the Group reasonably expects the RFR risk will become separately identifiable within the next 24 months. The Group applies this relief
to each RFR on a rate-by-rate basis and starts when the Group first designates the RFR as a non-contractually specified risk
component.
Fair value hedge accounting
Changes in fair value of derivatives that qualify and are designated as fair value hedges are recorded in the income statement, together
with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. The fair value changes adjust the
carrying value of the hedged asset or liability held at amortised cost.
If hedge relationships no longer meet the criteria for hedge accounting, hedge accounting is discontinued. For fair value hedges of
interest rate risk, the fair value adjustment to the hedged item is amortised to the income statement over the period to maturity of the
previously designated hedge relationship using the effective interest method. If the hedged item is sold or repaid, the unamortised fair
value adjustment is recognised immediately in the income statement. For items classified as fair value through other comprehensive
income, the hedge accounting adjustment is included in other comprehensive income.
Cash flow hedge accounting
For qualifying cash flow hedges, the fair value gain or loss associated with the effective portion of the cash flow hedge is recognised
initially in other comprehensive income, and then recycled to the income statement in the periods when the hedged item will affect
profit or loss. Any ineffective portion of the gain or loss on the hedging instrument is recognised in the income statement immediately.
When a hedging instrument expires or is sold, or when a hedge no longer meets the criteria for hedge accounting, any cumulative gain
or loss existing in equity at that time remains in equity and is recognised when the hedged item is ultimately recognised in the income
statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that was recognised in equity is
immediately transferred to the income statement.
Hedges of net investments
The Group\u2019s net investments in foreign operations, including monetary items accounted for as part of the net investment, are hedged
for foreign currency risks using both derivatives and foreign currency borrowings. Hedges of net investments are accounted for
similarly to cash flow hedges; the effective portion of the gain or loss on the hedging instrument is being recognised directly in other
comprehensive income and the ineffective portion being recognised immediately in the income statement. The cumulative gain or loss
recognised in other comprehensive income is recognised in the income statement on the disposal or partial disposal of the foreign
operation, or other reductions in the Group\u2019s investment in the operation.
| | | | | | |
| |
| | |
| | | | |
| | | |
| | | | | | |
Total derivative assets/(liabilities) held for trading | | | | | | |
Total derivative assets/(liabilities) held for risk management | | | | | | |
Derivative assets/(liabilities) | | | | | | |
Further information on netting arrangements of derivative financial instruments can be found within Note 18.
The fair values and notional amounts of derivative instruments held for trading and held for risk management are set out in the following
table:
| | | | | | |
Derivatives held for trading and held for risk management | | | | | |
| | |
| | | | |
| | | | |
| | | | | | |
Derivatives held for trading | | | | | | |
Foreign exchange derivatives | | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
Exchange traded derivatives | | | | | | |
Foreign exchange derivatives | | | | | | |
Interest rate derivatives | | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
Exchange traded derivatives | | | | | | |
Interest rate derivatives | | | | | | |
| | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
| | | | | | |
Equity and stock index derivatives | | | | | | |
| | | | | | |
Exchange traded derivatives | | | | | | |
Equity and stock index derivatives | | | | | | |
| | | | | | |
| | | | | | |
Exchange traded derivatives | | | | | | |
| | | | | | |
Derivative assets/(liabilities) held for trading | | | | | | |
| | | | | | |
Total derivatives cleared by central counterparty | | | | | | |
Total exchange traded derivatives | | | | | | |
Derivative assets/(liabilities) held for trading | | | | | | |
Derivatives held for risk management | | | | | | |
Derivatives designated as cash flow hedges | | | | | | |
OTC foreign exchange derivatives | | | | | | |
OTC interest rate derivatives | | | | | | |
Interest rate derivatives cleared by central counterparty | | | | | | |
Derivatives designated as cash flow hedges | | | | | | |
Derivatives designated as fair value hedges | | | | | | |
OTC interest rate derivatives | | | | | | |
Interest rate derivatives cleared by central counterparty | | | | | | |
Derivatives designated as fair value hedges | | | | | | |
Derivatives designated as hedges of net investments | | | | | | |
OTC foreign exchange derivatives | | | | | | |
Derivatives designated as hedges of net investments | | | | | | |
Derivative assets/(liabilities) held for risk management | | | | | | |
| | | | | | |
Total derivatives cleared by central counterparty | | | | | | |
Derivative assets/(liabilities) held for risk management | | | | | | |
Hedge accounting
Hedge accounting is applied predominantly for the following risks:
\u25aaInterest rate risk \u2013 arises due to a mismatch between fixed interest rates and floating interest rates. Interest rate risk also includes
exposure to inflation risk for certain types of investments.
\u25aaCurrency risk \u2013 arises due to assets or liabilities being denominated in different currencies than the functional currency of the relevant
entity. At a consolidated level, currency risk also arises when the functional currency of subsidiaries are different from the parent.
\u25aaContractually linked inflation risk \u2013 arises from financial instruments within contractually specified inflation risk. The Group does not
hedge inflation risk that arises from other activities.
In order to hedge these risks, the Group uses the following hedging instruments:
\u25aaInterest rate derivatives to swap interest rate exposures into either fixed or variable rates.
\u25aaCurrency derivatives to swap foreign currency exposures into the entity\u2019s functional currency, and net investment exposure to local
currency.
\u25aaInflation derivatives to swap inflation exposure into either fixed or variable interest rates.
In some cases, certain items which are economically hedged may be ineligible hedged items for the purposes of IAS 39, such as core
deposits and equity. In these instances, a proxy hedging solution can be utilised whereby portfolios of floating rate assets are
designated as eligible hedged items in cash flow hedges.
In some hedging relationships, the Group designates risk components of hedged items as follows:
\u25aaBenchmark interest rate risk as a component of interest rate risk, such as the LIBOR or Risk Free Rate (RFR) component.
\u25aaInflation risk as a contractually specified component of a debt instrument.
\u25aaSpot exchange rate risk for foreign currency financial assets or financial liabilities.
\u25aaComponents of cash flows of hedged items, for example certain interest payments for part of the life of an instrument.
Using the benchmark interest rate risk results in other risks, such as credit risk and liquidity risk, being excluded from the hedge
accounting relationship. Following market-wide interest rate benchmark reform, sensitivity to risk-free rates is considered to be the
predominant interest rate risk and therefore the hedged items (which often reference risk-free or similar 'overnight' rates) change in fair
value on a proportionate basis with reference to this risk.
In respect of many of the Group\u2019s hedge accounting relationships, the hedged item and hedging instrument change frequently due to
the dynamic nature of the risk management and hedge accounting strategy. The Group applies hedge accounting to dynamic
scenarios, predominantly in relation to interest rate risk, with a combination of hedged items in order for its financial statements to
reflect as closely as possible the economic risk management undertaken. In some cases, if the hedge accounting objective changes,
the relevant hedge accounting relationship is de-designated and is replaced with a different hedge accounting relationship.
Changes in the GBP value of net investments due to foreign currency movements are captured in the currency translation reserve,
resulting in a movement in CET1 capital.\u00a0The Group mitigates this by matching the CET1 capital movements to the revaluation of the
foreign currency RWA exposures.\u00a0Net investment hedges are designated where necessary to reduce the exposure to movement in a
particular exchange rate to within limits mandated by Risk.\u00a0As far as possible, existing external currency liabilities are designated as the
hedging instruments.
The hedging instruments share the same risk exposures as the hedged items. Hedge effectiveness is determined with reference to
quantitative tests, predominantly regression testing, but to the extent hedging instruments are exposed to different risks than the
hedged items, this could result in hedge ineffectiveness or hedge accounting failures.
Sources of ineffectiveness include the following:
\u25aaMismatches between the contractual terms of the hedged item and hedging instrument, including basis differences.
\u25aaChanges in credit risk of the hedging instruments.
\u25aaIf a hedging relationship becomes over-hedged, for example in hedges of net investments if the net asset value designated at the
start of the period falls below the amount of the hedging instrument.
\u25aaCash flow hedges using external swaps with non-zero fair values.
\u25aaThe effects of the reforms to IBOR because these might take effect at a different time and have a different impact on hedged items
and hedging instruments.
The Group's risk exposure continues, in part, to be affected by interest rate benchmark reform. In most cases, hedged items and
hedging instruments are expected to transition to relevant risk-free rates at the end of their current cash flow period. USD LIBOR,
Canadian Dollar Offerred Rate (CDOR) and Singapore Swap Offered Rate (SOR) linked hedge accounting relationships are still exposed
to uncertainty regarding the precise timing and effects of benchmark reform. USD LIBOR and SOR benchmarks will cease to be
published after 30 June 2023, CDOR - after 28 June 2024, but certain hedged items and hedging instruments continue to contractually
reference these benchmarks beyond the cessation date.
The following table summarises the significant hedge accounting exposures impacted by the IBOR reform (see Note 41 for further
updates) as at 31\u00a0December 2022:
| | | |
| Expected convergence to RFR | Nominal amount of hedged items directly impacted by IBOR reform | Nominal amount of hedging instruments directly impacted by IBOR reform |
| |
| Secured Overnight Financing Rate (SOFR) | | |
Singapore Swap Offered Rate (SOR) | Singapore Overnight Rate Average (SORA) | | |
Canadian Dollar Offered Rate (CDOR) | Overnight Repo Rate Average (CORRA) | | |
| | | |
The hedged items and hedging instruments are expected to be transitioned to SOFR and SORA by 30 June 2023 and CORRA by 28
June 2024.
| | | | | |
Hedged items in fair value hedges | | | | | |
| | Accumulated fair value adjustment included in carrying amount | | |
Hedged item statement of financial position classification and risk category | | | Of which: Accumulated fair value adjustment on items no longer in a hedge relationship | Change in fair value used as a basis to determine ineffectiveness | Hedge ineffectiveness recognised in the income statementsa |
| | | | |
| | | | | |
| | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
| | | | | |
Debt securities classified at amortised cost | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
| | | | | |
Debt securities classified at amortised cost | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Note
aHedge ineffectiveness is recognised in net interest income.
For items classified as fair value through other comprehensive income, the hedge accounting adjustment is not included in the carrying
amount, but rather adjusts other comprehensive income.
The following table shows the fair value hedging instruments which are carried on the Group\u2019s balance sheet:
| | | | | | | |
| | | | Change in fair value used as a basis to determine ineffectiveness | Nominal amount directly impacted by IBOR reform |
| | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
There are 1,796 (2021: 1,782) interest rate risk fair value hedges with an average fixed rate of 1.97% (2021: 1.88%) across the
relationships and 94 (2021: 96) inflation risk fair value hedges with an average rate of 0.54% (2021: 0.51%) across the relationships.
| | | | | | | |
Hedged items in cash flow hedges and hedges of net investments in foreign operations |
Description of hedge relationship and hedged risk | Change in value of hedged item used as the basis for recognising ineffectiveness | Balance in cash flow hedging reserve for continuing hedges | Balance in currency translation reserve for continuing hedges | Balances remaining in cash flow hedging reserve for which hedge accounting is no longer applied | Balances remaining in currency translation reserve for which hedge accounting is no longer applied | Hedging gains or losses recognised in other comprehensive income | Hedge ineffectiveness recognised in the income statementa |
| | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Hedge of net investment in foreign operations | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Hedge of net investment in foreign operations | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Note
a\u00a0 Hedge ineffectiveness is recognised in net interest income.
The following table shows the cash flow and net investment hedging instruments which are carried on the Group\u2019s balance sheet:
| | | | | | | |
| | | | Change in fair value used as a basis to determine ineffectiveness | Nominal amount directly impacted by IBOR reform |
| | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
There are 58 (2021: 36) foreign exchange risk cash flow hedges with an average foreign exchange rate of 148.00 JPY:1 GBP (2021:
137.85 JPY:1 GBP) across the relationships.
The effect on the income statement and other comprehensive income of recycling amounts in respect of cash flow hedges and net
investment hedges of foreign operations is set out in the following table:
| | | | |
| | |
| Amount recycled from other comprehensive income due to hedged item affecting income statement | Amount recycled from other comprehensive income due to sale of investment, or cash flows no longer expected to occur | Amount recycled from other comprehensive income due to hedged item affecting income statement | Amount recycled from other comprehensive income due to sale of investment, or cash flows no longer expected to occur |
Description of hedge relationship and hedged risk | | | | |
Cash flow hedge of interest rate risk | | | | |
Recycled to net interest income | | | | |
Cash flow hedge of foreign exchange risk | | | | |
| | | | |
Hedge of net investment in foreign operations | | | | |
| | | | |
A detailed reconciliation of the movements of the cash flow hedging reserve and the currency translation reserve is as follows:
| | | | |
| | |
| Cash flow hedging reserve | Currency translation reserve | Cash flow hedging reserve | Currency translation reserve |
| | | | |
| | | | |
Currency translation movements | | | | |
Hedging gains/(losses) for the year | | | | |
Amounts reclassified in relation to cash flows affecting profit or loss | | | | |
| | | | |
| | | | |
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"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjk1_fdfe1b4e-2307-40c3-a544-c55f03a34edf": {
"value": "Significant accounting policies
1. Reporting entity
Barclays PLC is a public company limited by shares registered in England under company number 48839, having its registered office at 1
Churchill Place, London, E14 5HP.
These financial statements are prepared for Barclays PLC and its subsidiaries (the Group) under Section 399 of the Companies Act
2006. The Group is a major global financial services provider engaged in retail banking, credit cards, wholesale banking, investment
banking, wealth management and investment management services. In addition, separate financial statements have been presented
for the holding company.
2. Compliance with International Financial Reporting Standards
The consolidated financial statements of the Group, and the separate financial statements of Barclays PLC, have been prepared in
accordance with UK-adopted international accounting standards.
The consolidated financial statements of the Group, and the separate financial statements of Barclays PLC, have also been prepared in
accordance with International Financial Reporting Standards (IFRS) as issued by the International Accounting Standards Board (IASB),
including interpretations issued by the IFRS Interpretations Committee, as there are no applicable differences from IFRS as issued by
the IASB for the periods presented.
The principal accounting policies applied in the preparation of the consolidated and separate financial statements are set out below, and
in the relevant notes to the financial statements. These policies have been consistently applied.
3. Basis of preparation
The consolidated and separate financial statements have been prepared under the historical cost convention modified to include the
fair valuation of investment property, and particular financial instruments, to the extent required or permitted under IFRS as set out in
the relevant accounting policies. These financial statements are stated in millions of Pounds Sterling (\u00a3m), the functional currency of
Barclays PLC.
The financial statements have been prepared for Barclays PLC and its subsidiaries (the Group) under Section 399 of the Companies Act
2006 as applicable to companies using IFRS. The financial statements are prepared on a going concern basis, as the Board is satisfied
that the Group and the parent company have the resources to continue in business for a period of at least 12 months from approval of
the financial statements.
In making this assessment, the Board has considered a wide range of information relating to present and future conditions and includes
a review of a working capital report (WCR). The WCR is used by the Board to assess the future performance of the Group and that it has
the resources in place that are required to meet its ongoing regulatory requirements. The assessment is based upon business plans
which contain future projections of profitability taken from the Group\u2019s medium-term plan as well as projections of regulatory capital
requirements and business funding needs. The WCR also includes an assessment of the impact of internally generated stress testing
scenarios on the liquidity and capital requirement forecasts. The stress tests used were based upon an assessment of reasonably
possible downside economic scenarios that the Group could experience.\u00a0 Further details are set out in the Viability statement on
The WCR showed that the Group had sufficient capital and liquidity in place to support its future business requirements and remained
above its regulatory minimum requirements in the stress scenarios. Accordingly, the Directors concluded that there was a reasonable
expectation that the Group and parent company has adequate resources to continue as a going concern for a period of at least 12
months from the date of approval of the financial statements.
4. Accounting policies
The Group prepares financial statements in accordance with IFRS. The Group\u2019s significant accounting policies relating to specific
financial statement items, together with a description of the accounting estimates and judgements that were critical to preparing those
items, are set out under the relevant notes. Accounting policies that affect the financial statements as a whole are set out below.
(i) Consolidation
The Group applies IFRS 10 Consolidated financial statements.
The consolidated financial statements combine the financial statements of Barclays PLC and all its subsidiaries. Subsidiaries are entities
over which Barclays PLC has control. The Group has control over another entity when the Group has all of the following:
1)power over the relevant activities of the investee, for example through voting or other rights
2)exposure to, or rights to, variable returns from its involvement with the investee, and
3)the ability to affect those returns through its power over the investee.
The assessment of control is based on the consideration of all facts and circumstances. The Group reassesses whether it controls an
investee if facts and circumstances indicate that there are changes to one or more of the three elements of control.
Intra-group transactions and balances are eliminated on consolidation. Consistent accounting policies are used throughout the Group
for the purposes of the consolidation.
Changes in ownership interests in subsidiaries are accounted for as equity transactions if they occur after control has already been
obtained and they do not result in loss of control.
As the consolidated financial statements include partnerships where the Group member is a partner, advantage has been taken of the
exemption under Regulation 7 of the Partnership (Accounts) Regulations 2008 with regard to preparing and filing of individual
partnership financial statements.
Details of the principal subsidiaries are given in Note 34.
(ii) Foreign currency translation
The Group applies IAS 21 The Effects of Changes in Foreign Exchange Rates. Transactions in foreign currencies are translated into
Sterling at the rate ruling on the date of the transaction. Foreign currency monetary balances are translated into Sterling at the period
end exchange rates. Exchange gains and losses on such balances are taken to the income statement.\u00a0 Non-monetary foreign currency
balances in relation to items measured in terms of historical cost are carried at historical transaction date exchange rates. Non-
monetary foreign currency balances in relation to items measured at fair value are translated using the exchange rate at the date when
the fair value was measured.
The Group\u2019s foreign operations (including subsidiaries, joint ventures, associates and branches) based mainly outside the UK may have
different functional currencies. The functional currency of an operation is the currency of the main economy to which it is exposed.
Prior to consolidation (or equity accounting) the assets and liabilities of non-Sterling operations are translated at the period end
exchange rate and items of income, expense and other comprehensive income are translated into Sterling at the rate on the date of
the transactions. Exchange differences arising on the translation of foreign operations are included in currency translation reserves
within equity. These are transferred to the income statement when the Group disposes of the entire interest in a foreign operation,
when partial disposal results in the loss of control of an interest in a subsidiary, when an investment previously accounted for using the
equity method is accounted for as a financial asset, or on the disposal of a foreign operation within a branch.
(iii) Financial assets and liabilities
The Group applies IFRS 9 Financial Instruments to the recognition, classification and measurement, and derecognition of financial
assets and financial liabilities and the impairment of financial assets. The Group applies the requirements of IAS 39 Financial
Instruments: Recognition and Measurement for hedge accounting purposes.
Recognition
The Group recognises financial assets and liabilities when it becomes a party to the terms of the contract. Trade date or settlement
date accounting is applied depending on the classification of the financial asset.
Classification and measurement
Financial assets are classified on the basis of two criteria:
i)the business model within which financial assets are managed, and
ii)their contractual cash flow characteristics (whether the cash flows represent \u2018solely payments of principal and interest\u2019 (SPPI)).
The Group assesses the business model criteria at a portfolio level. Information that is considered in determining the applicable
business model includes (i) policies and objectives for the relevant portfolio, (ii) how the performance and risks of the portfolio are
managed, evaluated and reported to management, and (iii) the frequency, volume and timing of sales in prior periods, sales expectation
for future periods, and the reasons for such sales.
The contractual cash flow characteristics of financial assets are assessed with reference to whether the cash flows represent SPPI. In
assessing whether contractual cash flows are SPPI compliant, interest is defined as consideration primarily for the time value of money
and the credit risk of the principal outstanding. The time value of money is defined as the element of interest that provides
consideration only for the passage of time and not consideration for other risks or costs associated with holding the financial asset.
Terms that could change the contractual cash flows so that it would not meet the condition for SPPI are considered, including: (i)
contingent and leverage features, (ii) non-recourse arrangements and (iii) features that could modify the time value of money.
Financial assets are measured at amortised cost if they are held within a business model whose objective is to hold financial assets in
order to collect contractual cash flows, and their contractual cash flows represent SPPI.
Financial assets are measured at fair value through other comprehensive income if they are held within a business model whose
objective is achieved by both collecting contractual cash flows and selling financial assets, and their contractual cash flows represent
SPPI.
Other financial assets are measured at fair value through profit and loss. There is an option to make an irrevocable election on initial
recognition for non-traded equity investments to be measured at fair value through other comprehensive income, in which case
dividends are recognised in profit or loss, but gains or losses are not reclassified to profit or loss upon derecognition, and the
impairment requirements of IFRS 9 do not apply.
The accounting policy for each type of financial asset or liability is included within the relevant note for the item. The Group\u2019s policies for
determining the fair values of the assets and liabilities are set out in Note 17.
Derecognition
The Group derecognises a financial asset, or a portion of a financial asset, from its balance sheet where (i) the contractual rights to cash
flows from the asset have expired, or (ii) the contractual rights to cash flows from the asset have been transferred (usually by sale) and\u00a0
with them either (a) substantially all the risks and rewards of the asset have been transferred, or (b) where neither substantially all the
risks and reward have been transferred or retained, where control over the asset has been lost.
Financial liabilities are derecognised when the liability has been settled, has expired or has been extinguished. An exchange of an existing
financial liability for a new liability with the same lender on substantially different terms \u2013 generally a difference of 10% or more in the
present value of the cash flows or a substantive qualitative amendment \u2013 is accounted for as an extinguishment of the original financial
liability and the recognition of a new financial liability.
Transactions in which the Group transfers assets and liabilities, portions of them, or financial risks associated with them can be complex
and it may not be obvious whether substantially all of the risks and rewards have been transferred. It is often necessary to perform a
quantitative analysis. Such an analysis compares the Group\u2019s exposure to variability in asset cash flows before the transfer with its
retained exposure after the transfer.
A cash flow analysis of this nature may require judgement. In particular, it is necessary to estimate the asset\u2019s expected future cash
flows as well as potential variability around this expectation. The method of estimating expected future cash flows depends on the
nature of the asset, with market and market-implied data used to the greatest extent possible. The potential variability around this
expectation is typically determined by stressing underlying parameters to create reasonable alternative upside and downside scenarios.
Probabilities are then assigned to each scenario. Stressed parameters may include default rates, loss severity, or prepayment rates.
Accounting for reverse repurchase and repurchase agreements including other similar lending and borrowing
Reverse repurchase agreements (and stock borrowing or similar transactions) are a form of secured lending whereby the Group
provides a loan or cash collateral in exchange for the transfer of collateral, generally in the form of marketable securities subject to an
agreement to transfer the securities back at a fixed price in the future. Repurchase agreements are where the Group obtains such loans
or cash collateral, in exchange for the transfer of collateral.
The Group purchases (a reverse repurchase agreement) or borrows securities subject to a commitment to resell or return them. The
securities are not included in the balance sheet as the Group does not acquire the risks and rewards of ownership. Consideration paid
(or cash collateral provided) is accounted for as a loan asset at amortised cost, unless it is designated or mandatorily at fair value
through profit and loss.
The Group may also sell (a repurchase agreement) or lend securities subject to a commitment to repurchase or redeem them. The
securities are retained on the balance sheet as the Group retains substantially all the risks and rewards of ownership. Consideration
received (or cash collateral provided) is accounted for as a financial liability at amortised cost, unless it is designated at fair value through
profit and loss.
(iv) Issued debt and equity instruments
The Group applies IAS 32, Financial Instruments: Presentation, to determine whether funding is either a financial liability (debt) or equity.
Issued financial instruments or their components are classified as liabilities if the contractual arrangement results in the Group having an
obligation to either deliver cash or another financial asset, or a variable number of equity shares, to the holder of the instrument. If this is
not the case, the instrument is generally an equity instrument and the proceeds included in equity, net of transaction costs. Dividends
and other returns to equity holders are recognised when paid or declared by the members at the Annual General Meeting and treated
as a deduction from equity.
Where issued financial instruments contain both liability and equity components, these are accounted for separately. The fair value of
the debt is estimated first and the balance of the proceeds is included within equity.
(v)\u00a0 Changes in the basis for determining contractual cash flows resulting from interest rate benchmark reform
A change in the basis of determining the contractual cash flows of a financial instrument that is required by interest rate benchmark
reform is accounted for by updating the effective interest rate, without the recognition of an immediate gain or loss. This practical
expedient is only applied where (1) the change to the contractual cash flows is necessary as a direct consequence of the reform and (2)
the new basis for determining the contractual cash flows is economically equivalent to the previous basis. For changes made in addition
to those required by the interest rate benchmark reform, the practical expedient is applied first, after which the normal IFRS 9
requirements for modifications of financial instruments is applied.
Refer to Note 14 for further details regarding hedge accounting policies in respect of interest rate benchmark reform.
Refer to Note 41 for further disclosure related to interest rate benchmark reform.
(vi) Cash flow statement
Cash comprises cash on hand and balances at central banks. Cash equivalents comprise loans and advances to banks, cash collateral
balances with central banks related to payment schemes and treasury and other eligible bills, all with original maturities of three months
or less. Repurchase and reverse repurchase agreements are not considered to be part of cash equivalents.
Investments in debt securities at amortised cost, presented within loans and advances on the balance sheet, are deemed to be
investing activities for the purposes of the cash flow statement, except those instruments considered to be cash equivalents.\u00a0
Debt securities issued and redeemed are considered to be operating activities, except qualifying eligible liabilities that satisfy regulatory
requirements for MREL instruments (or have previously satisfied these requirements since 2019 when they came into effect), which are
considered to be financing activities.
5. New and amended standards and interpretations
The accounting policies adopted\u00a0 have been consistently applied.
Future accounting developments
The following accounting standards have been issued by the IASB but are not yet effective:
IFRS 17 \u2013 Insurance contracts
In May 2017, the IASB issued IFRS 17 Insurance Contracts, a comprehensive new accounting standard for insurance contracts covering
recognition and measurement, presentation and disclosure. IFRS 17 will replace IFRS 4 Insurance Contracts that was issued in 2005. In
June 2020, the IASB published amendments to IFRS 17, to include scope exclusion for certain credit card contracts and similar
contracts that provide insurance coverage, the optional scope exclusion for loan contracts that transfer significant insurance risk, and
the clarification that only financial guarantees issued are in scope of IFRS 9.
IFRS 17 applies to all types of insurance contracts (i.e. life, non-life, direct insurance and reinsurance), regardless of the type of entities
that issue them, as well as to certain guarantees and financial instruments with discretionary participation features. A few scope
exceptions will apply.
IFRS 17 is effective for accounting periods beginning on or after 1 January 2023. The Group does not expect the impact of IFRS 17 to
be material.
Classification of Liabilities as Current or Non-current (Amendments to IAS 1)
In January 2020 the IASB issued amendments to IAS 1 to clarify the presentation of liabilities in the balance sheet, with an effective date
of 1 January 2024.
The amendments clarify that a liability should be classified as non-current only if the entity has the right to defer settlement of the
liability for at least 12 months after the reporting period, and that (i) the right to defer settlement must exist at the end of the reporting
period and (ii) management\u2019s intentions or expectations about whether it will exercise its right to defer settlement does not affect the
classification. Further clarifications include how lending conditions affect classification and classification of liabilities the entity will or
may settle by issuing its own equity instruments.
In October 2022, the IASB also issued further amendments to IAS 1 to improve the information an entity provides when its right to
defer settlement of a liability for at least twelve months is subject to compliance with covenants, and to respond to stakeholders\u2019
concerns about the classification of such a liability as current or non-current.
Disclosure of Accounting Policies - Amendments to IAS 1 and IFRS Practice Statement 2
In February 2021 the IASB issued amendments to IAS 1 that require entities to disclose their material accounting policies rather than
their significant accounting policies. The amendments to IFRS Practice Statement 2 provide guidance on the concept of materiality and
its application to accounting policy information.
Under the amendments, accounting policy information is material if, when considered together with other information included in an
entity\u2019s financial statements, it can reasonably be expected to influence decisions that the primary users of general purpose financial
statements make on the basis of those financial statements.
The amendments are effective for annual periods beginning on or after 1 January 2023, and will be applied from that date.
Definition of Accounting Estimate - Amendments to IAS 8
In February 2021 the IASB issued amendments to IAS 8 that replace the definition of a change in accounting estimates with a definition
of accounting estimates.
Under the new definition, accounting estimates are clarified as monetary amounts in financial statements that are subject to
measurement uncertainty. Where an entity's accounting policy requires an item to be measured at monetary amounts that cannot be
observed directly, it should develop an accounting estimate to achieve this objective.
The amendments are effective for annual periods beginning on or after 1 January 2023, and will be applied from that date.
6. Critical accounting estimates and judgements
The preparation of financial statements in accordance with IFRS requires the use of estimates. It also requires management to exercise
judgement in applying the accounting policies. The key areas involving a higher degree of judgement or complexity or areas where
assumptions are significant to the consolidated and individual financial statements are highlighted under the relevant note. Critical
accounting estimates and judgements are disclosed in:
\u25aaCredit impairment charges on page 436 \u25aaFair value of financial instruments on page 456 \u25aaGoodwill and intangible assets on page 475 \u25aaPensions and post-retirement benefit obligations on page 496 \u25aaProvisions including conduct and legal, competition and regulatory matters on page 477. 7. Other disclosures
To improve transparency and ease of reference, by concentrating related information in one place, certain disclosures required under
IFRS have been included within the Risk review section as follows:
\u25aaTreasury and Capital risk \u2013 liquidity on page 292 and 344 to 354 \u25aaTreasury and Capital risk \u2013 capital on page 292 and 355 to 362. These disclosures are covered by the Audit opinion (included on pages 399 to 415) where referenced as audited. 1a Restatement of financial statements
The comparatives in these consolidated financial statements for the year ended 31 December 2022 (the financial statements) have
been restated to reflect both a provision and contingent liability disclosure in respect of the impact of an over-issuance of securities
(the Over-issuance of Securities) in excess of the maximum aggregate offering price registered under Barclays Bank PLC\u2019s shelf
registration statement on Form F-3, as declared effective by the SEC in August 2019 (2019 F-3) and Barclays Bank PLC\u2019s prior shelf
registration statement (Predecessor Shelf). The comparatives have been restated so as to align them to those reported in the restated
2021 financial statements included in the Company\u2019s amended Annual Report on Form 20-F for the year ended 31 December 2021.
Due to an SEC settlement order in 2017, at the time the 2019 F-3 was filed and the Predecessor Shelf was amended, Barclays Bank PLC
had ceased to be a \u201cwell-known seasoned issuer\u201d (or WKSI) and had become an \u201cineligible issuer\u201d, as defined in Rule 405 under the
Securities Act of 1933, as amended (Securities Act), thus being required to register upfront a fixed amount of securities with the SEC.
In March 2022, Barclays Bank PLC became aware that it had issued securities in the US materially in excess of the amount it had
registered with the SEC under the 2019 F-3. Subsequently, Barclays Bank PLC became aware that securities had also been issued in
excess of the amount it had registered with the SEC under the Predecessor Shelf.\u00a0 The securities that were over-issued included
structured notes and exchange traded notes (ETNs). Certain offers and sales of these securities were not made in compliance with the
Securities Act, giving rise to rights of rescission for certain purchasers of the securities. Under Section 12(a)(1) of the Securities Act,
certain purchasers of unregistered securities have a right to recover, upon the tender of such security, the consideration paid for such
security with interest, less the amount of any income received, or damages if the purchaser sold the securities at a loss (the Rescission
Price). As a result, Barclays Bank PLC made a rescission offer to eligible purchasers of the relevant affected securities at the Rescission
Price (the Rescission Offer).
A portion of the costs associated with the rights of rescission of certain investors was attributable to Barclays PLC\u2019s financial
statements for the year ended 31 December 2021. Accordingly, the comparatives in these financial statements have been restated.
The restatement impacts the consolidated income statement, the consolidated statement of comprehensive income, the
consolidated balance sheet, the consolidated statement of changes in equity, and the consolidated cash flow statement for the year
ended 31 December 2021. There was no material impact on Barclays PLC\u2019s previously reported financial statements for the year ended
31 December 2020.
The impact of the restatement is as follows:
\u2022Litigation and conduct charges in the income statement for the year ended 31 December 2021 were underreported by \u00a3220m,
increasing total operating expenses from a reported \u00a314,439m to \u00a314,659m.
\u2022Provisions on the consolidated balance sheet have increased from a reported \u00a31,688m to \u00a31,908m.
\u2022The taxation charge in the income statement has reduced by \u00a350m from a reported \u00a31,188m to \u00a31,138m with a corresponding
decrease in current tax liabilities on the balance sheet from \u00a3739m to \u00a3689m.
\u2022The overall impact of the restatement has been to reduce reported profit after tax from \u00a37,226m to \u00a37,056m.\u00a0
\u2022The consolidated financial statements have been restated for the increased provision of \u00a3220m and lower tax charge of \u00a350m.
\u2022The contractual maturity profile of financial liabilities designated at fair value has been restated to reflect the impact of the Over-
issuance of Securities.
The table below reflects each of the consolidated financial statement line items that were affected by the restatement:
| | | |
For the year ended 31 December 2021 | | | |
Impact on the consolidated income statement | | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
Impact on the consolidated statement of comprehensive income | | | |
| | | |
Total comprehensive income for the year | | | |
| | | |
Impact on the consolidated balance sheet | | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
Impact on the consolidated cash flow statement | | | |
| | | |
Adjustments for non-cash items: | | | |
Other provisions, including pensions | | | |
Dividends are recognised when the right to receive the dividend has been established.
Accounting for the impairment of financial assets
Impairment
In accordance with IFRS 9, the Group is required to recognise expected credit losses (ECLs) based on unbiased forward-looking
information for all financial assets at amortised cost, lease receivables, debt financial assets at fair value through other comprehensive
income, loan commitments and financial guarantee contracts.
At the reporting date, an allowance (or provision for loan commitments and financial guarantees) is required for the 12 month (Stage 1)
ECLs. If the credit risk has significantly increased since initial recognition (Stage 2), or if the financial instrument is credit impaired (Stage
3), an allowance (or provision) should be recognised for the lifetime ECLs.
The measurement of ECL is calculated using three main components: (i) probability of default (PD) (ii) loss given default (LGD) and (iii)
the exposure at default (EAD).\u00a0
The 12 month and lifetime ECLs are calculated by multiplying the respective PD, LGD and the EAD. The 12 month and lifetime PDs
represent the PD occurring over the next 12 months and the remaining maturity of the instrument respectively. The EAD represents
the expected balance at default, taking into account the repayment of principal and interest from the balance sheet date to the default
event together with any expected drawdowns of committed facilities. The LGD represents expected losses on the EAD given the event
of default, taking into account, among other attributes, the mitigating effect of collateral value at the time it is expected to be realised
and the time value of money.\u00a0
Expected credit loss measurement is based on the ability of borrowers to make payments as they fall due. The Group also considers
sector-specific risks and whether additional adjustments are required in the measurement of ECL. Credit risk may be impacted by
climate considerations for certain sectors, such as oil and gas.
Determining a significant increase in credit risk since initial recognition:
The Group assesses when a significant increase in credit risk has occurred based on quantitative and qualitative assessments. The
credit risk of an exposure is considered to have significantly increased when:
i) Quantitative test
The annualised lifetime PD has increased by more than an agreed threshold relative to the equivalent at origination.
PD deterioration thresholds are defined as percentage increases, and are set at an origination score band and segment level to ensure
the test appropriately captures significant increases in credit risk at all risk levels. Generally, thresholds are inversely correlated to the
origination PD, i.e. as the origination PD increases, the threshold value reduces.
The assessment of the point\u00a0at which a PD increase is deemed \u2018significant\u2019, is based upon analysis of the portfolio\u2019s risk profile against a
common set of principles and performance metrics (consistent across both retail and wholesale businesses), incorporating expert
credit judgement where appropriate. Application of quantitative PD floors does not represent the use of the low credit risk exemption
as exposures can separately move into Stage 2 via the qualitative route described below.
Wholesale assets apply a 100% increase in PD and 0.2% PD floor to determine a significant increase in credit risk.
Retail assets apply bespoke relative increase and absolute PD thresholds based on product type and origination PD. Thresholds are
subject to maximums defined by Group policy and typically apply minimum relative thresholds of 50-100% and a maximum relative
threshold of 400%.
For existing/historical exposures where origination point scores or data are no longer available or do not represent a comparable
estimate of lifetime PD, a proxy origination score is defined, based upon:
\u2022back-population of the approved lifetime PD score either to origination date or, where this is not feasible, as far back as possible
(subject to a data start point no later than 1 January 2015); or
\u2022use of available historical account performance data and other customer information, to derive a comparable \u2018proxy\u2019 estimation of
origination PD.
ii) Qualitative test
This is relevant for accounts that meet the portfolio\u2019s \u2018high risk\u2019 criteria and are subject to closer credit monitoring.
High risk customers may not be in arrears but either through an event or an observed behaviour exhibit credit distress. The definition
and assessment of high risk includes as wide a range of information as reasonably available, such as industry and Group-wide customer
level data, including but not limited to bureau scores and high consumer indebtedness index, wherever possible or relevant.
Whilst the high risk populations applied for IFRS 9 impairment purposes are aligned with risk management processes, they are also
regularly reviewed and validated to ensure that they capture any incremental segments where there is evidence of credit deterioration.
iii) Backstop criteria
This is relevant for accounts that are more than 30 calendar days past due. The 30 days past due criteria is a backstop rather than a
primary driver of moving exposures into Stage 2.
The criteria for determining a significant increase in credit risk for assets with bullet repayments follows the same principle as all other
assets, i.e. quantitative, qualitative and backstop tests are all applied.
Exposures will move back to Stage 1 once they no longer meet the criteria for a significant increase in credit risk. This means that, at a
minimum all payments must be up-to-date, the PD deterioration test is no longer met, the account is no longer classified as high risk,
and the customer has evidenced an ability to maintain future payments.
Exposures are only removed from Stage 3 and reassigned to Stage 2 once the original default trigger event no longer applies.
Exposures being removed from Stage 3 must no longer qualify as credit impaired, and:
a)the obligor will also have demonstrated consistently good payment behaviour over a 12-month period, by making all consecutive
contractual payments due and, for forborne exposures, the relevant EBA defined probationary period has also been successfully
completed or;
b)(for non-forborne exposures) the performance conditions are defined and approved within an appropriately sanctioned restructure
plan, including 12 months\u2019 payment history have been met.
Management overlays and other exceptions to model outputs are applied only if consistent with the objective of identifying significant
increases in credit risk.
Forward-looking information
The measurement of ECL involves complexity and judgement, including estimation of PD, LGD, a range of unbiased future economic
scenarios, estimation of expected lives (where contractual life is not appropriate), and estimation of EAD and assessing significant
increases in credit risk.
Credit losses are the expected cash shortfalls from what is contractually due over the expected life of the financial instrument,
discounted at the original effective interest rate (EIR). ECLs are the unbiased probability-weighted credit losses determined by
evaluating a range of possible outcomes and considering future economic conditions.
The Group uses a five-scenario model to calculate ECL. An external consensus forecast is assembled from key sources, including HM
Treasury (short and medium-term forecasts) and Bloomberg (based on median of economic forecasts), which forms the Baseline
scenario. In addition, two adverse scenarios (Downside 1 and Downside 2) and two favourable scenarios (Upside 1 and Upside 2) are
derived, with associated probability weightings. The adverse scenarios are calibrated to a broadly similar severity to the Group's internal
stress tests and stress scenarios provided by regulators whilst also considering IFRS 9 specific sensitivities and non-linearity. The
favourable scenarios are designed to reflect plausible upside risks to the Baseline scenario which are broadly consistent with the
economic narrative approved by the Senior Scenario Review Committee. All scenarios are regenerated at a minimum semi-annually.\u00a0
The scenarios include key economic variables (including GDP, unemployment, House Price Index (HPI) and base rates in both the UK
and US markets) and expanded variables using statistical models based on historical correlations. The upside and downside shocks are
designed to evolve over a five-year stress horizon, with all five scenarios converging to a steady state after approximately seven years.
The methodology for estimating probability weights for each of the scenarios involves a comparison of the distribution of key historical
UK and US macroeconomic variables against the forecast paths of the five scenarios. The methodology works such that the baseline
(reflecting current consensus outlook) has the highest weight and the weights of adverse and favourable scenarios depend on the
deviation from the baseline; the further from the baseline, the smaller the weight. A single set of five scenarios is used across all
portfolios and all five weights are normalised to equate to 100%. The same scenarios used in the estimation of expected credit losses
are also used to inform Barclays' internal planning. The impacts across the portfolios are different because of the sensitivities of each of
the portfolios to specific macroeconomic variables, for example, mortgages are highly sensitive to house prices, and credit cards and
unsecured consumer loans are highly sensitive to unemployment.
Definition of default, credit impaired assets, write-offs, and interest income recognition
The definition of default for the purpose of determining ECLs, and for internal credit risk management purposes, has been aligned to
the Regulatory Capital CRR Article 178 definition of default, to maintain a consistent approach with IFRS 9 and associated regulatory
guidance. The Regulatory Capital CRR Article 178 definition of default considers indicators that the debtor is unlikely to pay, includes
exposures in forbearance and is no later than when the exposure is more than 90 days past due. When exposures are identified as credit
impaired at the time when they are purchased or originated interest income is calculated on the carrying value net of the impairment
allowance.
An asset is considered credit impaired when one or more events occur that have a detrimental impact on the estimated future cash
flows of the financial asset. This comprises assets defined as defaulted and other individually assessed exposures where imminent
default or actual loss is identified.
Uncollectable loans are written off against the related allowance for loan impairment on completion of the Group\u2019s internal processes
and when all reasonably expected recoverable amounts have been collected. Subsequent recoveries of amounts previously written off
are credited to the income statement. The timing and extent of write-offs may involve some element of subjective judgement.
Nevertheless, a write-off will often be prompted by a specific event, such as the inception of insolvency proceedings or other formal
recovery action, which makes it possible to establish that some or the entire advance is beyond realistic prospect of recovery.
Accounting for purchased financial guarantee contracts
The Group may enter into a financial guarantee contract which requires the issuer of such contract to reimburse the Group for a loss it
incurs because a specified debtor fails to make payment when due in accordance with the terms of a debt instrument. For these
separate financial guarantee contracts, the Group recognises a reimbursement asset aligned with the recognition of the underlying
ECLs, if it is considered virtually certain that a reimbursement would be received if the specified debtor fails to make payment when due
in accordance with the terms of the debt instrument.
Loan modifications and renegotiations that are not credit-impaired
When modification of a loan agreement occurs as a result of commercial restructuring activity rather than due to the credit risk of the
borrower, an assessment must be performed to determine whether the terms of the new agreement are substantially different from
the terms of the existing agreement.\u00a0This assessment considers both the change in cash flows arising from the modified terms as well
as the change in overall instrument risk profile. In respect of payment holidays granted to borrowers which are not due to forbearance, if
the revised cash flows on a present value basis (based on the original EIR) are not substantially different from the original cash flows, the
loan is not considered to be substantially modified.\u00a0
Where terms are substantially different, the existing loan will be derecognised and a new loan will be recognised at fair value, with any
difference in valuation recognised immediately within the income statement, subject to observability criteria.
Where terms are not substantially different, the loan carrying value will be adjusted to reflect the present value of modified cash flows
discounted at the original EIR, with any resulting gain or loss recognised immediately within the income statement as a modification gain
or loss.
Note 1 sets out details for changes in the basis of determining the contractual cash flows of a financial instrument that are required by
interest rate benchmark reform.
Expected life
Lifetime ECLs must be measured over the expected life. This is restricted to the maximum contractual life and takes into account
expected prepayment, extension, call and similar options. The exceptions are certain revolving financial instruments, such as credit
cards and bank overdrafts, that include both a drawn and an undrawn component where the entity\u2019s contractual ability to demand
repayment and cancel the undrawn commitment does not limit the entity\u2019s exposure to credit losses to the contractual notice period.
For revolving facilities, expected life is analytically derived to reflect the behavioural life of the asset, i.e. the full period over which the
business expects to be exposed to credit risk. Behavioural life is typically based upon historical analysis of the average time to default,
closure or withdrawal of facility. Where data is insufficient or analysis inconclusive, an additional \u2018maturity factor\u2019 may be incorporated to
reflect the full estimated life of the exposures, based upon experienced judgement and/or peer analysis. Potential future modifications
of contracts are not taken into account when determining the expected life or EAD until they occur.
Discounting
ECLs are discounted at the EIR at initial recognition or an approximation thereof and consistent with income recognition. For loan
commitments the EIR is the rate that is expected to apply when the loan is drawn down and a financial asset is recognised. Issued
financial guarantee contracts are discounted at the risk free rate. Lease receivables are discounted at the rate implicit in the lease. For
variable/floating rate financial assets, the spot rate at the reporting date is used and projections of changes in the variable rate over the
expected life are not made to estimate future interest cash flows or for discounting.
Modelling techniques
The regulatory Basel Committee of Banking Supervisors (BCBS) ECL calculations are leveraged for IFRS 9 modelling but adjusted for
key differences which include:
\u25aaBCBS requires 12 month through the economic cycle losses whereas IFRS 9 requires 12 months or lifetime point in time losses based
on conditions at the reporting date and multiple forecasts of the future economic conditions over the expected lives;
\u25aaIFRS 9 models do not include certain conservative BCBS model floors and downturn assessments and require discounting to the
reporting date at the original EIR rather than using the cost of capital to the date of default;
\u25aaManagement adjustments are made to modelled output to account for situations where known or expected risk factors and
information have not been considered in the modelling process, for example forecast economic scenarios for uncertain political
events; and
\u25aaECL is measured at the individual financial instrument level, however a collective approach where financial instruments with similar
risk characteristics are grouped together, with apportionment to individual financial instruments, is used where effects can only be
seen at a collective level, for example for forward-looking information.
For the IFRS 9 impairment assessment, the Group\u2019s risk models are used to determine the PD, LGD and EAD. For Stage 2 and 3, the
Group applies lifetime PDs but uses 12 month PDs for Stage 1. The ECL drivers of PD, EAD and LGD are modelled at an account level
which considers vintage, among other credit factors. Also, the assessment of significant increase in credit risk is based on the initial
lifetime PD curve, which accounts for the different credit risk underwritten over time.
Forbearance
A financial asset is subject to forbearance when it is modified due to the credit distress of the borrower. A modification made to the
terms of an asset due to forbearance will typically be assessed as a non-substantial modification that does not result in derecognition of
the original loan, except in circumstances where debt is exchanged for equity.
Both performing and non-performing forbearance assets are classified as Stage 3 except where it is established that the concession
granted has not resulted in diminished financial obligation and that no other regulatory definition of default criteria have been triggered,
in which case the asset is classified as Stage 2. The minimum probationary period for non-performing forbearance is 12 months and for
performing forbearance, 24 months. Hence, a minimum of 36 months is required for non-performing forbearance to move out of a
forborne state.
No financial instrument in forbearance can transfer back to Stage 1 until all of the Stage 2 thresholds are no longer met and can only
move out of Stage 3 when no longer credit impaired.
Critical accounting estimates and judgements
IFRS 9 impairment involves several important areas of judgement, including estimating forward-looking modelled parameters (PD, LGD
and EAD), developing a range of unbiased future economic scenarios, estimating expected lives and assessing significant increases in
credit risk, based on the Group\u2019s experience of managing credit risk. The determination of expected life is most material for Barclays'
credit card portfolios which is obtained via behavioural life analysis to materially capture the risk of these facilities.
Within the retail and small businesses portfolios, which comprise large numbers of small homogenous assets with similar risk characteristics
where credit scoring techniques are generally used, the impairment allowance is calculated using forward-looking modelled parameters which
are typically run at account level. There are many models in use, each tailored to a product, line of business or customer category. Judgement
and knowledge is needed in selecting the statistical methods to use when the models are developed or revised. Management adjustments to
impairment models, which contain an element of subjectivity, are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management adjustments are
reviewed and incorporated into future model development where appropriate. The impairment charge reflected in the income statement for
retail portfolios is \u00a3976m (2021: \u00a3289m release; 2020: \u00a33,116m charge) of the total impairment charge on loans and advances and off-balance
sheet loan commitments and financial guarantee contracts.
For individually significant assets in Stage 3, impairment allowances are calculated on an individual basis and all relevant considerations that have
a bearing on the expected future cash flows across a range of economic scenarios are taken into account. These considerations can be
particularly subjective and can include the business prospects for the customer, the realisable value of collateral, the Group\u2019s position relative to
other claimants, the reliability of customer information and the likely cost and duration of the work-out process. The level of the impairment
allowance is the difference between the value of the discounted expected future cash flows (discounted at the loan\u2019s original effective interest
rate), and its carrying amount. Furthermore, judgements change with time as new information becomes available or as work-out strategies
evolve, resulting in frequent revisions to the impairment allowance as individual decisions are taken. Changes in these estimates would result in a
change in the allowances and have a direct impact on the impairment charge. The impairment charge reflected in the financial statements in
relation to wholesale portfolios is \u00a3207m (2021: \u00a3346m release; 2020: \u00a31,569m charge) of the total impairment charge on loans and advances
and off-balance sheet loan commitments and financial guarantee contracts.
Further information on impairment allowances, impairment charges, management adjustments to models for impairment, measurement
uncertainty, sensitivity analysis and related credit information is set out within the Credit risk performance section.
Temporary adjustments to calculated IFRS9 impairment allowances may be applied in limited circumstances to account for situations where
known or expected risk factors or information have not been considered in the ECL assessment or modelling process. For further information
please see page 315 in the Credit risk performance section. Information about the potential impact of the physical and transition risks of climate change on borrowers is considered, taking into account
reasonable and supportable information to make accounting judgements and estimates. Climate change is inherently of a long-term nature,
with significant levels of uncertainty, and consequently requires judgement in determining the possible impact in the next financial year, if any.
Accounting for income taxes
The Group applies IAS 12 Income Taxes in accounting for taxes on income. Income tax payable on taxable profits (current tax) is
recognised as an expense in the periods in which the profits arise. Withholding taxes are also treated as income taxes. Income tax
recoverable on tax allowable losses is recognised as a current tax asset only to the extent that it is regarded as recoverable by offsetting
against taxable profits arising in the current or prior periods. Current tax is measured using tax rates and tax laws that have been
enacted or substantively enacted at the balance sheet date.
Deferred tax assets are recognised to the extent that it is probable that taxable profit will be available against which the deductible
temporary differences, and the carry forward of unused tax credits and unused tax losses can be utilised. Deferred tax liabilities are
recognised for all taxable temporary differences except for the initial recognition of goodwill. Deferred tax is not recognised where the
temporary difference arises from the initial recognition of an asset or liability in a transaction that is not a business combination and, at
the time of the transaction, affects neither the accounting profit nor taxable profit or loss. Deferred tax is determined using tax rates
and legislation enacted or substantively enacted by the balance sheet date which are expected to apply when the deferred tax asset is
realised or the deferred tax liability is settled. Deferred tax assets and liabilities are only offset when there is both a legal right to set-off
and an intention to settle on a net basis.
The Group considers an uncertain tax position to exist when it considers that ultimately, in the future, the amount of profit subject to
tax may be greater than the amount initially reflected in the Group\u2019s tax returns. The Group accounts for provisions in respect of
uncertain tax positions in two different ways.\u00a0
A current tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will alter the amount of cash tax due to, or from, a tax authority in the future.\u00a0From recognition, the current tax provision is then
measured at the amount the Group ultimately expects to pay the tax authority to resolve the position. The accrual of interest and
penalty amounts in respect of uncertain income tax positions is recognised as an expense within profit before tax.
Deferred tax provisions are adjustments made to the carrying value of deferred tax assets in respect of uncertain tax positions. A
deferred tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will result in a reduction in the carrying value of the deferred tax asset.\u00a0From recognition of a provision, measurement of the
underlying deferred tax asset is adjusted to take into account the expected impact of resolving the uncertain tax position on the loss or
temporary difference giving rise to the deferred tax asset.
The approach taken to measurement takes account of whether the uncertain tax position is a discrete position that will be reviewed by
the tax authority in isolation from any other position, or one of a number of issues which are expected to be reviewed together
concurrently and resolved simultaneously with a tax authority. The Group\u2019s measurement of provisions is based upon its best estimate
of the additional profit that will become subject to tax. For a discrete position, consideration is given only to the merits of that position.
Where a number of issues are expected to be reviewed and resolved together, the Group will take into account not only the merits of its
position in respect of each particular issue but also the overall level of provision relative to the aggregate of the uncertain tax positions
across all the issues that are expected to be resolved at the same time. In addition, in assessing provision levels, it is assumed that tax
authorities will review uncertain tax positions and that all facts will be fully and transparently disclosed.
Critical accounting estimates and judgements
There are two key areas of judgement that impact the reported tax position. Firstly, the level of provisioning for uncertain tax positions;
and secondly, the recognition and measurement of deferred tax assets.
The Group does not consider there to be a significant risk of a material adjustment to the carrying amount of current and deferred tax
balances, including provisions for uncertain tax positions in the next financial year. \u00a0The provisions for uncertain tax positions cover a
diverse range of issues and reflect advice from external counsel where relevant. \u00a0It should be noted that only a proportion of the total
uncertain tax positions will be under audit at any point in time, and could therefore be subject to challenge by a tax authority over the
next year.
Deferred tax assets have been recognised based on business profit forecasts. Details on the recognition of deferred tax assets are
provided in this note.
Accounting for trading portfolio assets and liabilities
In accordance with IFRS 9, all assets and liabilities held for trading purposes are held at fair value with gains and losses in the changes in
fair value taken to the income statement in net trading income (Note 5).
Accounting for financial assets mandatorily at fair value
Financial assets that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at fair
value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if the
financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling.
Accounting for financial assets designated at fair value
Financial assets, other than those held for trading, are classified in this category if they are so irrevocably designated at inception and
the use of the designation removes or significantly reduces an accounting mismatch.
Subsequent changes in fair value for these instruments are recognised in the income statement in net investment income, except if
reporting it in trading income reduces an accounting mismatch.
The details on how the fair value amounts are derived for financial assets at fair value are described in Note 17.
Accounting for derivatives
Derivative instruments are contracts whose value is derived from one or more underlying financial instruments or indices defined in the
contract. They include swaps, forward-rate agreements, futures, options and combinations of these instruments and primarily affect
the Group\u2019s net interest income, net trading income and derivative assets and liabilities. Notional amounts of the contracts are not
recorded on the balance sheet. Derivatives are used to hedge interest rate, credit risk, inflation risk, exchange rate, commodity equity
exposures, and exposures to certain indices such as house price indices and retail price indices related to non-trading positions.
All derivative instruments are held at fair value through profit or loss, except for derivatives that are in a designated cash flow or net
investment hedge accounting relationship. Derivatives are classified as assets when their fair value is positive or as liabilities when their
fair value is negative. This includes terms included in a contract or financial liability (the host), which, had it been a standalone contract,
would have met the definition of a derivative. If these are separated from the host, i.e. when the economic characteristics of the
embedded derivative are not closely related with those of the host contract and the combined instrument is not measured at fair value
through profit or loss, then they are accounted for in the same way as derivatives. For financial assets, the requirements are whether
the financial assets contain contractual terms that give rise on specified dates to cash flows that are SPPI, and consequently the
requirements for accounting for embedded derivatives are not applicable to financial assets.
Hedge accounting
The Group applies the requirements of IAS 39 Financial Instruments: Recognition and Measurement for hedge accounting purposes.
The Group applies hedge accounting to represent the economic effects of its interest rate, currency and contractually-linked inflation
risk management strategies. Where derivatives are held for risk management purposes, and when transactions meet the required
criteria for documentation and hedge effectiveness, the Group applies fair value hedge accounting, cash flow hedge accounting, or
hedging of a net investment in a foreign operation, as appropriate to the risks being hedged.
The Group applies the \u2018Amendments to IFRS 9, IAS 39 and IFRS 7 Interest Rate Benchmark Reform\u2019 issued in September 2019 (the
Phase 1 amendments). The amendments provide temporary relief from applying specific hedge accounting requirements to hedging
relationships directly affected by IBOR (\u2018Interbank Offered Rates\u2019) reform. The reliefs have the effect that IBOR reform should not
generally cause hedge accounting to terminate. However, any hedge ineffectiveness continues to be recorded in the income
statement. Furthermore, the amendments set out triggers for when the reliefs will end, which include the uncertainty arising from
interest rate benchmark reform no longer being present.
In summary, the reliefs provided by the Phase 1 amendments are:
\u25aaWhen considering the \u2018highly probable\u2019 requirement, the Group has assumed that the IBOR interest rates upon which our hedged
items are based do not change as a result of IBOR Reform.
\u25aaIn assessing whether the hedge is expected to be highly effective on a forward-looking basis the Group has assumed that the IBOR
interest rates upon which the cash flows of the hedged items and the interest rate swaps that hedge them are based are not altered
by IBOR reform.
\u25aaThe Group will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective
effectiveness falls outside the required 80\u2013125% range.
\u25aaThe Group has not recycled the cash flow hedge reserve relating to the period after the reforms are expected to take effect.
\u25aaThe Group has assessed whether the hedged IBOR risk component is a separately identifiable risk only when it first designates a
hedged item in a fair value hedge and not on an ongoing basis.
The Group also applies the \u2018Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16 Interest Rate Benchmark Reform \u2013 Phase 2\u2019
issued in August 2020. The Phase 2 amendments provide relief when changes are made to hedge relationships as a result of the
interest rate benchmark reform.
In summary, the reliefs provided by the Phase 2 amendments are:
\u25aaUnder a temporary exception, the Group has considered that changes to the hedge designation and hedge documentation due to
the interest rate benchmark reform would not constitute the discontinuation of the hedge relationship nor the designation of a new
hedging relationship.
\u25aaIn respect of the retrospective hedge effectiveness assessment, the Group may elect, on a hedge-by-hedge basis, to reset the
cumulative fair value changes to zero when the exception to the retrospective assessment ends (Phase 1 relief). Any hedge
ineffectiveness will continue to be measured and recognised in full in profit or loss.
\u25aaThe Group has deemed the amounts accumulated in the cash flow hedge reserve to be based on the alternative benchmark rate (on
which the hedge future cash flows are determined) when there is a change in basis for determining the contractual cash flows.
\u25aaFor hedges of groups of items (such as those forming part of a macro cash flow hedging strategy), the amendments provide relief for
items within a designated group of items that are amended for changes directly required by the reform.
\u25aaIn respect of whether a risk component of a hedged item is separately identifiable, the amendments provide temporary relief to
entities to meet this requirement when an alternative risk free rate (RFR) financial instrument is designated as a risk component.
These amendments allow the Group upon designation of the hedge to assume that the separately identifiable requirement is met if
the Group reasonably expects the RFR risk will become separately identifiable within the next 24 months. The Group applies this relief
to each RFR on a rate-by-rate basis and starts when the Group first designates the RFR as a non-contractually specified risk
component.
Fair value hedge accounting
Changes in fair value of derivatives that qualify and are designated as fair value hedges are recorded in the income statement, together
with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. The fair value changes adjust the
carrying value of the hedged asset or liability held at amortised cost.
If hedge relationships no longer meet the criteria for hedge accounting, hedge accounting is discontinued. For fair value hedges of
interest rate risk, the fair value adjustment to the hedged item is amortised to the income statement over the period to maturity of the
previously designated hedge relationship using the effective interest method. If the hedged item is sold or repaid, the unamortised fair
value adjustment is recognised immediately in the income statement. For items classified as fair value through other comprehensive
income, the hedge accounting adjustment is included in other comprehensive income.
Cash flow hedge accounting
For qualifying cash flow hedges, the fair value gain or loss associated with the effective portion of the cash flow hedge is recognised
initially in other comprehensive income, and then recycled to the income statement in the periods when the hedged item will affect
profit or loss. Any ineffective portion of the gain or loss on the hedging instrument is recognised in the income statement immediately.
When a hedging instrument expires or is sold, or when a hedge no longer meets the criteria for hedge accounting, any cumulative gain
or loss existing in equity at that time remains in equity and is recognised when the hedged item is ultimately recognised in the income
statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that was recognised in equity is
immediately transferred to the income statement.
Hedges of net investments
The Group\u2019s net investments in foreign operations, including monetary items accounted for as part of the net investment, are hedged
for foreign currency risks using both derivatives and foreign currency borrowings. Hedges of net investments are accounted for
similarly to cash flow hedges; the effective portion of the gain or loss on the hedging instrument is being recognised directly in other
comprehensive income and the ineffective portion being recognised immediately in the income statement. The cumulative gain or loss
recognised in other comprehensive income is recognised in the income statement on the disposal or partial disposal of the foreign
operation, or other reductions in the Group\u2019s investment in the operation.
Accounting for financial assets at fair value through other comprehensive income (FVOCI)
Financial assets that are debt instruments held in a business model that is achieved by both collecting contractual cash flows and selling
and that contain contractual terms that give rise on specified dates to cash flows that are SPPI are measured at FVOCI. They are
subsequently remeasured at fair value and changes therein (except for those relating to impairment, interest income and foreign
currency exchange gains and losses) are recognised in other comprehensive income until the assets are sold. Interest (calculated using
the effective interest method) is recognised in the income statement in net interest income (Note 3). Upon disposal, the cumulative
gain or loss recognised in other comprehensive income is included in net investment income (Note 6).
In determining whether the business model is achieved by both collecting contractual cash flows and selling financial assets, it is
determined that both collecting contractual cash flows and selling financial assets are integral to achieving the objective of the business
model. The Group will consider past sales and expectations about future sales to establish if the business model is achieved.
For equity securities that are not held for trading, the Group may make an irrevocable election on initial recognition to present
subsequent changes in the fair value of the instrument in other comprehensive income (except for dividend income which is recognised
in profit or loss). Gains or losses on the derecognition of these equity securities are not transferred to profit or loss. These assets are
also not subject to the impairment requirements and therefore no amounts are recycled to the income statement. Where the Group
has not made the irrevocable election to present subsequent changes in the fair value of the instrument in other comprehensive
income, equity securities are measured at fair value through profit or loss.
Accounting for liabilities designated at fair value through profit and loss
In accordance with IFRS 9, financial liabilities may be designated at fair value, with gains and losses taken to the income statement within
net trading income (Note 5) and net investment income (Note 6). Movements in own credit are reported through other comprehensive
income, unless the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in P&L. In these
scenarios, all gains and losses on that liability (including the effects of changes in the credit risk of the liability) are presented in P&L. On
derecognition of the financial liability no amount relating to own credit risk is recycled to the income statement. The Group has the
ability to make the fair value designation when holding the instruments at fair value reduces an accounting mismatch (caused by an
offsetting liability or asset being held at fair value), or is managed by the Group on the basis of its fair value, or includes terms that have
substantive derivative characteristics (Note 14).
The details on how the fair value amounts are arrived at for financial liabilities designated at fair value are described in Note 17.
Financial instruments that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at
fair value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if
the financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling. Subsequent changes in fair value for these instruments are
recognised in the income statement in net investment income, except if reporting it in trading income reduces an accounting
mismatch.
All financial instruments are initially recognised at fair value on the date of initial recognition (including transaction costs, other than
financial instruments held at fair value through profit or loss) and depending on the subsequent classification of the financial asset or
liability, may continue to be held at fair value either through profit or loss or other comprehensive income. The fair value of a financial
instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market
participants at the measurement date.
Wherever possible, fair value is determined by reference to a quoted market price for that instrument. For many of the Group\u2019s financial
assets and liabilities, especially derivatives, quoted prices are not available and valuation models are used to estimate fair value. The
models calculate the expected cash flows under the terms of each specific contract and then discount these values back to a present
value. These models use as their basis independently sourced market inputs including, for example, interest rate yield curves, equities
and commodities prices, option volatilities and currency rates.
For financial liabilities measured at fair value, the carrying amount reflects the effect on fair value of changes in own credit spreads
derived from observable market data such as in primary issuance and redemption activity for structured notes.
On initial recognition, it is presumed that the transaction price is the fair value unless there is observable information available in an
active market to the contrary. The best evidence of an instrument\u2019s fair value on initial recognition is typically the transaction price.
However, if fair value can be evidenced by comparison with other observable current market transactions in the same instrument, or is
based on a valuation technique whose inputs include only data from observable markets, then the instrument should be recognised at
the fair value derived from such observable market data.
For valuations that have made use of unobservable inputs, the difference between the model valuation and the initial transaction price
(Day one profit) is recognised in profit or loss either: on a straight-line basis over the term of the transaction; or over the period until all
model inputs will become observable where appropriate; or released in full when previously unobservable inputs become observable.
Various factors influence the availability of observable inputs and these may vary from product to product and change over time.
Factors include the depth of activity in the relevant market, the type of product, whether the product is new and not widely traded in the
marketplace, the maturity of market modelling and the nature of the transaction (bespoke or generic). To the extent that valuation is
based on models or inputs that are not observable in the market, the determination of fair value can be more subjective, dependent on
the significance of the unobservable input to the overall valuation. Unobservable inputs are determined based on the best information
available, for example by reference to similar assets, similar maturities or other analytical techniques.
The sensitivity of valuations used in the financial statements to possible changes in significant unobservable inputs is shown on page
Critical accounting estimates and judgements
The valuation of financial instruments often involves a significant degree of judgement and complexity, in particular where valuation
models make use of unobservable inputs (\u2018Level 3\u2019 assets and liabilities). This note provides information on these instruments, including
the related unrealised gains and losses recognised in the period, a description of significant valuation techniques and unobservable
inputs, and a sensitivity analysis.
Climate-related risks are assumed to be included in the fair values of assets and liabilities traded in active markets.
In accordance with IAS 32 Financial Instruments: Presentation, the Group reports financial assets and financial liabilities on a net basis on
the balance sheet only if there is a legally enforceable right to set-off the recognised amounts and there is intention to settle on a net
basis, or to realise the asset and settle the liability simultaneously. The following table shows the impact of netting arrangements on:
\u25aaall financial assets and liabilities that are reported net on the balance sheet
\u25aaall derivative financial instruments and reverse repurchase and repurchase agreements and other similar secured lending and
borrowing agreements that are subject to enforceable master netting arrangements or similar agreements, but do not qualify for
balance sheet netting.
Accounting for loans and advances and deposits held at amortised cost
Loans and advances to customers and banks, customer accounts, debt securities and most financial liabilities, are held at amortised
cost. That is, the initial fair value (which is normally the amount advanced or borrowed) is adjusted for repayments and the amortisation
of coupon, fees and expenses to represent the effective interest rate of the asset or liability. Balances deferred on-balance sheet as
effective interest rate adjustments are amortised to interest income over the life of the financial instrument to which they relate.
Financial assets that are held in a business model to collect the contractual cash flows and that contain contractual terms that give rise
on specified dates to cash flows that are SPPI, are measured at amortised cost. The carrying value of these financial assets at initial
recognition includes any directly attributable transaction costs. Refer to Note 1 for details on \u2018solely payments of principal and interest\u2019.
In determining whether the business model is a \u2018hold to collect\u2019 model, the objective of the business model must be to hold the financial
asset to collect contractual cash flows rather than holding the financial asset for trading or short-term profit taking purposes. While the
objective of the business model must be to hold the financial asset to collect contractual cash flows this does not mean the Group is
required to hold the financial assets until maturity. When determining if the business model objective is to collect contractual cash flows
the Group will consider past sales and expectations about future sales.
Accounting for property, plant and equipment
The Group applies IAS 16 Property Plant and Equipment and IAS 40 Investment Properties.
Property, plant and equipment is stated at cost, which includes direct and incremental acquisition costs less accumulated depreciation
and provisions for impairment, if required. Subsequent costs are capitalised if these result in enhancement of the asset.
Depreciation is provided on the depreciable amount of items of property, plant and equipment on a straight-line basis over their
estimated useful economic lives. Depreciation rates, methods and the residual values underlying the calculation of depreciation of
items of property, plant and equipment are kept under review to take account of any change in circumstances. The Group uses the
following annual rates in calculating depreciation:
| |
Annual rates in calculating depreciation | |
| |
Freehold buildings and long-leasehold property (more than 50 years to run) | |
Leasehold property over the remaining life of the lease (less than 50 years to run) | Over the remaining life of the lease |
Costs of adaptation of freehold and leasehold property | |
Equipment installed in freehold and leasehold property | |
Computers and similar equipment | |
Fixtures and fittings and other equipment | |
Costs of adaptation and installed equipment are depreciated over the shorter of the life of the lease or the depreciation rates noted in
the table above.
Accounting for leases
IFRS 16 applies to all leases with the exception of licences of intellectual property, rights held by licensing agreements within the scope
of IAS 38 Intangible Assets, service concession arrangements, leases of biological assets within the scope of IAS 41 Agriculture and
leases of minerals, oil, natural gas and similar non-regenerative resources. IFRS 16 includes an accounting policy choice for a lessee to elect
not to apply IFRS 16 to remaining assets within the scope of IAS 38 Intangible Assets which the Group has decided to apply.
When the Group is the lessee, it is required to recognise both:
\u25aaA lease liability, measured at the present value of remaining cash flows on the lease, and
\u25aaA right of use (ROU) asset, measured at the amount of the initial measurement of the lease liability, plus any lease payments made
prior to commencement date, initial direct costs, and estimated costs of restoring the underlying asset to the condition required by
the lease, less any lease incentives received.
Subsequently the lease liability will increase for the accrual of interest, resulting in a constant rate of return throughout the life of the
lease, and reduce when payments are made. The right of use asset will amortise to the income statement over the life of the lease. The
lease liability is remeasured when there is a change in one of the following:
\u25aaFuture lease payments arising from a change in an index or rate;
\u25aaThe Group\u2019s estimate of the amount expected to be payable under a residual value guarantee; or
\u25aaThe Group\u2019s assessment of whether it will exercise a purchase, extension or termination option.
When the lease liability is remeasured, a corresponding adjustment is made to the carrying amount of the ROU asset, or is recorded in
the income statement if the carrying amount of the ROU asset has been reduced to nil.
On the balance sheet, the ROU assets are included within property, plant and equipment and the lease liabilities are included within
other liabilities.
The Group applies the recognition exemption in IFRS 16 for leases with a term not exceeding 12 months. For these leases the lease
payments are recognised as an expense on a straight line basis over the lease term unless another systematic basis is more
appropriate.
When the Group is the lessor, the lease must be classified as either a finance lease or an operating lease. A finance lease is a lease which
confers substantially all the risks and rewards of the leased assets on the lessee. An operating lease is a lease where substantially all of
the risks and rewards of the leased asset remain with the lessor.
When the lease is deemed a finance lease, the leased asset is not held on the balance sheet; instead a finance lease receivable is
recognised representing the minimum lease payments receivable under the terms of the lease, discounted at the rate of interest
implicit in the lease.
When the lease is deemed an operating lease, the lease income is recognised on a straight-line basis over the period of the lease unless
another systematic basis is more appropriate. The Group holds the leased assets on balance sheet within property, plant and
equipment.
Accounting for goodwill and intangible assets
Goodwill
The carrying value of goodwill is determined in accordance with IFRS 3 Business Combinations and IAS 36 Impairment of Assets.
Goodwill arising on the acquisition of subsidiaries represents the excess of the fair value of the purchase consideration over the fair
value of the Group\u2019s share of the assets acquired and the liabilities and contingent liabilities assumed on the date of the acquisition.
Goodwill is reviewed annually for impairment, or more frequently when there are indications that impairment may have occurred. The
test involves comparing the carrying value of a cash generating unit (CGU) including goodwill with the present value of the pre-tax cash
flows, discounted at a rate of interest that reflects the inherent risks, of the CGU to which the goodwill relates, or the CGU's fair value if
this is higher.
Intangible assets
Intangible assets other than goodwill are accounted for in accordance with IAS 38 Intangible Assets.
Intangible assets are initially recognised when they are separable or arise from contractual or other legal rights, the cost can be
measured reliably and, in the case of intangible assets not acquired in a business combination, where it is probable that future economic
benefits attributable to the assets will flow from their use.
For internally generated intangible assets, only costs incurred during the development phase are capitalised. Expenditure in the
research phase is expensed when it is incurred.
Intangible assets are stated at cost (which is, in the case of assets acquired in a business combination, the acquisition date fair value)
less accumulated amortisation and impairment, if any, and are amortised over their useful lives in a manner that reflects the pattern to
which they contribute to future cash flows, generally using the amortisation periods set out below:
| |
Annual rates in calculating amortisation | |
| |
Internally generated softwarea | |
| |
| |
| |
Note
aExceptions to the above rate relate to useful lives of certain core banking platforms that are assessed individually and, if appropriate, amortised over longer periods ranging from 10 to 15 years.
Intangible assets are reviewed for impairment when there are indications that impairment may have occurred. Intangible assets not yet
available for use are reviewed annually for impairment
Accounting for provisions
The Group applies IAS 37 Provisions, Contingent Liabilities and Contingent Assets in accounting for non-financial liabilities.
Provisions are recognised for present obligations arising as consequences of past events where it is more likely than not that a transfer
of economic benefit will be necessary to settle the obligation, which can be reliably estimated. Provision is made for the anticipated cost
of restructuring, including redundancy costs, when an obligation exists; for example, when the Group has a detailed formal plan for
restructuring a business and has raised valid expectations in those affected by the restructuring by announcing its main features or
starting to implement the plan.
Critical accounting estimates and judgements
The financial reporting of provisions involves a significant degree of judgement and is complex. Identifying whether a present obligation
exists and estimating the probability, timing, nature and quantum of the outflows that may arise from past events requires judgements
to be made based on the specific facts and circumstances relating to individual events and often requires specialist professional advice.
When matters are at an early stage, accounting judgements and estimates can be difficult because of the high degree of uncertainty
involved. Management continues to monitor matters as they develop to re-evaluate on an ongoing basis whether provisions should be
recognised, however there can remain a wide range of possible outcomes and uncertainties, particularly in relation to legal, competition
and regulatory matters, and as a result it is often not practicable to make meaningful estimates even when matters are at a more
advanced stage.
The complexity of such matters often requires the input of specialist professional advice in making assessments to produce estimates.
Customer redress and legal, competition and regulatory matters are areas where a higher degree of professional judgement is required.
The amount that is recognised as a provision can also be very sensitive to the assumptions made in calculating it. This gives rise to a
large range of potential outcomes which require judgement in determining an appropriate provision level. See Note 26 for more detail of
legal, competition and regulatory matters.
Accounting for contingent liabilities
Contingent liabilities are possible obligations whose existence will be confirmed only by uncertain future events and present obligations
where the transfer of economic resources is uncertain or cannot be reliably measured. Contingent liabilities are not recognised on the
balance sheet but are disclosed unless the likelihood of an outflow of economic resources is remote.
Accounting for subordinated liabilities
Subordinated liabilities are measured at amortised cost using the effective interest method under IFRS 9.
Accounting for staff costs
The Group applies IAS 19 Employee benefits in its accounting for most of the components of staff costs.
Short-term employee benefits \u2013 salaries, accrued performance costs and social security are recognised over the period in which the
employees provide the services to which the payments relate.
Performance costs \u2013 recognised to the extent that the Group has a present obligation to its employees that can be measured reliably
and are recognised over the period of service that employees are required to work to qualify for the payments.
Deferred cash and share awards are made to employees to incentivise performance over the period employees provide services. To
receive payment under an award, employees must provide service over the vesting period. The period over which the expense for
deferred cash and share awards is recognised is based upon the period employees consider their services contribute to the awards. For
past awards, the Group considers that it is appropriate to recognise the awards over the period from the date of grant to the date that
the awards vest. In relation to awards granted from 2017, the Group, taking into account the changing employee understanding
surrounding those awards, considered it appropriate for expense to be recognised over the vesting period including the financial year
prior to the grant date.\u00a0
The accounting policies for share-based payments, and pensions and other post-retirement benefits are included in Note 32 and Note
33 respectively.
Accounting for share-based payments
The Group applies IFRS 2 Share-based Payments in accounting for employee remuneration in the form of shares.
Employee incentives include awards in the form of shares and share options, as well as offering employees the opportunity to purchase
shares on favourable terms. The cost of the employee services received in respect of the shares or share options granted is recognised
in the income statement over the period that employees provide services. The overall cost of the award is calculated using the number
of shares and options expected to vest and the fair value of the shares or options at the date of grant.
The number of shares and options expected to vest takes into account the likelihood that performance and service conditions included
in the terms of the awards will be met. Failure to meet the non-vesting condition is treated as a cancellation, resulting in an acceleration
of recognition of the cost of the employee services.
The fair value of shares is the market price ruling on the grant date, in some cases adjusted to reflect restrictions on transferability. The
fair value of options granted is determined using the Black Scholes model to estimate the numbers of shares likely to vest. The model
takes into account the exercise price of the option, the current share price, the risk-free interest rate, the expected volatility of the
share price over the life of the option and other relevant factors. Market conditions that must be met in order for the award to vest are
also reflected in the fair value of the award, as are any other non-vesting conditions \u2013 such as continuing to make payments into a
share-based savings scheme.
Accounting for pensions and post-retirement benefits
The Group operates a number of pension schemes and post-employment benefit schemes.
Defined contribution schemes \u2013 the Group recognises contributions due in respect of the accounting period in the income statement.
Any contributions unpaid at the balance sheet date are included as a liability.
Defined benefit schemes \u2013 the Group recognises its obligations to members of each scheme at the period end, less the fair value of the
scheme assets after applying the asset ceiling test.
Each scheme\u2019s obligations are calculated using the projected unit credit method. Scheme assets are stated at fair value as at the period
end.
Changes in pension scheme liabilities or assets (remeasurements) that do not arise from regular pension cost, net interest on net
defined benefit liabilities or assets, past service costs, settlements or contributions to the scheme, are recognised in other
comprehensive income. Remeasurements comprise experience adjustments (differences between previous actuarial assumptions
and what has actually occurred), the effects of changes in actuarial assumptions, return on scheme assets (excluding amounts included
in the interest on the assets) and any changes in the effect of the asset ceiling restriction (excluding amounts included in the interest on
the restriction).
Post-employment benefit schemes \u2013 the cost of providing healthcare benefits to retired employees is accrued as a liability in the financial
statements over the period that the employees provide services to the Group, using a methodology similar to that for defined benefit
pension schemes.
Accounting for investment in subsidiaries
In the individual financial statements of Barclays PLC, investments in subsidiaries are stated at cost less impairment.
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.
Accounting for securitisations
The Group uses securitisations as a source of finance and a means of risk transfer. Such transactions generally result in the transfer of
contractual cash flows from portfolios of financial assets to holders of issued debt securities.
Securitisations may, depending on the individual arrangement, result in continued recognition of the securitised assets and the
recognition of the debt securities issued in the transaction; lead to partial continued recognition of the assets to the extent of the
Group\u2019s continuing involvement in those assets or lead to derecognition of the assets and the separate recognition, as assets or
liabilities, of any rights and obligations created or retained in the transfer. Full derecognition only occurs when the Group transfers both
its contractual right to receive cash flows from the financial assets, or retains the contractual rights to receive the cash flows, but
assumes a contractual obligation to pay the cash flows to another party without material delay or reinvestment, and also transfers
substantially all the risks and rewards of ownership, including credit risk, prepayment risk and interest rate risk.
In the course of its normal banking activities, the Group makes transfers of financial assets, either where legal rights to the cash flows
from the asset are passed to the counterparty or beneficially, where the Group retains the rights to the cash flows but assumes a
responsibility to transfer them to the counterparty. Depending on the nature of the transaction, this may result in derecognition of the
assets in their entirety, partial derecognition or no derecognition of the assets subject to the transfer.
Assets are pledged or transferred as collateral to secure liabilities under repurchase agreements, securitisations and stock lending
agreements or as security deposits relating to derivatives. Assets transferred are non-cash assets transferred to a third party that do
not qualify for derecognition from the Group balance sheet, for example because Barclays retains substantially all the exposure to those
assets under an agreement to repurchase them in the future for a fixed price.
Assets pledged or transferred as collateral include all assets categorised as encumbered in the disclosure on pages 180 to 182 of the
Barclays PLC Pillar 3 Report 2022 (unaudited), other than those held in commercial paper conduits.\u00a0In these transactions, the Group will
be required to step in to provide financing itself under a liquidity facility if the vehicle cannot access the commercial paper market.
Where non-cash assets are pledged or transferred as collateral for cash received, the asset continues to be recognised in full, and a
related liability is also recognised on the balance sheet. Where non-cash assets are pledged or transferred as collateral in an exchange
for non-cash assets, the transferred asset continues to be recognised in full, and there is no associated liability as the non-cash
collateral received is not recognised on the balance sheet. The Group is unable to use, sell or pledge the transferred assets for the
duration of the transaction and remains exposed to interest rate risk and credit risk on these pledged assets. Unless stated, the
counterparty's recourse is not limited to the transferred assets.
Related party transactions
Parties are considered to be related if one party has the ability to control the other party or exercise significant influence over the other
party in making financial or operational decisions, or one other party controls both.
",
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"value": "Reporting entity
Barclays PLC is a public company limited by shares registered in England under company number 48839, having its registered office at 1
Churchill Place, London, E14 5HP.
These financial statements are prepared for Barclays PLC and its subsidiaries (the Group) under Section 399 of the Companies Act
2006. The Group is a major global financial services provider engaged in retail banking, credit cards, wholesale banking, investment
banking, wealth management and investment management services. In addition, separate financial statements have been presented
for the holding company.",
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"dimensions": {
"concept": "ifrs-full:NameOfParentEntity",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzIyMTEx_96558291-f9bf-4c43-aee9-80daf1f97dd4": {
"value": "public company limited by shares",
"dimensions": {
"concept": "ifrs-full:LegalFormOfEntity",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjc3_92d956de-b772-4b38-bee9-eb0e63a8d80d": {
"value": "England",
"dimensions": {
"concept": "ifrs-full:DomicileOfEntity",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
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"value": "England",
"dimensions": {
"concept": "ifrs-full:CountryOfIncorporation",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
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},
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"value": "1 Churchill Place, London, E14 5HP",
"dimensions": {
"concept": "ifrs-full:AddressOfRegisteredOfficeOfEntity",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzIyMTEy_fc43e552-2f1b-4b1b-813e-b3a2448fc4ce": {
"value": "1 Churchill Place, London, E14 5HP",
"dimensions": {
"concept": "ifrs-full:PrincipalPlaceOfBusiness",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzM2Mw_a3bd1477-4a25-4ca8-bc0e-72b6bfb4da7c": {
"value": "The Group is a major global financial services provider engaged in retail banking, credit cards, wholesale banking, investment banking, wealth management and investment management services. In addition, separate financial statements have been presented for the holding company.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfNatureOfEntitysOperationsAndPrincipalActivities",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjgz_83d2ff0d-c929-4f15-9ca9-c761328e2c68": {
"value": "Compliance with International Financial Reporting Standards
The consolidated financial statements of the Group, and the separate financial statements of Barclays PLC, have been prepared in
accordance with UK-adopted international accounting standards.
The consolidated financial statements of the Group, and the separate financial statements of Barclays PLC, have also been prepared in
accordance with International Financial Reporting Standards (IFRS) as issued by the International Accounting Standards Board (IASB),
including interpretations issued by the IFRS Interpretations Committee, as there are no applicable differences from IFRS as issued by
the IASB for the periods presented.
The principal accounting policies applied in the preparation of the consolidated and separate financial statements are set out below, and
in the relevant notes to the financial statements. These policies have been consistently applied.
",
"dimensions": {
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjg0_368c6db7-27ef-497c-be71-d6127580c7cd": {
"value": "Basis of preparation
The consolidated and separate financial statements have been prepared under the historical cost convention modified to include the
fair valuation of investment property, and particular financial instruments, to the extent required or permitted under IFRS as set out in
the relevant accounting policies. These financial statements are stated in millions of Pounds Sterling (\u00a3m), the functional currency of
Barclays PLC.
The financial statements have been prepared for Barclays PLC and its subsidiaries (the Group) under Section 399 of the Companies Act
2006 as applicable to companies using IFRS. The financial statements are prepared on a going concern basis, as the Board is satisfied
that the Group and the parent company have the resources to continue in business for a period of at least 12 months from approval of
the financial statements.
In making this assessment, the Board has considered a wide range of information relating to present and future conditions and includes
a review of a working capital report (WCR). The WCR is used by the Board to assess the future performance of the Group and that it has
the resources in place that are required to meet its ongoing regulatory requirements. The assessment is based upon business plans
which contain future projections of profitability taken from the Group\u2019s medium-term plan as well as projections of regulatory capital
requirements and business funding needs. The WCR also includes an assessment of the impact of internally generated stress testing
scenarios on the liquidity and capital requirement forecasts. The stress tests used were based upon an assessment of reasonably
possible downside economic scenarios that the Group could experience.\u00a0 Further details are set out in the Viability statement on
The WCR showed that the Group had sufficient capital and liquidity in place to support its future business requirements and remained
above its regulatory minimum requirements in the stress scenarios. Accordingly, the Directors concluded that there was a reasonable
expectation that the Group and parent company has adequate resources to continue as a going concern for a period of at least 12
months from the date of approval of the financial statements.
",
"dimensions": {
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjg1_892b54e6-6b60-44a7-a1e2-8af77f7cbf50": {
"value": "
The consolidated and separate financial statements have been prepared under the historical cost convention modified to include the
fair valuation of investment property, and particular financial instruments, to the extent required or permitted under IFRS as set out in
the relevant accounting policies. These financial statements are stated in millions of Pounds Sterling (\u00a3m), the functional currency of
Barclays PLC.
",
"dimensions": {
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjg2_65c7b0b9-4f84-4082-bf36-65cbfe1aa76c": {
"value": "
The financial statements have been prepared for Barclays PLC and its subsidiaries (the Group) under Section 399 of the Companies Act
2006 as applicable to companies using IFRS. The financial statements are prepared on a going concern basis, as the Board is satisfied
that the Group and the parent company have the resources to continue in business for a period of at least 12 months from approval of
the financial statements.
In making this assessment, the Board has considered a wide range of information relating to present and future conditions and includes
a review of a working capital report (WCR). The WCR is used by the Board to assess the future performance of the Group and that it has
the resources in place that are required to meet its ongoing regulatory requirements. The assessment is based upon business plans
which contain future projections of profitability taken from the Group\u2019s medium-term plan as well as projections of regulatory capital
requirements and business funding needs. The WCR also includes an assessment of the impact of internally generated stress testing
scenarios on the liquidity and capital requirement forecasts. The stress tests used were based upon an assessment of reasonably
possible downside economic scenarios that the Group could experience.\u00a0 Further details are set out in the Viability statement on
The WCR showed that the Group had sufficient capital and liquidity in place to support its future business requirements and remained
above its regulatory minimum requirements in the stress scenarios. Accordingly, the Directors concluded that there was a reasonable
expectation that the Group and parent company has adequate resources to continue as a going concern for a period of at least 12
months from the date of approval of the financial statements.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfGoingConcernExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjg4_90a0a511-6678-4a26-b9ae-972031043026": {
"value": "Consolidation
The Group applies IFRS 10 Consolidated financial statements.
The consolidated financial statements combine the financial statements of Barclays PLC and all its subsidiaries. Subsidiaries are entities
over which Barclays PLC has control. The Group has control over another entity when the Group has all of the following:
1)power over the relevant activities of the investee, for example through voting or other rights
2)exposure to, or rights to, variable returns from its involvement with the investee, and
3)the ability to affect those returns through its power over the investee.
The assessment of control is based on the consideration of all facts and circumstances. The Group reassesses whether it controls an
investee if facts and circumstances indicate that there are changes to one or more of the three elements of control.
Intra-group transactions and balances are eliminated on consolidation. Consistent accounting policies are used throughout the Group
for the purposes of the consolidation.
Changes in ownership interests in subsidiaries are accounted for as equity transactions if they occur after control has already been
obtained and they do not result in loss of control.
As the consolidated financial statements include partnerships where the Group member is a partner, advantage has been taken of the
exemption under Regulation 7 of the Partnership (Accounts) Regulations 2008 with regard to preparing and filing of individual
partnership financial statements.
Details of the principal subsidiaries are given in Note 34.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfBasisOfConsolidationExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjg5_bb64c2a3-74ba-47d1-b5c3-4690121783b1": {
"value": "Foreign currency translation
The Group applies IAS 21 The Effects of Changes in Foreign Exchange Rates. Transactions in foreign currencies are translated into
Sterling at the rate ruling on the date of the transaction. Foreign currency monetary balances are translated into Sterling at the period
end exchange rates. Exchange gains and losses on such balances are taken to the income statement.\u00a0 Non-monetary foreign currency
balances in relation to items measured in terms of historical cost are carried at historical transaction date exchange rates. Non-
monetary foreign currency balances in relation to items measured at fair value are translated using the exchange rate at the date when
the fair value was measured.
The Group\u2019s foreign operations (including subsidiaries, joint ventures, associates and branches) based mainly outside the UK may have
different functional currencies. The functional currency of an operation is the currency of the main economy to which it is exposed.
Prior to consolidation (or equity accounting) the assets and liabilities of non-Sterling operations are translated at the period end
exchange rate and items of income, expense and other comprehensive income are translated into Sterling at the rate on the date of
the transactions. Exchange differences arising on the translation of foreign operations are included in currency translation reserves
within equity. These are transferred to the income statement when the Group disposes of the entire interest in a foreign operation,
when partial disposal results in the loss of control of an interest in a subsidiary, when an investment previously accounted for using the
equity method is accounted for as a financial asset, or on the disposal of a foreign operation within a branch.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForForeignCurrencyTranslationExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjkw_8053f11b-8908-4fe9-ba08-5f2c99554a06": {
"value": "Financial assets and liabilities
The Group applies IFRS 9 Financial Instruments to the recognition, classification and measurement, and derecognition of financial
assets and financial liabilities and the impairment of financial assets. The Group applies the requirements of IAS 39 Financial
Instruments: Recognition and Measurement for hedge accounting purposes.
Recognition
The Group recognises financial assets and liabilities when it becomes a party to the terms of the contract. Trade date or settlement
date accounting is applied depending on the classification of the financial asset.
Classification and measurement
Financial assets are classified on the basis of two criteria:
i)the business model within which financial assets are managed, and
ii)their contractual cash flow characteristics (whether the cash flows represent \u2018solely payments of principal and interest\u2019 (SPPI)).
The Group assesses the business model criteria at a portfolio level. Information that is considered in determining the applicable
business model includes (i) policies and objectives for the relevant portfolio, (ii) how the performance and risks of the portfolio are
managed, evaluated and reported to management, and (iii) the frequency, volume and timing of sales in prior periods, sales expectation
for future periods, and the reasons for such sales.
The contractual cash flow characteristics of financial assets are assessed with reference to whether the cash flows represent SPPI. In
assessing whether contractual cash flows are SPPI compliant, interest is defined as consideration primarily for the time value of money
and the credit risk of the principal outstanding. The time value of money is defined as the element of interest that provides
consideration only for the passage of time and not consideration for other risks or costs associated with holding the financial asset.
Terms that could change the contractual cash flows so that it would not meet the condition for SPPI are considered, including: (i)
contingent and leverage features, (ii) non-recourse arrangements and (iii) features that could modify the time value of money.
Financial assets are measured at amortised cost if they are held within a business model whose objective is to hold financial assets in
order to collect contractual cash flows, and their contractual cash flows represent SPPI.
Financial assets are measured at fair value through other comprehensive income if they are held within a business model whose
objective is achieved by both collecting contractual cash flows and selling financial assets, and their contractual cash flows represent
SPPI.
Other financial assets are measured at fair value through profit and loss. There is an option to make an irrevocable election on initial
recognition for non-traded equity investments to be measured at fair value through other comprehensive income, in which case
dividends are recognised in profit or loss, but gains or losses are not reclassified to profit or loss upon derecognition, and the
impairment requirements of IFRS 9 do not apply.
The accounting policy for each type of financial asset or liability is included within the relevant note for the item. The Group\u2019s policies for
determining the fair values of the assets and liabilities are set out in Note 17.
Derecognition
The Group derecognises a financial asset, or a portion of a financial asset, from its balance sheet where (i) the contractual rights to cash
flows from the asset have expired, or (ii) the contractual rights to cash flows from the asset have been transferred (usually by sale) and\u00a0
with them either (a) substantially all the risks and rewards of the asset have been transferred, or (b) where neither substantially all the
risks and reward have been transferred or retained, where control over the asset has been lost.
Financial liabilities are derecognised when the liability has been settled, has expired or has been extinguished. An exchange of an existing
financial liability for a new liability with the same lender on substantially different terms \u2013 generally a difference of 10% or more in the
present value of the cash flows or a substantive qualitative amendment \u2013 is accounted for as an extinguishment of the original financial
liability and the recognition of a new financial liability.
Transactions in which the Group transfers assets and liabilities, portions of them, or financial risks associated with them can be complex
and it may not be obvious whether substantially all of the risks and rewards have been transferred. It is often necessary to perform a
quantitative analysis. Such an analysis compares the Group\u2019s exposure to variability in asset cash flows before the transfer with its
retained exposure after the transfer.
A cash flow analysis of this nature may require judgement. In particular, it is necessary to estimate the asset\u2019s expected future cash
flows as well as potential variability around this expectation. The method of estimating expected future cash flows depends on the
nature of the asset, with market and market-implied data used to the greatest extent possible. The potential variability around this
expectation is typically determined by stressing underlying parameters to create reasonable alternative upside and downside scenarios.
Probabilities are then assigned to each scenario. Stressed parameters may include default rates, loss severity, or prepayment rates.
Accounting for reverse repurchase and repurchase agreements including other similar lending and borrowing
Reverse repurchase agreements (and stock borrowing or similar transactions) are a form of secured lending whereby the Group
provides a loan or cash collateral in exchange for the transfer of collateral, generally in the form of marketable securities subject to an
agreement to transfer the securities back at a fixed price in the future. Repurchase agreements are where the Group obtains such loans
or cash collateral, in exchange for the transfer of collateral.
The Group purchases (a reverse repurchase agreement) or borrows securities subject to a commitment to resell or return them. The
securities are not included in the balance sheet as the Group does not acquire the risks and rewards of ownership. Consideration paid
(or cash collateral provided) is accounted for as a loan asset at amortised cost, unless it is designated or mandatorily at fair value
through profit and loss.
The Group may also sell (a repurchase agreement) or lend securities subject to a commitment to repurchase or redeem them. The
securities are retained on the balance sheet as the Group retains substantially all the risks and rewards of ownership. Consideration
received (or cash collateral provided) is accounted for as a financial liability at amortised cost, unless it is designated at fair value through
profit and loss.
Accounting for trading portfolio assets and liabilities
In accordance with IFRS 9, all assets and liabilities held for trading purposes are held at fair value with gains and losses in the changes in
fair value taken to the income statement in net trading income (Note 5).
Accounting for loans and advances and deposits held at amortised cost
Loans and advances to customers and banks, customer accounts, debt securities and most financial liabilities, are held at amortised
cost. That is, the initial fair value (which is normally the amount advanced or borrowed) is adjusted for repayments and the amortisation
of coupon, fees and expenses to represent the effective interest rate of the asset or liability. Balances deferred on-balance sheet as
effective interest rate adjustments are amortised to interest income over the life of the financial instrument to which they relate.
Financial assets that are held in a business model to collect the contractual cash flows and that contain contractual terms that give rise
on specified dates to cash flows that are SPPI, are measured at amortised cost. The carrying value of these financial assets at initial
recognition includes any directly attributable transaction costs. Refer to Note 1 for details on \u2018solely payments of principal and interest\u2019.
In determining whether the business model is a \u2018hold to collect\u2019 model, the objective of the business model must be to hold the financial
asset to collect contractual cash flows rather than holding the financial asset for trading or short-term profit taking purposes. While the
objective of the business model must be to hold the financial asset to collect contractual cash flows this does not mean the Group is
required to hold the financial assets until maturity. When determining if the business model objective is to collect contractual cash flows
the Group will consider past sales and expectations about future sales.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialLiabilitiesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjkw_e1761508-74b1-4f7c-9d37-269d7e206fd4": {
"value": "Financial assets and liabilities
The Group applies IFRS 9 Financial Instruments to the recognition, classification and measurement, and derecognition of financial
assets and financial liabilities and the impairment of financial assets. The Group applies the requirements of IAS 39 Financial
Instruments: Recognition and Measurement for hedge accounting purposes.
Recognition
The Group recognises financial assets and liabilities when it becomes a party to the terms of the contract. Trade date or settlement
date accounting is applied depending on the classification of the financial asset.
Classification and measurement
Financial assets are classified on the basis of two criteria:
i)the business model within which financial assets are managed, and
ii)their contractual cash flow characteristics (whether the cash flows represent \u2018solely payments of principal and interest\u2019 (SPPI)).
The Group assesses the business model criteria at a portfolio level. Information that is considered in determining the applicable
business model includes (i) policies and objectives for the relevant portfolio, (ii) how the performance and risks of the portfolio are
managed, evaluated and reported to management, and (iii) the frequency, volume and timing of sales in prior periods, sales expectation
for future periods, and the reasons for such sales.
The contractual cash flow characteristics of financial assets are assessed with reference to whether the cash flows represent SPPI. In
assessing whether contractual cash flows are SPPI compliant, interest is defined as consideration primarily for the time value of money
and the credit risk of the principal outstanding. The time value of money is defined as the element of interest that provides
consideration only for the passage of time and not consideration for other risks or costs associated with holding the financial asset.
Terms that could change the contractual cash flows so that it would not meet the condition for SPPI are considered, including: (i)
contingent and leverage features, (ii) non-recourse arrangements and (iii) features that could modify the time value of money.
Financial assets are measured at amortised cost if they are held within a business model whose objective is to hold financial assets in
order to collect contractual cash flows, and their contractual cash flows represent SPPI.
Financial assets are measured at fair value through other comprehensive income if they are held within a business model whose
objective is achieved by both collecting contractual cash flows and selling financial assets, and their contractual cash flows represent
SPPI.
Other financial assets are measured at fair value through profit and loss. There is an option to make an irrevocable election on initial
recognition for non-traded equity investments to be measured at fair value through other comprehensive income, in which case
dividends are recognised in profit or loss, but gains or losses are not reclassified to profit or loss upon derecognition, and the
impairment requirements of IFRS 9 do not apply.
The accounting policy for each type of financial asset or liability is included within the relevant note for the item. The Group\u2019s policies for
determining the fair values of the assets and liabilities are set out in Note 17.
Derecognition
The Group derecognises a financial asset, or a portion of a financial asset, from its balance sheet where (i) the contractual rights to cash
flows from the asset have expired, or (ii) the contractual rights to cash flows from the asset have been transferred (usually by sale) and\u00a0
with them either (a) substantially all the risks and rewards of the asset have been transferred, or (b) where neither substantially all the
risks and reward have been transferred or retained, where control over the asset has been lost.
Financial liabilities are derecognised when the liability has been settled, has expired or has been extinguished. An exchange of an existing
financial liability for a new liability with the same lender on substantially different terms \u2013 generally a difference of 10% or more in the
present value of the cash flows or a substantive qualitative amendment \u2013 is accounted for as an extinguishment of the original financial
liability and the recognition of a new financial liability.
Transactions in which the Group transfers assets and liabilities, portions of them, or financial risks associated with them can be complex
and it may not be obvious whether substantially all of the risks and rewards have been transferred. It is often necessary to perform a
quantitative analysis. Such an analysis compares the Group\u2019s exposure to variability in asset cash flows before the transfer with its
retained exposure after the transfer.
A cash flow analysis of this nature may require judgement. In particular, it is necessary to estimate the asset\u2019s expected future cash
flows as well as potential variability around this expectation. The method of estimating expected future cash flows depends on the
nature of the asset, with market and market-implied data used to the greatest extent possible. The potential variability around this
expectation is typically determined by stressing underlying parameters to create reasonable alternative upside and downside scenarios.
Probabilities are then assigned to each scenario. Stressed parameters may include default rates, loss severity, or prepayment rates.
Accounting for reverse repurchase and repurchase agreements including other similar lending and borrowing
Reverse repurchase agreements (and stock borrowing or similar transactions) are a form of secured lending whereby the Group
provides a loan or cash collateral in exchange for the transfer of collateral, generally in the form of marketable securities subject to an
agreement to transfer the securities back at a fixed price in the future. Repurchase agreements are where the Group obtains such loans
or cash collateral, in exchange for the transfer of collateral.
The Group purchases (a reverse repurchase agreement) or borrows securities subject to a commitment to resell or return them. The
securities are not included in the balance sheet as the Group does not acquire the risks and rewards of ownership. Consideration paid
(or cash collateral provided) is accounted for as a loan asset at amortised cost, unless it is designated or mandatorily at fair value
through profit and loss.
The Group may also sell (a repurchase agreement) or lend securities subject to a commitment to repurchase or redeem them. The
securities are retained on the balance sheet as the Group retains substantially all the risks and rewards of ownership. Consideration
received (or cash collateral provided) is accounted for as a financial liability at amortised cost, unless it is designated at fair value through
profit and loss.
Accounting for trading portfolio assets and liabilities
In accordance with IFRS 9, all assets and liabilities held for trading purposes are held at fair value with gains and losses in the changes in
fair value taken to the income statement in net trading income (Note 5).
Accounting for financial assets at fair value through other comprehensive income (FVOCI)
Financial assets that are debt instruments held in a business model that is achieved by both collecting contractual cash flows and selling
and that contain contractual terms that give rise on specified dates to cash flows that are SPPI are measured at FVOCI. They are
subsequently remeasured at fair value and changes therein (except for those relating to impairment, interest income and foreign
currency exchange gains and losses) are recognised in other comprehensive income until the assets are sold. Interest (calculated using
the effective interest method) is recognised in the income statement in net interest income (Note 3). Upon disposal, the cumulative
gain or loss recognised in other comprehensive income is included in net investment income (Note 6).
In determining whether the business model is achieved by both collecting contractual cash flows and selling financial assets, it is
determined that both collecting contractual cash flows and selling financial assets are integral to achieving the objective of the business
model. The Group will consider past sales and expectations about future sales to establish if the business model is achieved.
For equity securities that are not held for trading, the Group may make an irrevocable election on initial recognition to present
subsequent changes in the fair value of the instrument in other comprehensive income (except for dividend income which is recognised
in profit or loss). Gains or losses on the derecognition of these equity securities are not transferred to profit or loss. These assets are
also not subject to the impairment requirements and therefore no amounts are recycled to the income statement. Where the Group
has not made the irrevocable election to present subsequent changes in the fair value of the instrument in other comprehensive
income, equity securities are measured at fair value through profit or loss.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialAssetsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjkx_0ff189e2-b75a-40cb-a262-a31c76563733": {
"value": "
Derecognition
The Group derecognises a financial asset, or a portion of a financial asset, from its balance sheet where (i) the contractual rights to cash
flows from the asset have expired, or (ii) the contractual rights to cash flows from the asset have been transferred (usually by sale) and\u00a0
with them either (a) substantially all the risks and rewards of the asset have been transferred, or (b) where neither substantially all the
risks and reward have been transferred or retained, where control over the asset has been lost.
Financial liabilities are derecognised when the liability has been settled, has expired or has been extinguished. An exchange of an existing
financial liability for a new liability with the same lender on substantially different terms \u2013 generally a difference of 10% or more in the
present value of the cash flows or a substantive qualitative amendment \u2013 is accounted for as an extinguishment of the original financial
liability and the recognition of a new financial liability.
Transactions in which the Group transfers assets and liabilities, portions of them, or financial risks associated with them can be complex
and it may not be obvious whether substantially all of the risks and rewards have been transferred. It is often necessary to perform a
quantitative analysis. Such an analysis compares the Group\u2019s exposure to variability in asset cash flows before the transfer with its
retained exposure after the transfer.
A cash flow analysis of this nature may require judgement. In particular, it is necessary to estimate the asset\u2019s expected future cash
flows as well as potential variability around this expectation. The method of estimating expected future cash flows depends on the
nature of the asset, with market and market-implied data used to the greatest extent possible. The potential variability around this
expectation is typically determined by stressing underlying parameters to create reasonable alternative upside and downside scenarios.
Probabilities are then assigned to each scenario. Stressed parameters may include default rates, loss severity, or prepayment rates.
Accounting for securitisations
The Group uses securitisations as a source of finance and a means of risk transfer. Such transactions generally result in the transfer of
contractual cash flows from portfolios of financial assets to holders of issued debt securities.
Securitisations may, depending on the individual arrangement, result in continued recognition of the securitised assets and the
recognition of the debt securities issued in the transaction; lead to partial continued recognition of the assets to the extent of the
Group\u2019s continuing involvement in those assets or lead to derecognition of the assets and the separate recognition, as assets or
liabilities, of any rights and obligations created or retained in the transfer. Full derecognition only occurs when the Group transfers both
its contractual right to receive cash flows from the financial assets, or retains the contractual rights to receive the cash flows, but
assumes a contractual obligation to pay the cash flows to another party without material delay or reinvestment, and also transfers
substantially all the risks and rewards of ownership, including credit risk, prepayment risk and interest rate risk.
In the course of its normal banking activities, the Group makes transfers of financial assets, either where legal rights to the cash flows
from the asset are passed to the counterparty or beneficially, where the Group retains the rights to the cash flows but assumes a
responsibility to transfer them to the counterparty. Depending on the nature of the transaction, this may result in derecognition of the
assets in their entirety, partial derecognition or no derecognition of the assets subject to the transfer.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForDerecognitionOfFinancialInstrumentsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjky_e17eea4e-833c-4951-abcf-ac47e9feb694": {
"value": "Issued debt and equity instruments
The Group applies IAS 32, Financial Instruments: Presentation, to determine whether funding is either a financial liability (debt) or equity.
Issued financial instruments or their components are classified as liabilities if the contractual arrangement results in the Group having an
obligation to either deliver cash or another financial asset, or a variable number of equity shares, to the holder of the instrument. If this is
not the case, the instrument is generally an equity instrument and the proceeds included in equity, net of transaction costs. Dividends
and other returns to equity holders are recognised when paid or declared by the members at the Annual General Meeting and treated
as a deduction from equity.
Where issued financial instruments contain both liability and equity components, these are accounted for separately. The fair value of
the debt is estimated first and the balance of the proceeds is included within equity.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialInstrumentsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjkz_3e1ba58b-fbfd-4f14-93ec-6693a586a34c": {
"value": "Cash flow statement
Cash comprises cash on hand and balances at central banks. Cash equivalents comprise loans and advances to banks, cash collateral
balances with central banks related to payment schemes and treasury and other eligible bills, all with original maturities of three months
or less. Repurchase and reverse repurchase agreements are not considered to be part of cash equivalents.
Investments in debt securities at amortised cost, presented within loans and advances on the balance sheet, are deemed to be
investing activities for the purposes of the cash flow statement, except those instruments considered to be cash equivalents.\u00a0
Debt securities issued and redeemed are considered to be operating activities, except qualifying eligible liabilities that satisfy regulatory
requirements for MREL instruments (or have previously satisfied these requirements since 2019 when they came into effect), which are
considered to be financing activities.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForCashFlowsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjkz_a50d26c4-af23-43d8-8190-43ad6bdd1a0a": {
"value": "Cash flow statement
Cash comprises cash on hand and balances at central banks. Cash equivalents comprise loans and advances to banks, cash collateral
balances with central banks related to payment schemes and treasury and other eligible bills, all with original maturities of three months
or less. Repurchase and reverse repurchase agreements are not considered to be part of cash equivalents.
Investments in debt securities at amortised cost, presented within loans and advances on the balance sheet, are deemed to be
investing activities for the purposes of the cash flow statement, except those instruments considered to be cash equivalents.\u00a0
Debt securities issued and redeemed are considered to be operating activities, except qualifying eligible liabilities that satisfy regulatory
requirements for MREL instruments (or have previously satisfied these requirements since 2019 when they came into effect), which are
considered to be financing activities.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyToDetermineComponentsOfCashAndCashEquivalents",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjk0_097feb12-aad0-4625-9d25-082712bf218c": {
"value": "Critical accounting estimates and judgements
The preparation of financial statements in accordance with IFRS requires the use of estimates. It also requires management to exercise
judgement in applying the accounting policies. The key areas involving a higher degree of judgement or complexity or areas where
assumptions are significant to the consolidated and individual financial statements are highlighted under the relevant note. Critical
accounting estimates and judgements are disclosed in:
\u25aaCredit impairment charges on page 436 \u25aaFair value of financial instruments on page 456 \u25aaGoodwill and intangible assets on page 475 \u25aaPensions and post-retirement benefit obligations on page 496 \u25aaProvisions including conduct and legal, competition and regulatory matters on page 477. Critical accounting estimates and judgements
IFRS 9 impairment involves several important areas of judgement, including estimating forward-looking modelled parameters (PD, LGD
and EAD), developing a range of unbiased future economic scenarios, estimating expected lives and assessing significant increases in
credit risk, based on the Group\u2019s experience of managing credit risk. The determination of expected life is most material for Barclays'
credit card portfolios which is obtained via behavioural life analysis to materially capture the risk of these facilities.
Within the retail and small businesses portfolios, which comprise large numbers of small homogenous assets with similar risk characteristics
where credit scoring techniques are generally used, the impairment allowance is calculated using forward-looking modelled parameters which
are typically run at account level. There are many models in use, each tailored to a product, line of business or customer category. Judgement
and knowledge is needed in selecting the statistical methods to use when the models are developed or revised. Management adjustments to
impairment models, which contain an element of subjectivity, are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management adjustments are
reviewed and incorporated into future model development where appropriate. The impairment charge reflected in the income statement for
retail portfolios is \u00a3976m (2021: \u00a3289m release; 2020: \u00a33,116m charge) of the total impairment charge on loans and advances and off-balance
sheet loan commitments and financial guarantee contracts.
For individually significant assets in Stage 3, impairment allowances are calculated on an individual basis and all relevant considerations that have
a bearing on the expected future cash flows across a range of economic scenarios are taken into account. These considerations can be
particularly subjective and can include the business prospects for the customer, the realisable value of collateral, the Group\u2019s position relative to
other claimants, the reliability of customer information and the likely cost and duration of the work-out process. The level of the impairment
allowance is the difference between the value of the discounted expected future cash flows (discounted at the loan\u2019s original effective interest
rate), and its carrying amount. Furthermore, judgements change with time as new information becomes available or as work-out strategies
evolve, resulting in frequent revisions to the impairment allowance as individual decisions are taken. Changes in these estimates would result in a
change in the allowances and have a direct impact on the impairment charge. The impairment charge reflected in the financial statements in
relation to wholesale portfolios is \u00a3207m (2021: \u00a3346m release; 2020: \u00a31,569m charge) of the total impairment charge on loans and advances
and off-balance sheet loan commitments and financial guarantee contracts.
Further information on impairment allowances, impairment charges, management adjustments to models for impairment, measurement
uncertainty, sensitivity analysis and related credit information is set out within the Credit risk performance section.
Temporary adjustments to calculated IFRS9 impairment allowances may be applied in limited circumstances to account for situations where
known or expected risk factors or information have not been considered in the ECL assessment or modelling process. For further information
please see page 315 in the Credit risk performance section. Information about the potential impact of the physical and transition risks of climate change on borrowers is considered, taking into account
reasonable and supportable information to make accounting judgements and estimates. Climate change is inherently of a long-term nature,
with significant levels of uncertainty, and consequently requires judgement in determining the possible impact in the next financial year, if any.
Critical accounting estimates and judgements
There are two key areas of judgement that impact the reported tax position. Firstly, the level of provisioning for uncertain tax positions;
and secondly, the recognition and measurement of deferred tax assets.
The Group does not consider there to be a significant risk of a material adjustment to the carrying amount of current and deferred tax
balances, including provisions for uncertain tax positions in the next financial year. \u00a0The provisions for uncertain tax positions cover a
diverse range of issues and reflect advice from external counsel where relevant. \u00a0It should be noted that only a proportion of the total
uncertain tax positions will be under audit at any point in time, and could therefore be subject to challenge by a tax authority over the
next year.
Deferred tax assets have been recognised based on business profit forecasts. Details on the recognition of deferred tax assets are
provided in this note.
| | | |
| | | |
| | | |
| | | |
Current tax charge/(credit) | | | |
| | | |
Adjustments in respect of prior years | | | |
| | | |
Deferred tax charge/(credit) | | | |
| | | |
Adjustments in respect of prior years | | | |
| | | |
| | | |
static rate of tax that was applicable to the pre-tax cash flows of the CGU. The cost of equity without adjusting for the tax rate has been
used as the discount rate in the 2022 impairment assessment and applied to the post tax cash flows of the CGU. This post-tax method
incorporates the impact of changing tax rates on the cash flows and is expected to produce the same VIU result as the pre-tax method
adjusted for varying tax rates. Using the resultant VIU the equivalent pre-tax discount rate has been calculated. The range of equivalent
pre-tax discount rates applicable across the CGUs range from 14.1% to 16.5% (2021: 12.5% to 15.1%).
Terminal growth rate
The terminal growth rate is used to estimate the effect of projecting cash flows to the end of an asset\u2019s useful economic life. It is
management\u2019s judgement that the cash flows associated with the CGUs will grow in line with the major economies in which the Group
operates. Inflation rates are used as an approximation of future growth rates and form the basis of the terminal growth rates applied.
The terminal growth rate used is 2.0% (2021: 2.0%).
Outcome of goodwill and intangibles review
The Personal Banking and Business Banking CGUs carry the majority of the Group\u2019s goodwill balance, predominantly as a consequence
of the Woolwich acquisition. The goodwill within Personal Banking was \u00a32,752m (2021: \u00a32,752m), of which \u00a32,501m (2021: \u00a32,501m)
was attributable to Woolwich, and within Business Banking was \u00a3629m (2021: \u00a3629m), fully attributable to Woolwich. The recoverable
amount for both Personal Banking and Business Banking have increased in comparison to the 2021 impairment review, reflective of
improvements in the interest rate and macroeconomic outlook.
The largest portion of the Group\u2019s intangible assets sit within the Cards and Payments CGU, part of Barclays International with an
allocation of \u00a31,531m (2021: \u00a31,351m).
Based on management\u2019s plans and assumptions the value in use exceeds the carrying value of the CGUs and no impairment has been
indicated.
The outcome of the impairment review for Personal Banking, Business Banking and Cards and Payments\u00a0 are set out below:
| | | | | | | |
| | | | | | Value in use exceeding carrying value | Value in use exceeding carrying value 2021 |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Sensitivity of key judgements
The CGUs are sensitive to possible adverse changes in the key assumptions that support the recoverable amount:
Cash flows: The medium-term plans used to determine the cash flows used in the VIU calculation rely on macroeconomic forecasts,
including interest rates, GDP and unemployment, and forecast levels of market and client activity. Interest rate assumptions impact
planned cash flows from both customer income and structural hedge contributions and therefore cash flow expectations are highly
sensitive to movements in the yield curve. The cash flows also contain assumptions with regard to the prudential and financial conduct
regulatory environment which may be subject to change. Given the current level of economic uncertainty, a 10% reduction in cash
flows has been provided to show the sensitivity of the outcome to a change in these key assumptions.
Discount rate: The discount rate should reflect the market risk-free rate adjusted for the inherent risks of the business it is applied to.
Management have identified discount rates for comparable businesses and consider these to be a reasonable estimate of a suitable
market rate for the profile of the business unit being tested. The risk that these discount rates may not be appropriate is quantified
below and shows the impact of a 100 bps change in the discount rate.
Terminal growth rate: The terminal growth rate is used to estimate the cash flows into perpetuity based on the expected longevity of
the CGUs' businesses. The terminal growth rate is sensitive to uncertainties in the macroeconomic environment. The risk that using
inflation data may not be appropriate for its determination is quantified below and shows the impact of 100 bps change in the terminal
growth rate.
Allocated capital rate: Tangible equity is allocated based on the level of risk weighted assets (RWAs) and capital required to be
deployed in the CGU which is dependent on the relative risk of businesses. The capital ratio used in determining the level of tangible
equity allocated to the CGU and its capital cash flows could move over time. The impact of a 50bps increase in capital ratio is quantified
below.
The sensitivity of the value in use to key judgements in the calculations is set out below:
| | | | | | | | | | | | | |
| | | Value in use exceeding carrying value | | | | Change required to reduce headroom to zero |
100 bps increase in the discount rate | 100 bps decrease in terminal growth rate | 50 bps increase to allocated capital rate | 10% reduction in forecasted cash flows | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
Critical accounting estimates and judgements
The financial reporting of provisions involves a significant degree of judgement and is complex. Identifying whether a present obligation
exists and estimating the probability, timing, nature and quantum of the outflows that may arise from past events requires judgements
to be made based on the specific facts and circumstances relating to individual events and often requires specialist professional advice.
When matters are at an early stage, accounting judgements and estimates can be difficult because of the high degree of uncertainty
involved. Management continues to monitor matters as they develop to re-evaluate on an ongoing basis whether provisions should be
recognised, however there can remain a wide range of possible outcomes and uncertainties, particularly in relation to legal, competition
and regulatory matters, and as a result it is often not practicable to make meaningful estimates even when matters are at a more
advanced stage.
The complexity of such matters often requires the input of specialist professional advice in making assessments to produce estimates.
Customer redress and legal, competition and regulatory matters are areas where a higher degree of professional judgement is required.
The amount that is recognised as a provision can also be very sensitive to the assumptions made in calculating it. This gives rise to a
large range of potential outcomes which require judgement in determining an appropriate provision level. See Note 26 for more detail of
legal, competition and regulatory matters
Critical accounting estimates and judgements
Actuarial valuation of the scheme's obligation is dependent upon a series of assumptions. Below is a summary of the main financial and
demographic assumptions adopted for the UKRF.
| | |
| | |
Key UKRF financial assumptions | | |
| | |
| | |
The UKRF discount rate assumption for 2022 was based on a standard WTW RATE Link model. The RPI inflation assumption for 2022
was set by reference to the Bank of England\u2019s implied inflation curve. The inflation assumption incorporates a deduction of 20 basis
points as an allowance for an inflation risk premium. The methodology used to derive the discount rate and inflation assumptions is
consistent with that used at the prior year end.
The UKRF\u2019s post-retirement mortality assumptions are based on an updated best estimate assumption derived from an analysis in
2022 of the UKRF\u2019s own post-retirement mortality experience and taking account of recent evidence from published mortality surveys.
An allowance has been made for future mortality improvements based on the 2021 core projection model published by the Continuous
Mortality Investigation Bureau subject to a long-term trend of 1.25% per annum in future improvements (2021: 1.5% per annum). An
additional allowance has been made within the mortality assumptions to reflect the uncertain impact of COVID-19 in the long term.\u00a0
The table below shows how the assumed life expectancy at 60, for members of the UKRF, has varied over the past three years:
| | | |
| | | |
Life expectancy at 60 for current pensioners (years) | | | |
| | | |
| | | |
Life expectancy at 60 for future pensioners currently aged 40 (years) | | | |
| | | |
| | | |
The UKRF entered into a longevity reinsurance contract in 2022 covering \u00a37bn of the pensioner liabilities. This is in addition to a \u00a35bn
transaction executed in 2020. In total, over three-quarters of the longevity risk for current pensioners has been reinsured, and the
transactions will provide income to the UKRF in the event that pensions are paid out for longer than expected. The contracts form part
of the UKRF\u2019s investment portfolio. At 31 December 2022, the contracts are valued at \u00a3(123)m (2021: nil). The negative value placed on
the longevity reinsurance contracts at 31 December 2022 reflects the estimated impact of changes in the reinsurance market,
demographic assumptions and risk premia since the 2020 transaction was entered into by the UKRF. The 2022 transaction is valued at
nil as it is assessed to have been transacted recently at fair value.
Sensitivity analysis on actuarial assumptions
The sensitivity analysis has been calculated by valuing the UKRF liabilities using the amended assumptions shown in the table below and
keeping the remaining assumptions the same as disclosed in the table above, except in the case of the inflation sensitivity where other
assumptions that depend on assumed inflation have also been amended correspondingly. The difference between the recalculated
liability figure and that stated in the balance sheet reconciliation table above is the figure shown. The selection of these movements to
illustrate the sensitivity of the defined benefit obligation to key assumptions should not be interpreted as Barclays expressing any
specific view of the probability of such movements happening.
| | |
Change in key assumptions | | |
| | |
| (Decrease)/ Increase in UKRF defined benefit obligation | (Decrease)/ Increase in UKRF defined benefit obligation |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfAccountingJudgementsAndEstimatesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTMvZnJhZzpmMjZhYjdiNWJjOGE0NDE0YjQwYjFkZjRiNTk3OWRjOC90ZXh0cmVnaW9uOmYyNmFiN2I1YmM4YTQ0MTRiNDBiMWRmNGI1OTc5ZGM4XzYzNzcxNjc0NTAyNjk0_ab4f2f57-0ffd-4954-82fd-37906587a676": {
"value": "Critical accounting estimates and judgements
The preparation of financial statements in accordance with IFRS requires the use of estimates. It also requires management to exercise
judgement in applying the accounting policies. The key areas involving a higher degree of judgement or complexity or areas where
assumptions are significant to the consolidated and individual financial statements are highlighted under the relevant note. Critical
accounting estimates and judgements are disclosed in:
\u25aaCredit impairment charges on page 436 \u25aaFair value of financial instruments on page 456 \u25aaGoodwill and intangible assets on page 475 \u25aaPensions and post-retirement benefit obligations on page 496 \u25aaProvisions including conduct and legal, competition and regulatory matters on page 477. Critical accounting estimates and judgements
IFRS 9 impairment involves several important areas of judgement, including estimating forward-looking modelled parameters (PD, LGD
and EAD), developing a range of unbiased future economic scenarios, estimating expected lives and assessing significant increases in
credit risk, based on the Group\u2019s experience of managing credit risk. The determination of expected life is most material for Barclays'
credit card portfolios which is obtained via behavioural life analysis to materially capture the risk of these facilities.
Within the retail and small businesses portfolios, which comprise large numbers of small homogenous assets with similar risk characteristics
where credit scoring techniques are generally used, the impairment allowance is calculated using forward-looking modelled parameters which
are typically run at account level. There are many models in use, each tailored to a product, line of business or customer category. Judgement
and knowledge is needed in selecting the statistical methods to use when the models are developed or revised. Management adjustments to
impairment models, which contain an element of subjectivity, are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management adjustments are
reviewed and incorporated into future model development where appropriate. The impairment charge reflected in the income statement for
retail portfolios is \u00a3976m (2021: \u00a3289m release; 2020: \u00a33,116m charge) of the total impairment charge on loans and advances and off-balance
sheet loan commitments and financial guarantee contracts.
For individually significant assets in Stage 3, impairment allowances are calculated on an individual basis and all relevant considerations that have
a bearing on the expected future cash flows across a range of economic scenarios are taken into account. These considerations can be
particularly subjective and can include the business prospects for the customer, the realisable value of collateral, the Group\u2019s position relative to
other claimants, the reliability of customer information and the likely cost and duration of the work-out process. The level of the impairment
allowance is the difference between the value of the discounted expected future cash flows (discounted at the loan\u2019s original effective interest
rate), and its carrying amount. Furthermore, judgements change with time as new information becomes available or as work-out strategies
evolve, resulting in frequent revisions to the impairment allowance as individual decisions are taken. Changes in these estimates would result in a
change in the allowances and have a direct impact on the impairment charge. The impairment charge reflected in the financial statements in
relation to wholesale portfolios is \u00a3207m (2021: \u00a3346m release; 2020: \u00a31,569m charge) of the total impairment charge on loans and advances
and off-balance sheet loan commitments and financial guarantee contracts.
Further information on impairment allowances, impairment charges, management adjustments to models for impairment, measurement
uncertainty, sensitivity analysis and related credit information is set out within the Credit risk performance section.
Temporary adjustments to calculated IFRS9 impairment allowances may be applied in limited circumstances to account for situations where
known or expected risk factors or information have not been considered in the ECL assessment or modelling process. For further information
please see page 315 in the Credit risk performance section. Information about the potential impact of the physical and transition risks of climate change on borrowers is considered, taking into account
reasonable and supportable information to make accounting judgements and estimates. Climate change is inherently of a long-term nature,
with significant levels of uncertainty, and consequently requires judgement in determining the possible impact in the next financial year, if any.
Critical accounting estimates and judgements
There are two key areas of judgement that impact the reported tax position. Firstly, the level of provisioning for uncertain tax positions;
and secondly, the recognition and measurement of deferred tax assets.
The Group does not consider there to be a significant risk of a material adjustment to the carrying amount of current and deferred tax
balances, including provisions for uncertain tax positions in the next financial year. \u00a0The provisions for uncertain tax positions cover a
diverse range of issues and reflect advice from external counsel where relevant. \u00a0It should be noted that only a proportion of the total
uncertain tax positions will be under audit at any point in time, and could therefore be subject to challenge by a tax authority over the
next year.
Deferred tax assets have been recognised based on business profit forecasts. Details on the recognition of deferred tax assets are
provided in this note.
| | | |
| | | |
| | | |
| | | |
Current tax charge/(credit) | | | |
| | | |
Adjustments in respect of prior years | | | |
| | | |
Deferred tax charge/(credit) | | | |
| | | |
Adjustments in respect of prior years | | | |
| | | |
| | | |
static rate of tax that was applicable to the pre-tax cash flows of the CGU. The cost of equity without adjusting for the tax rate has been
used as the discount rate in the 2022 impairment assessment and applied to the post tax cash flows of the CGU. This post-tax method
incorporates the impact of changing tax rates on the cash flows and is expected to produce the same VIU result as the pre-tax method
adjusted for varying tax rates. Using the resultant VIU the equivalent pre-tax discount rate has been calculated. The range of equivalent
pre-tax discount rates applicable across the CGUs range from 14.1% to 16.5% (2021: 12.5% to 15.1%).
Terminal growth rate
The terminal growth rate is used to estimate the effect of projecting cash flows to the end of an asset\u2019s useful economic life. It is
management\u2019s judgement that the cash flows associated with the CGUs will grow in line with the major economies in which the Group
operates. Inflation rates are used as an approximation of future growth rates and form the basis of the terminal growth rates applied.
The terminal growth rate used is 2.0% (2021: 2.0%).
Outcome of goodwill and intangibles review
The Personal Banking and Business Banking CGUs carry the majority of the Group\u2019s goodwill balance, predominantly as a consequence
of the Woolwich acquisition. The goodwill within Personal Banking was \u00a32,752m (2021: \u00a32,752m), of which \u00a32,501m (2021: \u00a32,501m)
was attributable to Woolwich, and within Business Banking was \u00a3629m (2021: \u00a3629m), fully attributable to Woolwich. The recoverable
amount for both Personal Banking and Business Banking have increased in comparison to the 2021 impairment review, reflective of
improvements in the interest rate and macroeconomic outlook.
The largest portion of the Group\u2019s intangible assets sit within the Cards and Payments CGU, part of Barclays International with an
allocation of \u00a31,531m (2021: \u00a31,351m).
Based on management\u2019s plans and assumptions the value in use exceeds the carrying value of the CGUs and no impairment has been
indicated.
The outcome of the impairment review for Personal Banking, Business Banking and Cards and Payments\u00a0 are set out below:
| | | | | | | |
| | | | | | Value in use exceeding carrying value | Value in use exceeding carrying value 2021 |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Sensitivity of key judgements
The CGUs are sensitive to possible adverse changes in the key assumptions that support the recoverable amount:
Cash flows: The medium-term plans used to determine the cash flows used in the VIU calculation rely on macroeconomic forecasts,
including interest rates, GDP and unemployment, and forecast levels of market and client activity. Interest rate assumptions impact
planned cash flows from both customer income and structural hedge contributions and therefore cash flow expectations are highly
sensitive to movements in the yield curve. The cash flows also contain assumptions with regard to the prudential and financial conduct
regulatory environment which may be subject to change. Given the current level of economic uncertainty, a 10% reduction in cash
flows has been provided to show the sensitivity of the outcome to a change in these key assumptions.
Discount rate: The discount rate should reflect the market risk-free rate adjusted for the inherent risks of the business it is applied to.
Management have identified discount rates for comparable businesses and consider these to be a reasonable estimate of a suitable
market rate for the profile of the business unit being tested. The risk that these discount rates may not be appropriate is quantified
below and shows the impact of a 100 bps change in the discount rate.
Terminal growth rate: The terminal growth rate is used to estimate the cash flows into perpetuity based on the expected longevity of
the CGUs' businesses. The terminal growth rate is sensitive to uncertainties in the macroeconomic environment. The risk that using
inflation data may not be appropriate for its determination is quantified below and shows the impact of 100 bps change in the terminal
growth rate.
Allocated capital rate: Tangible equity is allocated based on the level of risk weighted assets (RWAs) and capital required to be
deployed in the CGU which is dependent on the relative risk of businesses. The capital ratio used in determining the level of tangible
equity allocated to the CGU and its capital cash flows could move over time. The impact of a 50bps increase in capital ratio is quantified
below.
The sensitivity of the value in use to key judgements in the calculations is set out below:
| | | | | | | | | | | | | |
| | | Value in use exceeding carrying value | | | | Change required to reduce headroom to zero |
100 bps increase in the discount rate | 100 bps decrease in terminal growth rate | 50 bps increase to allocated capital rate | 10% reduction in forecasted cash flows | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
Critical accounting estimates and judgements
The financial reporting of provisions involves a significant degree of judgement and is complex. Identifying whether a present obligation
exists and estimating the probability, timing, nature and quantum of the outflows that may arise from past events requires judgements
to be made based on the specific facts and circumstances relating to individual events and often requires specialist professional advice.
When matters are at an early stage, accounting judgements and estimates can be difficult because of the high degree of uncertainty
involved. Management continues to monitor matters as they develop to re-evaluate on an ongoing basis whether provisions should be
recognised, however there can remain a wide range of possible outcomes and uncertainties, particularly in relation to legal, competition
and regulatory matters, and as a result it is often not practicable to make meaningful estimates even when matters are at a more
advanced stage.
The complexity of such matters often requires the input of specialist professional advice in making assessments to produce estimates.
Customer redress and legal, competition and regulatory matters are areas where a higher degree of professional judgement is required.
The amount that is recognised as a provision can also be very sensitive to the assumptions made in calculating it. This gives rise to a
large range of potential outcomes which require judgement in determining an appropriate provision level. See Note 26 for more detail of
legal, competition and regulatory matters
Critical accounting estimates and judgements
Actuarial valuation of the scheme's obligation is dependent upon a series of assumptions. Below is a summary of the main financial and
demographic assumptions adopted for the UKRF.
| | |
| | |
Key UKRF financial assumptions | | |
| | |
| | |
The UKRF discount rate assumption for 2022 was based on a standard WTW RATE Link model. The RPI inflation assumption for 2022
was set by reference to the Bank of England\u2019s implied inflation curve. The inflation assumption incorporates a deduction of 20 basis
points as an allowance for an inflation risk premium. The methodology used to derive the discount rate and inflation assumptions is
consistent with that used at the prior year end.
The UKRF\u2019s post-retirement mortality assumptions are based on an updated best estimate assumption derived from an analysis in
2022 of the UKRF\u2019s own post-retirement mortality experience and taking account of recent evidence from published mortality surveys.
An allowance has been made for future mortality improvements based on the 2021 core projection model published by the Continuous
Mortality Investigation Bureau subject to a long-term trend of 1.25% per annum in future improvements (2021: 1.5% per annum). An
additional allowance has been made within the mortality assumptions to reflect the uncertain impact of COVID-19 in the long term.\u00a0
The table below shows how the assumed life expectancy at 60, for members of the UKRF, has varied over the past three years:
| | | |
| | | |
Life expectancy at 60 for current pensioners (years) | | | |
| | | |
| | | |
Life expectancy at 60 for future pensioners currently aged 40 (years) | | | |
| | | |
| | | |
The UKRF entered into a longevity reinsurance contract in 2022 covering \u00a37bn of the pensioner liabilities. This is in addition to a \u00a35bn
transaction executed in 2020. In total, over three-quarters of the longevity risk for current pensioners has been reinsured, and the
transactions will provide income to the UKRF in the event that pensions are paid out for longer than expected. The contracts form part
of the UKRF\u2019s investment portfolio. At 31 December 2022, the contracts are valued at \u00a3(123)m (2021: nil). The negative value placed on
the longevity reinsurance contracts at 31 December 2022 reflects the estimated impact of changes in the reinsurance market,
demographic assumptions and risk premia since the 2020 transaction was entered into by the UKRF. The 2022 transaction is valued at
nil as it is assessed to have been transacted recently at fair value.
Sensitivity analysis on actuarial assumptions
The sensitivity analysis has been calculated by valuing the UKRF liabilities using the amended assumptions shown in the table below and
keeping the remaining assumptions the same as disclosed in the table above, except in the case of the inflation sensitivity where other
assumptions that depend on assumed inflation have also been amended correspondingly. The difference between the recalculated
liability figure and that stated in the balance sheet reconciliation table above is the figure shown. The selection of these movements to
illustrate the sensitivity of the defined benefit obligation to key assumptions should not be interpreted as Barclays expressing any
specific view of the probability of such movements happening.
| | |
Change in key assumptions | | |
| | |
| (Decrease)/ Increase in UKRF defined benefit obligation | (Decrease)/ Increase in UKRF defined benefit obligation |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfAssetsAndLiabilitiesWithSignificantRiskOfMaterialAdjustmentExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTYvZnJhZzpmZjE1MzFkYWU0MmU0YjBiOTNmZDBiOTJkM2E4NjQ2Ni90ZXh0cmVnaW9uOmZmMTUzMWRhZTQyZTRiMGI5M2ZkMGI5MmQzYTg2NDY2XzI4NjY_b90cee4e-497d-40c6-926f-b7a80659ffa9": {
"value": "Segmental reporting
Presentation of segmental reporting
The Group\u2019s segmental reporting is in accordance with IFRS 8 Operating Segments. Operating segments are reported in a manner
consistent with the internal reporting provided to the Executive Committee, which is responsible for allocating resources and assessing
performance of the operating segments, and has been identified as the chief operating decision maker. All transactions between
business segments are conducted on an arm\u2019s-length basis, with intra-segment revenue and costs being eliminated in Head Office.
Income and expenses directly associated with each segment are included in determining business segment performance.
The Group is a British universal bank diversified by business, geography and income type, serving consumer and wholesale customers
and clients globally and for segmental reporting purposes it defines its two operating divisions as Barclays UK and Barclays International.
\u25aaBarclays UK consists of our UK Personal Banking, UK Business Banking and Barclaycard Consumer UK businesses. These businesses
are carried on by our UK ring-fenced bank (Barclays Bank UK PLC) and certain other entities within the Group.
\u25aaBarclays International consists of our Corporate and Investment Bank and Consumer, Cards and Payments businesses. These
businesses are carried on by our non ring-fenced bank (Barclays Bank PLC) and its subsidiaries, and certain other entities within the
Group.
The below table also includes Head Office which comprises head office and legacy businesses, as well as the FTEs employed by Barclays
Execution Services.
| | | | |
Analysis of results by business |
| | | | |
| | | | |
For the year ended 31 December 2022 | | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
Other net income/(expenses)a | | | | |
Profit/(loss) before impairment | | | | |
Credit impairment charges | | | | |
| | | | |
| | | | |
Number of employees (full time equivalent) | | | | |
Average number of employees (full time equivalent) | | | | |
Note
aOther net income/(expenses) represents the share of post-tax results of associates and joint ventures, profit on disposal of subsidiaries, associates and joint ventures, and gains on acquisitions.
| | | | |
| | Restateda Barclays International | | |
| | | | |
For the year ended 31 December 2021 | | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
Profit/(loss) before impairment | | | | |
Credit impairment releases | | | | |
| | | | |
| | | | |
Number of employees (full time equivalent)c | | | | |
Average number of employees (full time equivalent) | | | | |
Notes
a2021 financial metrics have been restated to reflect the impact of the Over-issuance of Securities. See\u00a0 Restatement of financial statements (Note 1a) on page 428 for further details. bOther net income\u00a0 represents the share of post-tax results of associates and joint ventures, profit on disposal of subsidiaries, associates and joint ventures, and gains on acquisitions.
cBarclays Execution Services Employees are reported within the Head Office Segment. Barclays UK transformed its business in 2021 and consolidated all Customer Care employees, who directly serve
customers, into Barclays Execution Services to improve customer service and experience. Costs are recharged, while FTEs are reported within Head Office, as at 31 December 2021 10,700 FTEs were
impacted by the move from Barclays UK to Head Office. The 2020 comparative figures have not been restated.
| | | | |
| | | | |
| | | | |
For the year ended 31 December 2020 | | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
Other net income/(expenses)b | | | | |
Profit/(loss) before impairment | | | | |
Credit impairment charges | | | | |
| | | | |
| | | | |
Number of employees (full time equivalent) | | | | |
Average number of employees (full time equivalent) | | | | |
Notes
aOn 1 April 2020, assets of \u00a32.2bn relating to the Barclays Partner Finance business were moved from Barclays International to Barclays UK, with net operating income of \u00a319m and loss before tax of
\u00a35m subsequently recognised in Barclays UK for the rest of 2020.
bOther net income/(expenses) represents the share of post-tax results of associates and joint ventures, profit (or loss) on disposal of subsidiaries, associates and joint ventures, and gains on
acquisitions.
| | | |
Income by geographic regiona |
| | | |
For the year ended 31 December | | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
Income from individual countries which represent more than 5% of total incomea |
| | | |
For the year ended 31 December | | | |
| | | |
| | | |
Note
aThe geographical analysis is based on the location of the office where the transactions are recorded.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfEntitysReportableSegmentsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
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}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTYvZnJhZzpmZjE1MzFkYWU0MmU0YjBiOTNmZDBiOTJkM2E4NjQ2Ni90ZXh0cmVnaW9uOmZmMTUzMWRhZTQyZTRiMGI5M2ZkMGI5MmQzYTg2NDY2XzI4Njk_089f2d36-5b18-42a2-a748-b5a30ce35161": {
"value": "
Presentation of segmental reporting
The Group\u2019s segmental reporting is in accordance with IFRS 8 Operating Segments. Operating segments are reported in a manner
consistent with the internal reporting provided to the Executive Committee, which is responsible for allocating resources and assessing
performance of the operating segments, and has been identified as the chief operating decision maker. All transactions between
business segments are conducted on an arm\u2019s-length basis, with intra-segment revenue and costs being eliminated in Head Office.
Income and expenses directly associated with each segment are included in determining business segment performance.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForSegmentReportingExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTkvZnJhZzpmNzg0MzM3MGJiZmY0ZGQ4YTRkNmNhNzk1YzU1MGFjMy90ZXh0cmVnaW9uOmY3ODQzMzcwYmJmZjRkZDhhNGQ2Y2E3OTVjNTUwYWMzXzI0ODY_5ac5c36b-26b3-4e9a-8b98-66f2709506c3": {
"value": "Net interest income
Accounting for interest income and expenses
Interest income on loans and advances at amortised cost and financial assets at fair value through other comprehensive income, and
interest expense on financial liabilities held at amortised cost, are calculated using the effective interest method which allocates
interest, and direct and incremental fees and costs, over the expected lives of the assets and liabilities.
The effective interest method requires the Group to estimate future cash flows, in some cases based on its experience of customers\u2019
behaviour, considering all contractual terms of the financial instrument, as well as the expected lives of the assets and liabilities.
The Group incurs certain costs to originate credit card balances with the most significant being co-brand partner fees. To the extent
these costs are attributed to customers that continuously carry an outstanding balance (revolvers) and incremental to the origination
of credit card balances, they are capitalised and subsequently included within the calculation of the effective interest rate. They are
amortised to interest income over the period of expected repayment of the originated balance. Costs attributed to customers that
settle their outstanding balances each period (transactors) are deferred on the balance sheet as a cost of obtaining a contract and
amortised to fee and commission expense over the life of the customer relationship (refer to Note 4). There are no other individual
estimates involved in the calculation of effective interest rates that are material to the results or financial position.
| | | |
| | | |
| | | |
Cash and balances at central banks | | | |
Loans and advances at amortised cost | | | |
Fair value through other comprehensive income | | | |
Negative interest on liabilities | | | |
| | | |
Interest and similar income | | | |
Deposits at amortised cost | | | |
| | | |
| | | |
Negative interest on assets | | | |
| | | |
Interest and similar expense | | | |
| | | |
Interest and similar income presented above represents interest revenue calculated using the effective interest method. Costs to
originate credit card balances of \u00a3786m (2021: \u00a3652m; 2020: \u00a3698m) have been amortised to interest and similar income during the
year. Interest and similar income includes \u00a359m (2021: \u00a337m; 2020: \u00a340m) accrued on impaired loans. Other interest expense includes
\u00a356m (2021: \u00a364m;\u00a0 2020:\u00a370m) relating to IFRS 16 lease interest expenses.
",
"dimensions": {
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTkvZnJhZzpmNzg0MzM3MGJiZmY0ZGQ4YTRkNmNhNzk1YzU1MGFjMy90ZXh0cmVnaW9uOmY3ODQzMzcwYmJmZjRkZDhhNGQ2Y2E3OTVjNTUwYWMzXzI0ODc_d3cbe00a-8293-4516-90fa-653faf45a7c2": {
"value": "
Accounting for interest income and expenses
Interest income on loans and advances at amortised cost and financial assets at fair value through other comprehensive income, and
interest expense on financial liabilities held at amortised cost, are calculated using the effective interest method which allocates
interest, and direct and incremental fees and costs, over the expected lives of the assets and liabilities.
The effective interest method requires the Group to estimate future cash flows, in some cases based on its experience of customers\u2019
behaviour, considering all contractual terms of the financial instrument, as well as the expected lives of the assets and liabilities.
The Group incurs certain costs to originate credit card balances with the most significant being co-brand partner fees. To the extent
these costs are attributed to customers that continuously carry an outstanding balance (revolvers) and incremental to the origination
of credit card balances, they are capitalised and subsequently included within the calculation of the effective interest rate. They are
amortised to interest income over the period of expected repayment of the originated balance. Costs attributed to customers that
settle their outstanding balances each period (transactors) are deferred on the balance sheet as a cost of obtaining a contract and
amortised to fee and commission expense over the life of the customer relationship (refer to Note 4). There are no other individual
estimates involved in the calculation of effective interest rates that are material to the results or financial position.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForInterestIncomeAndExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
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"value": "
| | | |
| | | |
| | | |
Cash and balances at central banks | | | |
Loans and advances at amortised cost | | | |
Fair value through other comprehensive income | | | |
Negative interest on liabilities | | | |
| | | |
Interest and similar income | | | |
Deposits at amortised cost | | | |
| | | |
| | | |
Negative interest on assets | | | |
| | | |
Interest and similar expense | | | |
| | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInterestIncomeExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV80OTkvZnJhZzpmNzg0MzM3MGJiZmY0ZGQ4YTRkNmNhNzk1YzU1MGFjMy90ZXh0cmVnaW9uOmY3ODQzMzcwYmJmZjRkZDhhNGQ2Y2E3OTVjNTUwYWMzXzYzNzcxNjc0NDE0NDI2_46000f63-6ab5-459a-a24f-7b48263d0ccf": {
"value": "
| | | |
| | | |
| | | |
Cash and balances at central banks | | | |
Loans and advances at amortised cost | | | |
Fair value through other comprehensive income | | | |
Negative interest on liabilities | | | |
| | | |
Interest and similar income | | | |
Deposits at amortised cost | | | |
| | | |
| | | |
Negative interest on assets | | | |
| | | |
Interest and similar expense | | | |
| | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInterestExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MDIvZnJhZzo4ZjY3YTA1MWIyZDU0ZmQxODA5N2JmYWYzMzg2Yzg4Yy90ZXh0cmVnaW9uOjhmNjdhMDUxYjJkNTRmZDE4MDk3YmZhZjMzODZjODhjXzY2Mzc_8c888439-22d7-4259-a30c-29bf85ecf8e8": {
"value": "Net fee and commission income
Accounting for net fee and commission income
The Group applies IFRS 15 Revenue from Contracts with Customers. IFRS 15 establishes a\u00a0five-step model governing revenue
recognition. The five-step model requires the Group to (i) identify the contract with the customer, (ii) identify each of the performance
obligations included in the contract, (iii) determine the amount of consideration in the contract, (iv) allocate the consideration to each of
the identified performance obligations and (v) recognise revenue as each performance obligation is satisfied.
The Group recognises fee and commission income charged for services provided by the Group as and when performance obligations
are satisfied, for example, on completion of the underlying transaction. Where the contractual arrangements also result in the Group
recognising financial instruments in scope of IFRS 9, such financial instruments are initially recognised at fair value in accordance with
IFRS 9 before applying the provisions of IFRS 15.
Fee and commission income is disaggregated below by fee types that reflect the nature of the services offered across the Group and
operating segments, in accordance with IFRS 15. The below table includes a total for fees in scope of IFRS 15. Refer to Note 2 for more
detailed information about operating segments.
| | | | |
| |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
| | | | |
Underwriting and syndication | | | | |
| | | | |
Total revenue from contracts with customers | | | | |
Other non-contract fee income | | | | |
Fee and commission income | | | | |
Fee and commission expense | | | | |
Net fee and commission income | | | | |
Fee types
Transactional
Transactional fees are service charges on deposit accounts, cash management services fees and transactional processing fees. These
include interchange and merchant fee income generated from credit and bank card usage. Transaction and processing fees are
recognised at the point in time the transaction occurs or service is performed. Interchange and merchant fees are recognised upon
settlement of the card transaction payment.
The Group incurs certain card-related costs including those related to cardholder reward programmes and payments to co-brand
partners. Cardholder reward programme costs related to customers that settle their outstanding balance each period (transactors) are
expensed when incurred and presented in fee and commission expense, while costs related to customers that continuously carry an
outstanding balance (revolvers) are included in the effective interest rate of the receivable (refer to Note 3). Payments to partners for
new cardholder account originations related to transactor accounts are deferred as costs to obtain a contract under IFRS 15, while
costs related to revolver accounts are included in the effective interest rate of the receivable (refer to Note 3). Those costs deferred
under IFRS 15 are capitalised and amortised over the estimated life of the customer relationship. Payments to co-brand partners based
on revenue sharing to the extent the revenue share relates to \"revolvers\" are included in the effective interest rate of the receivable and
to the extent\u00a0 revenue share relates\u00a0 to \u201ctransactors\u201d\u00a0 it must be presented in fee and commission expense. Payments based on
profitability are presented in fee and commission expense.
Advisory
Advisory fees are generated from wealth management services and investment banking advisory services related to mergers,
acquisitions and financial restructurings. Wealth management advisory fees are earned over the period the services are provided and
are generally recognised quarterly when the market value of client assets is determined. Investment banking advisory fees are
recognised at the point in time when the services related to the transaction have been completed under the terms of the engagement.
Investment banking advisory costs are recognised as incurred in fee and commission expense if direct and incremental to the advisory
services or are otherwise recognised in operating expenses.
Brokerage and execution
Brokerage and execution fees are earned for executing client transactions with various exchanges and over-the-counter markets and
assisting clients in clearing transactions and facilitating foreign exchange transactions for spot/forward contracts. Brokerage and
execution fees are recognised at the point in time the associated service has been completed which is generally the trade date of the
transaction.
Underwriting and syndication
Underwriting and syndication fees are earned for the distribution of client equity or debt securities and the arrangement and
administration of a loan syndication. This includes commitment fees to provide loan financing. Underwriting fees are generally
recognised on trade date if there is no remaining contingency, such as the transaction being conditional on the closing of an acquisition
or another transaction. Underwriting costs are deferred and recognised in fee and commission expense when the associated
underwriting fees are recorded. Syndication fees are earned for arranging and administering a loan syndication; however, the associated
fee may be subject to variability until the loan has been syndicated to other syndicate members or until other contingencies have been
resolved and therefore the fee revenue is deferred until the uncertainty is resolved.
Included in the underwriting and syndication fees are loan commitment fees, when the drawdown is not probable, which are not
presented as part of the carrying value of the loan in accordance with IFRS 9. Such commitment fees are recognised over time through
to the contractual maturity of the commitment.
Contract assets and contract liabilities
The Group had no material contract assets or contract liabilities as at 31\u00a0December 2022 (2021: \u00a3nil; 2020: \u00a3nil).
Impairment of fee receivables and contract assets
During 2022, there have been no material impairments recognised in relation to fees receivable and contract assets (2021: \u00a3nil; 2020:
\u00a3nil). Fees in relation to transactional business can be added to outstanding customer balances. These amounts may be subsequently
impaired as part of the overall loans and advances balance.
Remaining performance obligations
The Group applies the practical expedient of IFRS 15 and does not disclose information about remaining performance obligations that
have original expected durations of one year or less or because the Group has a right to consideration that corresponds directly with
the value of the service provided to the client or customer.
Costs incurred in obtaining or fulfilling a contract
The Group expects that incremental costs of obtaining a contract such as success fee and commission fees paid are recoverable and
therefore capitalise such\u00a0 contract\u00a0 costs.\u00a0 Capitalised contract costs net of amortisation as at 31\u00a0December 2022 are \u00a3198m (2021:
\u00a3154m; 2020: \u00a3141m).
Capitalised contract costs are amortised over the customer relationship period depending on the transfer of services to which the
asset pertains. In 2022, the amount of amortisation was \u00a347m (2021: \u00a336m; 2020: \u00a336m) and there was no impairment loss recognised
in connection with the capitalised contract costs (2021: \u00a3nil; 2020: \u00a3nil).
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfFeeAndCommissionIncomeExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MDIvZnJhZzo4ZjY3YTA1MWIyZDU0ZmQxODA5N2JmYWYzMzg2Yzg4Yy90ZXh0cmVnaW9uOjhmNjdhMDUxYjJkNTRmZDE4MDk3YmZhZjMzODZjODhjXzY2Mzg_0745980d-4956-4840-baf0-c66090df37a7": {
"value": "
Accounting for net fee and commission income
The Group applies IFRS 15 Revenue from Contracts with Customers. IFRS 15 establishes a\u00a0five-step model governing revenue
recognition. The five-step model requires the Group to (i) identify the contract with the customer, (ii) identify each of the performance
obligations included in the contract, (iii) determine the amount of consideration in the contract, (iv) allocate the consideration to each of
the identified performance obligations and (v) recognise revenue as each performance obligation is satisfied.
The Group recognises fee and commission income charged for services provided by the Group as and when performance obligations
are satisfied, for example, on completion of the underlying transaction. Where the contractual arrangements also result in the Group
recognising financial instruments in scope of IFRS 9, such financial instruments are initially recognised at fair value in accordance with
IFRS 9 before applying the provisions of IFRS 15.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForFeeAndCommissionIncomeAndExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MDUvZnJhZzpiMDMzYmViZTM4ZmU0YmQyOTMxODNjMDVkNDhjMDQ1Mi90ZXh0cmVnaW9uOmIwMzNiZWJlMzhmZTRiZDI5MzE4M2MwNWQ0OGMwNDUyXzEwNjM_9a307439-cd2c-4e5e-8a79-6adaf604d3be": {
"value": "Net trading income
Accounting for net trading income
In accordance with IFRS 9, trading positions are held at fair value, and the resulting gains and losses are included in\u00a0 net trading income,
together with interest and dividends arising from long and short positions and funding costs relating to trading activities.
Income arises from both the sale and purchase of trading positions, margins which are achieved through market-making and customer
business and from changes in fair value caused by movements in interest and exchange rates, equity prices and other market variables.
Gains or losses on non-trading financial instruments designated or mandatorily at fair value with changes in fair value recognised in the
income statement are included in net trading income where the business model is to manage assets and liabilities on a fair value basis
which includes use of derivatives or where an instrument is designated at fair value to eliminate an accounting mismatch and the related
instrument's gain and losses are reported in net trading income.
| | | |
| | | |
| | | |
Net gains on financial instruments held for trading | | | |
Net gains on financial instruments designated at fair value | | | |
Net gains on financial instruments mandatorily at fair value | | | |
| | | |
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForTradingIncomeAndExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MDgvZnJhZzo2ZThhMzNmOTM2ZDk0ZTlkYWE4MDQwZGYxOWNjMTdmNS90ZXh0cmVnaW9uOjZlOGEzM2Y5MzZkOTRlOWRhYTgwNDBkZjE5Y2MxN2Y1Xzg5Mw_c6ff4bd9-4a78-4490-ae6f-1461553f8c5e": {
"value": "Dividends are recognised when the right to receive the dividend has been established.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForDividendsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MTQvZnJhZzpiZTFiOWE3NmEyMTM0Y2RjOTIwZjViYjNhY2ZkNjdiNi90ZXh0cmVnaW9uOmJlMWI5YTc2YTIxMzRjZGM5MjBmNWJiM2FjZmQ2N2I2XzYzNzcxNjc0NDE2NDg4_ac30df54-6a43-422b-a700-abd808f02e49": {
"value": "Operating expenses
| | | |
| | | |
| | | |
| | | |
| | | |
| | | |
Depreciation and amortisation | | | |
Impairment of property, equipment and intangible assetsb | | | |
Total infrastructure costs | | | |
Administration and general expenses | | | |
Consultancy, legal and professional fees | | | |
Marketing and advertising | | | |
| | | |
Other administration and general expenses | | | |
Total administration and general expenses | | | |
| | | |
| | | |
| | | |
Notes
a2021 financial metrics have been restated to reflect the impact of the Over-issuance of Securities. See\u00a0 Restatement of financial statements (Note 1a) on page 428 for further details. bIn 2021, Impairment of property, equipment and intangible assets included \u00a3266m relating to structural cost actions taken as part of the real estate review.
For further details on staff costs including accounting policies, refer to Note 31.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfOtherOperatingExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MTEvZnJhZzo2NDgxOGVjZjI5YWE0NWM1ODIxYWI3NDM3YmVhOTVhNi90ZXh0cmVnaW9uOjY0ODE4ZWNmMjlhYTQ1YzU4MjFhYjc0MzdiZWE5NWE2XzYzNzcxNjc0NDQ4MDgy_748a7b0a-4f3e-4fd9-8091-3231452432cd": {
"value": "Credit impairment charges/(releases)
Accounting for the impairment of financial assets
Impairment
In accordance with IFRS 9, the Group is required to recognise expected credit losses (ECLs) based on unbiased forward-looking
information for all financial assets at amortised cost, lease receivables, debt financial assets at fair value through other comprehensive
income, loan commitments and financial guarantee contracts.
At the reporting date, an allowance (or provision for loan commitments and financial guarantees) is required for the 12 month (Stage 1)
ECLs. If the credit risk has significantly increased since initial recognition (Stage 2), or if the financial instrument is credit impaired (Stage
3), an allowance (or provision) should be recognised for the lifetime ECLs.
The measurement of ECL is calculated using three main components: (i) probability of default (PD) (ii) loss given default (LGD) and (iii)
the exposure at default (EAD).\u00a0
The 12 month and lifetime ECLs are calculated by multiplying the respective PD, LGD and the EAD. The 12 month and lifetime PDs
represent the PD occurring over the next 12 months and the remaining maturity of the instrument respectively. The EAD represents
the expected balance at default, taking into account the repayment of principal and interest from the balance sheet date to the default
event together with any expected drawdowns of committed facilities. The LGD represents expected losses on the EAD given the event
of default, taking into account, among other attributes, the mitigating effect of collateral value at the time it is expected to be realised
and the time value of money.\u00a0
Expected credit loss measurement is based on the ability of borrowers to make payments as they fall due. The Group also considers
sector-specific risks and whether additional adjustments are required in the measurement of ECL. Credit risk may be impacted by
climate considerations for certain sectors, such as oil and gas.
Determining a significant increase in credit risk since initial recognition:
The Group assesses when a significant increase in credit risk has occurred based on quantitative and qualitative assessments. The
credit risk of an exposure is considered to have significantly increased when:
i) Quantitative test
The annualised lifetime PD has increased by more than an agreed threshold relative to the equivalent at origination.
PD deterioration thresholds are defined as percentage increases, and are set at an origination score band and segment level to ensure
the test appropriately captures significant increases in credit risk at all risk levels. Generally, thresholds are inversely correlated to the
origination PD, i.e. as the origination PD increases, the threshold value reduces.
The assessment of the point\u00a0at which a PD increase is deemed \u2018significant\u2019, is based upon analysis of the portfolio\u2019s risk profile against a
common set of principles and performance metrics (consistent across both retail and wholesale businesses), incorporating expert
credit judgement where appropriate. Application of quantitative PD floors does not represent the use of the low credit risk exemption
as exposures can separately move into Stage 2 via the qualitative route described below.
Wholesale assets apply a 100% increase in PD and 0.2% PD floor to determine a significant increase in credit risk.
Retail assets apply bespoke relative increase and absolute PD thresholds based on product type and origination PD. Thresholds are
subject to maximums defined by Group policy and typically apply minimum relative thresholds of 50-100% and a maximum relative
threshold of 400%.
For existing/historical exposures where origination point scores or data are no longer available or do not represent a comparable
estimate of lifetime PD, a proxy origination score is defined, based upon:
\u2022back-population of the approved lifetime PD score either to origination date or, where this is not feasible, as far back as possible
(subject to a data start point no later than 1 January 2015); or
\u2022use of available historical account performance data and other customer information, to derive a comparable \u2018proxy\u2019 estimation of
origination PD.
ii) Qualitative test
This is relevant for accounts that meet the portfolio\u2019s \u2018high risk\u2019 criteria and are subject to closer credit monitoring.
High risk customers may not be in arrears but either through an event or an observed behaviour exhibit credit distress. The definition
and assessment of high risk includes as wide a range of information as reasonably available, such as industry and Group-wide customer
level data, including but not limited to bureau scores and high consumer indebtedness index, wherever possible or relevant.
Whilst the high risk populations applied for IFRS 9 impairment purposes are aligned with risk management processes, they are also
regularly reviewed and validated to ensure that they capture any incremental segments where there is evidence of credit deterioration.
iii) Backstop criteria
This is relevant for accounts that are more than 30 calendar days past due. The 30 days past due criteria is a backstop rather than a
primary driver of moving exposures into Stage 2.
The criteria for determining a significant increase in credit risk for assets with bullet repayments follows the same principle as all other
assets, i.e. quantitative, qualitative and backstop tests are all applied.
Exposures will move back to Stage 1 once they no longer meet the criteria for a significant increase in credit risk. This means that, at a
minimum all payments must be up-to-date, the PD deterioration test is no longer met, the account is no longer classified as high risk,
and the customer has evidenced an ability to maintain future payments.
Exposures are only removed from Stage 3 and reassigned to Stage 2 once the original default trigger event no longer applies.
Exposures being removed from Stage 3 must no longer qualify as credit impaired, and:
a)the obligor will also have demonstrated consistently good payment behaviour over a 12-month period, by making all consecutive
contractual payments due and, for forborne exposures, the relevant EBA defined probationary period has also been successfully
completed or;
b)(for non-forborne exposures) the performance conditions are defined and approved within an appropriately sanctioned restructure
plan, including 12 months\u2019 payment history have been met.
Management overlays and other exceptions to model outputs are applied only if consistent with the objective of identifying significant
increases in credit risk.
Forward-looking information
The measurement of ECL involves complexity and judgement, including estimation of PD, LGD, a range of unbiased future economic
scenarios, estimation of expected lives (where contractual life is not appropriate), and estimation of EAD and assessing significant
increases in credit risk.
Credit losses are the expected cash shortfalls from what is contractually due over the expected life of the financial instrument,
discounted at the original effective interest rate (EIR). ECLs are the unbiased probability-weighted credit losses determined by
evaluating a range of possible outcomes and considering future economic conditions.
The Group uses a five-scenario model to calculate ECL. An external consensus forecast is assembled from key sources, including HM
Treasury (short and medium-term forecasts) and Bloomberg (based on median of economic forecasts), which forms the Baseline
scenario. In addition, two adverse scenarios (Downside 1 and Downside 2) and two favourable scenarios (Upside 1 and Upside 2) are
derived, with associated probability weightings. The adverse scenarios are calibrated to a broadly similar severity to the Group's internal
stress tests and stress scenarios provided by regulators whilst also considering IFRS 9 specific sensitivities and non-linearity. The
favourable scenarios are designed to reflect plausible upside risks to the Baseline scenario which are broadly consistent with the
economic narrative approved by the Senior Scenario Review Committee. All scenarios are regenerated at a minimum semi-annually.\u00a0
The scenarios include key economic variables (including GDP, unemployment, House Price Index (HPI) and base rates in both the UK
and US markets) and expanded variables using statistical models based on historical correlations. The upside and downside shocks are
designed to evolve over a five-year stress horizon, with all five scenarios converging to a steady state after approximately seven years.
The methodology for estimating probability weights for each of the scenarios involves a comparison of the distribution of key historical
UK and US macroeconomic variables against the forecast paths of the five scenarios. The methodology works such that the baseline
(reflecting current consensus outlook) has the highest weight and the weights of adverse and favourable scenarios depend on the
deviation from the baseline; the further from the baseline, the smaller the weight. A single set of five scenarios is used across all
portfolios and all five weights are normalised to equate to 100%. The same scenarios used in the estimation of expected credit losses
are also used to inform Barclays' internal planning. The impacts across the portfolios are different because of the sensitivities of each of
the portfolios to specific macroeconomic variables, for example, mortgages are highly sensitive to house prices, and credit cards and
unsecured consumer loans are highly sensitive to unemployment.
Definition of default, credit impaired assets, write-offs, and interest income recognition
The definition of default for the purpose of determining ECLs, and for internal credit risk management purposes, has been aligned to
the Regulatory Capital CRR Article 178 definition of default, to maintain a consistent approach with IFRS 9 and associated regulatory
guidance. The Regulatory Capital CRR Article 178 definition of default considers indicators that the debtor is unlikely to pay, includes
exposures in forbearance and is no later than when the exposure is more than 90 days past due. When exposures are identified as credit
impaired at the time when they are purchased or originated interest income is calculated on the carrying value net of the impairment
allowance.
An asset is considered credit impaired when one or more events occur that have a detrimental impact on the estimated future cash
flows of the financial asset. This comprises assets defined as defaulted and other individually assessed exposures where imminent
default or actual loss is identified.
Uncollectable loans are written off against the related allowance for loan impairment on completion of the Group\u2019s internal processes
and when all reasonably expected recoverable amounts have been collected. Subsequent recoveries of amounts previously written off
are credited to the income statement. The timing and extent of write-offs may involve some element of subjective judgement.
Nevertheless, a write-off will often be prompted by a specific event, such as the inception of insolvency proceedings or other formal
recovery action, which makes it possible to establish that some or the entire advance is beyond realistic prospect of recovery.
Accounting for purchased financial guarantee contracts
The Group may enter into a financial guarantee contract which requires the issuer of such contract to reimburse the Group for a loss it
incurs because a specified debtor fails to make payment when due in accordance with the terms of a debt instrument. For these
separate financial guarantee contracts, the Group recognises a reimbursement asset aligned with the recognition of the underlying
ECLs, if it is considered virtually certain that a reimbursement would be received if the specified debtor fails to make payment when due
in accordance with the terms of the debt instrument.
Loan modifications and renegotiations that are not credit-impaired
When modification of a loan agreement occurs as a result of commercial restructuring activity rather than due to the credit risk of the
borrower, an assessment must be performed to determine whether the terms of the new agreement are substantially different from
the terms of the existing agreement.\u00a0This assessment considers both the change in cash flows arising from the modified terms as well
as the change in overall instrument risk profile. In respect of payment holidays granted to borrowers which are not due to forbearance, if
the revised cash flows on a present value basis (based on the original EIR) are not substantially different from the original cash flows, the
loan is not considered to be substantially modified.\u00a0
Where terms are substantially different, the existing loan will be derecognised and a new loan will be recognised at fair value, with any
difference in valuation recognised immediately within the income statement, subject to observability criteria.
Where terms are not substantially different, the loan carrying value will be adjusted to reflect the present value of modified cash flows
discounted at the original EIR, with any resulting gain or loss recognised immediately within the income statement as a modification gain
or loss.
Note 1 sets out details for changes in the basis of determining the contractual cash flows of a financial instrument that are required by
interest rate benchmark reform.
Expected life
Lifetime ECLs must be measured over the expected life. This is restricted to the maximum contractual life and takes into account
expected prepayment, extension, call and similar options. The exceptions are certain revolving financial instruments, such as credit
cards and bank overdrafts, that include both a drawn and an undrawn component where the entity\u2019s contractual ability to demand
repayment and cancel the undrawn commitment does not limit the entity\u2019s exposure to credit losses to the contractual notice period.
For revolving facilities, expected life is analytically derived to reflect the behavioural life of the asset, i.e. the full period over which the
business expects to be exposed to credit risk. Behavioural life is typically based upon historical analysis of the average time to default,
closure or withdrawal of facility. Where data is insufficient or analysis inconclusive, an additional \u2018maturity factor\u2019 may be incorporated to
reflect the full estimated life of the exposures, based upon experienced judgement and/or peer analysis. Potential future modifications
of contracts are not taken into account when determining the expected life or EAD until they occur.
Discounting
ECLs are discounted at the EIR at initial recognition or an approximation thereof and consistent with income recognition. For loan
commitments the EIR is the rate that is expected to apply when the loan is drawn down and a financial asset is recognised. Issued
financial guarantee contracts are discounted at the risk free rate. Lease receivables are discounted at the rate implicit in the lease. For
variable/floating rate financial assets, the spot rate at the reporting date is used and projections of changes in the variable rate over the
expected life are not made to estimate future interest cash flows or for discounting.
Modelling techniques
The regulatory Basel Committee of Banking Supervisors (BCBS) ECL calculations are leveraged for IFRS 9 modelling but adjusted for
key differences which include:
\u25aaBCBS requires 12 month through the economic cycle losses whereas IFRS 9 requires 12 months or lifetime point in time losses based
on conditions at the reporting date and multiple forecasts of the future economic conditions over the expected lives;
\u25aaIFRS 9 models do not include certain conservative BCBS model floors and downturn assessments and require discounting to the
reporting date at the original EIR rather than using the cost of capital to the date of default;
\u25aaManagement adjustments are made to modelled output to account for situations where known or expected risk factors and
information have not been considered in the modelling process, for example forecast economic scenarios for uncertain political
events; and
\u25aaECL is measured at the individual financial instrument level, however a collective approach where financial instruments with similar
risk characteristics are grouped together, with apportionment to individual financial instruments, is used where effects can only be
seen at a collective level, for example for forward-looking information.
For the IFRS 9 impairment assessment, the Group\u2019s risk models are used to determine the PD, LGD and EAD. For Stage 2 and 3, the
Group applies lifetime PDs but uses 12 month PDs for Stage 1. The ECL drivers of PD, EAD and LGD are modelled at an account level
which considers vintage, among other credit factors. Also, the assessment of significant increase in credit risk is based on the initial
lifetime PD curve, which accounts for the different credit risk underwritten over time.
Forbearance
A financial asset is subject to forbearance when it is modified due to the credit distress of the borrower. A modification made to the
terms of an asset due to forbearance will typically be assessed as a non-substantial modification that does not result in derecognition of
the original loan, except in circumstances where debt is exchanged for equity.
Both performing and non-performing forbearance assets are classified as Stage 3 except where it is established that the concession
granted has not resulted in diminished financial obligation and that no other regulatory definition of default criteria have been triggered,
in which case the asset is classified as Stage 2. The minimum probationary period for non-performing forbearance is 12 months and for
performing forbearance, 24 months. Hence, a minimum of 36 months is required for non-performing forbearance to move out of a
forborne state.
No financial instrument in forbearance can transfer back to Stage 1 until all of the Stage 2 thresholds are no longer met and can only
move out of Stage 3 when no longer credit impaired.
Critical accounting estimates and judgements
IFRS 9 impairment involves several important areas of judgement, including estimating forward-looking modelled parameters (PD, LGD
and EAD), developing a range of unbiased future economic scenarios, estimating expected lives and assessing significant increases in
credit risk, based on the Group\u2019s experience of managing credit risk. The determination of expected life is most material for Barclays'
credit card portfolios which is obtained via behavioural life analysis to materially capture the risk of these facilities.
Within the retail and small businesses portfolios, which comprise large numbers of small homogenous assets with similar risk characteristics
where credit scoring techniques are generally used, the impairment allowance is calculated using forward-looking modelled parameters which
are typically run at account level. There are many models in use, each tailored to a product, line of business or customer category. Judgement
and knowledge is needed in selecting the statistical methods to use when the models are developed or revised. Management adjustments to
impairment models, which contain an element of subjectivity, are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management adjustments are
reviewed and incorporated into future model development where appropriate. The impairment charge reflected in the income statement for
retail portfolios is \u00a3976m (2021: \u00a3289m release; 2020: \u00a33,116m charge) of the total impairment charge on loans and advances and off-balance
sheet loan commitments and financial guarantee contracts.
For individually significant assets in Stage 3, impairment allowances are calculated on an individual basis and all relevant considerations that have
a bearing on the expected future cash flows across a range of economic scenarios are taken into account. These considerations can be
particularly subjective and can include the business prospects for the customer, the realisable value of collateral, the Group\u2019s position relative to
other claimants, the reliability of customer information and the likely cost and duration of the work-out process. The level of the impairment
allowance is the difference between the value of the discounted expected future cash flows (discounted at the loan\u2019s original effective interest
rate), and its carrying amount. Furthermore, judgements change with time as new information becomes available or as work-out strategies
evolve, resulting in frequent revisions to the impairment allowance as individual decisions are taken. Changes in these estimates would result in a
change in the allowances and have a direct impact on the impairment charge. The impairment charge reflected in the financial statements in
relation to wholesale portfolios is \u00a3207m (2021: \u00a3346m release; 2020: \u00a31,569m charge) of the total impairment charge on loans and advances
and off-balance sheet loan commitments and financial guarantee contracts.
Further information on impairment allowances, impairment charges, management adjustments to models for impairment, measurement
uncertainty, sensitivity analysis and related credit information is set out within the Credit risk performance section.
Temporary adjustments to calculated IFRS9 impairment allowances may be applied in limited circumstances to account for situations where
known or expected risk factors or information have not been considered in the ECL assessment or modelling process. For further information
please see page 315 in the Credit risk performance section. Information about the potential impact of the physical and transition risks of climate change on borrowers is considered, taking into account
reasonable and supportable information to make accounting judgements and estimates. Climate change is inherently of a long-term nature,
with significant levels of uncertainty, and consequently requires judgement in determining the possible impact in the next financial year, if any.
| | | | | | | | | |
| | | |
| Impairment Charges/ (Releases) | Recoveries and reimburse- mentsa | | Impairment Charges/ (Releases) | Recoveries and reimburse- ments | | Impairment Charges/ (Releases) | Recoveries and reimburse- ments | |
| | | | | | | | | |
Loans and advances at amortised cost | | | | | | | | | |
Off-balance sheet loan commitments and financial guarantee contracts | | | | | | | | | |
| | | | | | | | | |
Cash collateral and settlement balances | | | | | | | | | |
Financial instruments at fair value through other comprehensive income | | | | | | | | | |
Other financial assets measured at cost | | | | | | | | | |
Credit impairment charges/ (releases) | | | | | | | | | |
Note
aRecoveries and reimbursements includes a net increase in amounts recoverable\u00a0 from financial guarantee contracts held with third parties of \u00a3199m (2021: \u00a3(306)m) and cash recoveries of previously
written off amounts of \u00a364m (2021: \u00a366m).
Write-offs that can be subjected to enforcement activity
The contractual amount outstanding on financial assets that were written off during the year and that can still be subjected to
enforcement activity is \u00a3949m (2021: \u00a31,190m). This is lower than the write-offs presented in the movement in gross exposures and
impairment allowance table due to assets sold during the year post write-offs and post write-off recoveries.
Modification of financial assets
Financial assets of \u00a32,412m (2021: \u00a33,446m), with a loss allowance measured at an amount equal to lifetime ECL, were subject to non-
substantial modification during the year, with a resulting loss of \u00a34m (2021: \u00a311m). The gross carrying amount of financial assets
subject to non-substantial modification for which the loss allowance has changed to a 12 month ECL during the year amounts to
\u00a31,077m (2021: \u00a3419m).",
"dimensions": {
"concept": "ifrs-full:DisclosureOfImpairmentOfAssetsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
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"value": "
Accounting for the impairment of financial assets
Impairment
In accordance with IFRS 9, the Group is required to recognise expected credit losses (ECLs) based on unbiased forward-looking
information for all financial assets at amortised cost, lease receivables, debt financial assets at fair value through other comprehensive
income, loan commitments and financial guarantee contracts.
At the reporting date, an allowance (or provision for loan commitments and financial guarantees) is required for the 12 month (Stage 1)
ECLs. If the credit risk has significantly increased since initial recognition (Stage 2), or if the financial instrument is credit impaired (Stage
3), an allowance (or provision) should be recognised for the lifetime ECLs.
The measurement of ECL is calculated using three main components: (i) probability of default (PD) (ii) loss given default (LGD) and (iii)
the exposure at default (EAD).\u00a0
The 12 month and lifetime ECLs are calculated by multiplying the respective PD, LGD and the EAD. The 12 month and lifetime PDs
represent the PD occurring over the next 12 months and the remaining maturity of the instrument respectively. The EAD represents
the expected balance at default, taking into account the repayment of principal and interest from the balance sheet date to the default
event together with any expected drawdowns of committed facilities. The LGD represents expected losses on the EAD given the event
of default, taking into account, among other attributes, the mitigating effect of collateral value at the time it is expected to be realised
and the time value of money.\u00a0
Expected credit loss measurement is based on the ability of borrowers to make payments as they fall due. The Group also considers
sector-specific risks and whether additional adjustments are required in the measurement of ECL. Credit risk may be impacted by
climate considerations for certain sectors, such as oil and gas.
Determining a significant increase in credit risk since initial recognition:
The Group assesses when a significant increase in credit risk has occurred based on quantitative and qualitative assessments. The
credit risk of an exposure is considered to have significantly increased when:
i) Quantitative test
The annualised lifetime PD has increased by more than an agreed threshold relative to the equivalent at origination.
PD deterioration thresholds are defined as percentage increases, and are set at an origination score band and segment level to ensure
the test appropriately captures significant increases in credit risk at all risk levels. Generally, thresholds are inversely correlated to the
origination PD, i.e. as the origination PD increases, the threshold value reduces.
The assessment of the point\u00a0at which a PD increase is deemed \u2018significant\u2019, is based upon analysis of the portfolio\u2019s risk profile against a
common set of principles and performance metrics (consistent across both retail and wholesale businesses), incorporating expert
credit judgement where appropriate. Application of quantitative PD floors does not represent the use of the low credit risk exemption
as exposures can separately move into Stage 2 via the qualitative route described below.
Wholesale assets apply a 100% increase in PD and 0.2% PD floor to determine a significant increase in credit risk.
Retail assets apply bespoke relative increase and absolute PD thresholds based on product type and origination PD. Thresholds are
subject to maximums defined by Group policy and typically apply minimum relative thresholds of 50-100% and a maximum relative
threshold of 400%.
For existing/historical exposures where origination point scores or data are no longer available or do not represent a comparable
estimate of lifetime PD, a proxy origination score is defined, based upon:
\u2022back-population of the approved lifetime PD score either to origination date or, where this is not feasible, as far back as possible
(subject to a data start point no later than 1 January 2015); or
\u2022use of available historical account performance data and other customer information, to derive a comparable \u2018proxy\u2019 estimation of
origination PD.
ii) Qualitative test
This is relevant for accounts that meet the portfolio\u2019s \u2018high risk\u2019 criteria and are subject to closer credit monitoring.
High risk customers may not be in arrears but either through an event or an observed behaviour exhibit credit distress. The definition
and assessment of high risk includes as wide a range of information as reasonably available, such as industry and Group-wide customer
level data, including but not limited to bureau scores and high consumer indebtedness index, wherever possible or relevant.
Whilst the high risk populations applied for IFRS 9 impairment purposes are aligned with risk management processes, they are also
regularly reviewed and validated to ensure that they capture any incremental segments where there is evidence of credit deterioration.
iii) Backstop criteria
This is relevant for accounts that are more than 30 calendar days past due. The 30 days past due criteria is a backstop rather than a
primary driver of moving exposures into Stage 2.
The criteria for determining a significant increase in credit risk for assets with bullet repayments follows the same principle as all other
assets, i.e. quantitative, qualitative and backstop tests are all applied.
Exposures will move back to Stage 1 once they no longer meet the criteria for a significant increase in credit risk. This means that, at a
minimum all payments must be up-to-date, the PD deterioration test is no longer met, the account is no longer classified as high risk,
and the customer has evidenced an ability to maintain future payments.
Exposures are only removed from Stage 3 and reassigned to Stage 2 once the original default trigger event no longer applies.
Exposures being removed from Stage 3 must no longer qualify as credit impaired, and:
a)the obligor will also have demonstrated consistently good payment behaviour over a 12-month period, by making all consecutive
contractual payments due and, for forborne exposures, the relevant EBA defined probationary period has also been successfully
completed or;
b)(for non-forborne exposures) the performance conditions are defined and approved within an appropriately sanctioned restructure
plan, including 12 months\u2019 payment history have been met.
Management overlays and other exceptions to model outputs are applied only if consistent with the objective of identifying significant
increases in credit risk.
Forward-looking information
The measurement of ECL involves complexity and judgement, including estimation of PD, LGD, a range of unbiased future economic
scenarios, estimation of expected lives (where contractual life is not appropriate), and estimation of EAD and assessing significant
increases in credit risk.
Credit losses are the expected cash shortfalls from what is contractually due over the expected life of the financial instrument,
discounted at the original effective interest rate (EIR). ECLs are the unbiased probability-weighted credit losses determined by
evaluating a range of possible outcomes and considering future economic conditions.
The Group uses a five-scenario model to calculate ECL. An external consensus forecast is assembled from key sources, including HM
Treasury (short and medium-term forecasts) and Bloomberg (based on median of economic forecasts), which forms the Baseline
scenario. In addition, two adverse scenarios (Downside 1 and Downside 2) and two favourable scenarios (Upside 1 and Upside 2) are
derived, with associated probability weightings. The adverse scenarios are calibrated to a broadly similar severity to the Group's internal
stress tests and stress scenarios provided by regulators whilst also considering IFRS 9 specific sensitivities and non-linearity. The
favourable scenarios are designed to reflect plausible upside risks to the Baseline scenario which are broadly consistent with the
economic narrative approved by the Senior Scenario Review Committee. All scenarios are regenerated at a minimum semi-annually.\u00a0
The scenarios include key economic variables (including GDP, unemployment, House Price Index (HPI) and base rates in both the UK
and US markets) and expanded variables using statistical models based on historical correlations. The upside and downside shocks are
designed to evolve over a five-year stress horizon, with all five scenarios converging to a steady state after approximately seven years.
The methodology for estimating probability weights for each of the scenarios involves a comparison of the distribution of key historical
UK and US macroeconomic variables against the forecast paths of the five scenarios. The methodology works such that the baseline
(reflecting current consensus outlook) has the highest weight and the weights of adverse and favourable scenarios depend on the
deviation from the baseline; the further from the baseline, the smaller the weight. A single set of five scenarios is used across all
portfolios and all five weights are normalised to equate to 100%. The same scenarios used in the estimation of expected credit losses
are also used to inform Barclays' internal planning. The impacts across the portfolios are different because of the sensitivities of each of
the portfolios to specific macroeconomic variables, for example, mortgages are highly sensitive to house prices, and credit cards and
unsecured consumer loans are highly sensitive to unemployment.
Definition of default, credit impaired assets, write-offs, and interest income recognition
The definition of default for the purpose of determining ECLs, and for internal credit risk management purposes, has been aligned to
the Regulatory Capital CRR Article 178 definition of default, to maintain a consistent approach with IFRS 9 and associated regulatory
guidance. The Regulatory Capital CRR Article 178 definition of default considers indicators that the debtor is unlikely to pay, includes
exposures in forbearance and is no later than when the exposure is more than 90 days past due. When exposures are identified as credit
impaired at the time when they are purchased or originated interest income is calculated on the carrying value net of the impairment
allowance.
An asset is considered credit impaired when one or more events occur that have a detrimental impact on the estimated future cash
flows of the financial asset. This comprises assets defined as defaulted and other individually assessed exposures where imminent
default or actual loss is identified.
Uncollectable loans are written off against the related allowance for loan impairment on completion of the Group\u2019s internal processes
and when all reasonably expected recoverable amounts have been collected. Subsequent recoveries of amounts previously written off
are credited to the income statement. The timing and extent of write-offs may involve some element of subjective judgement.
Nevertheless, a write-off will often be prompted by a specific event, such as the inception of insolvency proceedings or other formal
recovery action, which makes it possible to establish that some or the entire advance is beyond realistic prospect of recovery.
Accounting for purchased financial guarantee contracts
The Group may enter into a financial guarantee contract which requires the issuer of such contract to reimburse the Group for a loss it
incurs because a specified debtor fails to make payment when due in accordance with the terms of a debt instrument. For these
separate financial guarantee contracts, the Group recognises a reimbursement asset aligned with the recognition of the underlying
ECLs, if it is considered virtually certain that a reimbursement would be received if the specified debtor fails to make payment when due
in accordance with the terms of the debt instrument.
Loan modifications and renegotiations that are not credit-impaired
When modification of a loan agreement occurs as a result of commercial restructuring activity rather than due to the credit risk of the
borrower, an assessment must be performed to determine whether the terms of the new agreement are substantially different from
the terms of the existing agreement.\u00a0This assessment considers both the change in cash flows arising from the modified terms as well
as the change in overall instrument risk profile. In respect of payment holidays granted to borrowers which are not due to forbearance, if
the revised cash flows on a present value basis (based on the original EIR) are not substantially different from the original cash flows, the
loan is not considered to be substantially modified.\u00a0
Where terms are substantially different, the existing loan will be derecognised and a new loan will be recognised at fair value, with any
difference in valuation recognised immediately within the income statement, subject to observability criteria.
Where terms are not substantially different, the loan carrying value will be adjusted to reflect the present value of modified cash flows
discounted at the original EIR, with any resulting gain or loss recognised immediately within the income statement as a modification gain
or loss.
Note 1 sets out details for changes in the basis of determining the contractual cash flows of a financial instrument that are required by
interest rate benchmark reform.
Expected life
Lifetime ECLs must be measured over the expected life. This is restricted to the maximum contractual life and takes into account
expected prepayment, extension, call and similar options. The exceptions are certain revolving financial instruments, such as credit
cards and bank overdrafts, that include both a drawn and an undrawn component where the entity\u2019s contractual ability to demand
repayment and cancel the undrawn commitment does not limit the entity\u2019s exposure to credit losses to the contractual notice period.
For revolving facilities, expected life is analytically derived to reflect the behavioural life of the asset, i.e. the full period over which the
business expects to be exposed to credit risk. Behavioural life is typically based upon historical analysis of the average time to default,
closure or withdrawal of facility. Where data is insufficient or analysis inconclusive, an additional \u2018maturity factor\u2019 may be incorporated to
reflect the full estimated life of the exposures, based upon experienced judgement and/or peer analysis. Potential future modifications
of contracts are not taken into account when determining the expected life or EAD until they occur.
Discounting
ECLs are discounted at the EIR at initial recognition or an approximation thereof and consistent with income recognition. For loan
commitments the EIR is the rate that is expected to apply when the loan is drawn down and a financial asset is recognised. Issued
financial guarantee contracts are discounted at the risk free rate. Lease receivables are discounted at the rate implicit in the lease. For
variable/floating rate financial assets, the spot rate at the reporting date is used and projections of changes in the variable rate over the
expected life are not made to estimate future interest cash flows or for discounting.
Modelling techniques
The regulatory Basel Committee of Banking Supervisors (BCBS) ECL calculations are leveraged for IFRS 9 modelling but adjusted for
key differences which include:
\u25aaBCBS requires 12 month through the economic cycle losses whereas IFRS 9 requires 12 months or lifetime point in time losses based
on conditions at the reporting date and multiple forecasts of the future economic conditions over the expected lives;
\u25aaIFRS 9 models do not include certain conservative BCBS model floors and downturn assessments and require discounting to the
reporting date at the original EIR rather than using the cost of capital to the date of default;
\u25aaManagement adjustments are made to modelled output to account for situations where known or expected risk factors and
information have not been considered in the modelling process, for example forecast economic scenarios for uncertain political
events; and
\u25aaECL is measured at the individual financial instrument level, however a collective approach where financial instruments with similar
risk characteristics are grouped together, with apportionment to individual financial instruments, is used where effects can only be
seen at a collective level, for example for forward-looking information.
For the IFRS 9 impairment assessment, the Group\u2019s risk models are used to determine the PD, LGD and EAD. For Stage 2 and 3, the
Group applies lifetime PDs but uses 12 month PDs for Stage 1. The ECL drivers of PD, EAD and LGD are modelled at an account level
which considers vintage, among other credit factors. Also, the assessment of significant increase in credit risk is based on the initial
lifetime PD curve, which accounts for the different credit risk underwritten over time.
Forbearance
A financial asset is subject to forbearance when it is modified due to the credit distress of the borrower. A modification made to the
terms of an asset due to forbearance will typically be assessed as a non-substantial modification that does not result in derecognition of
the original loan, except in circumstances where debt is exchanged for equity.
Both performing and non-performing forbearance assets are classified as Stage 3 except where it is established that the concession
granted has not resulted in diminished financial obligation and that no other regulatory definition of default criteria have been triggered,
in which case the asset is classified as Stage 2. The minimum probationary period for non-performing forbearance is 12 months and for
performing forbearance, 24 months. Hence, a minimum of 36 months is required for non-performing forbearance to move out of a
forborne state.
No financial instrument in forbearance can transfer back to Stage 1 until all of the Stage 2 thresholds are no longer met and can only
move out of Stage 3 when no longer credit impaired.
Critical accounting estimates and judgements
IFRS 9 impairment involves several important areas of judgement, including estimating forward-looking modelled parameters (PD, LGD
and EAD), developing a range of unbiased future economic scenarios, estimating expected lives and assessing significant increases in
credit risk, based on the Group\u2019s experience of managing credit risk. The determination of expected life is most material for Barclays'
credit card portfolios which is obtained via behavioural life analysis to materially capture the risk of these facilities.
Within the retail and small businesses portfolios, which comprise large numbers of small homogenous assets with similar risk characteristics
where credit scoring techniques are generally used, the impairment allowance is calculated using forward-looking modelled parameters which
are typically run at account level. There are many models in use, each tailored to a product, line of business or customer category. Judgement
and knowledge is needed in selecting the statistical methods to use when the models are developed or revised. Management adjustments to
impairment models, which contain an element of subjectivity, are applied in order to factor in certain conditions or changes in policy that are not
fully incorporated into the impairment models, or to reflect additional facts and circumstances at the period end. Management adjustments are
reviewed and incorporated into future model development where appropriate. The impairment charge reflected in the income statement for
retail portfolios is \u00a3976m (2021: \u00a3289m release; 2020: \u00a33,116m charge) of the total impairment charge on loans and advances and off-balance
sheet loan commitments and financial guarantee contracts.
For individually significant assets in Stage 3, impairment allowances are calculated on an individual basis and all relevant considerations that have
a bearing on the expected future cash flows across a range of economic scenarios are taken into account. These considerations can be
particularly subjective and can include the business prospects for the customer, the realisable value of collateral, the Group\u2019s position relative to
other claimants, the reliability of customer information and the likely cost and duration of the work-out process. The level of the impairment
allowance is the difference between the value of the discounted expected future cash flows (discounted at the loan\u2019s original effective interest
rate), and its carrying amount. Furthermore, judgements change with time as new information becomes available or as work-out strategies
evolve, resulting in frequent revisions to the impairment allowance as individual decisions are taken. Changes in these estimates would result in a
change in the allowances and have a direct impact on the impairment charge. The impairment charge reflected in the financial statements in
relation to wholesale portfolios is \u00a3207m (2021: \u00a3346m release; 2020: \u00a31,569m charge) of the total impairment charge on loans and advances
and off-balance sheet loan commitments and financial guarantee contracts.
Further information on impairment allowances, impairment charges, management adjustments to models for impairment, measurement
uncertainty, sensitivity analysis and related credit information is set out within the Credit risk performance section.
Temporary adjustments to calculated IFRS9 impairment allowances may be applied in limited circumstances to account for situations where
known or expected risk factors or information have not been considered in the ECL assessment or modelling process. For further information
please see page 315 in the Credit risk performance section. Information about the potential impact of the physical and transition risks of climate change on borrowers is considered, taking into account
reasonable and supportable information to make accounting judgements and estimates. Climate change is inherently of a long-term nature,
with significant levels of uncertainty, and consequently requires judgement in determining the possible impact in the next financial year, if any.",
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Accounting for purchased financial guarantee contracts
The Group may enter into a financial guarantee contract which requires the issuer of such contract to reimburse the Group for a loss it
incurs because a specified debtor fails to make payment when due in accordance with the terms of a debt instrument. For these
separate financial guarantee contracts, the Group recognises a reimbursement asset aligned with the recognition of the underlying
ECLs, if it is considered virtually certain that a reimbursement would be received if the specified debtor fails to make payment when due
in accordance with the terms of the debt instrument.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialGuaranteesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
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"value": "Tax
Accounting for income taxes
The Group applies IAS 12 Income Taxes in accounting for taxes on income. Income tax payable on taxable profits (current tax) is
recognised as an expense in the periods in which the profits arise. Withholding taxes are also treated as income taxes. Income tax
recoverable on tax allowable losses is recognised as a current tax asset only to the extent that it is regarded as recoverable by offsetting
against taxable profits arising in the current or prior periods. Current tax is measured using tax rates and tax laws that have been
enacted or substantively enacted at the balance sheet date.
Deferred tax assets are recognised to the extent that it is probable that taxable profit will be available against which the deductible
temporary differences, and the carry forward of unused tax credits and unused tax losses can be utilised. Deferred tax liabilities are
recognised for all taxable temporary differences except for the initial recognition of goodwill. Deferred tax is not recognised where the
temporary difference arises from the initial recognition of an asset or liability in a transaction that is not a business combination and, at
the time of the transaction, affects neither the accounting profit nor taxable profit or loss. Deferred tax is determined using tax rates
and legislation enacted or substantively enacted by the balance sheet date which are expected to apply when the deferred tax asset is
realised or the deferred tax liability is settled. Deferred tax assets and liabilities are only offset when there is both a legal right to set-off
and an intention to settle on a net basis.
The Group considers an uncertain tax position to exist when it considers that ultimately, in the future, the amount of profit subject to
tax may be greater than the amount initially reflected in the Group\u2019s tax returns. The Group accounts for provisions in respect of
uncertain tax positions in two different ways.\u00a0
A current tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will alter the amount of cash tax due to, or from, a tax authority in the future.\u00a0From recognition, the current tax provision is then
measured at the amount the Group ultimately expects to pay the tax authority to resolve the position. The accrual of interest and
penalty amounts in respect of uncertain income tax positions is recognised as an expense within profit before tax.
Deferred tax provisions are adjustments made to the carrying value of deferred tax assets in respect of uncertain tax positions. A
deferred tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will result in a reduction in the carrying value of the deferred tax asset.\u00a0From recognition of a provision, measurement of the
underlying deferred tax asset is adjusted to take into account the expected impact of resolving the uncertain tax position on the loss or
temporary difference giving rise to the deferred tax asset.
The approach taken to measurement takes account of whether the uncertain tax position is a discrete position that will be reviewed by
the tax authority in isolation from any other position, or one of a number of issues which are expected to be reviewed together
concurrently and resolved simultaneously with a tax authority. The Group\u2019s measurement of provisions is based upon its best estimate
of the additional profit that will become subject to tax. For a discrete position, consideration is given only to the merits of that position.
Where a number of issues are expected to be reviewed and resolved together, the Group will take into account not only the merits of its
position in respect of each particular issue but also the overall level of provision relative to the aggregate of the uncertain tax positions
across all the issues that are expected to be resolved at the same time. In addition, in assessing provision levels, it is assumed that tax
authorities will review uncertain tax positions and that all facts will be fully and transparently disclosed.
Critical accounting estimates and judgements
There are two key areas of judgement that impact the reported tax position. Firstly, the level of provisioning for uncertain tax positions;
and secondly, the recognition and measurement of deferred tax assets.
The Group does not consider there to be a significant risk of a material adjustment to the carrying amount of current and deferred tax
balances, including provisions for uncertain tax positions in the next financial year. \u00a0The provisions for uncertain tax positions cover a
diverse range of issues and reflect advice from external counsel where relevant. \u00a0It should be noted that only a proportion of the total
uncertain tax positions will be under audit at any point in time, and could therefore be subject to challenge by a tax authority over the
next year.
Deferred tax assets have been recognised based on business profit forecasts. Details on the recognition of deferred tax assets are
provided in this note.
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Current tax charge/(credit) | | | |
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Adjustments in respect of prior years | | | |
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Deferred tax charge/(credit) | | | |
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Adjustments in respect of prior years | | | |
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relation to fixed assets that would otherwise have arisen in later periods. Those elections resulted in a current tax credit in respect of
prior years of \u00a3556m and a deferred tax charge in respect of prior years of a similar amount. In the UK Tax Group various tax claims and
elections will have the effect of deferring the timing of deductions related to plant and machinery and this has resulted in a current tax
charge in respect of prior years of \u00a3167m and a deferred tax credit in respect of prior years of 213m.
The table below shows the reconciliation between the actual tax charge and the tax charge that would result from applying the standard
UK corporation tax rate to the Group\u2019s profit before tax.
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Tax charge based on the standard UK corporation tax rate of 19% (2021: 19%; 2020: 19% ) | | | | | | |
Impact of profits/losses earned in territories with different statutory rates to the UK (weighted average tax rate is 21.4% (2021: 22.4%; 2020: 25.1% )) | | | | | | |
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Non-creditable taxes including withholding taxes | | | | | | |
Banking surchargeb and other items | | | | | | |
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Impact of UK bank levy being non-deductible | | | | | | |
Impact of Barclays Bank PLC's overseas branches being taxed both locally and in the UK | | | | | | |
Tax adjustments in respect of share-based payments | | | | | | |
Non-taxable gains and income | | | | | | |
Changes in recognition of deferred tax and effect of unrecognised tax losses | | | | | | |
Tax relief on payments made under AT1 instruments | | | | | | |
Adjustments in respect of prior years | | | | | | |
Tax relief on holdings of inflation-linked government bonds | | | | | | |
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Remeasurement of UK deferred tax assets due to tax rate changes | | | | | | |
Non-deductible provisions for investigations and litigation | | | | | | |
Non-deductible provisions for UK customer redress | | | | | | |
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therefore be 28% (comprising a rate of 25% for corporation tax and of 3% for banking surcharge) from 1 April 2023.
The OECD and G20 Inclusive Framework on Base Erosion and Profit Shifting announced plans to introduce a global minimum tax rate of
15% and the OECD issued model rules in 2021.\u00a0 During 2022 further OECD guidance has been released and draft legislation to
implement the global minimum tax regime has been published by the UK Government. The UK Government has stated that it intends to
enact legislation in 2023 to apply for accounting periods beginning on or after 31 December 2023.\u00a0 The Group has reviewed the
published OECD model rules and further guidance along with the draft UK legislation and has been assessing the expected impact
ahead of the implementation of the new regime. The Group will review further guidance as well as new legislation expected to be
released by governments implementing this new tax regime and continue to assess the potential impact.
In the USA, the Inflation Reduction Act was enacted in August 2022. The Act does not include changes to the US corporate income tax
rate or to US international tax provisions included in the previously proposed Build Back Better Act but does introduce a corporate
alternative minimum tax on adjusted financial statements income, effective from 1 January 2023. Further regulations and guidance are
expected to be published in 2023, however the Group\u2019s preliminary view is that the alternative minimum tax is not expected to
materially increase the Group\u2019s effective tax rate. The Group will review future guidance when it is published and continue to monitor
other legislative developments and assess the potential impact.
Tax in the consolidated statement of comprehensive income
The tax relating to each component of other comprehensive income can be found in the consolidated statement of comprehensive
income . The total amount recognised in relation to the remeasurement of UK deferred tax through other comprehensive income was
a \u00a328m charge (2021: \u00a3111m).
Tax included directly in equity
Tax included directly in equity comprises a \u00a31m credit (2021: \u00a358m) relating to share-based payments and deductible costs on issuing
other equity instruments.
Deferred tax assets and liabilities
The deferred tax amounts on the balance sheet were as follows:
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Barclays Bank PLC's US Branch Tax Group | | |
Other (outside the UK and US tax groups) | | |
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US deferred tax assets in the IHC and US Branch Tax Groups
The deferred tax asset in the IHC Tax Group of \u00a31,094m (2021: \u00a31,004m) includes \u00a321m (2021: \u00a31m) relating to tax losses, with the
balance relating to temporary differences. The deferred tax asset in Barclays Bank PLC\u2019s US Branch Tax Group of \u00a3482m (2021:
\u00a31,002m) relates entirely to temporary differences.
In relation to the IHC Tax Group, these temporary differences include \u00a3434m\u00a0 (2021: \u00a3301m) arising from New York State and City prior
net operating loss conversion which can be carried forward and will expire in 2034. Business profit forecasts indicate these amounts will
be fully recovered before expiry.
UK Tax Group deferred tax asset
The deferred tax asset in the UK Tax Group of \u00a34,925m (2021: \u00a32,183m) includes \u00a31,535m (2021: \u00a31,098m) relating to tax losses, with
the balance relating to temporary differences. There is no time limit on utilisation of UK tax losses and business profit forecasts indicate
that these losses will be fully recovered.
Other deferred tax assets (outside the UK and US tax groups)
The deferred tax asset of \u00a3490m (2021: \u00a3430m) in other entities within the Group includes \u00a390m (2021: \u00a3121m) relating to tax losses.
These deferred tax assets relate to a number of different territories and their recognition is based on profit forecasts or local country
law which indicate that it is probable that those deferred tax assets will be fully recovered.
Of the deferred tax asset of \u00a3490m (2021: \u00a3430m), an amount of \u00a333m (2021: \u00a39m) relates to entities which have suffered a loss in
either the current or prior year and for which the utilisation of the deferred tax is dependent on future taxable profits. This has been
taken into account in reaching the above conclusion that these deferred tax assets will be fully recovered in the future.\u00a0
The table below shows movements on deferred tax assets and liabilities during the year. The amounts are different from those
disclosed on the balance sheet and in the preceding table as they are presented before offsetting asset and liability balances where
there is a legal right to set-off and an intention to settle on a net basis.
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| Fixed asset timing differences | Fair value through other comprehensive income | | Retirement benefit obligations | Loan impairment allowance | | Share-based payments and deferred compensation | Other temporary differences | Tax losses carried forward | |
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Other comprehensive income and reserves | | | | | | | | | | |
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Other comprehensive income and reserves | | | | | | | | | | |
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Other movements include the impact of changes in foreign exchange rates as well as deferred tax amounts relating to acquisitions and
disposals.
The amount of deferred tax assets expected to be recovered after more than 12 months is \u00a38,155m (2021: \u00a35,886m). The amount of
deferred tax liability expected to be settled after more than 12 months is \u00a31,864m (2021: \u00a31,778m). These amounts are before
offsetting asset and liability balances where there is a legal right to set-off and an intention to settle on a net basis.
Unrecognised deferred tax
Tax losses and temporary differences
Deferred tax assets have not been recognised in respect of gross deductible temporary differences of \u00a3111m (2021: \u00a3110m), unused
tax credits of \u00a3323m (2021: \u00a3283m), and gross tax losses of \u00a322,537m (2021: \u00a322,835m).\u00a0 The tax losses include capital losses of
\u00a33,935m (2021: \u00a33,981m). Of these tax losses, \u00a3149m (2021: \u00a363m) expire within five years, \u00a3401m (2021: \u00a3370m) expire within six to
ten years, \u00a310,393m (2021: \u00a310,529m) expire within 11 to 20 years and \u00a311,594m (2021: \u00a311,873m) can be carried forward indefinitely.
Deferred tax assets have not been recognised in respect of these items because it is not probable that future taxable profits and gains
will be available against which they can be utilised.
Group investments in subsidiaries, branches and associates
Deferred tax is not recognised in respect of the value of the Group's investments in subsidiaries, branches and associates where the
Group is able to control the timing of the reversal of the temporary differences and it is probable that such differences will not reverse in
the foreseeable future. The aggregate amount of these temporary differences for which deferred tax liabilities have not been
recognised was \u00a3852m (2021: \u00a3858m).
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfIncomeTaxExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
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}
},
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"value": "
Accounting for income taxes
The Group applies IAS 12 Income Taxes in accounting for taxes on income. Income tax payable on taxable profits (current tax) is
recognised as an expense in the periods in which the profits arise. Withholding taxes are also treated as income taxes. Income tax
recoverable on tax allowable losses is recognised as a current tax asset only to the extent that it is regarded as recoverable by offsetting
against taxable profits arising in the current or prior periods. Current tax is measured using tax rates and tax laws that have been
enacted or substantively enacted at the balance sheet date.
Deferred tax assets are recognised to the extent that it is probable that taxable profit will be available against which the deductible
temporary differences, and the carry forward of unused tax credits and unused tax losses can be utilised. Deferred tax liabilities are
recognised for all taxable temporary differences except for the initial recognition of goodwill. Deferred tax is not recognised where the
temporary difference arises from the initial recognition of an asset or liability in a transaction that is not a business combination and, at
the time of the transaction, affects neither the accounting profit nor taxable profit or loss. Deferred tax is determined using tax rates
and legislation enacted or substantively enacted by the balance sheet date which are expected to apply when the deferred tax asset is
realised or the deferred tax liability is settled. Deferred tax assets and liabilities are only offset when there is both a legal right to set-off
and an intention to settle on a net basis.
The Group considers an uncertain tax position to exist when it considers that ultimately, in the future, the amount of profit subject to
tax may be greater than the amount initially reflected in the Group\u2019s tax returns. The Group accounts for provisions in respect of
uncertain tax positions in two different ways.\u00a0
A current tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will alter the amount of cash tax due to, or from, a tax authority in the future.\u00a0From recognition, the current tax provision is then
measured at the amount the Group ultimately expects to pay the tax authority to resolve the position. The accrual of interest and
penalty amounts in respect of uncertain income tax positions is recognised as an expense within profit before tax.
Deferred tax provisions are adjustments made to the carrying value of deferred tax assets in respect of uncertain tax positions. A
deferred tax provision is recognised when it is considered probable that the outcome of a review by a tax authority of an uncertain tax
position will result in a reduction in the carrying value of the deferred tax asset.\u00a0From recognition of a provision, measurement of the
underlying deferred tax asset is adjusted to take into account the expected impact of resolving the uncertain tax position on the loss or
temporary difference giving rise to the deferred tax asset.
The approach taken to measurement takes account of whether the uncertain tax position is a discrete position that will be reviewed by
the tax authority in isolation from any other position, or one of a number of issues which are expected to be reviewed together
concurrently and resolved simultaneously with a tax authority. The Group\u2019s measurement of provisions is based upon its best estimate
of the additional profit that will become subject to tax. For a discrete position, consideration is given only to the merits of that position.
Where a number of issues are expected to be reviewed and resolved together, the Group will take into account not only the merits of its
position in respect of each particular issue but also the overall level of provision relative to the aggregate of the uncertain tax positions
across all the issues that are expected to be resolved at the same time. In addition, in assessing provision levels, it is assumed that tax
authorities will review uncertain tax positions and that all facts will be fully and transparently disclosed.
Critical accounting estimates and judgements
There are two key areas of judgement that impact the reported tax position. Firstly, the level of provisioning for uncertain tax positions;
and secondly, the recognition and measurement of deferred tax assets.
The Group does not consider there to be a significant risk of a material adjustment to the carrying amount of current and deferred tax
balances, including provisions for uncertain tax positions in the next financial year. \u00a0The provisions for uncertain tax positions cover a
diverse range of issues and reflect advice from external counsel where relevant. \u00a0It should be noted that only a proportion of the total
uncertain tax positions will be under audit at any point in time, and could therefore be subject to challenge by a tax authority over the
next year.
Deferred tax assets have been recognised based on business profit forecasts. Details on the recognition of deferred tax assets are
provided in this note.
",
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"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MTcvZnJhZzo4ODcyM2Q2N2RiZTU0ZjI0YTI5ZTg5ZjQ5OTkxY2ZjNC90ZXh0cmVnaW9uOjg4NzIzZDY3ZGJlNTRmMjRhMjllODlmNDk5OTFjZmM0XzYzNzcxNjc0NDYxMTQy_e9689261-e486-46f3-b36c-c701e7461f42": {
"value": "
Deferred tax assets are recognised to the extent that it is probable that taxable profit will be available against which the deductible
temporary differences, and the carry forward of unused tax credits and unused tax losses can be utilised. Deferred tax liabilities are
recognised for all taxable temporary differences except for the initial recognition of goodwill. Deferred tax is not recognised where the
temporary difference arises from the initial recognition of an asset or liability in a transaction that is not a business combination and, at
the time of the transaction, affects neither the accounting profit nor taxable profit or loss. Deferred tax is determined using tax rates
and legislation enacted or substantively enacted by the balance sheet date which are expected to apply when the deferred tax asset is
realised or the deferred tax liability is settled. Deferred tax assets and liabilities are only offset when there is both a legal right to set-off
and an intention to settle on a net basis.",
"dimensions": {
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},
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"value": "
Deferred tax assets and liabilities
The deferred tax amounts on the balance sheet were as follows:
| | |
| | |
| | |
| | |
| | |
Barclays Bank PLC's US Branch Tax Group | | |
Other (outside the UK and US tax groups) | | |
| | |
| | |
| | |
US deferred tax assets in the IHC and US Branch Tax Groups
The deferred tax asset in the IHC Tax Group of \u00a31,094m (2021: \u00a31,004m) includes \u00a321m (2021: \u00a31m) relating to tax losses, with the
balance relating to temporary differences. The deferred tax asset in Barclays Bank PLC\u2019s US Branch Tax Group of \u00a3482m (2021:
\u00a31,002m) relates entirely to temporary differences.
In relation to the IHC Tax Group, these temporary differences include \u00a3434m\u00a0 (2021: \u00a3301m) arising from New York State and City prior
net operating loss conversion which can be carried forward and will expire in 2034. Business profit forecasts indicate these amounts will
be fully recovered before expiry.
UK Tax Group deferred tax asset
The deferred tax asset in the UK Tax Group of \u00a34,925m (2021: \u00a32,183m) includes \u00a31,535m (2021: \u00a31,098m) relating to tax losses, with
the balance relating to temporary differences. There is no time limit on utilisation of UK tax losses and business profit forecasts indicate
that these losses will be fully recovered.
Other deferred tax assets (outside the UK and US tax groups)
The deferred tax asset of \u00a3490m (2021: \u00a3430m) in other entities within the Group includes \u00a390m (2021: \u00a3121m) relating to tax losses.
These deferred tax assets relate to a number of different territories and their recognition is based on profit forecasts or local country
law which indicate that it is probable that those deferred tax assets will be fully recovered.
Of the deferred tax asset of \u00a3490m (2021: \u00a3430m), an amount of \u00a333m (2021: \u00a39m) relates to entities which have suffered a loss in
either the current or prior year and for which the utilisation of the deferred tax is dependent on future taxable profits. This has been
taken into account in reaching the above conclusion that these deferred tax assets will be fully recovered in the future.\u00a0
The table below shows movements on deferred tax assets and liabilities during the year. The amounts are different from those
disclosed on the balance sheet and in the preceding table as they are presented before offsetting asset and liability balances where
there is a legal right to set-off and an intention to settle on a net basis.
| | | | | | | | | | |
| Fixed asset timing differences | Fair value through other comprehensive income | | Retirement benefit obligations | Loan impairment allowance | | Share-based payments and deferred compensation | Other temporary differences | Tax losses carried forward | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Other comprehensive income and reserves | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Other comprehensive income and reserves | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Other movements include the impact of changes in foreign exchange rates as well as deferred tax amounts relating to acquisitions and
disposals.
The amount of deferred tax assets expected to be recovered after more than 12 months is \u00a38,155m (2021: \u00a35,886m). The amount of
deferred tax liability expected to be settled after more than 12 months is \u00a31,864m (2021: \u00a31,778m). These amounts are before
offsetting asset and liability balances where there is a legal right to set-off and an intention to settle on a net basis.
Unrecognised deferred tax
Tax losses and temporary differences
Deferred tax assets have not been recognised in respect of gross deductible temporary differences of \u00a3111m (2021: \u00a3110m), unused
tax credits of \u00a3323m (2021: \u00a3283m), and gross tax losses of \u00a322,537m (2021: \u00a322,835m).\u00a0 The tax losses include capital losses of
\u00a33,935m (2021: \u00a33,981m). Of these tax losses, \u00a3149m (2021: \u00a363m) expire within five years, \u00a3401m (2021: \u00a3370m) expire within six to
ten years, \u00a310,393m (2021: \u00a310,529m) expire within 11 to 20 years and \u00a311,594m (2021: \u00a311,873m) can be carried forward indefinitely.
Deferred tax assets have not been recognised in respect of these items because it is not probable that future taxable profits and gains
will be available against which they can be utilised.
Group investments in subsidiaries, branches and associates
Deferred tax is not recognised in respect of the value of the Group's investments in subsidiaries, branches and associates where the
Group is able to control the timing of the reversal of the temporary differences and it is probable that such differences will not reverse in
the foreseeable future. The aggregate amount of these temporary differences for which deferred tax liabilities have not been
recognised was \u00a3852m (2021: \u00a3858m).
",
"dimensions": {
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"entity": "scheme:213800LBQA1Y9L22JB70",
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}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MjAvZnJhZzplOWVmMGQ0ZmQ0MDA0MGQ5ODQwODg4Yzg5MWJmOWFiZS90ZXh0cmVnaW9uOmU5ZWYwZDRmZDQwMDQwZDk4NDA4ODhjODkxYmY5YWJlXzk1MQ_01b80511-cb84-4248-bf12-1d69978056b7": {
"value": "Earnings per share
| | | |
| | | |
| | | |
| | | |
Profit attributable to ordinary equity holders of the parent | | | |
| | | |
| | | |
| | | |
Basic weighted average number of shares in issue | | | |
Number of potential ordinary shares | | | |
Diluted weighted average number of shares | | | |
| | | | | | |
| | Diluted earnings per share |
| | | | | | |
| | | | | | |
| | | | | | |
Earnings per ordinary share | | | | | | |
Credit risk of financial assets designated at fair value and related credit derivatives
The following table shows the maximum exposure to credit risk, the changes in fair value attributable to changes in credit risk, and the
cumulative changes in fair value since initial recognition for loans and advances. The table does not include debt securities and reverse
repurchase agreements and other similar secured lending designated at fair value as they have minimal exposure to credit risk. Reverse
repurchase agreements are collateralised and debt securities are primarily relating to high quality sovereigns.
| | | | | | |
| Maximum exposure as at 31 December | Changes in fair value during the year ended | Cumulative changes in fair value from inception |
| | | | | | |
| | | | | | |
Loans and advances designated at fair value, attributable to credit risk | | | | | | |
Value mitigated by related credit derivatives | | | | | | |
Derivative financial instruments
Accounting for derivatives
Derivative instruments are contracts whose value is derived from one or more underlying financial instruments or indices defined in the
contract. They include swaps, forward-rate agreements, futures, options and combinations of these instruments and primarily affect
the Group\u2019s net interest income, net trading income and derivative assets and liabilities. Notional amounts of the contracts are not
recorded on the balance sheet. Derivatives are used to hedge interest rate, credit risk, inflation risk, exchange rate, commodity equity
exposures, and exposures to certain indices such as house price indices and retail price indices related to non-trading positions.
All derivative instruments are held at fair value through profit or loss, except for derivatives that are in a designated cash flow or net
investment hedge accounting relationship. Derivatives are classified as assets when their fair value is positive or as liabilities when their
fair value is negative. This includes terms included in a contract or financial liability (the host), which, had it been a standalone contract,
would have met the definition of a derivative. If these are separated from the host, i.e. when the economic characteristics of the
embedded derivative are not closely related with those of the host contract and the combined instrument is not measured at fair value
through profit or loss, then they are accounted for in the same way as derivatives. For financial assets, the requirements are whether
the financial assets contain contractual terms that give rise on specified dates to cash flows that are SPPI, and consequently the
requirements for accounting for embedded derivatives are not applicable to financial assets.
Hedge accounting
The Group applies the requirements of IAS 39 Financial Instruments: Recognition and Measurement for hedge accounting purposes.
The Group applies hedge accounting to represent the economic effects of its interest rate, currency and contractually-linked inflation
risk management strategies. Where derivatives are held for risk management purposes, and when transactions meet the required
criteria for documentation and hedge effectiveness, the Group applies fair value hedge accounting, cash flow hedge accounting, or
hedging of a net investment in a foreign operation, as appropriate to the risks being hedged.
The Group applies the \u2018Amendments to IFRS 9, IAS 39 and IFRS 7 Interest Rate Benchmark Reform\u2019 issued in September 2019 (the
Phase 1 amendments). The amendments provide temporary relief from applying specific hedge accounting requirements to hedging
relationships directly affected by IBOR (\u2018Interbank Offered Rates\u2019) reform. The reliefs have the effect that IBOR reform should not
generally cause hedge accounting to terminate. However, any hedge ineffectiveness continues to be recorded in the income
statement. Furthermore, the amendments set out triggers for when the reliefs will end, which include the uncertainty arising from
interest rate benchmark reform no longer being present.
In summary, the reliefs provided by the Phase 1 amendments are:
\u25aaWhen considering the \u2018highly probable\u2019 requirement, the Group has assumed that the IBOR interest rates upon which our hedged
items are based do not change as a result of IBOR Reform.
\u25aaIn assessing whether the hedge is expected to be highly effective on a forward-looking basis the Group has assumed that the IBOR
interest rates upon which the cash flows of the hedged items and the interest rate swaps that hedge them are based are not altered
by IBOR reform.
\u25aaThe Group will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective
effectiveness falls outside the required 80\u2013125% range.
\u25aaThe Group has not recycled the cash flow hedge reserve relating to the period after the reforms are expected to take effect.
\u25aaThe Group has assessed whether the hedged IBOR risk component is a separately identifiable risk only when it first designates a
hedged item in a fair value hedge and not on an ongoing basis.
The Group also applies the \u2018Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16 Interest Rate Benchmark Reform \u2013 Phase 2\u2019
issued in August 2020. The Phase 2 amendments provide relief when changes are made to hedge relationships as a result of the
interest rate benchmark reform.
In summary, the reliefs provided by the Phase 2 amendments are:
\u25aaUnder a temporary exception, the Group has considered that changes to the hedge designation and hedge documentation due to
the interest rate benchmark reform would not constitute the discontinuation of the hedge relationship nor the designation of a new
hedging relationship.
\u25aaIn respect of the retrospective hedge effectiveness assessment, the Group may elect, on a hedge-by-hedge basis, to reset the
cumulative fair value changes to zero when the exception to the retrospective assessment ends (Phase 1 relief). Any hedge
ineffectiveness will continue to be measured and recognised in full in profit or loss.
\u25aaThe Group has deemed the amounts accumulated in the cash flow hedge reserve to be based on the alternative benchmark rate (on
which the hedge future cash flows are determined) when there is a change in basis for determining the contractual cash flows.
\u25aaFor hedges of groups of items (such as those forming part of a macro cash flow hedging strategy), the amendments provide relief for
items within a designated group of items that are amended for changes directly required by the reform.
\u25aaIn respect of whether a risk component of a hedged item is separately identifiable, the amendments provide temporary relief to
entities to meet this requirement when an alternative risk free rate (RFR) financial instrument is designated as a risk component.
These amendments allow the Group upon designation of the hedge to assume that the separately identifiable requirement is met if
the Group reasonably expects the RFR risk will become separately identifiable within the next 24 months. The Group applies this relief
to each RFR on a rate-by-rate basis and starts when the Group first designates the RFR as a non-contractually specified risk
component.
Fair value hedge accounting
Changes in fair value of derivatives that qualify and are designated as fair value hedges are recorded in the income statement, together
with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. The fair value changes adjust the
carrying value of the hedged asset or liability held at amortised cost.
If hedge relationships no longer meet the criteria for hedge accounting, hedge accounting is discontinued. For fair value hedges of
interest rate risk, the fair value adjustment to the hedged item is amortised to the income statement over the period to maturity of the
previously designated hedge relationship using the effective interest method. If the hedged item is sold or repaid, the unamortised fair
value adjustment is recognised immediately in the income statement. For items classified as fair value through other comprehensive
income, the hedge accounting adjustment is included in other comprehensive income.
Cash flow hedge accounting
For qualifying cash flow hedges, the fair value gain or loss associated with the effective portion of the cash flow hedge is recognised
initially in other comprehensive income, and then recycled to the income statement in the periods when the hedged item will affect
profit or loss. Any ineffective portion of the gain or loss on the hedging instrument is recognised in the income statement immediately.
When a hedging instrument expires or is sold, or when a hedge no longer meets the criteria for hedge accounting, any cumulative gain
or loss existing in equity at that time remains in equity and is recognised when the hedged item is ultimately recognised in the income
statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that was recognised in equity is
immediately transferred to the income statement.
Hedges of net investments
The Group\u2019s net investments in foreign operations, including monetary items accounted for as part of the net investment, are hedged
for foreign currency risks using both derivatives and foreign currency borrowings. Hedges of net investments are accounted for
similarly to cash flow hedges; the effective portion of the gain or loss on the hedging instrument is being recognised directly in other
comprehensive income and the ineffective portion being recognised immediately in the income statement. The cumulative gain or loss
recognised in other comprehensive income is recognised in the income statement on the disposal or partial disposal of the foreign
operation, or other reductions in the Group\u2019s investment in the operation.
| | | | | | |
| |
| | |
| | | | |
| | | |
| | | | | | |
Total derivative assets/(liabilities) held for trading | | | | | | |
Total derivative assets/(liabilities) held for risk management | | | | | | |
Derivative assets/(liabilities) | | | | | | |
Further information on netting arrangements of derivative financial instruments can be found within Note 18.
The fair values and notional amounts of derivative instruments held for trading and held for risk management are set out in the following
table:
| | | | | | |
Derivatives held for trading and held for risk management | | | | | |
| | |
| | | | |
| | | | |
| | | | | | |
Derivatives held for trading | | | | | | |
Foreign exchange derivatives | | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
Exchange traded derivatives | | | | | | |
Foreign exchange derivatives | | | | | | |
Interest rate derivatives | | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
Exchange traded derivatives | | | | | | |
Interest rate derivatives | | | | | | |
| | | | | | |
| | | | | | |
Derivatives cleared by central counterparty | | | | | | |
| | | | | | |
Equity and stock index derivatives | | | | | | |
| | | | | | |
Exchange traded derivatives | | | | | | |
Equity and stock index derivatives | | | | | | |
| | | | | | |
| | | | | | |
Exchange traded derivatives | | | | | | |
| | | | | | |
Derivative assets/(liabilities) held for trading | | | | | | |
| | | | | | |
Total derivatives cleared by central counterparty | | | | | | |
Total exchange traded derivatives | | | | | | |
Derivative assets/(liabilities) held for trading | | | | | | |
Derivatives held for risk management | | | | | | |
Derivatives designated as cash flow hedges | | | | | | |
OTC foreign exchange derivatives | | | | | | |
OTC interest rate derivatives | | | | | | |
Interest rate derivatives cleared by central counterparty | | | | | | |
Derivatives designated as cash flow hedges | | | | | | |
Derivatives designated as fair value hedges | | | | | | |
OTC interest rate derivatives | | | | | | |
Interest rate derivatives cleared by central counterparty | | | | | | |
Derivatives designated as fair value hedges | | | | | | |
Derivatives designated as hedges of net investments | | | | | | |
OTC foreign exchange derivatives | | | | | | |
Derivatives designated as hedges of net investments | | | | | | |
Derivative assets/(liabilities) held for risk management | | | | | | |
| | | | | | |
Total derivatives cleared by central counterparty | | | | | | |
Derivative assets/(liabilities) held for risk management | | | | | | |
Hedge accounting
Hedge accounting is applied predominantly for the following risks:
\u25aaInterest rate risk \u2013 arises due to a mismatch between fixed interest rates and floating interest rates. Interest rate risk also includes
exposure to inflation risk for certain types of investments.
\u25aaCurrency risk \u2013 arises due to assets or liabilities being denominated in different currencies than the functional currency of the relevant
entity. At a consolidated level, currency risk also arises when the functional currency of subsidiaries are different from the parent.
\u25aaContractually linked inflation risk \u2013 arises from financial instruments within contractually specified inflation risk. The Group does not
hedge inflation risk that arises from other activities.
In order to hedge these risks, the Group uses the following hedging instruments:
\u25aaInterest rate derivatives to swap interest rate exposures into either fixed or variable rates.
\u25aaCurrency derivatives to swap foreign currency exposures into the entity\u2019s functional currency, and net investment exposure to local
currency.
\u25aaInflation derivatives to swap inflation exposure into either fixed or variable interest rates.
In some cases, certain items which are economically hedged may be ineligible hedged items for the purposes of IAS 39, such as core
deposits and equity. In these instances, a proxy hedging solution can be utilised whereby portfolios of floating rate assets are
designated as eligible hedged items in cash flow hedges.
In some hedging relationships, the Group designates risk components of hedged items as follows:
\u25aaBenchmark interest rate risk as a component of interest rate risk, such as the LIBOR or Risk Free Rate (RFR) component.
\u25aaInflation risk as a contractually specified component of a debt instrument.
\u25aaSpot exchange rate risk for foreign currency financial assets or financial liabilities.
\u25aaComponents of cash flows of hedged items, for example certain interest payments for part of the life of an instrument.
Using the benchmark interest rate risk results in other risks, such as credit risk and liquidity risk, being excluded from the hedge
accounting relationship. Following market-wide interest rate benchmark reform, sensitivity to risk-free rates is considered to be the
predominant interest rate risk and therefore the hedged items (which often reference risk-free or similar 'overnight' rates) change in fair
value on a proportionate basis with reference to this risk.
In respect of many of the Group\u2019s hedge accounting relationships, the hedged item and hedging instrument change frequently due to
the dynamic nature of the risk management and hedge accounting strategy. The Group applies hedge accounting to dynamic
scenarios, predominantly in relation to interest rate risk, with a combination of hedged items in order for its financial statements to
reflect as closely as possible the economic risk management undertaken. In some cases, if the hedge accounting objective changes,
the relevant hedge accounting relationship is de-designated and is replaced with a different hedge accounting relationship.
Changes in the GBP value of net investments due to foreign currency movements are captured in the currency translation reserve,
resulting in a movement in CET1 capital.\u00a0The Group mitigates this by matching the CET1 capital movements to the revaluation of the
foreign currency RWA exposures.\u00a0Net investment hedges are designated where necessary to reduce the exposure to movement in a
particular exchange rate to within limits mandated by Risk.\u00a0As far as possible, existing external currency liabilities are designated as the
hedging instruments.
The hedging instruments share the same risk exposures as the hedged items. Hedge effectiveness is determined with reference to
quantitative tests, predominantly regression testing, but to the extent hedging instruments are exposed to different risks than the
hedged items, this could result in hedge ineffectiveness or hedge accounting failures.
Sources of ineffectiveness include the following:
\u25aaMismatches between the contractual terms of the hedged item and hedging instrument, including basis differences.
\u25aaChanges in credit risk of the hedging instruments.
\u25aaIf a hedging relationship becomes over-hedged, for example in hedges of net investments if the net asset value designated at the
start of the period falls below the amount of the hedging instrument.
\u25aaCash flow hedges using external swaps with non-zero fair values.
\u25aaThe effects of the reforms to IBOR because these might take effect at a different time and have a different impact on hedged items
and hedging instruments.
The Group's risk exposure continues, in part, to be affected by interest rate benchmark reform. In most cases, hedged items and
hedging instruments are expected to transition to relevant risk-free rates at the end of their current cash flow period. USD LIBOR,
Canadian Dollar Offerred Rate (CDOR) and Singapore Swap Offered Rate (SOR) linked hedge accounting relationships are still exposed
to uncertainty regarding the precise timing and effects of benchmark reform. USD LIBOR and SOR benchmarks will cease to be
published after 30 June 2023, CDOR - after 28 June 2024, but certain hedged items and hedging instruments continue to contractually
reference these benchmarks beyond the cessation date.
The following table summarises the significant hedge accounting exposures impacted by the IBOR reform (see Note 41 for further
updates) as at 31\u00a0December 2022:
| | | |
| Expected convergence to RFR | Nominal amount of hedged items directly impacted by IBOR reform | Nominal amount of hedging instruments directly impacted by IBOR reform |
| |
| Secured Overnight Financing Rate (SOFR) | | |
Singapore Swap Offered Rate (SOR) | Singapore Overnight Rate Average (SORA) | | |
Canadian Dollar Offered Rate (CDOR) | Overnight Repo Rate Average (CORRA) | | |
| | | |
The hedged items and hedging instruments are expected to be transitioned to SOFR and SORA by 30 June 2023 and CORRA by 28
June 2024.
| | | | | |
Hedged items in fair value hedges | | | | | |
| | Accumulated fair value adjustment included in carrying amount | | |
Hedged item statement of financial position classification and risk category | | | Of which: Accumulated fair value adjustment on items no longer in a hedge relationship | Change in fair value used as a basis to determine ineffectiveness | Hedge ineffectiveness recognised in the income statementsa |
| | | | |
| | | | | |
| | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
| | | | | |
Debt securities classified at amortised cost | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
| | | | | |
Debt securities classified at amortised cost | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Note
aHedge ineffectiveness is recognised in net interest income.
For items classified as fair value through other comprehensive income, the hedge accounting adjustment is not included in the carrying
amount, but rather adjusts other comprehensive income.
The following table shows the fair value hedging instruments which are carried on the Group\u2019s balance sheet:
| | | | | | | |
| | | | Change in fair value used as a basis to determine ineffectiveness | Nominal amount directly impacted by IBOR reform |
| | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
There are 1,796 (2021: 1,782) interest rate risk fair value hedges with an average fixed rate of 1.97% (2021: 1.88%) across the
relationships and 94 (2021: 96) inflation risk fair value hedges with an average rate of 0.54% (2021: 0.51%) across the relationships.
| | | | | | | |
Hedged items in cash flow hedges and hedges of net investments in foreign operations |
Description of hedge relationship and hedged risk | Change in value of hedged item used as the basis for recognising ineffectiveness | Balance in cash flow hedging reserve for continuing hedges | Balance in currency translation reserve for continuing hedges | Balances remaining in cash flow hedging reserve for which hedge accounting is no longer applied | Balances remaining in currency translation reserve for which hedge accounting is no longer applied | Hedging gains or losses recognised in other comprehensive income | Hedge ineffectiveness recognised in the income statementa |
| | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Hedge of net investment in foreign operations | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
| | | | | | | |
Loans and advances at amortised cost | | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Debt securities classified at amortised cost | | | | | | | |
| | | | | | | |
Hedge of net investment in foreign operations | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Note
a\u00a0 Hedge ineffectiveness is recognised in net interest income.
The following table shows the cash flow and net investment hedging instruments which are carried on the Group\u2019s balance sheet:
| | | | | | | |
| | | | Change in fair value used as a basis to determine ineffectiveness | Nominal amount directly impacted by IBOR reform |
| | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
There are 58 (2021: 36) foreign exchange risk cash flow hedges with an average foreign exchange rate of 148.00 JPY:1 GBP (2021:
137.85 JPY:1 GBP) across the relationships.
The effect on the income statement and other comprehensive income of recycling amounts in respect of cash flow hedges and net
investment hedges of foreign operations is set out in the following table:
| | | | |
| | |
| Amount recycled from other comprehensive income due to hedged item affecting income statement | Amount recycled from other comprehensive income due to sale of investment, or cash flows no longer expected to occur | Amount recycled from other comprehensive income due to hedged item affecting income statement | Amount recycled from other comprehensive income due to sale of investment, or cash flows no longer expected to occur |
Description of hedge relationship and hedged risk | | | | |
Cash flow hedge of interest rate risk | | | | |
Recycled to net interest income | | | | |
Cash flow hedge of foreign exchange risk | | | | |
| | | | |
Hedge of net investment in foreign operations | | | | |
| | | | |
A detailed reconciliation of the movements of the cash flow hedging reserve and the currency translation reserve is as follows:
| | | | |
| | |
| Cash flow hedging reserve | Currency translation reserve | Cash flow hedging reserve | Currency translation reserve |
| | | | |
| | | | |
Currency translation movements | | | | |
Hedging gains/(losses) for the year | | | | |
Amounts reclassified in relation to cash flows affecting profit or loss | | | | |
| | | | |
| | | | |
Financial assets at fair value through other comprehensive income
Accounting for financial assets at fair value through other comprehensive income (FVOCI)
Financial assets that are debt instruments held in a business model that is achieved by both collecting contractual cash flows and selling
and that contain contractual terms that give rise on specified dates to cash flows that are SPPI are measured at FVOCI. They are
subsequently remeasured at fair value and changes therein (except for those relating to impairment, interest income and foreign
currency exchange gains and losses) are recognised in other comprehensive income until the assets are sold. Interest (calculated using
the effective interest method) is recognised in the income statement in net interest income (Note 3). Upon disposal, the cumulative
gain or loss recognised in other comprehensive income is included in net investment income (Note 6).
In determining whether the business model is achieved by both collecting contractual cash flows and selling financial assets, it is
determined that both collecting contractual cash flows and selling financial assets are integral to achieving the objective of the business
model. The Group will consider past sales and expectations about future sales to establish if the business model is achieved.
For equity securities that are not held for trading, the Group may make an irrevocable election on initial recognition to present
subsequent changes in the fair value of the instrument in other comprehensive income (except for dividend income which is recognised
in profit or loss). Gains or losses on the derecognition of these equity securities are not transferred to profit or loss. These assets are
also not subject to the impairment requirements and therefore no amounts are recycled to the income statement. Where the Group
has not made the irrevocable election to present subsequent changes in the fair value of the instrument in other comprehensive
income, equity securities are measured at fair value through profit or loss.
| | |
| | |
| | |
Debt securities and other eligible bills | | |
| | |
| | |
Financial assets at fair value through other comprehensive income | | |
scenarios, all gains and losses on that liability (including the effects of changes in the credit risk of the liability) are presented in P&L. On
derecognition of the financial liability no amount relating to own credit risk is recycled to the income statement. The Group has the
ability to make the fair value designation when holding the instruments at fair value reduces an accounting mismatch (caused by an
offsetting liability or asset being held at fair value), or is managed by the Group on the basis of its fair value, or includes terms that have
substantive derivative characteristics (Note 14).
The details on how the fair value amounts are arrived at for financial liabilities designated at fair value are described in Note 17.
| | | | |
| | |
| | Contractual amount due on maturity | | Contractual amount due on maturity |
| | | | |
| | | | |
| | | | |
Repurchase agreements and other similar secured borrowing | | | | |
Other financial liabilities | | | | |
Financial liabilities designated at fair value | | | | |
The following table shows the Group\u2019s Level 3 assets and liabilities that are held at fair value disaggregated by product type:
| | | | |
Level 3 assets and liabilities held at fair value by product type |
| | |
| | | | |
| | | | |
Interest rate derivatives | | | | |
Foreign exchange derivatives | | | | |
| | | | |
| | | | |
| | | | |
Reverse repurchase and repurchase agreements | | | | |
| | | | |
Private equity investments | | | | |
| | | | |
| | | | |
Notes
aThe derivative financial instruments are represented on a net basis. On a gross basis, derivative financial assets are \u00a35,174m (2021: \u00a34,010m) and derivative financial liabilities are \u00a36,363m (2021:
\u00a36,059m).
b\u00a0 \u00a0 Trading income represents gains and (losses) on level 3 financial instruments which in the majority are offset by losses and gains on financial instruments disclosed in level 2.
Unrealised gains and losses on Level 3 financial assets and liabilities
The following table discloses the unrealised gains and losses recognised in the year arising on Level 3 financial assets and liabilities held
at year end.
| | | | | | | | |
Unrealised gains and (losses) recognised during the period on Level 3 assets and liabilities held at year end |
| | |
| | Other compre- hensive income | | | Other compre- hensive income | |
| | | | |
| | | | | | | | |
| | | | | | | | |
Financial assets at fair value through the income statement | | | | | | | | |
Fair value through other comprehensive income | | | | | | | | |
| | | | | | | | |
Trading portfolio liabilities | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | |
Net derivative financial instruments | | | | | | | | |
| | | | | | | | |
Note
aTrading income represents gains and (losses) on level 3 financial instruments which in the majority are offset by losses and gains on financial instruments disclosed in level 2.
Significant unobservable inputs
The following table discloses the valuation techniques and significant unobservable inputs for material products recognised at fair value
and classified as Level 3 along with the range of values used for those significant unobservable inputs:
| | | | | | | |
| | Significant unobservable inputs | | | |
| | | | | |
Derivative financial instrumentsc | | | | | | | |
Interest rate derivatives | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | Equity - equity correlation | | | | | |
| | | | | | | |
Foreign exchange derivatives | | | | | | | |
| | | | | | | |
Non-derivative financial instruments | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Private equity investments | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Commercial Real Estate loans | | | | | | | |
Reverse repurchase and repurchase agreements | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Notes
aA range has not been provided for Net Asset Value as there would be a wide range reflecting the diverse nature of the positions.
b\u00a0 \u00a0 The units used to disclose ranges for significant unobservable inputs are percentages, points and basis points. Points are a percentage of par; for example, 100 points equals 100% of par. A basis point
equals 1/100th of 1%; for example, 150 basis points equals 1.5%.
cCertain derivative instruments are classified as Level 3 due to a significant unobservable credit spread input into the calculation of the Credit Valuation Adjustment for the instruments. The range of
significant unobservable credit spreads is between 17-2159bps (2021: 32-1,848bps).
The following section describes the significant unobservable inputs identified in the table above, and the sensitivity of fair value
measurement of the instruments categorised as Level 3 assets or liabilities to increases in significant unobservable inputs. Where
sensitivities are described, the inverse relationship will also generally apply.
Where reliable interrelationships can be identified between significant unobservable inputs used in fair value measurement, a
description of those interrelationships is included below.
Forwards
A price or rate that is applicable to a financial transaction that will take place in the future.
In general, a significant increase in a forward in isolation will result in a fair value increase for the contracted receiver of the underlying
(currency, bond, commodity, etc.), but the sensitivity is dependent on the specific terms of the instrument.
Credit spread
Credit spreads typically represent the difference in yield between an instrument and a benchmark security or reference rate. Credit
spreads reflect the additional yield that a market participant demands for taking on exposure to the credit risk of an instrument and
form part of the yield used in a discounted cash flow calculation.
In general, a significant increase in credit spread in isolation will result in a movement in a fair value decrease for a cash asset.
For a derivative instrument, a significant increase in credit spread in isolation can result in a fair value increase or decrease depending on
the specific terms of the instrument.
Volatility
Volatility is a measure of the variability or uncertainty in return for a given derivative underlying. It is an estimate of how much a particular
underlying instrument input or index will change in value over time. In general, volatilities are implied from observed option prices. For
unobservable options the implied volatility may reflect additional assumptions about the nature of the underlying risk, and the strike/
maturity profile of a specific contract.
In general a significant increase in volatility in isolation will result in a fair value increase for the holder of a simple option, but the
sensitivity is dependent on the specific terms of the instrument.
There may be interrelationships between unobservable volatilities and other unobservable inputs (e.g. when equity prices fall, implied
equity volatilities generally rise) but these are generally specific to individual markets and may vary over time.
Correlation
Correlation is a measure of the relationship between the movements of two variables. Correlation can be a significant input into
valuation of derivative contracts with more than one underlying instrument. Credit correlation generally refers to the correlation
between default processes for the separate names that make up the reference pool of a CDO structure.
A significant increase in correlation in isolation can result in a fair value increase or decrease depending on the specific terms of the
instrument.
Comparable price
Comparable instrument prices are used in valuation by calculating an implied yield (or spread over a liquid benchmark) from the price of a
comparable observable instrument, then adjusting that yield (or spread) to account for relevant differences such as maturity or credit
quality. Alternatively, a price-to-price basis can be assumed between the comparable and unobservable instruments in order to
establish a value.
Non-asset backed loans includes a portfolio of loans extended to clients within the Group\u2019s leveraged finance business. Leveraged
finance loans are originated where Barclays provide financing commitments to clients to facilitate strategic transactions such as
leverage buyouts and acquisitions. The sensitivity of the portfolio to unobservable inputs is judgmental reflecting their illiquid nature and
the significance of unobservable price inputs to the valuation.
In general, a significant increase in comparable price in isolation will result in an increase in the price of the unobservable instrument. For
derivatives, a change in the comparable price in isolation can result in a fair value increase or decrease depending on the specific terms
of the instrument.
Loan spread
Loan spreads typically represent the difference in yield between an instrument and a benchmark security or reference rate. Loan
spreads typically reflect credit quality, the level of comparable assets such as gilts and other factors, and form part of the yield used in a
discounted cash flow calculation.
Non-asset backed loans contains a portfolio primarily consisting of long-dated fixed rate loans extended to counterparties in the UK
Education, Social Housing and Local Authority sectors (ESHLA). The loans are categorised as Level 3 in the fair value hierarchy due to
their illiquid nature and the significance of unobservable loan spreads to the valuation. Valuation uncertainty arises from the long-dated
nature of the portfolio, the lack of secondary market in the loans and the lack of observable loan spreads. The majority of ESHLA loans
are to borrowers in heavily regulated sectors that are considered extremely low credit risk, and have a history of near zero defaults since
inception. While the overall loan spread range is from 50bps to 589bps (2021: 31bps to 1,552bps), the vast majority of spreads are
concentrated towards the bottom end of this range, with 88% of the loan notional being valued with spreads less than 200bps
consistently for both years.
In general, a significant increase in loan spreads in isolation will result in a fair value decrease for a loan.
EBITDA multiple
EBITDA multiple is the ratio of the valuation of the investment to the earnings before interest, taxes, depreciation and amortisation.
In general, a significant increase in the multiple will result in a fair value increase for an investment.
Earnings multiple
Earnings or Revenue multiple is the ratio of the valuation of the investment to the earnings or revenue. In general, a significant increase
in the multiple will result in a fair value increase for an investment.
| | | | | | | | |
Sensitivity analysis of valuations using unobservable inputs |
| | |
| | | | |
| | | | | | | | |
| | | | | | | | |
Interest rate derivatives | | | | | | | | |
Foreign exchange derivatives | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Private equity investments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Note
aOther includes asset backed loans, equity cash products and funds and fund-linked products
The effect of stressing unobservable inputs to a range of reasonably possible alternatives, alongside considering the impact of using
alternative models, would be to increase fair values by up to \u00a31,076m (2021: \u00a3880m) or to decrease fair values by up to \u00a31,328m (2021:
\u00a31,005m) with substantially all the potential effect impacting profit and loss rather than reserves.
Fair value adjustments
Key balance sheet valuation adjustments are quantified below:
| | |
| | |
| | |
Exit price adjustments derived from market bid-offer spreads | | |
Uncollateralised derivative funding | | |
Derivative credit valuation adjustments | | |
Derivative debit valuation adjustments | | |
Exit price adjustments derived from market bid-offer spreads
The Group uses mid-market pricing where it is a market maker and has the ability to transact at, or better than, mid price (which is the
case for certain equity, bond and vanilla derivative markets). For other financial assets and liabilities, bid-offer adjustments are recorded
to reflect the exit level for the expected close out strategy. The methodology for determining the bid-offer adjustment for a derivative
portfolio involves calculating the net risk exposure by offsetting long and short positions by strike and term in accordance with the risk
management and hedging strategy.
Bid-offer levels are generally derived from market quotes such as broker data. Less liquid instruments may not have a directly
observable bid-offer level. In such instances, an exit price adjustment may be derived from an observable bid-offer level for a
comparable liquid instrument, or determined by calibrating to derivative prices, or by scenario or historical analysis.
Exit price adjustments derived from market bid-offer spreads have increased by \u00a371m to \u00a3(577)m.
Discounting approaches for derivative instruments
Collateralised
In line with market practice, the methodology for discounting collateralised derivatives takes into account the nature and currency of
the collateral that can be posted within the relevant credit support annex (CSA). The CSA aware discounting approach recognises the
\u2018cheapest to deliver\u2019 option that reflects the ability of the party posting collateral to change the currency of the collateral.
Uncollateralised
A fair value adjustment of \u00a3(11)m is applied to account for the impact of incorporating the cost of funding into the valuation of
uncollateralised and partially collateralised derivative portfolios and collateralised derivatives where the terms of the agreement do not
allow the rehypothecation of collateral received. This adjustment is referred to as the Uncollateralised derivative funding.
Uncollateralised derivative funding has decreased by \u00a3116m to \u00a3(11)m as a result of underlying moves in the exposure profile of the
derivative portfolio in scope.
Derivative credit and debit valuation adjustments
Derivative credit valuation adjustments and Derivative debit valuation adjustments are incorporated into derivative valuations to reflect
the impact on fair value of counterparty credit risk and Barclays\u2019 own credit quality respectively. These adjustments are calculated for
uncollateralised and partially collateralised derivatives across all asset classes. Derivative credit valuation adjustments and Derivative
debit valuation adjustments are calculated using estimates of exposure at default, probability of default and recovery rates, at a
counterparty level. Counterparties include (but are not limited to) corporates, sovereigns and sovereign agencies and supranationals.
Exposure at default is generally estimated through the simulation of underlying risk factors through approximating with a more vanilla
structure, or by using current or scenario-based mark to market as an estimate of future exposure.
Probability of default and recovery rate information is generally sourced from the CDS markets. Where this information is not available,
or considered unreliable, alternative approaches are taken based on mapping internal counterparty ratings onto historical or market-
based default and recovery information.
Derivative credit valuation adjustments increased by \u00a3107m to \u00a3(319)m as a result of widening input counterparty credit spreads.
Derivative debit valuation adjustments increased by \u00a3117m to \u00a3208m as a result of widening input own credit spreads.
Correlation between counterparty credit and underlying derivative risk factors, termed \u2018wrong-way,\u2019 or \u2018right-way\u2019 risk, is not
systematically incorporated into the derivative credit valuation adjustments calculation but is adjusted where the underlying exposure is
directly related to the counterparty.
Barclays continues to monitor market practices and activity to ensure the approach to uncollateralised derivative valuation remains
appropriate.
Portfolio exemptions
The Group uses the portfolio exemption in IFRS 13 Fair Value Measurement to measure the fair value of groups of financial assets and
liabilities. Instruments are measured using the price that would be received to sell a net long position (i.e. an asset) for a particular risk
exposure or to transfer a net short position (i.e. a liability) for a particular risk exposure in an orderly transaction between market
participants at the balance sheet date under current market conditions. Accordingly, the Group measures the fair value of the group of
financial assets and liabilities consistently with how market participants would price the net risk exposure at the measurement date.
Unrecognised gains as a result of the use of valuation models using unobservable inputs
The amount that has yet to be recognised in income that relates to the difference between the transaction price (the fair value at initial
recognition) and the amount that would have arisen had valuation models using unobservable inputs been used on initial recognition,
less amounts subsequently recognised, is \u00a3126m (2021: \u00a3133m) for financial instruments measured at fair value and \u00a3216m (2021:
\u00a3230m) for financial instruments carried at amortised cost. There are additions and FX gains of \u00a359m (2021: \u00a359m), and amortisation
and releases of \u00a366m (2021: \u00a342m) for financial instruments measured at fair value and additions of \u00a30m (2021: \u00a30m) and amortisation
and releases of \u00a314m (2021: \u00a317m) for financial instruments measured at amortised cost.
Third-party credit enhancements
Structured and brokered certificates of deposit issued by Barclays are insured up to $250,000 per depositor by the Federal Deposit
Insurance Corporation (FDIC) in the US. The FDIC is funded by premiums that Barclays and other banks pay for deposit insurance
coverage. The carrying value of these issued certificates of deposit that are designated under the IFRS 9 fair value option includes this
third party credit enhancement. The on-balance sheet value of these brokered certificates of deposit amounted to \u00a35,197m (2021:
\u00a3790m).
Comparison of carrying amounts and fair values for assets and liabilities not held at fair value
The following table summarises the fair value of financial assets and liabilities measured at amortised cost on the Group\u2019s balance
sheet:
| | | | | | | | | | |
| | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Loans and advances at amortised cost | | | | | | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Deposits at amortised cost | | | | | | | | | | |
Repurchase agreements and other similar secured borrowing | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
The fair value is an estimate of the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction
between market participants at the measurement date. As a wide range of valuation techniques are available, it may not be appropriate
to directly compare this fair value information to independent market sources or other financial institutions. Different valuation
methodologies and assumptions can have a significant impact on fair values which are based on unobservable inputs.
Financial assets
The carrying value of financial assets held at amortised cost is determined in accordance with the relevant accounting policy in Note 19.
Loans and advances at amortised cost
The fair value of loans and advances, for the purpose of this disclosure, is derived from discounting expected cash flows in a way that
reflects the current market price for lending to issuers of similar credit quality. Where market data or credit information on the
underlying borrowers is unavailable, a number of proxy/extrapolation techniques are employed to determine the appropriate discount
rates. For 2022, the fair value is lower than carrying value mainly on fixed rate products driven by rising interest rates. The majority will be
part of a wider portfolio which includes fair valued instruments that are not presented in this table.
Reverse repurchase agreements and other similar secured borrowing
The fair value of reverse repurchase agreements approximates carrying amount as these balances are generally short dated and fully
collateralised.
Financial liabilities
The carrying value of financial liabilities held at amortised cost is determined in accordance with the accounting policy in Note 1.
Deposits at amortised cost
In many cases, the fair value disclosed approximates carrying value because the instruments are short term in nature or have interest
rates that reprice frequently, such as customer accounts and other deposits and short-term debt securities.
The fair value for deposits with longer-term maturities, mainly time deposits, are estimated using discounted cash flows applying either
market rates or current rates for deposits of similar remaining maturities. Consequently, the fair value discount is minimal.
Repurchase agreements and other similar secured borrowing
The fair value of repurchase agreements approximates carrying amounts as these balances are generally short dated.
Debt securities in issue
Fair values of other debt securities in issue are based on quoted prices where available, or where the instruments are short dated,
carrying amount approximates fair value.
Subordinated liabilities
Fair values for dated and undated convertible and non-convertible loan capital are based on quoted market rates for the issuer
concerned or issuers with similar terms and conditions.
Offsetting financial assets and financial liabilities
In accordance with IAS 32 Financial Instruments: Presentation, the Group reports financial assets and financial liabilities on a net basis on
the balance sheet only if there is a legally enforceable right to set-off the recognised amounts and there is intention to settle on a net
basis, or to realise the asset and settle the liability simultaneously. The following table shows the impact of netting arrangements on:
\u25aaall financial assets and liabilities that are reported net on the balance sheet
\u25aaall derivative financial instruments and reverse repurchase and repurchase agreements and other similar secured lending and
borrowing agreements that are subject to enforceable master netting arrangements or similar agreements, but do not qualify for
balance sheet netting.
The \u2018Net amounts\u2019 presented\u00a0 are not intended to represent the Group\u2019s actual exposure to credit risk, as a variety of credit mitigation
strategies are employed in addition to netting and collateral arrangements.
| | | | | | | | |
| Amounts subject to enforceable netting arrangements | Amounts not subject to enforceable netting arrangementsc | |
| Effects of offsetting on-balance sheet | Related amounts not offset |
| | | Net amounts reported on the balance sheet | | | |
| | | | | | | | |
| | | | | | | | |
Derivative financial assets | | | | | | | | |
Reverse repurchase agreements and other similar secured lendinge | | | | | | | | |
| | | | | | | | |
Derivative financial liabilities | | | | | | | | |
Repurchase agreements and other similar secured borrowinge | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Derivative financial assets | | | | | | | | |
Reverse repurchase agreements and other similar secured lendinge | | | | | | | | |
| | | | | | | | |
Derivative financial liabilities | | | | | | | | |
Repurchase agreements and other similar secured borrowinge | | | | | | | | |
| | | | | | | | |
Notes
aAmounts offset for derivative financial assets additionally includes cash collateral netted of \u00a315,199m (2021: \u00a33,815m). Amounts offset for derivative financial liabilities additionally includes cash
collateral netted of \u00a315,098m (2021: \u00a34,346m). Settlements assets and liabilities have been offset amounting to \u00a324,250m (2021: \u00a322,837m).
bFinancial collateral of \u00a345,981m (2021: \u00a340,485m) was received in respect of derivative assets, including \u00a334,547m (2021: \u00a334,598m) of cash collateral and \u00a311,434m (2021: \u00a35,887m) of non-cash
collateral. Financial collateral of \u00a326,639m (2021: \u00a334,321m) was placed in respect of derivative liabilities, including \u00a325,222m (2021: \u00a332,031m) of cash collateral and \u00a31,417m (2021: \u00a32,290m) of non-
cash collateral. The collateral amounts are limited to net balance sheet exposure so as to not include overcollateralisation.
cThis column includes contractual rights of set-off that are subject to uncertainty under the laws of the relevant jurisdiction.
dThe balance sheet total is the sum of \u2018Net amounts reported on the balance sheet\u2019 that are subject to enforceable netting arrangements and \u2018Amounts not subject to enforceable netting
arrangements\u2019.
eReverse repurchase agreements and other similar secured lending of \u00a3165,457m (2021: \u00a3148,241m) is split by fair value \u00a3164,681m (2021: \u00a3145,014m) and amortised cost \u00a3776m (2021: \u00a33,227m).
Repurchase agreements and other similar secured borrowing of \u00a3199,798m (2021: \u00a3196,412m) is split by fair value \u00a3172,746m (2021: \u00a3168,060m) and amortised cost \u00a327,052m (2021: \u00a328,352m).
Derivative assets and liabilities
The \u2018Financial instruments\u2019 column identifies financial assets and liabilities that are subject to set-off under netting agreements, such as
the ISDA Master Agreement or derivative exchange or clearing counterparty agreements, whereby all outstanding transactions with
the same counterparty can be offset and close-out netting applied across all outstanding transactions covered by the agreements if an
event of default or other predetermined events occur.
Financial collateral refers to cash and non-cash collateral obtained, typically daily or weekly, to cover the net exposure between
counterparties by enabling the collateral to be realised in an event of default or if other predetermined events occur.
Repurchase and reverse repurchase agreements and other similar secured lending and borrowing
The \u2018Financial instruments\u2019 column identifies financial assets and liabilities that are subject to set-off under netting agreements, such as
Global Master Repurchase Agreements and Global Master Securities Lending Agreements, whereby all outstanding transactions with
the same counterparty can be offset and close-out netting applied across all outstanding transactions covered by the agreements if an
event of default or other predetermined events occur.
Financial collateral typically comprises highly liquid securities which are legally transferred and can be liquidated in the event of
counterparty default.
These offsetting and collateral arrangements and other credit risk mitigation strategies used by the Group are further explained in the
Credit risk management section.
",
"dimensions": {
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"entity": "scheme:213800LBQA1Y9L22JB70",
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},
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"value": "
| | | | |
| | Trading portfolio liabilities |
| | | | |
| | | | |
Debt securities and other eligible bills | | | | |
| | | | |
| | | | |
| | | | |
Trading portfolio assets/(liabilities) | | | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfFinancialLiabilitiesHeldForTradingExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
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"value": "
| | | | |
| | Trading portfolio liabilities |
| | | | |
| | | | |
Debt securities and other eligible bills | | | | |
| | | | |
| | | | |
| | | | |
Trading portfolio assets/(liabilities) | | | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfFinancialAssetsHeldForTradingExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
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},
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"value": "Financial assets at fair value through the income statement
Accounting for financial assets mandatorily at fair value
Financial assets that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at fair
value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if the
financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling.
Accounting for financial assets designated at fair value
Financial assets, other than those held for trading, are classified in this category if they are so irrevocably designated at inception and
the use of the designation removes or significantly reduces an accounting mismatch.
Subsequent changes in fair value for these instruments are recognised in the income statement in net investment income, except if
reporting it in trading income reduces an accounting mismatch.
The details on how the fair value amounts are derived for financial assets at fair value are described in Note 17.
| | | | | | |
| | Mandatorily at fair value | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | | |
| | | | | | |
Financial assets at fair value through the income statement | | | | | | |
Credit risk of financial assets designated at fair value and related credit derivatives
The following table shows the maximum exposure to credit risk, the changes in fair value attributable to changes in credit risk, and the
cumulative changes in fair value since initial recognition for loans and advances. The table does not include debt securities and reverse
repurchase agreements and other similar secured lending designated at fair value as they have minimal exposure to credit risk. Reverse
repurchase agreements are collateralised and debt securities are primarily relating to high quality sovereigns.
| | | | | | |
| Maximum exposure as at 31 December | Changes in fair value during the year ended | Cumulative changes in fair value from inception |
| | | | | | |
| | | | | | |
Loans and advances designated at fair value, attributable to credit risk | | | | | | |
Value mitigated by related credit derivatives | | | | | | |
",
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"language": "en",
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"value": "Financial assets at fair value through the income statement
Accounting for financial assets mandatorily at fair value
Financial assets that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at fair
value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if the
financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling.
Accounting for financial assets designated at fair value
Financial assets, other than those held for trading, are classified in this category if they are so irrevocably designated at inception and
the use of the designation removes or significantly reduces an accounting mismatch.
Subsequent changes in fair value for these instruments are recognised in the income statement in net investment income, except if
reporting it in trading income reduces an accounting mismatch.
The details on how the fair value amounts are derived for financial assets at fair value are described in Note 17.
| | | | | | |
| | Mandatorily at fair value | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | | |
| | | | | | |
Financial assets at fair value through the income statement | | | | | | |
Credit risk of financial assets designated at fair value and related credit derivatives
The following table shows the maximum exposure to credit risk, the changes in fair value attributable to changes in credit risk, and the
cumulative changes in fair value since initial recognition for loans and advances. The table does not include debt securities and reverse
repurchase agreements and other similar secured lending designated at fair value as they have minimal exposure to credit risk. Reverse
repurchase agreements are collateralised and debt securities are primarily relating to high quality sovereigns.
| | | | | | |
| Maximum exposure as at 31 December | Changes in fair value during the year ended | Cumulative changes in fair value from inception |
| | | | | | |
| | | | | | |
Loans and advances designated at fair value, attributable to credit risk | | | | | | |
Value mitigated by related credit derivatives | | | | | | |
Financial liabilities designated at fair value
Accounting for liabilities designated at fair value through profit and loss
In accordance with IFRS 9, financial liabilities may be designated at fair value, with gains and losses taken to the income statement within
net trading income (Note 5) and net investment income (Note 6). Movements in own credit are reported through other comprehensive
income, unless the effects of changes in the liability's credit risk would create or enlarge an accounting mismatch in P&L. In these
scenarios, all gains and losses on that liability (including the effects of changes in the credit risk of the liability) are presented in P&L. On
derecognition of the financial liability no amount relating to own credit risk is recycled to the income statement. The Group has the
ability to make the fair value designation when holding the instruments at fair value reduces an accounting mismatch (caused by an
offsetting liability or asset being held at fair value), or is managed by the Group on the basis of its fair value, or includes terms that have
substantive derivative characteristics (Note 14).
The details on how the fair value amounts are arrived at for financial liabilities designated at fair value are described in Note 17.
| | | | |
| | |
| | Contractual amount due on maturity | | Contractual amount due on maturity |
| | | | |
| | | | |
| | | | |
Repurchase agreements and other similar secured borrowing | | | | |
Other financial liabilities | | | | |
Financial liabilities designated at fair value | | | | |
scenarios, all gains and losses on that liability (including the effects of changes in the credit risk of the liability) are presented in P&L. On
derecognition of the financial liability no amount relating to own credit risk is recycled to the income statement. The Group has the
ability to make the fair value designation when holding the instruments at fair value reduces an accounting mismatch (caused by an
offsetting liability or asset being held at fair value), or is managed by the Group on the basis of its fair value, or includes terms that have
substantive derivative characteristics (Note 14).
The details on how the fair value amounts are arrived at for financial liabilities designated at fair value are described in Note 17.
",
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"value": "
Accounting for derivatives
Derivative instruments are contracts whose value is derived from one or more underlying financial instruments or indices defined in the
contract. They include swaps, forward-rate agreements, futures, options and combinations of these instruments and primarily affect
the Group\u2019s net interest income, net trading income and derivative assets and liabilities. Notional amounts of the contracts are not
recorded on the balance sheet. Derivatives are used to hedge interest rate, credit risk, inflation risk, exchange rate, commodity equity
exposures, and exposures to certain indices such as house price indices and retail price indices related to non-trading positions.
All derivative instruments are held at fair value through profit or loss, except for derivatives that are in a designated cash flow or net
investment hedge accounting relationship. Derivatives are classified as assets when their fair value is positive or as liabilities when their
fair value is negative. This includes terms included in a contract or financial liability (the host), which, had it been a standalone contract,
would have met the definition of a derivative. If these are separated from the host, i.e. when the economic characteristics of the
embedded derivative are not closely related with those of the host contract and the combined instrument is not measured at fair value
through profit or loss, then they are accounted for in the same way as derivatives. For financial assets, the requirements are whether
the financial assets contain contractual terms that give rise on specified dates to cash flows that are SPPI, and consequently the
requirements for accounting for embedded derivatives are not applicable to financial assets.
Hedge accounting
The Group applies the requirements of IAS 39 Financial Instruments: Recognition and Measurement for hedge accounting purposes.
The Group applies hedge accounting to represent the economic effects of its interest rate, currency and contractually-linked inflation
risk management strategies. Where derivatives are held for risk management purposes, and when transactions meet the required
criteria for documentation and hedge effectiveness, the Group applies fair value hedge accounting, cash flow hedge accounting, or
hedging of a net investment in a foreign operation, as appropriate to the risks being hedged.
The Group applies the \u2018Amendments to IFRS 9, IAS 39 and IFRS 7 Interest Rate Benchmark Reform\u2019 issued in September 2019 (the
Phase 1 amendments). The amendments provide temporary relief from applying specific hedge accounting requirements to hedging
relationships directly affected by IBOR (\u2018Interbank Offered Rates\u2019) reform. The reliefs have the effect that IBOR reform should not
generally cause hedge accounting to terminate. However, any hedge ineffectiveness continues to be recorded in the income
statement. Furthermore, the amendments set out triggers for when the reliefs will end, which include the uncertainty arising from
interest rate benchmark reform no longer being present.
In summary, the reliefs provided by the Phase 1 amendments are:
\u25aaWhen considering the \u2018highly probable\u2019 requirement, the Group has assumed that the IBOR interest rates upon which our hedged
items are based do not change as a result of IBOR Reform.
\u25aaIn assessing whether the hedge is expected to be highly effective on a forward-looking basis the Group has assumed that the IBOR
interest rates upon which the cash flows of the hedged items and the interest rate swaps that hedge them are based are not altered
by IBOR reform.
\u25aaThe Group will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective
effectiveness falls outside the required 80\u2013125% range.
\u25aaThe Group has not recycled the cash flow hedge reserve relating to the period after the reforms are expected to take effect.
\u25aaThe Group has assessed whether the hedged IBOR risk component is a separately identifiable risk only when it first designates a
hedged item in a fair value hedge and not on an ongoing basis.
The Group also applies the \u2018Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16 Interest Rate Benchmark Reform \u2013 Phase 2\u2019
issued in August 2020. The Phase 2 amendments provide relief when changes are made to hedge relationships as a result of the
interest rate benchmark reform.
In summary, the reliefs provided by the Phase 2 amendments are:
\u25aaUnder a temporary exception, the Group has considered that changes to the hedge designation and hedge documentation due to
the interest rate benchmark reform would not constitute the discontinuation of the hedge relationship nor the designation of a new
hedging relationship.
\u25aaIn respect of the retrospective hedge effectiveness assessment, the Group may elect, on a hedge-by-hedge basis, to reset the
cumulative fair value changes to zero when the exception to the retrospective assessment ends (Phase 1 relief). Any hedge
ineffectiveness will continue to be measured and recognised in full in profit or loss.
\u25aaThe Group has deemed the amounts accumulated in the cash flow hedge reserve to be based on the alternative benchmark rate (on
which the hedge future cash flows are determined) when there is a change in basis for determining the contractual cash flows.
\u25aaFor hedges of groups of items (such as those forming part of a macro cash flow hedging strategy), the amendments provide relief for
items within a designated group of items that are amended for changes directly required by the reform.
\u25aaIn respect of whether a risk component of a hedged item is separately identifiable, the amendments provide temporary relief to
entities to meet this requirement when an alternative risk free rate (RFR) financial instrument is designated as a risk component.
These amendments allow the Group upon designation of the hedge to assume that the separately identifiable requirement is met if
the Group reasonably expects the RFR risk will become separately identifiable within the next 24 months. The Group applies this relief
to each RFR on a rate-by-rate basis and starts when the Group first designates the RFR as a non-contractually specified risk
component.
Fair value hedge accounting
Changes in fair value of derivatives that qualify and are designated as fair value hedges are recorded in the income statement, together
with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. The fair value changes adjust the
carrying value of the hedged asset or liability held at amortised cost.
If hedge relationships no longer meet the criteria for hedge accounting, hedge accounting is discontinued. For fair value hedges of
interest rate risk, the fair value adjustment to the hedged item is amortised to the income statement over the period to maturity of the
previously designated hedge relationship using the effective interest method. If the hedged item is sold or repaid, the unamortised fair
value adjustment is recognised immediately in the income statement. For items classified as fair value through other comprehensive
income, the hedge accounting adjustment is included in other comprehensive income.
Cash flow hedge accounting
For qualifying cash flow hedges, the fair value gain or loss associated with the effective portion of the cash flow hedge is recognised
initially in other comprehensive income, and then recycled to the income statement in the periods when the hedged item will affect
profit or loss. Any ineffective portion of the gain or loss on the hedging instrument is recognised in the income statement immediately.
When a hedging instrument expires or is sold, or when a hedge no longer meets the criteria for hedge accounting, any cumulative gain
or loss existing in equity at that time remains in equity and is recognised when the hedged item is ultimately recognised in the income
statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that was recognised in equity is
immediately transferred to the income statement.
Hedges of net investments
The Group\u2019s net investments in foreign operations, including monetary items accounted for as part of the net investment, are hedged
for foreign currency risks using both derivatives and foreign currency borrowings. Hedges of net investments are accounted for
similarly to cash flow hedges; the effective portion of the gain or loss on the hedging instrument is being recognised directly in other
comprehensive income and the ineffective portion being recognised immediately in the income statement. The cumulative gain or loss
recognised in other comprehensive income is recognised in the income statement on the disposal or partial disposal of the foreign
operation, or other reductions in the Group\u2019s investment in the operation.
",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MzIvZnJhZzo5YmQ3ODA2ZGZhYzk0ZTc2YWQyMjJjMmE5MGIxOWYxOC90ZXh0cmVnaW9uOjliZDc4MDZkZmFjOTRlNzZhZDIyMmMyYTkwYjE5ZjE4XzYzNzcxNjc0NDMyMTUz_c3813d1d-de49-4b14-b6f0-b092cad05f5e": {
"value": "
Accounting for derivatives
Derivative instruments are contracts whose value is derived from one or more underlying financial instruments or indices defined in the
contract. They include swaps, forward-rate agreements, futures, options and combinations of these instruments and primarily affect
the Group\u2019s net interest income, net trading income and derivative assets and liabilities. Notional amounts of the contracts are not
recorded on the balance sheet. Derivatives are used to hedge interest rate, credit risk, inflation risk, exchange rate, commodity equity
exposures, and exposures to certain indices such as house price indices and retail price indices related to non-trading positions.
All derivative instruments are held at fair value through profit or loss, except for derivatives that are in a designated cash flow or net
investment hedge accounting relationship. Derivatives are classified as assets when their fair value is positive or as liabilities when their
fair value is negative. This includes terms included in a contract or financial liability (the host), which, had it been a standalone contract,
would have met the definition of a derivative. If these are separated from the host, i.e. when the economic characteristics of the
embedded derivative are not closely related with those of the host contract and the combined instrument is not measured at fair value
through profit or loss, then they are accounted for in the same way as derivatives. For financial assets, the requirements are whether
the financial assets contain contractual terms that give rise on specified dates to cash flows that are SPPI, and consequently the
requirements for accounting for embedded derivatives are not applicable to financial assets.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForDerivativeFinancialInstrumentsExplanatory",
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"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81MzIvZnJhZzo5YmQ3ODA2ZGZhYzk0ZTc2YWQyMjJjMmE5MGIxOWYxOC90ZXh0cmVnaW9uOjliZDc4MDZkZmFjOTRlNzZhZDIyMmMyYTkwYjE5ZjE4XzYzNzcxNjc0NDMyMTU0_b026162a-6a73-477a-8c9e-0b6c5d024948": {
"value": "
Hedge accounting
The Group applies the requirements of IAS 39 Financial Instruments: Recognition and Measurement for hedge accounting purposes.
The Group applies hedge accounting to represent the economic effects of its interest rate, currency and contractually-linked inflation
risk management strategies. Where derivatives are held for risk management purposes, and when transactions meet the required
criteria for documentation and hedge effectiveness, the Group applies fair value hedge accounting, cash flow hedge accounting, or
hedging of a net investment in a foreign operation, as appropriate to the risks being hedged.
The Group applies the \u2018Amendments to IFRS 9, IAS 39 and IFRS 7 Interest Rate Benchmark Reform\u2019 issued in September 2019 (the
Phase 1 amendments). The amendments provide temporary relief from applying specific hedge accounting requirements to hedging
relationships directly affected by IBOR (\u2018Interbank Offered Rates\u2019) reform. The reliefs have the effect that IBOR reform should not
generally cause hedge accounting to terminate. However, any hedge ineffectiveness continues to be recorded in the income
statement. Furthermore, the amendments set out triggers for when the reliefs will end, which include the uncertainty arising from
interest rate benchmark reform no longer being present.
In summary, the reliefs provided by the Phase 1 amendments are:
\u25aaWhen considering the \u2018highly probable\u2019 requirement, the Group has assumed that the IBOR interest rates upon which our hedged
items are based do not change as a result of IBOR Reform.
\u25aaIn assessing whether the hedge is expected to be highly effective on a forward-looking basis the Group has assumed that the IBOR
interest rates upon which the cash flows of the hedged items and the interest rate swaps that hedge them are based are not altered
by IBOR reform.
\u25aaThe Group will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective
effectiveness falls outside the required 80\u2013125% range.
\u25aaThe Group has not recycled the cash flow hedge reserve relating to the period after the reforms are expected to take effect.
\u25aaThe Group has assessed whether the hedged IBOR risk component is a separately identifiable risk only when it first designates a
hedged item in a fair value hedge and not on an ongoing basis.
The Group also applies the \u2018Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16 Interest Rate Benchmark Reform \u2013 Phase 2\u2019
issued in August 2020. The Phase 2 amendments provide relief when changes are made to hedge relationships as a result of the
interest rate benchmark reform.
In summary, the reliefs provided by the Phase 2 amendments are:
\u25aaUnder a temporary exception, the Group has considered that changes to the hedge designation and hedge documentation due to
the interest rate benchmark reform would not constitute the discontinuation of the hedge relationship nor the designation of a new
hedging relationship.
\u25aaIn respect of the retrospective hedge effectiveness assessment, the Group may elect, on a hedge-by-hedge basis, to reset the
cumulative fair value changes to zero when the exception to the retrospective assessment ends (Phase 1 relief). Any hedge
ineffectiveness will continue to be measured and recognised in full in profit or loss.
\u25aaThe Group has deemed the amounts accumulated in the cash flow hedge reserve to be based on the alternative benchmark rate (on
which the hedge future cash flows are determined) when there is a change in basis for determining the contractual cash flows.
\u25aaFor hedges of groups of items (such as those forming part of a macro cash flow hedging strategy), the amendments provide relief for
items within a designated group of items that are amended for changes directly required by the reform.
\u25aaIn respect of whether a risk component of a hedged item is separately identifiable, the amendments provide temporary relief to
entities to meet this requirement when an alternative risk free rate (RFR) financial instrument is designated as a risk component.
These amendments allow the Group upon designation of the hedge to assume that the separately identifiable requirement is met if
the Group reasonably expects the RFR risk will become separately identifiable within the next 24 months. The Group applies this relief
to each RFR on a rate-by-rate basis and starts when the Group first designates the RFR as a non-contractually specified risk
component.
Fair value hedge accounting
Changes in fair value of derivatives that qualify and are designated as fair value hedges are recorded in the income statement, together
with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk. The fair value changes adjust the
carrying value of the hedged asset or liability held at amortised cost.
If hedge relationships no longer meet the criteria for hedge accounting, hedge accounting is discontinued. For fair value hedges of
interest rate risk, the fair value adjustment to the hedged item is amortised to the income statement over the period to maturity of the
previously designated hedge relationship using the effective interest method. If the hedged item is sold or repaid, the unamortised fair
value adjustment is recognised immediately in the income statement. For items classified as fair value through other comprehensive
income, the hedge accounting adjustment is included in other comprehensive income.
Cash flow hedge accounting
For qualifying cash flow hedges, the fair value gain or loss associated with the effective portion of the cash flow hedge is recognised
initially in other comprehensive income, and then recycled to the income statement in the periods when the hedged item will affect
profit or loss. Any ineffective portion of the gain or loss on the hedging instrument is recognised in the income statement immediately.
When a hedging instrument expires or is sold, or when a hedge no longer meets the criteria for hedge accounting, any cumulative gain
or loss existing in equity at that time remains in equity and is recognised when the hedged item is ultimately recognised in the income
statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that was recognised in equity is
immediately transferred to the income statement.
Hedges of net investments
The Group\u2019s net investments in foreign operations, including monetary items accounted for as part of the net investment, are hedged
for foreign currency risks using both derivatives and foreign currency borrowings. Hedges of net investments are accounted for
similarly to cash flow hedges; the effective portion of the gain or loss on the hedging instrument is being recognised directly in other
comprehensive income and the ineffective portion being recognised immediately in the income statement. The cumulative gain or loss
recognised in other comprehensive income is recognised in the income statement on the disposal or partial disposal of the foreign
operation, or other reductions in the Group\u2019s investment in the operation.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForHedgingExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDEvZnJhZzoyNTk3ZWZkMmNiZjU0ZGE1ODU5NDk5OWM0ZWM5MzhjYy90ZXh0cmVnaW9uOjI1OTdlZmQyY2JmNTRkYTU4NTk0OTk5YzRlYzkzOGNjXzEzNzk4ODcwOTMyNjgwMg_d915037f-3dc7-4d47-bc35-12f8cf5b0feb": {
"value": "Fair value of financial instruments
Accounting for financial assets and liabilities \u2013 fair values
Financial instruments that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at
fair value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if
the financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling. Subsequent changes in fair value for these instruments are
recognised in the income statement in net investment income, except if reporting it in trading income reduces an accounting
mismatch.
All financial instruments are initially recognised at fair value on the date of initial recognition (including transaction costs, other than
financial instruments held at fair value through profit or loss) and depending on the subsequent classification of the financial asset or
liability, may continue to be held at fair value either through profit or loss or other comprehensive income. The fair value of a financial
instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market
participants at the measurement date.
Wherever possible, fair value is determined by reference to a quoted market price for that instrument. For many of the Group\u2019s financial
assets and liabilities, especially derivatives, quoted prices are not available and valuation models are used to estimate fair value. The
models calculate the expected cash flows under the terms of each specific contract and then discount these values back to a present
value. These models use as their basis independently sourced market inputs including, for example, interest rate yield curves, equities
and commodities prices, option volatilities and currency rates.
For financial liabilities measured at fair value, the carrying amount reflects the effect on fair value of changes in own credit spreads
derived from observable market data such as in primary issuance and redemption activity for structured notes.
On initial recognition, it is presumed that the transaction price is the fair value unless there is observable information available in an
active market to the contrary. The best evidence of an instrument\u2019s fair value on initial recognition is typically the transaction price.
However, if fair value can be evidenced by comparison with other observable current market transactions in the same instrument, or is
based on a valuation technique whose inputs include only data from observable markets, then the instrument should be recognised at
the fair value derived from such observable market data.
For valuations that have made use of unobservable inputs, the difference between the model valuation and the initial transaction price
(Day one profit) is recognised in profit or loss either: on a straight-line basis over the term of the transaction; or over the period until all
model inputs will become observable where appropriate; or released in full when previously unobservable inputs become observable.
Various factors influence the availability of observable inputs and these may vary from product to product and change over time.
Factors include the depth of activity in the relevant market, the type of product, whether the product is new and not widely traded in the
marketplace, the maturity of market modelling and the nature of the transaction (bespoke or generic). To the extent that valuation is
based on models or inputs that are not observable in the market, the determination of fair value can be more subjective, dependent on
the significance of the unobservable input to the overall valuation. Unobservable inputs are determined based on the best information
available, for example by reference to similar assets, similar maturities or other analytical techniques.
The sensitivity of valuations used in the financial statements to possible changes in significant unobservable inputs is shown on page
Critical accounting estimates and judgements
The valuation of financial instruments often involves a significant degree of judgement and complexity, in particular where valuation
models make use of unobservable inputs (\u2018Level 3\u2019 assets and liabilities). This note provides information on these instruments, including
the related unrealised gains and losses recognised in the period, a description of significant valuation techniques and unobservable
inputs, and a sensitivity analysis.
Climate-related risks are assumed to be included in the fair values of assets and liabilities traded in active markets.
Valuation
IFRS 13 Fair value measurement requires an entity to classify its assets and liabilities according to a hierarchy that reflects the
observability of significant market inputs. The three levels of the fair value hierarchy are defined below with judgement applied in
determining the boundary between Level 2 and 3 classification.
Quoted market prices \u2013 Level 1
Assets and liabilities are classified as Level 1 if their value is observable in an active market. Such instruments are valued by reference to
unadjusted quoted prices for identical assets or liabilities in active markets where the quoted price is readily available, and the price
represents actual and regularly occurring market transactions. An active market is one in which transactions occur with sufficient
volume and frequency to provide pricing information on an ongoing basis.
Valuation technique using observable inputs \u2013 Level 2
Assets and liabilities classified as Level 2 have been valued using models whose inputs are observable either directly or indirectly.
Valuations based on observable inputs include assets and liabilities such as swaps and forwards which are valued using market standard
pricing techniques, and options that are commonly traded in markets where all the inputs to the market standard pricing models are
observable.
Valuation technique using significant unobservable inputs \u2013 Level 3
Assets and liabilities are classified as Level 3 if their valuation incorporates significant inputs that are not based on observable market
data (unobservable inputs). A valuation input is considered observable if it can be directly observed from transactions in an active
market, or if there is compelling external evidence demonstrating an executable exit price. Unobservable input levels are generally
determined via reference to observable inputs, historical observations or using other analytical techniques.
The following table shows the Group\u2019s assets and liabilities that are held at fair value disaggregated by valuation technique (fair value
hierarchy) and balance sheet classification:
| | | | | | | | |
Assets and liabilities held at fair value | |
| | |
| Valuation technique using | Valuation technique using |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Financial assets at fair value through the income statement | | | | | | | | |
Derivative financial assets | | | | | | | | |
Financial assets at fair value through other comprehensive income | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Trading portfolio liabilities | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | |
Derivative financial liabilities | | | | | | | | |
| | | | | | | | |
The following table shows the Group\u2019s Level 3 assets and liabilities that are held at fair value disaggregated by product type:
| | | | |
Level 3 assets and liabilities held at fair value by product type |
| | |
| | | | |
| | | | |
Interest rate derivatives | | | | |
Foreign exchange derivatives | | | | |
| | | | |
| | | | |
| | | | |
Reverse repurchase and repurchase agreements | | | | |
| | | | |
Private equity investments | | | | |
| | | | |
| | | | |
Notes
aThe derivative financial instruments are represented on a net basis. On a gross basis, derivative financial assets are \u00a35,174m (2021: \u00a34,010m) and derivative financial liabilities are \u00a36,363m (2021:
\u00a36,059m).
b\u00a0 \u00a0 Trading income represents gains and (losses) on level 3 financial instruments which in the majority are offset by losses and gains on financial instruments disclosed in level 2.
Unrealised gains and losses on Level 3 financial assets and liabilities
The following table discloses the unrealised gains and losses recognised in the year arising on Level 3 financial assets and liabilities held
at year end.
| | | | | | | | |
Unrealised gains and (losses) recognised during the period on Level 3 assets and liabilities held at year end |
| | |
| | Other compre- hensive income | | | Other compre- hensive income | |
| | | | |
| | | | | | | | |
| | | | | | | | |
Financial assets at fair value through the income statement | | | | | | | | |
Fair value through other comprehensive income | | | | | | | | |
| | | | | | | | |
Trading portfolio liabilities | | | | | | | | |
Financial liabilities designated at fair value | | | | | | | | |
Net derivative financial instruments | | | | | | | | |
| | | | | | | | |
Note
aTrading income represents gains and (losses) on level 3 financial instruments which in the majority are offset by losses and gains on financial instruments disclosed in level 2.
Significant unobservable inputs
The following table discloses the valuation techniques and significant unobservable inputs for material products recognised at fair value
and classified as Level 3 along with the range of values used for those significant unobservable inputs:
| | | | | | | |
| | Significant unobservable inputs | | | |
| | | | | |
Derivative financial instrumentsc | | | | | | | |
Interest rate derivatives | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | Equity - equity correlation | | | | | |
| | | | | | | |
Foreign exchange derivatives | | | | | | | |
| | | | | | | |
Non-derivative financial instruments | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Private equity investments | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Commercial Real Estate loans | | | | | | | |
Reverse repurchase and repurchase agreements | | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Notes
aA range has not been provided for Net Asset Value as there would be a wide range reflecting the diverse nature of the positions.
b\u00a0 \u00a0 The units used to disclose ranges for significant unobservable inputs are percentages, points and basis points. Points are a percentage of par; for example, 100 points equals 100% of par. A basis point
equals 1/100th of 1%; for example, 150 basis points equals 1.5%.
cCertain derivative instruments are classified as Level 3 due to a significant unobservable credit spread input into the calculation of the Credit Valuation Adjustment for the instruments. The range of
significant unobservable credit spreads is between 17-2159bps (2021: 32-1,848bps).
The following section describes the significant unobservable inputs identified in the table above, and the sensitivity of fair value
measurement of the instruments categorised as Level 3 assets or liabilities to increases in significant unobservable inputs. Where
sensitivities are described, the inverse relationship will also generally apply.
Where reliable interrelationships can be identified between significant unobservable inputs used in fair value measurement, a
description of those interrelationships is included below.
Forwards
A price or rate that is applicable to a financial transaction that will take place in the future.
In general, a significant increase in a forward in isolation will result in a fair value increase for the contracted receiver of the underlying
(currency, bond, commodity, etc.), but the sensitivity is dependent on the specific terms of the instrument.
Credit spread
Credit spreads typically represent the difference in yield between an instrument and a benchmark security or reference rate. Credit
spreads reflect the additional yield that a market participant demands for taking on exposure to the credit risk of an instrument and
form part of the yield used in a discounted cash flow calculation.
In general, a significant increase in credit spread in isolation will result in a movement in a fair value decrease for a cash asset.
For a derivative instrument, a significant increase in credit spread in isolation can result in a fair value increase or decrease depending on
the specific terms of the instrument.
Volatility
Volatility is a measure of the variability or uncertainty in return for a given derivative underlying. It is an estimate of how much a particular
underlying instrument input or index will change in value over time. In general, volatilities are implied from observed option prices. For
unobservable options the implied volatility may reflect additional assumptions about the nature of the underlying risk, and the strike/
maturity profile of a specific contract.
In general a significant increase in volatility in isolation will result in a fair value increase for the holder of a simple option, but the
sensitivity is dependent on the specific terms of the instrument.
There may be interrelationships between unobservable volatilities and other unobservable inputs (e.g. when equity prices fall, implied
equity volatilities generally rise) but these are generally specific to individual markets and may vary over time.
Correlation
Correlation is a measure of the relationship between the movements of two variables. Correlation can be a significant input into
valuation of derivative contracts with more than one underlying instrument. Credit correlation generally refers to the correlation
between default processes for the separate names that make up the reference pool of a CDO structure.
A significant increase in correlation in isolation can result in a fair value increase or decrease depending on the specific terms of the
instrument.
Comparable price
Comparable instrument prices are used in valuation by calculating an implied yield (or spread over a liquid benchmark) from the price of a
comparable observable instrument, then adjusting that yield (or spread) to account for relevant differences such as maturity or credit
quality. Alternatively, a price-to-price basis can be assumed between the comparable and unobservable instruments in order to
establish a value.
Non-asset backed loans includes a portfolio of loans extended to clients within the Group\u2019s leveraged finance business. Leveraged
finance loans are originated where Barclays provide financing commitments to clients to facilitate strategic transactions such as
leverage buyouts and acquisitions. The sensitivity of the portfolio to unobservable inputs is judgmental reflecting their illiquid nature and
the significance of unobservable price inputs to the valuation.
In general, a significant increase in comparable price in isolation will result in an increase in the price of the unobservable instrument. For
derivatives, a change in the comparable price in isolation can result in a fair value increase or decrease depending on the specific terms
of the instrument.
Loan spread
Loan spreads typically represent the difference in yield between an instrument and a benchmark security or reference rate. Loan
spreads typically reflect credit quality, the level of comparable assets such as gilts and other factors, and form part of the yield used in a
discounted cash flow calculation.
Non-asset backed loans contains a portfolio primarily consisting of long-dated fixed rate loans extended to counterparties in the UK
Education, Social Housing and Local Authority sectors (ESHLA). The loans are categorised as Level 3 in the fair value hierarchy due to
their illiquid nature and the significance of unobservable loan spreads to the valuation. Valuation uncertainty arises from the long-dated
nature of the portfolio, the lack of secondary market in the loans and the lack of observable loan spreads. The majority of ESHLA loans
are to borrowers in heavily regulated sectors that are considered extremely low credit risk, and have a history of near zero defaults since
inception. While the overall loan spread range is from 50bps to 589bps (2021: 31bps to 1,552bps), the vast majority of spreads are
concentrated towards the bottom end of this range, with 88% of the loan notional being valued with spreads less than 200bps
consistently for both years.
In general, a significant increase in loan spreads in isolation will result in a fair value decrease for a loan.
EBITDA multiple
EBITDA multiple is the ratio of the valuation of the investment to the earnings before interest, taxes, depreciation and amortisation.
In general, a significant increase in the multiple will result in a fair value increase for an investment.
Earnings multiple
Earnings or Revenue multiple is the ratio of the valuation of the investment to the earnings or revenue. In general, a significant increase
in the multiple will result in a fair value increase for an investment.
| | | | | | | | |
Sensitivity analysis of valuations using unobservable inputs |
| | |
| | | | |
| | | | | | | | |
| | | | | | | | |
Interest rate derivatives | | | | | | | | |
Foreign exchange derivatives | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Private equity investments | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Note
aOther includes asset backed loans, equity cash products and funds and fund-linked products
The effect of stressing unobservable inputs to a range of reasonably possible alternatives, alongside considering the impact of using
alternative models, would be to increase fair values by up to \u00a31,076m (2021: \u00a3880m) or to decrease fair values by up to \u00a31,328m (2021:
\u00a31,005m) with substantially all the potential effect impacting profit and loss rather than reserves.
Fair value adjustments
Key balance sheet valuation adjustments are quantified below:
| | |
| | |
| | |
Exit price adjustments derived from market bid-offer spreads | | |
Uncollateralised derivative funding | | |
Derivative credit valuation adjustments | | |
Derivative debit valuation adjustments | | |
Exit price adjustments derived from market bid-offer spreads
The Group uses mid-market pricing where it is a market maker and has the ability to transact at, or better than, mid price (which is the
case for certain equity, bond and vanilla derivative markets). For other financial assets and liabilities, bid-offer adjustments are recorded
to reflect the exit level for the expected close out strategy. The methodology for determining the bid-offer adjustment for a derivative
portfolio involves calculating the net risk exposure by offsetting long and short positions by strike and term in accordance with the risk
management and hedging strategy.
Bid-offer levels are generally derived from market quotes such as broker data. Less liquid instruments may not have a directly
observable bid-offer level. In such instances, an exit price adjustment may be derived from an observable bid-offer level for a
comparable liquid instrument, or determined by calibrating to derivative prices, or by scenario or historical analysis.
Exit price adjustments derived from market bid-offer spreads have increased by \u00a371m to \u00a3(577)m.
Discounting approaches for derivative instruments
Collateralised
In line with market practice, the methodology for discounting collateralised derivatives takes into account the nature and currency of
the collateral that can be posted within the relevant credit support annex (CSA). The CSA aware discounting approach recognises the
\u2018cheapest to deliver\u2019 option that reflects the ability of the party posting collateral to change the currency of the collateral.
Uncollateralised
A fair value adjustment of \u00a3(11)m is applied to account for the impact of incorporating the cost of funding into the valuation of
uncollateralised and partially collateralised derivative portfolios and collateralised derivatives where the terms of the agreement do not
allow the rehypothecation of collateral received. This adjustment is referred to as the Uncollateralised derivative funding.
Uncollateralised derivative funding has decreased by \u00a3116m to \u00a3(11)m as a result of underlying moves in the exposure profile of the
derivative portfolio in scope.
Derivative credit and debit valuation adjustments
Derivative credit valuation adjustments and Derivative debit valuation adjustments are incorporated into derivative valuations to reflect
the impact on fair value of counterparty credit risk and Barclays\u2019 own credit quality respectively. These adjustments are calculated for
uncollateralised and partially collateralised derivatives across all asset classes. Derivative credit valuation adjustments and Derivative
debit valuation adjustments are calculated using estimates of exposure at default, probability of default and recovery rates, at a
counterparty level. Counterparties include (but are not limited to) corporates, sovereigns and sovereign agencies and supranationals.
Exposure at default is generally estimated through the simulation of underlying risk factors through approximating with a more vanilla
structure, or by using current or scenario-based mark to market as an estimate of future exposure.
Probability of default and recovery rate information is generally sourced from the CDS markets. Where this information is not available,
or considered unreliable, alternative approaches are taken based on mapping internal counterparty ratings onto historical or market-
based default and recovery information.
Derivative credit valuation adjustments increased by \u00a3107m to \u00a3(319)m as a result of widening input counterparty credit spreads.
Derivative debit valuation adjustments increased by \u00a3117m to \u00a3208m as a result of widening input own credit spreads.
Correlation between counterparty credit and underlying derivative risk factors, termed \u2018wrong-way,\u2019 or \u2018right-way\u2019 risk, is not
systematically incorporated into the derivative credit valuation adjustments calculation but is adjusted where the underlying exposure is
directly related to the counterparty.
Barclays continues to monitor market practices and activity to ensure the approach to uncollateralised derivative valuation remains
appropriate.
Portfolio exemptions
The Group uses the portfolio exemption in IFRS 13 Fair Value Measurement to measure the fair value of groups of financial assets and
liabilities. Instruments are measured using the price that would be received to sell a net long position (i.e. an asset) for a particular risk
exposure or to transfer a net short position (i.e. a liability) for a particular risk exposure in an orderly transaction between market
participants at the balance sheet date under current market conditions. Accordingly, the Group measures the fair value of the group of
financial assets and liabilities consistently with how market participants would price the net risk exposure at the measurement date.
Unrecognised gains as a result of the use of valuation models using unobservable inputs
The amount that has yet to be recognised in income that relates to the difference between the transaction price (the fair value at initial
recognition) and the amount that would have arisen had valuation models using unobservable inputs been used on initial recognition,
less amounts subsequently recognised, is \u00a3126m (2021: \u00a3133m) for financial instruments measured at fair value and \u00a3216m (2021:
\u00a3230m) for financial instruments carried at amortised cost. There are additions and FX gains of \u00a359m (2021: \u00a359m), and amortisation
and releases of \u00a366m (2021: \u00a342m) for financial instruments measured at fair value and additions of \u00a30m (2021: \u00a30m) and amortisation
and releases of \u00a314m (2021: \u00a317m) for financial instruments measured at amortised cost.
Third-party credit enhancements
Structured and brokered certificates of deposit issued by Barclays are insured up to $250,000 per depositor by the Federal Deposit
Insurance Corporation (FDIC) in the US. The FDIC is funded by premiums that Barclays and other banks pay for deposit insurance
coverage. The carrying value of these issued certificates of deposit that are designated under the IFRS 9 fair value option includes this
third party credit enhancement. The on-balance sheet value of these brokered certificates of deposit amounted to \u00a35,197m (2021:
\u00a3790m).
Comparison of carrying amounts and fair values for assets and liabilities not held at fair value
The following table summarises the fair value of financial assets and liabilities measured at amortised cost on the Group\u2019s balance
sheet:
| | | | | | | | | | |
| | |
| | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Loans and advances at amortised cost | | | | | | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
Deposits at amortised cost | | | | | | | | | | |
Repurchase agreements and other similar secured borrowing | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
The fair value is an estimate of the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction
between market participants at the measurement date. As a wide range of valuation techniques are available, it may not be appropriate
to directly compare this fair value information to independent market sources or other financial institutions. Different valuation
methodologies and assumptions can have a significant impact on fair values which are based on unobservable inputs.
Financial assets
The carrying value of financial assets held at amortised cost is determined in accordance with the relevant accounting policy in Note 19.
Loans and advances at amortised cost
The fair value of loans and advances, for the purpose of this disclosure, is derived from discounting expected cash flows in a way that
reflects the current market price for lending to issuers of similar credit quality. Where market data or credit information on the
underlying borrowers is unavailable, a number of proxy/extrapolation techniques are employed to determine the appropriate discount
rates. For 2022, the fair value is lower than carrying value mainly on fixed rate products driven by rising interest rates. The majority will be
part of a wider portfolio which includes fair valued instruments that are not presented in this table.
Reverse repurchase agreements and other similar secured borrowing
The fair value of reverse repurchase agreements approximates carrying amount as these balances are generally short dated and fully
collateralised.
Financial liabilities
The carrying value of financial liabilities held at amortised cost is determined in accordance with the accounting policy in Note 1.
Deposits at amortised cost
In many cases, the fair value disclosed approximates carrying value because the instruments are short term in nature or have interest
rates that reprice frequently, such as customer accounts and other deposits and short-term debt securities.
The fair value for deposits with longer-term maturities, mainly time deposits, are estimated using discounted cash flows applying either
market rates or current rates for deposits of similar remaining maturities. Consequently, the fair value discount is minimal.
Repurchase agreements and other similar secured borrowing
The fair value of repurchase agreements approximates carrying amounts as these balances are generally short dated.
Debt securities in issue
Fair values of other debt securities in issue are based on quoted prices where available, or where the instruments are short dated,
carrying amount approximates fair value.
Subordinated liabilities
Fair values for dated and undated convertible and non-convertible loan capital are based on quoted market rates for the issuer
concerned or issuers with similar terms and conditions.
",
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDEvZnJhZzoyNTk3ZWZkMmNiZjU0ZGE1ODU5NDk5OWM0ZWM5MzhjYy90ZXh0cmVnaW9uOjI1OTdlZmQyY2JmNTRkYTU4NTk0OTk5YzRlYzkzOGNjXzEzNzk4ODcwOTMyNjgwNA_27ae1eb3-76e4-4077-bdcd-e148062a4853": {
"value": "
Financial instruments that are held for trading are recognised at fair value through profit or loss. In addition, financial assets are held at
fair value through profit or loss if they do not contain contractual terms that give rise on specified dates to cash flows that are SPPI, or if
the financial asset is not held in a business model that is either (i) a business model to collect the contractual cash flows or (ii) a business
model that is achieved by both collecting contractual cash flows and selling. Subsequent changes in fair value for these instruments are
recognised in the income statement in net investment income, except if reporting it in trading income reduces an accounting
mismatch.
All financial instruments are initially recognised at fair value on the date of initial recognition (including transaction costs, other than
financial instruments held at fair value through profit or loss) and depending on the subsequent classification of the financial asset or
liability, may continue to be held at fair value either through profit or loss or other comprehensive income. The fair value of a financial
instrument is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market
participants at the measurement date.
Wherever possible, fair value is determined by reference to a quoted market price for that instrument. For many of the Group\u2019s financial
assets and liabilities, especially derivatives, quoted prices are not available and valuation models are used to estimate fair value. The
models calculate the expected cash flows under the terms of each specific contract and then discount these values back to a present
value. These models use as their basis independently sourced market inputs including, for example, interest rate yield curves, equities
and commodities prices, option volatilities and currency rates.
For financial liabilities measured at fair value, the carrying amount reflects the effect on fair value of changes in own credit spreads
derived from observable market data such as in primary issuance and redemption activity for structured notes.
On initial recognition, it is presumed that the transaction price is the fair value unless there is observable information available in an
active market to the contrary. The best evidence of an instrument\u2019s fair value on initial recognition is typically the transaction price.
However, if fair value can be evidenced by comparison with other observable current market transactions in the same instrument, or is
based on a valuation technique whose inputs include only data from observable markets, then the instrument should be recognised at
the fair value derived from such observable market data.
For valuations that have made use of unobservable inputs, the difference between the model valuation and the initial transaction price
(Day one profit) is recognised in profit or loss either: on a straight-line basis over the term of the transaction; or over the period until all
model inputs will become observable where appropriate; or released in full when previously unobservable inputs become observable.
Various factors influence the availability of observable inputs and these may vary from product to product and change over time.
Factors include the depth of activity in the relevant market, the type of product, whether the product is new and not widely traded in the
marketplace, the maturity of market modelling and the nature of the transaction (bespoke or generic). To the extent that valuation is
based on models or inputs that are not observable in the market, the determination of fair value can be more subjective, dependent on
the significance of the unobservable input to the overall valuation. Unobservable inputs are determined based on the best information
available, for example by reference to similar assets, similar maturities or other analytical techniques.
The sensitivity of valuations used in the financial statements to possible changes in significant unobservable inputs is shown on page
Critical accounting estimates and judgements
The valuation of financial instruments often involves a significant degree of judgement and complexity, in particular where valuation
models make use of unobservable inputs (\u2018Level 3\u2019 assets and liabilities). This note provides information on these instruments, including
the related unrealised gains and losses recognised in the period, a description of significant valuation techniques and unobservable
inputs, and a sensitivity analysis.
Climate-related risks are assumed to be included in the fair values of assets and liabilities traded in active markets.
",
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},
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"value": "
Valuation
IFRS 13 Fair value measurement requires an entity to classify its assets and liabilities according to a hierarchy that reflects the
observability of significant market inputs. The three levels of the fair value hierarchy are defined below with judgement applied in
determining the boundary between Level 2 and 3 classification.
Quoted market prices \u2013 Level 1
Assets and liabilities are classified as Level 1 if their value is observable in an active market. Such instruments are valued by reference to
unadjusted quoted prices for identical assets or liabilities in active markets where the quoted price is readily available, and the price
represents actual and regularly occurring market transactions. An active market is one in which transactions occur with sufficient
volume and frequency to provide pricing information on an ongoing basis.
Valuation technique using observable inputs \u2013 Level 2
Assets and liabilities classified as Level 2 have been valued using models whose inputs are observable either directly or indirectly.
Valuations based on observable inputs include assets and liabilities such as swaps and forwards which are valued using market standard
pricing techniques, and options that are commonly traded in markets where all the inputs to the market standard pricing models are
observable.
Valuation technique using significant unobservable inputs \u2013 Level 3
Assets and liabilities are classified as Level 3 if their valuation incorporates significant inputs that are not based on observable market
data (unobservable inputs). A valuation input is considered observable if it can be directly observed from transactions in an active
market, or if there is compelling external evidence demonstrating an executable exit price. Unobservable input levels are generally
determined via reference to observable inputs, historical observations or using other analytical techniques.
",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDQvZnJhZzoxZjUxYTljMWE3OWE0MWUwYmQzZjRjYWY2ODdkZGE2Yy90ZXh0cmVnaW9uOjFmNTFhOWMxYTc5YTQxZTBiZDNmNGNhZjY4N2RkYTZjXzEzNzk4ODcwOTI5MjgwMw_f71d4415-5bda-4fb3-8cfe-b1c3206a35a5": {
"value": "
In accordance with IAS 32 Financial Instruments: Presentation, the Group reports financial assets and financial liabilities on a net basis on
the balance sheet only if there is a legally enforceable right to set-off the recognised amounts and there is intention to settle on a net
basis, or to realise the asset and settle the liability simultaneously. The following table shows the impact of netting arrangements on:
\u25aaall financial assets and liabilities that are reported net on the balance sheet
\u25aaall derivative financial instruments and reverse repurchase and repurchase agreements and other similar secured lending and
borrowing agreements that are subject to enforceable master netting arrangements or similar agreements, but do not qualify for
balance sheet netting.
",
"dimensions": {
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDcvZnJhZzo3MjZiNGQwYTUxNDQ0ZmMyOWFlNmQ0NjAwZDZhZjU3Yi90ZXh0cmVnaW9uOjcyNmI0ZDBhNTE0NDRmYzI5YWU2ZDQ2MDBkNmFmNTdiXzEzNzk4ODcwOTMwNDM1OQ_123ae898-f20b-4bb8-a938-c017a950d386": {
"value": "
Accounting for loans and advances and deposits held at amortised cost
Loans and advances to customers and banks, customer accounts, debt securities and most financial liabilities, are held at amortised
cost. That is, the initial fair value (which is normally the amount advanced or borrowed) is adjusted for repayments and the amortisation
of coupon, fees and expenses to represent the effective interest rate of the asset or liability. Balances deferred on-balance sheet as
effective interest rate adjustments are amortised to interest income over the life of the financial instrument to which they relate.
Financial assets that are held in a business model to collect the contractual cash flows and that contain contractual terms that give rise
on specified dates to cash flows that are SPPI, are measured at amortised cost. The carrying value of these financial assets at initial
recognition includes any directly attributable transaction costs. Refer to Note 1 for details on \u2018solely payments of principal and interest\u2019.
In determining whether the business model is a \u2018hold to collect\u2019 model, the objective of the business model must be to hold the financial
asset to collect contractual cash flows rather than holding the financial asset for trading or short-term profit taking purposes. While the
objective of the business model must be to hold the financial asset to collect contractual cash flows this does not mean the Group is
required to hold the financial assets until maturity. When determining if the business model objective is to collect contractual cash flows
the Group will consider past sales and expectations about future sales.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForLoansAndReceivablesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDcvZnJhZzo3MjZiNGQwYTUxNDQ0ZmMyOWFlNmQ0NjAwZDZhZjU3Yi90ZXh0cmVnaW9uOjcyNmI0ZDBhNTE0NDRmYzI5YWU2ZDQ2MDBkNmFmNTdiXzEzNzk4ODcwOTMwNDM2MA_1206572b-051a-40a3-acf5-5645e323dce0": {
"value": "
| | |
Loans and advances and deposits at amortised cost | | |
| | |
| | |
Loans and advances at amortised cost to banks | | |
Loans and advances at amortised cost to customers | | |
Debt securities at amortised cost | | |
Total loans and advances at amortised cost | | |
| | |
Deposits at amortised cost from banks | | |
Deposits at amortised cost from customers | | |
Total deposits at amortised cost | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfDepositsFromCustomersExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDcvZnJhZzo3MjZiNGQwYTUxNDQ0ZmMyOWFlNmQ0NjAwZDZhZjU3Yi90ZXh0cmVnaW9uOjcyNmI0ZDBhNTE0NDRmYzI5YWU2ZDQ2MDBkNmFmNTdiXzEzNzk4ODcwOTMwNDM2MA_46b951d1-cb0a-474e-848c-c99017b071d4": {
"value": "
| | |
Loans and advances and deposits at amortised cost | | |
| | |
| | |
Loans and advances at amortised cost to banks | | |
Loans and advances at amortised cost to customers | | |
Debt securities at amortised cost | | |
Total loans and advances at amortised cost | | |
| | |
Deposits at amortised cost from banks | | |
Deposits at amortised cost from customers | | |
Total deposits at amortised cost | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfDepositsFromBanksExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDcvZnJhZzo3MjZiNGQwYTUxNDQ0ZmMyOWFlNmQ0NjAwZDZhZjU3Yi90ZXh0cmVnaW9uOjcyNmI0ZDBhNTE0NDRmYzI5YWU2ZDQ2MDBkNmFmNTdiXzEzNzk4ODcwOTMwNDM2MA_ad491253-28f0-408a-9a2e-7bf218686922": {
"value": "
| | |
Loans and advances and deposits at amortised cost | | |
| | |
| | |
Loans and advances at amortised cost to banks | | |
Loans and advances at amortised cost to customers | | |
Debt securities at amortised cost | | |
Total loans and advances at amortised cost | | |
| | |
Deposits at amortised cost from banks | | |
Deposits at amortised cost from customers | | |
Total deposits at amortised cost | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfLoansAndAdvancesToCustomersExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NDcvZnJhZzo3MjZiNGQwYTUxNDQ0ZmMyOWFlNmQ0NjAwZDZhZjU3Yi90ZXh0cmVnaW9uOjcyNmI0ZDBhNTE0NDRmYzI5YWU2ZDQ2MDBkNmFmNTdiXzEzNzk4ODcwOTMwNDM2MA_bda866fe-ce8e-4e5e-8f89-22d188019d33": {
"value": "
| | |
Loans and advances and deposits at amortised cost | | |
| | |
| | |
Loans and advances at amortised cost to banks | | |
Loans and advances at amortised cost to customers | | |
Debt securities at amortised cost | | |
Total loans and advances at amortised cost | | |
| | |
Deposits at amortised cost from banks | | |
Deposits at amortised cost from customers | | |
Total deposits at amortised cost | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfLoansAndAdvancesToBanksExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTAvZnJhZzpiMjRmMzIzZGY1ZDg0MjMyYTY2ZWRmN2U4NDhlYWI5MC90ZXh0cmVnaW9uOmIyNGYzMjNkZjVkODQyMzJhNjZlZGY3ZTg0OGVhYjkwXzEzNzk4ODcwOTI4OTQ2OA_39dc62b5-41e8-4af7-8f52-14d3e702d773": {
"value": "Property, plant and equipment
Accounting for property, plant and equipment
The Group applies IAS 16 Property Plant and Equipment and IAS 40 Investment Properties.
Property, plant and equipment is stated at cost, which includes direct and incremental acquisition costs less accumulated depreciation
and provisions for impairment, if required. Subsequent costs are capitalised if these result in enhancement of the asset.
Depreciation is provided on the depreciable amount of items of property, plant and equipment on a straight-line basis over their
estimated useful economic lives. Depreciation rates, methods and the residual values underlying the calculation of depreciation of
items of property, plant and equipment are kept under review to take account of any change in circumstances. The Group uses the
following annual rates in calculating depreciation:
| |
Annual rates in calculating depreciation | |
| |
Freehold buildings and long-leasehold property (more than 50 years to run) | |
Leasehold property over the remaining life of the lease (less than 50 years to run) | Over the remaining life of the lease |
Costs of adaptation of freehold and leasehold property | |
Equipment installed in freehold and leasehold property | |
Computers and similar equipment | |
Fixtures and fittings and other equipment | |
Costs of adaptation and installed equipment are depreciated over the shorter of the life of the lease or the depreciation rates noted in
the table above.
Investment property
The Group initially recognises investment property at cost, and subsequently at fair value at each balance sheet date, reflecting market
conditions at the reporting date. Gains and losses on remeasurement are included in the income statement.
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
Accumulated depreciation and impairment | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
Accumulated depreciation and impairment | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
| | | | | |
Costs of adaptation and installed equipment are depreciated over the shorter of the life of the lease or the depreciation rates noted in
the table above.
Investment property
The Group initially recognises investment property at cost, and subsequently at fair value at each balance sheet date, reflecting market
conditions at the reporting date. Gains and losses on remeasurement are included in the income statement.
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
Accumulated depreciation and impairment | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
Accumulated depreciation and impairment | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Exchange and other movements | | | | | |
| | | | | |
| | | | | |
Costs of adaptation and installed equipment are depreciated over the shorter of the life of the lease or the depreciation rates noted in
the table above.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForPropertyPlantAndEquipmentExplanatory",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTAvZnJhZzpiMjRmMzIzZGY1ZDg0MjMyYTY2ZWRmN2U4NDhlYWI5MC90ZXh0cmVnaW9uOmIyNGYzMjNkZjVkODQyMzJhNjZlZGY3ZTg0OGVhYjkwXzEzNzk4ODcwOTI4OTQ3MA_e5ef9918-6fc7-483f-b831-b55cfe9678cc": {
"value": "
Depreciation is provided on the depreciable amount of items of property, plant and equipment on a straight-line basis over their
estimated useful economic lives. Depreciation rates, methods and the residual values underlying the calculation of depreciation of
items of property, plant and equipment are kept under review to take account of any change in circumstances. The Group uses the
following annual rates in calculating depreciation:
| |
Annual rates in calculating depreciation | |
| |
Freehold buildings and long-leasehold property (more than 50 years to run) | |
Leasehold property over the remaining life of the lease (less than 50 years to run) | Over the remaining life of the lease |
Costs of adaptation of freehold and leasehold property | |
Equipment installed in freehold and leasehold property | |
Computers and similar equipment | |
Fixtures and fittings and other equipment | |
Costs of adaptation and installed equipment are depreciated over the shorter of the life of the lease or the depreciation rates noted in
the table above.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForDepreciationExpenseExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTAvZnJhZzpiMjRmMzIzZGY1ZDg0MjMyYTY2ZWRmN2U4NDhlYWI5MC90ZXh0cmVnaW9uOmIyNGYzMjNkZjVkODQyMzJhNjZlZGY3ZTg0OGVhYjkwXzEzNzk4ODcwOTI4OTQ3NA_820bb6b4-60bf-4412-a965-eb740bb1b955": {
"value": "
Investment property
The Group initially recognises investment property at cost, and subsequently at fair value at each balance sheet date, reflecting market
conditions at the reporting date. Gains and losses on remeasurement are included in the income statement.
",
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"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTMvZnJhZzo1Y2MyZDZiNGExZjg0N2U5YjQxMzRkZGI0OWViNzViYS90ZXh0cmVnaW9uOjVjYzJkNmI0YTFmODQ3ZTliNDEzNGRkYjQ5ZWI3NWJhXzEzNzk4ODcwOTI5Mjg5NA_8ff02c9e-d114-40e7-9009-901a03f8a542": {
"value": "Leases
Accounting for leases
IFRS 16 applies to all leases with the exception of licences of intellectual property, rights held by licensing agreements within the scope
of IAS 38 Intangible Assets, service concession arrangements, leases of biological assets within the scope of IAS 41 Agriculture and
leases of minerals, oil, natural gas and similar non-regenerative resources. IFRS 16 includes an accounting policy choice for a lessee to elect
not to apply IFRS 16 to remaining assets within the scope of IAS 38 Intangible Assets which the Group has decided to apply.
When the Group is the lessee, it is required to recognise both:
\u25aaA lease liability, measured at the present value of remaining cash flows on the lease, and
\u25aaA right of use (ROU) asset, measured at the amount of the initial measurement of the lease liability, plus any lease payments made
prior to commencement date, initial direct costs, and estimated costs of restoring the underlying asset to the condition required by
the lease, less any lease incentives received.
Subsequently the lease liability will increase for the accrual of interest, resulting in a constant rate of return throughout the life of the
lease, and reduce when payments are made. The right of use asset will amortise to the income statement over the life of the lease. The
lease liability is remeasured when there is a change in one of the following:
\u25aaFuture lease payments arising from a change in an index or rate;
\u25aaThe Group\u2019s estimate of the amount expected to be payable under a residual value guarantee; or
\u25aaThe Group\u2019s assessment of whether it will exercise a purchase, extension or termination option.
When the lease liability is remeasured, a corresponding adjustment is made to the carrying amount of the ROU asset, or is recorded in
the income statement if the carrying amount of the ROU asset has been reduced to nil.
On the balance sheet, the ROU assets are included within property, plant and equipment and the lease liabilities are included within
other liabilities.
The Group applies the recognition exemption in IFRS 16 for leases with a term not exceeding 12 months. For these leases the lease
payments are recognised as an expense on a straight line basis over the lease term unless another systematic basis is more
appropriate.
When the Group is the lessor, the lease must be classified as either a finance lease or an operating lease. A finance lease is a lease which
confers substantially all the risks and rewards of the leased assets on the lessee. An operating lease is a lease where substantially all of
the risks and rewards of the leased asset remain with the lessor.
When the lease is deemed a finance lease, the leased asset is not held on the balance sheet; instead a finance lease receivable is
recognised representing the minimum lease payments receivable under the terms of the lease, discounted at the rate of interest
implicit in the lease.
When the lease is deemed an operating lease, the lease income is recognised on a straight-line basis over the period of the lease unless
another systematic basis is more appropriate. The Group holds the leased assets on balance sheet within property, plant and
equipment.
As a Lessor
Finance lease receivables are included within loans and advances at amortised cost.
The following table sets out a maturity analysis of lease receivables, showing the lease payments to be received after the reporting
date.
| | | | | | | | |
| | |
| Gross investment in finance lease receivables | | Present value of minimum lease payments receivable | Unguaranteed residual values | Gross investment in finance lease receivables | | Present value of minimum lease payments receivable | Unguaranteed residual values |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
As a Lessee
The Group leases various offices, branches and other premises under non-cancellable lease arrangements to meet its operational
business requirements. In some instances, Barclays will sublease property to third parties when it is no longer needed to meet business
requirements. Currently, Barclays does not have any material subleasing arrangements.
ROU asset balances relate to property leases only. Refer to Note 20 for the carrying amount of ROU assets.
The total expenses recognised during the year for short term leases were \u00a31m (2021: \u00a33m). The portfolio of short term leases to which
Barclays is exposed at the end of the year is not dissimilar to the expenses recognised in the year.
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
Exchange and other movements | | |
As at 31 December (see Note 23) | | |
The below table sets out a maturity analysis of undiscounted lease liabilities, showing the lease payments after the reporting date.
| | |
Undiscounted lease liabilities maturity analysis | | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
Total undiscounted lease liabilities as at 31 December | | |
In addition to the cash flows identified above, Barclays is exposed to:
\u25aaVariable lease payments: This variability will typically arise from either inflation index instruments or market-based pricing
adjustments. Currently, Barclays has 401 (2021: 609) leases out of the total 896 (2021: 1,111) leases which have variable lease
payment terms based on market-based pricing adjustments. Of the gross cash flows identified above, \u00a31,087m (2021: \u00a31,196m) is
attributable to leases with some degree of variability predominately linked to market-based pricing adjustments.
\u25aaExtension and termination options: The table above represents Barclays' best estimate of future cash outflows for leases, including
assumptions regarding the exercising of contractual extension and termination options. The above gross cash flows have been
reduced by \u00a3516m (2021: \u00a3434m) for leases where Barclays is highly expected to exercise an early termination option. However,
there is no significant impact where Barclays is expected to exercise an extension option.
In 2022, the Group recorded a one-off gain of \u00a388m from sale and leaseback (2021: \u00a333m).
The\u00a0 Group does not have any restrictions or covenants imposed by the lessor on its property leases which restrict its businesses.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfLeasesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTMvZnJhZzo1Y2MyZDZiNGExZjg0N2U5YjQxMzRkZGI0OWViNzViYS90ZXh0cmVnaW9uOjVjYzJkNmI0YTFmODQ3ZTliNDEzNGRkYjQ5ZWI3NWJhXzEzNzk4ODcwOTI5Mjg5Ng_6f2f1cfc-38e3-4ba3-b6b5-06d7f69bcc96": {
"value": "
Accounting for leases
IFRS 16 applies to all leases with the exception of licences of intellectual property, rights held by licensing agreements within the scope
of IAS 38 Intangible Assets, service concession arrangements, leases of biological assets within the scope of IAS 41 Agriculture and
leases of minerals, oil, natural gas and similar non-regenerative resources. IFRS 16 includes an accounting policy choice for a lessee to elect
not to apply IFRS 16 to remaining assets within the scope of IAS 38 Intangible Assets which the Group has decided to apply.
When the Group is the lessee, it is required to recognise both:
\u25aaA lease liability, measured at the present value of remaining cash flows on the lease, and
\u25aaA right of use (ROU) asset, measured at the amount of the initial measurement of the lease liability, plus any lease payments made
prior to commencement date, initial direct costs, and estimated costs of restoring the underlying asset to the condition required by
the lease, less any lease incentives received.
Subsequently the lease liability will increase for the accrual of interest, resulting in a constant rate of return throughout the life of the
lease, and reduce when payments are made. The right of use asset will amortise to the income statement over the life of the lease. The
lease liability is remeasured when there is a change in one of the following:
\u25aaFuture lease payments arising from a change in an index or rate;
\u25aaThe Group\u2019s estimate of the amount expected to be payable under a residual value guarantee; or
\u25aaThe Group\u2019s assessment of whether it will exercise a purchase, extension or termination option.
When the lease liability is remeasured, a corresponding adjustment is made to the carrying amount of the ROU asset, or is recorded in
the income statement if the carrying amount of the ROU asset has been reduced to nil.
On the balance sheet, the ROU assets are included within property, plant and equipment and the lease liabilities are included within
other liabilities.
The Group applies the recognition exemption in IFRS 16 for leases with a term not exceeding 12 months. For these leases the lease
payments are recognised as an expense on a straight line basis over the lease term unless another systematic basis is more
appropriate.
When the Group is the lessor, the lease must be classified as either a finance lease or an operating lease. A finance lease is a lease which
confers substantially all the risks and rewards of the leased assets on the lessee. An operating lease is a lease where substantially all of
the risks and rewards of the leased asset remain with the lessor.
When the lease is deemed a finance lease, the leased asset is not held on the balance sheet; instead a finance lease receivable is
recognised representing the minimum lease payments receivable under the terms of the lease, discounted at the rate of interest
implicit in the lease.
When the lease is deemed an operating lease, the lease income is recognised on a straight-line basis over the period of the lease unless
another systematic basis is more appropriate. The Group holds the leased assets on balance sheet within property, plant and
equipment.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForLeasesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMxNQ_9c2c652e-7d36-4547-983f-9698b2cce9b3": {
"value": "
22 Goodwill and intangible assets
Accounting for goodwill and intangible assets
Goodwill
The carrying value of goodwill is determined in accordance with IFRS 3 Business Combinations and IAS 36 Impairment of Assets.
Goodwill arising on the acquisition of subsidiaries represents the excess of the fair value of the purchase consideration over the fair
value of the Group\u2019s share of the assets acquired and the liabilities and contingent liabilities assumed on the date of the acquisition.
Goodwill is reviewed annually for impairment, or more frequently when there are indications that impairment may have occurred. The
test involves comparing the carrying value of a cash generating unit (CGU) including goodwill with the present value of the pre-tax cash
flows, discounted at a rate of interest that reflects the inherent risks, of the CGU to which the goodwill relates, or the CGU's fair value if
this is higher.
Intangible assets
Intangible assets other than goodwill are accounted for in accordance with IAS 38 Intangible Assets.
Intangible assets are initially recognised when they are separable or arise from contractual or other legal rights, the cost can be
measured reliably and, in the case of intangible assets not acquired in a business combination, where it is probable that future economic
benefits attributable to the assets will flow from their use.
For internally generated intangible assets, only costs incurred during the development phase are capitalised. Expenditure in the
research phase is expensed when it is incurred.
Intangible assets are stated at cost (which is, in the case of assets acquired in a business combination, the acquisition date fair value)
less accumulated amortisation and impairment, if any, and are amortised over their useful lives in a manner that reflects the pattern to
which they contribute to future cash flows, generally using the amortisation periods set out below:
| |
Annual rates in calculating amortisation | |
| |
Internally generated softwarea | |
| |
| |
| |
Note
aExceptions to the above rate relate to useful lives of certain core banking platforms that are assessed individually and, if appropriate, amortised over longer periods ranging from 10 to 15 years.
Intangible assets are reviewed for impairment when there are indications that impairment may have occurred. Intangible assets not yet
available for use are reviewed annually for impairment.
| | | | | | |
| | | |
| | Internally generated software | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Exchange and other movements | | | | | | |
| | | | | | |
Accumulated amortisation and impairment | | | | | | |
| | | | | | |
| | | | | | |
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Exchange and other movements | | | | | | |
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Exchange and other movements | | | | | | |
| | | | | | |
Accumulated amortisation and impairment | | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Exchange and other movements | | | | | | |
| | | | | | |
| | | | | | |
Note
a\u00a0 Disposals pertain to\u00a0 fully amortised\u00a0 assets which are\u00a0 not in use.
Goodwill
Goodwill and Intangible assets are allocated to business operations according to business segments as follows:
static rate of tax that was applicable to the pre-tax cash flows of the CGU. The cost of equity without adjusting for the tax rate has been
used as the discount rate in the 2022 impairment assessment and applied to the post tax cash flows of the CGU. This post-tax method
incorporates the impact of changing tax rates on the cash flows and is expected to produce the same VIU result as the pre-tax method
adjusted for varying tax rates. Using the resultant VIU the equivalent pre-tax discount rate has been calculated. The range of equivalent
pre-tax discount rates applicable across the CGUs range from 14.1% to 16.5% (2021: 12.5% to 15.1%).
Terminal growth rate
The terminal growth rate is used to estimate the effect of projecting cash flows to the end of an asset\u2019s useful economic life. It is
management\u2019s judgement that the cash flows associated with the CGUs will grow in line with the major economies in which the Group
operates. Inflation rates are used as an approximation of future growth rates and form the basis of the terminal growth rates applied.
The terminal growth rate used is 2.0% (2021: 2.0%).
Outcome of goodwill and intangibles review
The Personal Banking and Business Banking CGUs carry the majority of the Group\u2019s goodwill balance, predominantly as a consequence
of the Woolwich acquisition. The goodwill within Personal Banking was \u00a32,752m (2021: \u00a32,752m), of which \u00a32,501m (2021: \u00a32,501m)
was attributable to Woolwich, and within Business Banking was \u00a3629m (2021: \u00a3629m), fully attributable to Woolwich. The recoverable
amount for both Personal Banking and Business Banking have increased in comparison to the 2021 impairment review, reflective of
improvements in the interest rate and macroeconomic outlook.
The largest portion of the Group\u2019s intangible assets sit within the Cards and Payments CGU, part of Barclays International with an
allocation of \u00a31,531m (2021: \u00a31,351m).
Based on management\u2019s plans and assumptions the value in use exceeds the carrying value of the CGUs and no impairment has been
indicated.
The outcome of the impairment review for Personal Banking, Business Banking and Cards and Payments\u00a0 are set out below:
| | | | | | | |
| | | | | | Value in use exceeding carrying value | Value in use exceeding carrying value 2021 |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
| | | | | | | |
Sensitivity of key judgements
The CGUs are sensitive to possible adverse changes in the key assumptions that support the recoverable amount:
Cash flows: The medium-term plans used to determine the cash flows used in the VIU calculation rely on macroeconomic forecasts,
including interest rates, GDP and unemployment, and forecast levels of market and client activity. Interest rate assumptions impact
planned cash flows from both customer income and structural hedge contributions and therefore cash flow expectations are highly
sensitive to movements in the yield curve. The cash flows also contain assumptions with regard to the prudential and financial conduct
regulatory environment which may be subject to change. Given the current level of economic uncertainty, a 10% reduction in cash
flows has been provided to show the sensitivity of the outcome to a change in these key assumptions.
Discount rate: The discount rate should reflect the market risk-free rate adjusted for the inherent risks of the business it is applied to.
Management have identified discount rates for comparable businesses and consider these to be a reasonable estimate of a suitable
market rate for the profile of the business unit being tested. The risk that these discount rates may not be appropriate is quantified
below and shows the impact of a 100 bps change in the discount rate.
Terminal growth rate: The terminal growth rate is used to estimate the cash flows into perpetuity based on the expected longevity of
the CGUs' businesses. The terminal growth rate is sensitive to uncertainties in the macroeconomic environment. The risk that using
inflation data may not be appropriate for its determination is quantified below and shows the impact of 100 bps change in the terminal
growth rate.
Allocated capital rate: Tangible equity is allocated based on the level of risk weighted assets (RWAs) and capital required to be
deployed in the CGU which is dependent on the relative risk of businesses. The capital ratio used in determining the level of tangible
equity allocated to the CGU and its capital cash flows could move over time. The impact of a 50bps increase in capital ratio is quantified
below.
The sensitivity of the value in use to key judgements in the calculations is set out below:
| | | | | | | | | | | | | |
| | | Value in use exceeding carrying value | | | | Change required to reduce headroom to zero |
100 bps increase in the discount rate | 100 bps decrease in terminal growth rate | 50 bps increase to allocated capital rate | 10% reduction in forecasted cash flows | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
| | | | | | | | | | | | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfIntangibleAssetsAndGoodwillExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMyMw_5c925446-d52e-42d1-bd43-aa36d4564f18": {
"value": "
Accounting for goodwill and intangible assets
Goodwill
The carrying value of goodwill is determined in accordance with IFRS 3 Business Combinations and IAS 36 Impairment of Assets.
Goodwill arising on the acquisition of subsidiaries represents the excess of the fair value of the purchase consideration over the fair
value of the Group\u2019s share of the assets acquired and the liabilities and contingent liabilities assumed on the date of the acquisition.
Goodwill is reviewed annually for impairment, or more frequently when there are indications that impairment may have occurred. The
test involves comparing the carrying value of a cash generating unit (CGU) including goodwill with the present value of the pre-tax cash
flows, discounted at a rate of interest that reflects the inherent risks, of the CGU to which the goodwill relates, or the CGU's fair value if
this is higher.
Intangible assets
Intangible assets other than goodwill are accounted for in accordance with IAS 38 Intangible Assets.
Intangible assets are initially recognised when they are separable or arise from contractual or other legal rights, the cost can be
measured reliably and, in the case of intangible assets not acquired in a business combination, where it is probable that future economic
benefits attributable to the assets will flow from their use.
For internally generated intangible assets, only costs incurred during the development phase are capitalised. Expenditure in the
research phase is expensed when it is incurred.
Intangible assets are stated at cost (which is, in the case of assets acquired in a business combination, the acquisition date fair value)
less accumulated amortisation and impairment, if any, and are amortised over their useful lives in a manner that reflects the pattern to
which they contribute to future cash flows, generally using the amortisation periods set out below:
| |
Annual rates in calculating amortisation | |
| |
Internally generated softwarea | |
| |
| |
| |
Note
aExceptions to the above rate relate to useful lives of certain core banking platforms that are assessed individually and, if appropriate, amortised over longer periods ranging from 10 to 15 years.
Intangible assets are reviewed for impairment when there are indications that impairment may have occurred. Intangible assets not yet
available for use are reviewed annually for impairment.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForIntangibleAssetsAndGoodwillExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMxNw_cf1a1779-6e62-4b7c-b382-54e23f17221d": {
"value": "
Goodwill
The carrying value of goodwill is determined in accordance with IFRS 3 Business Combinations and IAS 36 Impairment of Assets.
Goodwill arising on the acquisition of subsidiaries represents the excess of the fair value of the purchase consideration over the fair
value of the Group\u2019s share of the assets acquired and the liabilities and contingent liabilities assumed on the date of the acquisition.
Goodwill is reviewed annually for impairment, or more frequently when there are indications that impairment may have occurred. The
test involves comparing the carrying value of a cash generating unit (CGU) including goodwill with the present value of the pre-tax cash
flows, discounted at a rate of interest that reflects the inherent risks, of the CGU to which the goodwill relates, or the CGU's fair value if
this is higher.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForGoodwillExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMxOA_e8efe1ed-8afb-411f-88d8-5326dd6d1e2c": {
"value": "
Intangible assets
Intangible assets other than goodwill are accounted for in accordance with IAS 38 Intangible Assets.
Intangible assets are initially recognised when they are separable or arise from contractual or other legal rights, the cost can be
measured reliably and, in the case of intangible assets not acquired in a business combination, where it is probable that future economic
benefits attributable to the assets will flow from their use.
For internally generated intangible assets, only costs incurred during the development phase are capitalised. Expenditure in the
research phase is expensed when it is incurred.
Intangible assets are stated at cost (which is, in the case of assets acquired in a business combination, the acquisition date fair value)
less accumulated amortisation and impairment, if any, and are amortised over their useful lives in a manner that reflects the pattern to
which they contribute to future cash flows, generally using the amortisation periods set out below:
| |
Annual rates in calculating amortisation | |
| |
Internally generated softwarea | |
| |
| |
| |
Note
aExceptions to the above rate relate to useful lives of certain core banking platforms that are assessed individually and, if appropriate, amortised over longer periods ranging from 10 to 15 years.
Intangible assets are reviewed for impairment when there are indications that impairment may have occurred. Intangible assets not yet
available for use are reviewed annually for impairment.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForIntangibleAssetsOtherThanGoodwillExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMxOQ_15cdaf98-ce9c-43a1-93af-20e258c3f1c1": {
"value": "
| | | | | | |
| | | |
| | Internally generated software | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
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Exchange and other movements | | | | | | |
| | | | | | |
Accumulated amortisation and impairment | | | | | | |
| | | | | | |
| | | | | | |
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Exchange and other movements | | | | | | |
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Exchange and other movements | | | | | | |
| | | | | | |
Accumulated amortisation and impairment | | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
| | | | | | |
Exchange and other movements | | | | | | |
| | | | | | |
| | | | | | |
Note
a\u00a0 Disposals pertain to\u00a0 fully amortised\u00a0 assets which are\u00a0 not in use.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfIntangibleAssetsExplanatory",
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"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NTYvZnJhZzoxZTI5MTgyMzdmYWI0Y2M3OWRhNmU2NjNmOGZkMWM3NC90ZXh0cmVnaW9uOjFlMjkxODIzN2ZhYjRjYzc5ZGE2ZTY2M2Y4ZmQxYzc0XzEzNzk4ODcwOTMwMDMyMA_04665807-6ab4-47af-b6d9-d74113736000": {
"value": "
Goodwill
Goodwill and Intangible assets are allocated to business operations according to business segments as follows:
Notes
aUndrawn contractually committed facilities and guarantees provisions are accounted for under IFRS 9.
b2021 financial metrics have been restated to reflect the impact of the Over-issuance of Securities. See\u00a0 Restatement of financial statements (Note 1a) on page 428 for further details. Provisions expected to be recovered or settled within no more than 12 months after 31\u00a0December 2022 were \u00a31,348m (2021:
\u00a31,754m).
Onerous contracts
Onerous contract provisions comprise an estimate of unavoidable costs involved with fulfilling the terms and conditions of contracts
net of any expected benefits to be received.
Redundancy and restructuring
These provisions comprise the estimated cost of restructuring, including redundancy costs where an obligation exists. Additions made
during the year relate to formal restructuring plans and have either been utilised, or reversed where total costs are now expected to be
lower than the original provision amount.
Undrawn contractually committed facilities and guarantees
Impairment allowance under IFRS 9 considers both the drawn and the undrawn counterparty exposure. For retail portfolios, the total
impairment allowance is allocated to the drawn exposure to the extent that the allowance does not exceed the exposure as ECL is not
reported separately. Any excess is reported on the liability side of the balance sheet as a provision. For wholesale portfolios, the
impairment allowance on the undrawn exposure is reported on the liability side of the balance sheet as a provision. For further
information, refer to the Credit risk section for loan commitments and financial guarantees on page 308. Customer redress
Customer redress provisions comprise the estimated cost of making redress payments to customers, clients and counterparties for
losses or damages associated with inappropriate judgement in the execution of the Group\u2019s business activities.
Legal, competition and regulatory matters
The Group is engaged in various legal proceedings, both in the UK and a number of other overseas jurisdictions, including the US. For
further information in relation to legal proceedings and discussion of the associated uncertainties, refer to Note 26.
Sundry provisions
This category includes provisions that do not fit into any of the other categories, such as fraud losses and dilapidation provisions.
",
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"value": "
Accounting for provisions
The Group applies IAS 37 Provisions, Contingent Liabilities and Contingent Assets in accounting for non-financial liabilities.
Provisions are recognised for present obligations arising as consequences of past events where it is more likely than not that a transfer
of economic benefit will be necessary to settle the obligation, which can be reliably estimated. Provision is made for the anticipated cost
of restructuring, including redundancy costs, when an obligation exists; for example, when the Group has a detailed formal plan for
restructuring a business and has raised valid expectations in those affected by the restructuring by announcing its main features or
starting to implement the plan.
Critical accounting estimates and judgements
The financial reporting of provisions involves a significant degree of judgement and is complex. Identifying whether a present obligation
exists and estimating the probability, timing, nature and quantum of the outflows that may arise from past events requires judgements
to be made based on the specific facts and circumstances relating to individual events and often requires specialist professional advice.
When matters are at an early stage, accounting judgements and estimates can be difficult because of the high degree of uncertainty
involved. Management continues to monitor matters as they develop to re-evaluate on an ongoing basis whether provisions should be
recognised, however there can remain a wide range of possible outcomes and uncertainties, particularly in relation to legal, competition
and regulatory matters, and as a result it is often not practicable to make meaningful estimates even when matters are at a more
advanced stage.
The complexity of such matters often requires the input of specialist professional advice in making assessments to produce estimates.
Customer redress and legal, competition and regulatory matters are areas where a higher degree of professional judgement is required.
The amount that is recognised as a provision can also be very sensitive to the assumptions made in calculating it. This gives rise to a
large range of potential outcomes which require judgement in determining an appropriate provision level. See Note 26 for more detail of
legal, competition and regulatory matters.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForProvisionsExplanatory",
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"entity": "scheme:213800LBQA1Y9L22JB70",
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},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NjUvZnJhZzo0MTA0NjNmNGJjMjA0NzY3YTQzYjMzZjZiOTdjM2ExOS90ZXh0cmVnaW9uOjQxMDQ2M2Y0YmMyMDQ3NjdhNDNiMzNmNmI5N2MzYTE5XzEzNzk4ODcwOTI4Njk5MA_7b6396c2-19bd-411d-93cc-10eb0303b558": {
"value": "Contingent liabilities and commitments
Accounting for contingent liabilities
Contingent liabilities are possible obligations whose existence will be confirmed only by uncertain future events and present obligations
where the transfer of economic resources is uncertain or cannot be reliably measured. Contingent liabilities are not recognised on the
balance sheet but are disclosed unless the likelihood of an outflow of economic resources is remote.
The following table summarises the nominal principal amount of contingent liabilities and commitments which are not recorded on-
balance sheet:
| | |
| | |
| | |
Guarantees and letters of credit pledged as collateral security | | |
Performance guarantees, acceptances and endorsements | | |
Total contingent liabilities and financial guarantees | | |
\u00a0 Of which: Financial guarantees carried at fair value | | |
| | |
Documentary credits and other short-term trade related transactions | | |
Standby facilities, credit lines and other commitments | | |
| | |
\u00a0 Of which: Loan commitments carried at fair value | | |
plaintiffs\u2019 claims were dismissed in June 2021. The plaintiffs have appealed the dismissal. In the Illinois action, trial has been scheduled
for August 2023.
Odd-lot corporate bonds antitrust class action
In 2020, BCI, together with other financial institutions, were named as defendants in a putative class action. The complaint alleges a
conspiracy to boycott developing electronic trading platforms for odd-lots and price fixing. The plaintiffs demand unspecified money
damages. The defendants\u2019 motion to dismiss was granted in 2021 and the plaintiffs have appealed the dismissal.\u00a0
Interest rate swap and credit default swap US civil actions
Barclays PLC, Barclays Bank PLC and BCI, together with other financial institutions that act as market makers for interest rate swaps
(IRS), are named as defendants in several antitrust class actions which were consolidated in the SDNY in 2016. The complaints allege
the defendants conspired to prevent the development of exchanges for IRS and demand unspecified money damages.
In 2018, trueEX LLC filed an antitrust class action in the SDNY against a number of financial institutions including Barclays PLC, Barclays
Bank PLC and BCI based on similar allegations with respect to trueEX LLC\u2019s development of an IRS platform. In 2017, Tera Group Inc.
filed a separate civil antitrust action in the SDNY claiming that certain conduct alleged in the IRS cases also caused the plaintiff to suffer
harm with respect to the Credit Default Swaps market. In 2018 and 2019, respectively, the court dismissed certain claims in both cases
for unjust enrichment and tortious interference but denied motions to dismiss the federal and state antitrust claims, which remain
pending.
BDC Finance L.L.C.
In 2008, BDC Finance L.L.C. (BDC) filed a complaint in the Supreme Court of the State of New York (NY Supreme Court), demanding
damages of $298m, alleging that Barclays Bank PLC had breached a contract in connection with a portfolio of total return swaps
governed by an ISDA Master Agreement (the Master Agreement). Following a trial, the court ruled in 2018 that Barclays Bank PLC was
not a defaulting party, which was affirmed on appeal. In April 2021, the trial court entered judgement in favour of Barclays Bank PLC for
$3.3m and as yet to be determined legal fees and costs. BDC appealed. In January 2022, the appellate court reversed the trial court\u2019s
summary judgment decision in favour of Barclays Bank PLC and remanded the case to the lower court for further proceedings. The
parties have filed cross-motions on the scope of trial. The trial has been adjourned pending a decision on the motions and any
subsequent appeal.
In 2011, BDC\u2019s investment advisor, BDCM Fund Adviser, LLC and its parent company, Black Diamond Capital Holdings, LLC, also sued
Barclays Bank PLC and BCI in Connecticut State Court for unspecified damages allegedly resulting from Barclays Bank PLC\u2019s conduct
relating to the Master Agreement, asserting claims for violation of the Connecticut Unfair Trade Practices Act and tortious interference
with business and prospective business relations. This case is currently stayed.
Civil actions in respect of the US Anti-Terrorism Act
There are a number of civil actions, on behalf of more than 4,000 plaintiffs, filed in US federal courts in the US District Court in the
Eastern District of New York (EDNY) and SDNY against Barclays Bank PLC and a number of other banks. The complaints generally allege
that Barclays Bank PLC and those banks engaged in a conspiracy to facilitate US dollar-denominated transactions for the Iranian
Government and various Iranian banks, which in turn funded acts of terrorism that injured or killed the plaintiffs or the plaintiffs\u2019 family
members. The plaintiffs seek to recover damages for pain, suffering and mental anguish under the provisions of the US Anti-Terrorism
Act, which allow for the trebling of any proven damages.
The court granted the defendants\u2019 motions to dismiss three out of the six actions in the EDNY. The plaintiffs appealed in one action and
the dismissal was affirmed in January 2023. The remaining EDNY actions are stayed. Out of the two actions in the SDNY, the court
granted the defendants\u2019 motion to dismiss the first action. That action is stayed, and the second SDNY action is stayed pending any
appeal on the dismissal of the first.
Shareholder derivative action
In November 2020, a purported Barclays shareholder filed a putative derivative action in New York state court against BCI and a number
of current and former members of the Board of Directors of Barclays PLC and senior executives or employees of the Group. The
shareholder filed the claim on behalf of nominal defendant Barclays PLC, alleging that the individual defendants harmed the company
through breaches of their duties, including under the Companies Act 2006. The plaintiff seeks damages on behalf of Barclays PLC for
the losses that Barclays PLC allegedly suffered as a result of these alleged breaches. An amended complaint was filed in April 2021,
which BCI and certain other defendants moved to dismiss. The motion to dismiss was granted in April 2022. The plaintiff is appealing the
decision.
Derivative transactions civil action
In 2021, Vestia, a Dutch housing association, brought a claim against Barclays Bank PLC in the UK in the High Court in relation to a series
of derivative transactions entered into with Barclays Bank PLC between 2008 and 2011, seeking damages of \u00a3329m. Barclays Bank PLC
is defending the claim and has made a counterclaim.
Timeshare loans, skilled person review, and associated matters
In August 2020, the FCA granted an application by Clydesdale Financial Services Limited (CFS), which trades as Barclays Partner Finance
and houses Barclays\u2019 point-of-sale finance business, for a validation order with respect to certain loans to customers brokered between
April 2014 and April 2016 by Azure Services Limited (ASL), a timeshare operator, which did not, at the point of sale, hold the necessary
broker licence. As a condition to the validation order, the FCA required CFS to undertake a skilled person review of the assessment of
affordability processes for the loans brokered by ASL (ASL Loans) as well as CFS\u2019 policies and procedures for assessing affordability and
oversight of brokers more generally, and dictated a remediation methodology in the event that ASL Loans did not pass the affordability
test. The skilled person made a number of observations, some of which were adverse, about both current and historic affordability
practices as well as current oversight practices. CFS is not required to conduct a full back book review but, following a review of certain
cohorts of loans to determine historic affordability and/or broker oversight practices that may have caused customer harm, where
harm is identified, CFS\u2019 intention is to remediate. To date, CFS has identified a number of areas for remediation, but the scoping
exercise is ongoing and remediation will only begin once the scoping exercise is complete. As at 31 December 2022, CFS booked a
provision in respect of the expected remediation for these matters of \u00a310.4m.
Separately, and notwithstanding this, CFS decided in March 2022 to extend the proactive remediation of ASL Loans beyond those
brokered between April 2014 and April 2016 to include the full portfolio of ASL Loans brokered between 2006 and 2018. In the first
quarter of 2022, an additional customer remediation provision was recognised in relation to the remediation of the ASL Loans
originated outside the April 2014 to April 2016 period. As at 31 December 2022, the provision recognised in relation to this matter by
CFS is \u00a3183m. Remediation of the full portfolio of ASL Loans started in October 2022 and is expected to be completed in 2023.
In addition, CFS completed a review of all other legacy timeshare retailers during 2022. No concerns were identified in relation to the
majority of those retailers, but where concerns were identified, CFS\u2019 intention is to remediate. As at 31 December 2022, the provision
recognised in relation to this matter by CFS is \u00a396m.
Over-issuance of Securities in the US
Barclays Bank PLC maintains a US shelf registration statement with the US Securities and Exchange Commission (SEC) in order to issue
securities to US investors. In May 2017, Barclays Bank PLC lost its status as a \u201cwell-known seasoned issuer\u201d (or WKSI) as a result of an
SEC settlement order involving BCI. Due to its loss of WKSI status, Barclays Bank PLC was required to register a specified amount of
securities to be issued under certain US shelf registration statements filed with the SEC. In March 2022, executive management
became aware that Barclays Bank PLC had issued securities materially in excess of the set amount under its 2019 US shelf registration
statement and subsequently became aware that securities had also been issued in excess of the set amount under the predecessor US
shelf registration statement. The securities that were over-issued included structured notes and exchange traded notes (ETNs).
Securities issued in excess of the amount registered were considered to be \u201cunregistered securities\u201d for the purposes of US securities
laws, with certain purchasers of those securities having a right to recover, upon the tender of such security to Barclays Bank PLC, the
consideration paid for such security with interest, less the amount of any income received, or to recover damages from Barclays Bank
PLC if the purchaser sold the security at a loss (the Rescission Price). Barclays Bank PLC commenced its rescission offer on 1 August
2022, by which Barclays Bank PLC offered to repurchase the relevant affected securities for the Rescission Price (the Rescission Offer).
The Rescission Offer expired on 12 September 2022.
In September 2022, the SEC announced the resolution of its investigation of Barclays PLC and Barclays Bank PLC relating to the over-
issuance of securities by Barclays Bank PLC under certain of its US shelf registration statements. Pursuant to the terms of the
resolution, Barclays PLC and Barclays Bank PLC paid in the fourth quarter of 2022 a combined penalty of $200m (\u00a3165ma), without
admitting or denying the SEC\u2019s findings. The SEC found that the independent Rescission Offer made by Barclays Bank PLC to holders of
the relevant over-issued securities satisfied its requirements for disgorgement and related prejudgment interest.
The Group is engaged with, and responding to inquiries and requests for information from, various other regulators who may seek to
impose fines, penalties and/or other sanctions as a result of this matter. Furthermore, Barclays Bank PLC and/or its affiliates may incur
costs and liabilities in relation to private civil claims which have been filed and may face other potential private civil claims, class actions
or other enforcement actions in relation to this matter. By way of example, in September 2022, a purported class action claim was filed
in the US District Court in Manhattan seeking to hold Barclays PLC and former and current executives responsible for declines in the
prices of its American depositary receipts, which the plaintiffs claim occurred as a result of alleged misstatements and omissions in its
public disclosures; and in February 2023, a claim was brought in a New York federal court by holders of a series of ETNs alleging that
Barclays' failure to disclose that these ETNs were unregistered securities misled investors and that, as a result, Barclays is liable for the
holders' alleged losses following the suspension of further sales and issuances of such series of ETNs.
Following completion of the rescission offer on 12 September 2022, Barclays utilised a provision of \u00a31,008m in settlement of valid
structured note claims and paid a monetary penalty of $200m (\u00a3165m1) to the SEC. A contingent liability exists in relation to civil claims
or any further enforcement actions taken against Barclays Bank PLC and/or its affiliates, but Barclays Bank PLC is unable to assess the
likelihood of liabilities that may arise out of such claims or actions.
Any liabilities, claims or actions in connection with the over-issuance of securities under Barclays Bank PLC\u2019s US shelf registration
statements could have an adverse effect on the Group\u2019s business, financial condition, results of operations and reputation as a
frequent issuer in the securities markets.
Note
a Exchange rate USD/GBP 1.22 as at 30 June 2022.
Investigation into the use of unapproved communications platforms
In September 2022, the SEC and the Commodity Futures Trading Commission (CFTC) announced settlements with a number of
financial institutions, including Barclays Bank PLC and BCI, of financial industry-wide investigations regarding compliance with record-
keeping obligations in connection with business-related communications sent over unapproved electronic messaging platforms. The
SEC and the CFTC found that Barclays Bank PLC and BCI failed to comply with their respective record-keeping rules, where such
communications were sent or received by employees over electronic messaging platforms that had not been approved by the bank for
business use by employees. As part of the settlement, in the third quarter of 2022, Barclays Bank PLC and BCI paid a combined $125m
civil monetary penalty to the SEC and a $75m civil monetary penalty to the CFTC. There are also non-financial components to the
settlements, including the retention of an independent compliance consultant and certain ongoing undertakings. This matter is now
concluded.
2. Barclays PLC, Barclays Bank PLC and Barclays Bank UK PLC
HM Revenue & Customs (HMRC) assessments concerning UK Value Added Tax
In 2018, HMRC issued notices that have the effect of removing certain overseas subsidiaries that have operations in the UK from
Barclays\u2019 UK VAT group, in which group supplies between members are generally free from VAT. The notices have retrospective effect
and correspond to assessments of \u00a3181m (inclusive of interest), of which Barclays would expect to attribute an amount of
approximately \u00a3128m to Barclays Bank UK PLC and \u00a353m to Barclays Bank PLC. HMRC\u2019s decision has been appealed to the First Tier
Tribunal (Tax Chamber).
Local authority civil actions concerning LIBOR
Following settlement by Barclays Bank PLC of various governmental investigations concerning certain benchmark interest rate
submissions referred to above in \u2018Investigations into LIBOR and other benchmarks and related civil actions\u2019, in the UK, certain local
authorities brought claims in 2018 against Barclays Bank PLC and Barclays Bank UK PLC asserting that they entered into loans between
2006 and 2008 in reliance on misrepresentations made by Barclays Bank PLC in respect of its conduct in relation to LIBOR. Barclays
Bank PLC and Barclays Bank UK PLC were successful in their applications to strike out the claims. The claims have been settled on
terms such that the parties have agreed not to pursue these claims further and to bear their own costs. The financial impact of the
settlements is not material to the Group's operating results, cash flows or financial position.
FCA investigation into transaction monitoring
The FCA has been investigating Barclays\u2019 compliance with UK money laundering regulations and the FCA\u2019s rules and Principles for
Businesses in an investigation which is focussed on aspects of Barclays\u2019 transaction monitoring in relation to certain business lines now
in Barclays Bank UK PLC.\u00a0 Barclays has been co-operating with the investigation and responding to information requests.
3. Barclays PLC
Alternative trading systems
In 2020, a claim was brought against Barclays PLC in the UK in the High Court by various shareholders regarding Barclays PLC\u2019s share
price based on the allegations contained within a complaint by the New York State Attorney General (NYAG) in 2014. Such claim was
settled in 2016, as previously disclosed. The more recent claim seeks unquantified damages and Barclays is defending the claim. The
NYAG complaint was filed against Barclays PLC and BCI in the NY Supreme Court alleging, among other things, that Barclays PLC and
BCI engaged in fraud and deceptive practices in connection with LX, BCI\u2019s SEC-registered alternative trading system.
General
The Group is engaged in various other legal, competition and regulatory matters in the UK, the US and a number of other overseas
jurisdictions. It is subject to legal proceedings brought by and against the Group which arise in the ordinary course of business from time
to time, including (but not limited to) disputes in relation to contracts, securities, debt collection, consumer credit, fraud, trusts, client
assets, competition, data management and protection, intellectual property, money laundering, financial crime, employment,
environmental and other statutory and common law issues.
The Group is also subject to enquiries and examinations, requests for information, audits, investigations and legal and other
proceedings by regulators, governmental and other public bodies in connection with (but not limited to) consumer protection
measures, compliance with legislation and regulation, wholesale trading activity and other areas of banking and business activities in
which the Group is or has been engaged. The Group is cooperating with the relevant authorities and keeping all relevant agencies
briefed as appropriate in relation to these matters and others described in this note on an ongoing basis.
At the present time, Barclays PLC does not expect the ultimate resolution of any of these other matters to have a material adverse
effect on the Group\u2019s financial position. However, in light of the uncertainties involved in such matters and the matters specifically
described in this note, there can be no assurance that the outcome of a particular matter or matters (including formerly active matters
or those matters arising after the date of this note) will not be material to Barclays PLC\u2019s results, operations or cash flows for a particular
period, depending on, among other things, the amount of the loss resulting from the matter(s) and the amount of profit otherwise
reported for the reporting period.
",
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"value": "Subordinated liabilities
Accounting for subordinated liabilities
Subordinated liabilities are measured at amortised cost using the effective interest method under IFRS 9.
Issuances of \u00a31,477m comprise \u00a31,000m GBP 8.407% Fixed Rate Resetting Subordinated Callable Notes, issued externally by Barclays
PLC and \u00a3317m USD Floating Rate Notes, \u00a389m ZAR Floating Rate Notes,\u00a342m EUR Floating Rate Notes and \u00a329m JPY Floating Rate
Notes issued externally by Barclays subsidiaries.
Redemptions of \u00a32,679m comprise \u00a32,349m\u00a0 notes issued externally by Barclays Bank PLC, \u00a3175m USD Floating Rate Notes, \u00a388m
USD Fixed Rate Notes issued externally by Barclays subsidiaries and \u00a367m GBP Undated Subordinated Loan Notes (secured) issued
externally by a Barclays securitisation special purpose vehicle (SPV). \u00a32,349m notes issued externally by Barclays Bank PLC comprise
\u00a31,275m USD 7.625% Fixed Rate Contingent Capital Notes, \u00a3838m EUR 6.625% Fixed Rate Subordinated Notes, \u00a3147m USD 6.86%\u00a0
Callable Perpetual Core Tier One Notes, \u00a342m EUR Subordinated Floating Rate Notes, \u00a335m GBP 5.3304% Step-up Callable Perpetual
Reserve Capital Instruments and \u00a312m GBP 6% Callable Perpetual Core Tier One Notes.
Other movements predominantly comprise foreign exchange movements and fair value hedge adjustments.
Subordinated liabilities include accrued interest and comprise undated and dated subordinated liabilities as follows:
| | |
| | |
| | |
Undated subordinated liabilities | | |
Dated subordinated liabilities | | |
Total subordinated liabilities | | |
None of the Group\u2019s subordinated liabilities are secured.
| | | |
Undated subordinated liabilitiesa | | | |
| | | |
| | | |
| | | |
| | | |
6% Callable Perpetual Core Tier One Notes b | | | |
6.86% Callable Perpetual Core Tier One Notes (USD 179m) b | | | |
Reserve Capital Instruments (RCIs) | | | |
5.3304% Step-up Callable Perpetual Reserve Capital Instruments b | | | |
| | | |
Junior Undated Floating Rate Notes (USD 38m) | Any interest payment date | | |
Barclays securitisation SPV issued | | | |
Undated Subordinated Loan Notes (secured) | | | |
Undated Subordinated Loan Notes (secured)\u00a0 (GBP 67m) | | | |
Total undated subordinated liabilities | | | |
Notes
aInstrument values are disclosed to the nearest million.
bThe\u00a0 GBP 6% Callable Perpetual Core Tier One Notes, USD 6.86% Callable Perpetual Core Tier One Notes and GBP 5.3304% Step-up Callable Perpetual Reserve Capital Instruments were redeemed
by exercising a regulatory call option in 2022.
Undated subordinated liabilities
The undated subordinated liabilities that are issued by Barclays Bank PLC and its subsidiaries are for the development and expansion of
the businesses and to strengthen the capital bases. The principal terms of such undated subordinated liabilities are described below:
Junior Undated Floating Rate Notes
The Junior Undated Floating Rate Notes rank behind the claims against Barclays Bank PLC of depositors and other unsecured
unsubordinated creditors and holders of dated subordinated liabilities. The Junior Undated Floating Rate Notes are floating rate notes
where rates are fixed periodically in advance based on the related market rate. The Junior Undated Floating Rate Notes are repayable at
the option of Barclays Bank PLC, in whole, on any interest payment date. In addition, the Junior Undated Floating Rate Notes are
repayable, at the option of Barclays Bank PLC in whole for certain tax reasons, on an interest payment date. There are no events of
default except non-payment of principal or mandatory interest. Any repayments require the prior consent of the PRA. The Junior
Undated Floating Rate Notes are non-convertible.
| | | | |
Dated subordinated liabilities | | | | |
| | | | |
| | | | |
| | | | |
2% Fixed Rate Subordinated Callable Notes (EUR 1,500m) | | | | |
4.375% Fixed Rate Subordinated Notes (USD 1,250m) | | | | |
3.75% Fixed Rate Resetting Subordinated Callable Notes (GBP 500m) | | | | |
3.75% Fixed Rate Resetting Subordinated Callable Notes (SGD 200m) | | | | |
5.20% Fixed Rate Subordinated Notes (USD 2,050m) | | | | |
1.125% Fixed Rate Resetting Subordinated Callable Notes (EUR 1,000m) | | | | |
4.836% Fixed Rate Subordinated Callable Notes (USD 2,000m) | | | | |
8.407% Fixed Rate Resetting Subordinated Callable Notes (GBP 1,000m) | | | | |
5.088% Fixed-to-Floating Rate Subordinated Callable Notes (USD 1,500m) | | | | |
3.564% Fixed Rate Resetting Subordinated Callable Notes (USD 1,000m) | | | | |
3.811% Fixed Rate Resetting Subordinated Callable Notes (USD 1,000m) | | | | |
| | | | |
Subordinated Floating Rate Notes (EUR 50m) | | | | |
6.625% Fixed Rate Subordinated Notes (EUR 1,000m) | | | | |
7.625% Contingent Capital Notes (USD 3,000m) | | | | |
Subordinated Floating Rate Notes (EUR 50m) | | | | |
5.75% Fixed Rate Subordinated Notes | | | | |
5.4% Reverse Dual Currency Subordinated Loan (JPY 15,000m) | | | | |
| | | | |
Subordinated Floating Rate Notes (EUR 68m) | | | | |
External issuances by other subsidiaries | | | | |
Total dated subordinated liabilities | | | | |
Dated subordinated liabilities
Dated subordinated liabilities are issued by Barclays PLC, Barclays Bank PLC and its subsidiaries for the development and expansion of
their businesses and to strengthen their respective capital bases. The principal terms of the dated subordinated liabilities are described
below:
Subordination
Dated subordinated liabilities issued by Barclays PLC ranks behind the claims against Barclays PLC of unsecured unsubordinated
creditors but before the claims of the holders of its equity.
All dated subordinated liabilities externally issued by Barclays Bank PLC rank behind the claims against Barclays Bank PLC of depositors
and other unsecured unsubordinated creditors but before the claims of the undated subordinated liabilities and the holders of its equity.
The dated subordinated liabilities externally issued by other subsidiaries are similarly subordinated as the external subordinated liabilities
issued by Barclays Bank PLC.
Interest
Interest on the Floating Rate Notes is fixed periodically in advance, based on the related market rates.
Interest on Fixed Rate Notes is set by reference to market rates at the time of issuance and fixed until maturity.
Interest on the 4.836% Fixed Rate Subordinated Callable Notes, 2% Fixed Rate Subordinated Callable Notes, 3.75% SGD Fixed Rate
Resetting Subordinated Callable Notes, 3.75% GBP Fixed Rate Resetting Subordinated Callable Notes, 3.811%\u00a0 Fixed Rate Resetting
Subordinated Callable notes, 1.125%\u00a0 Fixed Rate Resetting Subordinated Callable Notes, 3.564% Fixed Rate Resetting Subordinated
Callable Notes, and the\u00a0 8.407% Fixed Rate Resetting Subordinated Callable Notes\u00a0 are fixed until the call date. After the respective call
dates, in the event that they are not redeemed, the interest rates will be reset and fixed until maturity based on a market rate. Interest
on the 5.088% Fixed-to-Floating Rate Subordinated Callable Notes is fixed until the call date. After the call date, in the event that they
are not redeemed, the interest rate will reset periodically in advance based on market rates.
Repayment
Those subordinated liabilities with a call date are repayable at the option of the issuer on such call date in accordance with the
conditions governing the respective debt obligations, some in whole or in part, and some only in whole. The remaining dated
subordinated liabilities outstanding at 31\u00a0December 2022 are redeemable only on maturity, subject in particular cases to provisions
allowing an early redemption in the event of certain changes in tax law, or to certain changes in legislation or regulations.
Any repayments prior to maturity require, in the case of Barclays PLC and Barclays Bank PLC, the prior consent of the PRA, or in the
case of the overseas issues, the approval of the local regulator for that jurisdiction and of the PRA in certain circumstances.
There are no committed facilities in existence at the balance sheet date which permit the refinancing of debt beyond the date of
maturity.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfSubordinatedLiabilitiesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NzEvZnJhZzpkZTc4MzdiZThkNjc0NTgyOGViOGIzYWIxNDQwMGZjZC90ZXh0cmVnaW9uOmRlNzgzN2JlOGQ2NzQ1ODI4ZWI4YjNhYjE0NDAwZmNkXzEzNzk4ODcwOTMxMjkzMQ_d124ada6-ed1f-410b-9610-2f475d8b00c2": {
"value": "
Accounting for subordinated liabilities
Subordinated liabilities are measured at amortised cost using the effective interest method under IFRS 9.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForBorrowingsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NzQvZnJhZzozM2FjOGIwMDI1OWE0MWQyYjZjNjk1MjUxODlmZWIyYy90ZXh0cmVnaW9uOjMzYWM4YjAwMjU5YTQxZDJiNmM2OTUyNTE4OWZlYjJjXzEzNzk4ODcwOTI4OTA3MQ_e95af4dc-f809-4e5c-ae9c-f73bd47ecf9f": {
"value": "Ordinary shares, share premium, and other equity
| | | | | |
Called up share capital, allotted and fully paid | | | | | |
| | | | Total share capital and share premium | |
| | | | | |
| | | | | |
Issued to staff under share incentive plans | | | | | |
| | | | | |
AT1 securities redemption | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Issued to staff under share incentive plans | | | | | |
| | | | | |
AT1 securities redemption | | | | | |
| | | | | |
| | | | | |
| | | | | |
Note
aReported net of securities held by the Group.
The principal terms of the AT1 securities are described below:
\u25aaAT1 securities rank behind the claims against Barclays PLC of i) unsubordinated creditors; ii) claims which are expressed to be
subordinated to the claims of unsubordinated creditors of Barclays PLC but not further or otherwise; or iii) claims which are, or are
expressed to be, junior to the claims of other creditors of Barclays PLC, whether subordinated or unsubordinated, other than claims
which rank, or are expressed to rank, pari passu with, or junior to, the claims of holders of the AT1 securities.
\u25aaAT1 securities are undated and are redeemable, at the option of Barclays PLC, in whole on (i) the initial reset date, or on any fifth
anniversary after the initial reset date or (ii) any day falling in a named period ending on the initial reset date, or on any fifth anniversary
after the initial reset date. In addition, the AT1 securities are redeemable, at the option of Barclays PLC, in whole in the event of
certain changes in the tax or regulatory treatment of the securities. Any redemptions require the prior consent of the PRA.
\u25aaInterest on the AT1 securities will be due and payable only at the sole discretion of Barclays PLC, and Barclays PLC has sole and
absolute discretion at all times and for any reason to cancel (in whole or in part) any interest payment that would otherwise be payable
on any interest payment date.
.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfShareCapitalReservesAndOtherEquityInterestExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81NzQvZnJhZzozM2FjOGIwMDI1OWE0MWQyYjZjNjk1MjUxODlmZWIyYy90ZXh0cmVnaW9uOjMzYWM4YjAwMjU5YTQxZDJiNmM2OTUyNTE4OWZlYjJjXzEzNzk4ODcwOTI4OTA3Mg_9d64481f-a3d4-4b2f-a85f-3520ec056b72": {
"value": "
| | | | | |
Called up share capital, allotted and fully paid | | | | | |
| | | | Total share capital and share premium | |
| | | | | |
| | | | | |
Issued to staff under share incentive plans | | | | | |
| | | | | |
AT1 securities redemption | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Issued to staff under share incentive plans | | | | | |
| | | | | |
AT1 securities redemption | | | | | |
| | | | | |
| | | | | |
| | | | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfReservesAndOtherEquityInterestExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81ODAvZnJhZzo0MzdjNmVlMDI5ZWE0YzFhODVmNGNiMWQ3Mzg5YjZhNy90ZXh0cmVnaW9uOjQzN2M2ZWUwMjllYTRjMWE4NWY0Y2IxZDczODliNmE3XzI0NTA_5727fcd9-3553-40a4-81eb-d2229fcf5ca1": {
"value": "Non-controlling interests
| | | | | | |
| Profit attributable to non-controlling interest | Equity attributable to non-controlling interest | Dividends paid to non-controlling interest |
| | | | | | |
| | | | | | |
Barclays Bank PLC issued: | | | | | | |
| | | | | | |
\u2013 Upper Tier 2 instruments | | | | | | |
Other non-controlling interests | | | | | | |
| | | | | | |
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfNoncontrollingInterestsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81ODMvZnJhZzpkMDRjNmU2NGM2MDM0NTNkODQ4OWM2ZTlkMjlhODI1Mi90ZXh0cmVnaW9uOmQwNGM2ZTY0YzYwMzQ1M2Q4NDg5YzZlOWQyOWE4MjUyXzEzNzk4ODcwOTI4ODY3Mg_b23a3c44-54b8-4a30-add0-c4595717d3f6": {
"value": "Staff costs
Accounting for staff costs
The Group applies IAS 19 Employee benefits in its accounting for most of the components of staff costs.
Short-term employee benefits \u2013 salaries, accrued performance costs and social security are recognised over the period in which the
employees provide the services to which the payments relate.
Performance costs \u2013 recognised to the extent that the Group has a present obligation to its employees that can be measured reliably
and are recognised over the period of service that employees are required to work to qualify for the payments.
Deferred cash and share awards are made to employees to incentivise performance over the period employees provide services. To
receive payment under an award, employees must provide service over the vesting period. The period over which the expense for
deferred cash and share awards is recognised is based upon the period employees consider their services contribute to the awards. For
past awards, the Group considers that it is appropriate to recognise the awards over the period from the date of grant to the date that
the awards vest. In relation to awards granted from 2017, the Group, taking into account the changing employee understanding
surrounding those awards, considered it appropriate for expense to be recognised over the vesting period including the financial year
prior to the grant date.\u00a0
The accounting policies for share-based payments, and pensions and other post-retirement benefits are included in Note 32 and Note
33 respectively.
| | | |
| | | |
| | | |
Incentive awards granted: | | | |
| | | |
| | | |
Total incentive awards granted | | | |
| | | |
Reconciliation of incentive awards granted to income statement charge: | | | |
Less: deferred bonuses granted but not charged in current year | | | |
Add: current year charges for deferred bonuses from previous years | | | |
Other differences between incentive awards granted and income statement charge | | | |
Income statement charge for performance costs | | | |
| | | |
Other income statement charges: | | | |
| | | |
| | | |
Post-retirement benefitsa | | | |
| | | |
Total compensation costsb | | | |
| | | |
| | | |
| | | |
Redundancy and restructuring | | | |
| | | |
| | | |
Total other resourcing costs | | | |
| | | |
| | | |
Notes
aPost-retirement benefits charge includes \u00a3313m (2021: \u00a3289m; 2020: \u00a3279m) in respect of defined contribution schemes and \u00a3250m (2021: \u00a3250m; 2020: \u00a3240m) in respect of defined benefit
schemes.
b\u00a3604m (2021: \u00a3484m; 2020: \u00a3451m) of Group compensation was capitalised as internally generated software and\u00a0 excluded from the Staff cost disclosed above .
Pensions and post-retirement benefits
Accounting for pensions and post-retirement benefits
The Group operates a number of pension schemes and post-employment benefit schemes.
Defined contribution schemes \u2013 the Group recognises contributions due in respect of the accounting period in the income statement.
Any contributions unpaid at the balance sheet date are included as a liability.
Defined benefit schemes \u2013 the Group recognises its obligations to members of each scheme at the period end, less the fair value of the
scheme assets after applying the asset ceiling test.
Each scheme\u2019s obligations are calculated using the projected unit credit method. Scheme assets are stated at fair value as at the period
end.
Changes in pension scheme liabilities or assets (remeasurements) that do not arise from regular pension cost, net interest on net
defined benefit liabilities or assets, past service costs, settlements or contributions to the scheme, are recognised in other
comprehensive income. Remeasurements comprise experience adjustments (differences between previous actuarial assumptions
and what has actually occurred), the effects of changes in actuarial assumptions, return on scheme assets (excluding amounts included
in the interest on the assets) and any changes in the effect of the asset ceiling restriction (excluding amounts included in the interest on
the restriction).
Post-employment benefit schemes \u2013 the cost of providing healthcare benefits to retired employees is accrued as a liability in the financial
statements over the period that the employees provide services to the Group, using a methodology similar to that for defined benefit
pension schemes.
Pension schemes
UK Retirement Fund (UKRF)
The UKRF is the Group\u2019s main scheme, representing 96% (2021: 97%) of the Group\u2019s total retirement benefit obligations. Barclays Bank
PLC is the principal employer of the UKRF. The UKRF was closed to new entrants on 1 October 2012, and comprises 10 sections, the
two most significant of which are:
\u25aaAfterwork,\u00a0which comprises a contributory cash balance defined benefit element, and a voluntary defined contribution element. The
cash balance element is accrued each year and revalued until Normal Retirement Age in line with the increase in Retail Price Index
(RPI) (up to a maximum of 5% p.a.). The main risks that Barclays runs in relation to Afterwork are limited although additional
contributions are required if pre-retirement investment returns are not sufficient to provide for the benefits.
\u25aaThe 1964 Pension Scheme. Most employees recruited before July 1997 built up benefits in this non-contributory defined benefit
scheme in respect of service up to 31 March 2010. Pensions were calculated by reference to service and pensionable salary. From
1\u00a0April 2010, members became eligible to accrue future service benefits in either Afterwork or the Pension Investment Plan, a historic
defined contribution section which is now closed to future contributions. The risks that Barclays runs in relation to the 1964 section
are typical of final salary pension schemes, principally that investment returns fall short of expectations, that inflation exceeds
expectations, and that retirees live longer than expected.
Barclays Pension Savings Plan (BPSP)
The BPSP is a defined contribution scheme providing benefits for all new UK hires from 1 October 2012. BPSP is not subject to the
same investment return, inflation or life expectancy risks for Barclays that defined benefit schemes are. Members\u2019 benefits reflect
contributions paid and the level of investment returns achieved.
Other
Apart from the UKRF and the BPSP, Barclays operates a number of smaller pension and long-term employee benefits and post-
retirement healthcare plans globally, the largest of which are the US defined benefit and defined contribution schemes. Many of the
schemes are funded, with assets backing the obligations held in separate legal vehicles such as trusts. Others are operated on an
unfunded basis. The benefits provided, the approach to funding, and the legal basis of the schemes, reflect local environments.
Governance
The UKRF operates under trust law and is managed and administered on behalf of the members in accordance with the terms of the
Trust Deed and Rules and all relevant legislation. The Corporate Trustee is Barclays Pension Funds Trustees Limited, a private limited
company and a wholly owned subsidiary of Barclays Bank PLC. The Trustee is the legal owner of the assets of the UKRF which are held
separately from the assets of the Group.
The Trustee Board comprises six Management Directors selected by Barclays, of whom three are independent Directors with no
relationship with Barclays (and who are not members of the UKRF), plus three Member Nominated Directors selected from eligible
active members of the UKRF, deferred and pensioner members who apply for the role.
The BPSP is a Group Personal Pension arrangement which operates as a collection of personal pension plans. Each personal pension
plan is a direct contract between the employee and the BPSP provider (Legal & General Assurance Society Limited), and is regulated by
the FCA.
Similar principles of pension governance apply to the Group\u2019s other pension schemes, depending on local legislation.
Amounts recognised
The following tables include amounts recognised in the income statement and an analysis of benefit obligations and scheme assets for
all Group defined benefit schemes. The net position is reconciled to the assets and liabilities recognised on the balance sheet. The
tables include funded and unfunded post-retirement benefits. The income statement charge with respect to Defined contribution
schemes is disclosed as part of footnotes to Note 31 Staff costs.
| | | |
Income statement (credit)/charge | | | |
| | | |
| | | |
| | | |
Net finance (income)/cost | | | |
| | | |
| | | |
| | | |
| | | | |
Balance sheet reconciliation | | | |
| | |
| | | | |
| | | | |
Benefit obligation at beginning of the year | | | | |
| | | | |
Interest costs on scheme liabilities | | | | |
| | | | |
Remeasurement (loss)/gain \u2013 financial | | | | |
Remeasurement (loss)/gain \u2013 demographic | | | | |
Remeasurement (loss)/gain \u2013 experience | | | | |
| | | | |
| | | | |
Exchange and other movements | | | | |
Benefit obligation at end of the year | | | | |
Fair value of scheme assets at beginning of the year | | | | |
Interest income on scheme assets | | | | |
| | | | |
Remeasurement \u2013 return on scheme assets (less)/greater than discount rate | | | | |
| | | | |
| | | | |
Exchange and other movements | | | | |
Fair value of scheme assets at end of the year | | | | |
| | | | |
Retirement benefit assets | | | | |
Retirement benefit liabilities | | | | |
Net retirement benefit assets | | | | |
Included within the benefit obligation is \u00a3690m (2021: \u00a3821m) relating to overseas pensions and \u00a3201m (2021: \u00a3219m) relating to other
post-employment benefits.
As at 31\u00a0December 2022, the UKRF\u2019s scheme assets were in surplus versus IAS 19 obligations by \u00a34,690m (2021: \u00a33,819m). The
increase in the UKRF surplus during the year was driven by \u00a3294m of deficit reduction contributions and the unwind of the Senior Notes
(see later in note), partially offset by higher than expected inflation experienced during the year. The UKRF assets and benefit obligation
have reduced by c\u00a310bn and c\u00a311bn respectively over the year, primarily due to higher gilt and bond yields. This is as expected from the
investment strategy which aims to invest in assets that move in value in line with changes in liability values.
The weighted average duration of the benefit payments reflected in the defined benefit obligation for the UKRF is 13 years (2021: 16
years) .\u00a0The decrease in duration is primarily due to the increase in discount rate, driven by higher corporate bond yields. The UKRF
expected benefits are projected to be paid out for in excess of 50 years, although 30% of the total benefits are expected to be paid in
the next 10 years; 30% in years 11 to 20 and 25% in years 21 to 30.\u00a0The remainder of the benefits are expected to be paid beyond 30
years.
Of the \u00a31,299m (2021: \u00a31,268m) UKRF benefits paid out, \u00a3390m (2021: \u00a3419m) related to transfers out of the fund.
Where a scheme\u2019s assets exceed its obligation, an asset is recognised to the extent that it does not exceed the present value of future
contribution holidays or refunds of contributions (the asset ceiling). In the case of the UKRF the asset ceiling is not applied as, in certain
specified circumstances such as wind-up, the Group expects to be able to recover any surplus. Similarly, a liability in respect of future
minimum funding requirements is not recognised. The Trustee does not have a substantive right to augment benefits, nor do they have
the right to wind up the plan except in the dissolution of the Group or termination of contributions by the Group. The application of the
asset ceiling to other plans and recognition of additional liabilities in respect of future minimum funding requirements are considered on
an individual plan basis.
Critical accounting estimates and judgements
Actuarial valuation of the scheme's obligation is dependent upon a series of assumptions. Below is a summary of the main financial and
demographic assumptions adopted for the UKRF.
| | |
| | |
Key UKRF financial assumptions | | |
| | |
| | |
The UKRF discount rate assumption for 2022 was based on a standard WTW RATE Link model. The RPI inflation assumption for 2022
was set by reference to the Bank of England\u2019s implied inflation curve. The inflation assumption incorporates a deduction of 20 basis
points as an allowance for an inflation risk premium. The methodology used to derive the discount rate and inflation assumptions is
consistent with that used at the prior year end.
The UKRF\u2019s post-retirement mortality assumptions are based on an updated best estimate assumption derived from an analysis in
2022 of the UKRF\u2019s own post-retirement mortality experience and taking account of recent evidence from published mortality surveys.
An allowance has been made for future mortality improvements based on the 2021 core projection model published by the Continuous
Mortality Investigation Bureau subject to a long-term trend of 1.25% per annum in future improvements (2021: 1.5% per annum). An
additional allowance has been made within the mortality assumptions to reflect the uncertain impact of COVID-19 in the long term.\u00a0
The table below shows how the assumed life expectancy at 60, for members of the UKRF, has varied over the past three years:
| | | |
| | | |
Life expectancy at 60 for current pensioners (years) | | | |
| | | |
| | | |
Life expectancy at 60 for future pensioners currently aged 40 (years) | | | |
| | | |
| | | |
The UKRF entered into a longevity reinsurance contract in 2022 covering \u00a37bn of the pensioner liabilities. This is in addition to a \u00a35bn
transaction executed in 2020. In total, over three-quarters of the longevity risk for current pensioners has been reinsured, and the
transactions will provide income to the UKRF in the event that pensions are paid out for longer than expected. The contracts form part
of the UKRF\u2019s investment portfolio. At 31 December 2022, the contracts are valued at \u00a3(123)m (2021: nil). The negative value placed on
the longevity reinsurance contracts at 31 December 2022 reflects the estimated impact of changes in the reinsurance market,
demographic assumptions and risk premia since the 2020 transaction was entered into by the UKRF. The 2022 transaction is valued at
nil as it is assessed to have been transacted recently at fair value.
Sensitivity analysis on actuarial assumptions
The sensitivity analysis has been calculated by valuing the UKRF liabilities using the amended assumptions shown in the table below and
keeping the remaining assumptions the same as disclosed in the table above, except in the case of the inflation sensitivity where other
assumptions that depend on assumed inflation have also been amended correspondingly. The difference between the recalculated
liability figure and that stated in the balance sheet reconciliation table above is the figure shown. The selection of these movements to
illustrate the sensitivity of the defined benefit obligation to key assumptions should not be interpreted as Barclays expressing any
specific view of the probability of such movements happening.
| | |
Change in key assumptions | | |
| | |
| (Decrease)/ Increase in UKRF defined benefit obligation | (Decrease)/ Increase in UKRF defined benefit obligation |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
| | |
Assets
A long-term investment strategy has been set for the UKRF, with its asset allocation comprising a mixture of equities, bonds, property
and other appropriate assets. This recognises that different asset classes are likely to produce different long-term returns and some
asset classes may be more volatile than others. The long-term investment strategy ensures, among other aims, that investments are
adequately diversified.
The value of the assets of the schemes and their percentage in relation to total scheme assets were as follows:
| | | | | | | | |
Analysis of scheme assets | | | | | | | | |
| | |
| | | | % of total fair value of scheme assets % | | | | % of total fair value of scheme assets % |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Bonds - index-linked government | | | | | | | | |
Bonds - corporate and other | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Longevity reinsurance contracts | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Fair value of scheme assets | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Bonds - index-linked government | | | | | | | | |
Bonds - corporate and other | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Longevity reinsurance contract | | | | | | | | |
| | | | | | | | |
| | | | | | | | |
| | | | | | | | |
Fair value of scheme assetsc | | | | | | | | |
Notes
aOptions/award granted over Barclays PLC shares.
bWeighted average exercise price is not applicable for SVP and DSVP awards as these are not share option schemes.
cThe number of awards within Others at the end of the year principally relates to Sharesave (number of awards exercisable at end of year was 13,954,749). The weighted average exercise price relates
to Sharesave.
Awards and options granted under the Group\u2019s share plans may be satisfied using new issue shares, treasury shares and market
purchase shares. Awards granted under the DSVP may be satisfied using market purchase shares only.
There were no significant modifications to the share-based payments arrangements in 2022 and 2021.
As at 31\u00a0December 2022, the total liability arising from cash-settled share-based payments transactions was \u00a35m (2021: \u00a35m).
Holdings of Barclays PLC shares and hedges
Various employee benefit trusts established by the Group hold shares in Barclays PLC to meet obligations under the Barclays share-
based payment schemes. The total number of Barclays shares held in these employee benefit trusts at 31\u00a0December 2022 was 14m
(2021: 12.9m). Dividend rights have been waived on all these shares. The total market value of the shares held in trust based on the year
end share price of \u00a31.59 (2021: \u00a31.87) was \u00a322m (2021: \u00a324m). For accounting of treasury shares, see Note 29.
The Group has entered into physically settled forward contracts to hedge the settlement of certain share-based payment schemes.
The fixed forward price to be paid under these contracts is \u00a3469m and has been recorded in retained earnings.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfSharebasedPaymentArrangementsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81ODYvZnJhZzowM2I0YWU5Nzc3NWU0ODJkYTQ2YzZhYzJjMjA5MWM4YS90ZXh0cmVnaW9uOjAzYjRhZTk3Nzc1ZTQ4MmRhNDZjNmFjMmMyMDkxYzhhXzEzNzk4ODcwOTMwNTkxMw_e2307aea-d7f2-4c81-a19f-c8d380e8c5bd": {
"value": "
Accounting for share-based payments
The Group applies IFRS 2 Share-based Payments in accounting for employee remuneration in the form of shares.
Employee incentives include awards in the form of shares and share options, as well as offering employees the opportunity to purchase
shares on favourable terms. The cost of the employee services received in respect of the shares or share options granted is recognised
in the income statement over the period that employees provide services. The overall cost of the award is calculated using the number
of shares and options expected to vest and the fair value of the shares or options at the date of grant.
The number of shares and options expected to vest takes into account the likelihood that performance and service conditions included
in the terms of the awards will be met. Failure to meet the non-vesting condition is treated as a cancellation, resulting in an acceleration
of recognition of the cost of the employee services.
The fair value of shares is the market price ruling on the grant date, in some cases adjusted to reflect restrictions on transferability. The
fair value of options granted is determined using the Black Scholes model to estimate the numbers of shares likely to vest. The model
takes into account the exercise price of the option, the current share price, the risk-free interest rate, the expected volatility of the
share price over the life of the option and other relevant factors. Market conditions that must be met in order for the award to vest are
also reflected in the fair value of the award, as are any other non-vesting conditions \u2013 such as continuing to make payments into a
share-based savings scheme.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForSharebasedPaymentTransactionsExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81ODkvZnJhZzo1OWEyNzI0NTZlNjM0NGUyODk4ZWYwYTEwMTc2NDdjOS90ZXh0cmVnaW9uOjU5YTI3MjQ1NmU2MzQ0ZTI4OThlZjBhMTAxNzY0N2M5XzEzNzk4ODcwOTM1MzgzOA_4c2a3f40-e032-4bd6-9358-d5f600712020": {
"value": "
Accounting for pensions and post-retirement benefits
The Group operates a number of pension schemes and post-employment benefit schemes.
Defined contribution schemes \u2013 the Group recognises contributions due in respect of the accounting period in the income statement.
Any contributions unpaid at the balance sheet date are included as a liability.
Defined benefit schemes \u2013 the Group recognises its obligations to members of each scheme at the period end, less the fair value of the
scheme assets after applying the asset ceiling test.
Each scheme\u2019s obligations are calculated using the projected unit credit method. Scheme assets are stated at fair value as at the period
end.
Changes in pension scheme liabilities or assets (remeasurements) that do not arise from regular pension cost, net interest on net
defined benefit liabilities or assets, past service costs, settlements or contributions to the scheme, are recognised in other
comprehensive income. Remeasurements comprise experience adjustments (differences between previous actuarial assumptions
and what has actually occurred), the effects of changes in actuarial assumptions, return on scheme assets (excluding amounts included
in the interest on the assets) and any changes in the effect of the asset ceiling restriction (excluding amounts included in the interest on
the restriction).
Post-employment benefit schemes \u2013 the cost of providing healthcare benefits to retired employees is accrued as a liability in the financial
statements over the period that the employees provide services to the Group, using a methodology similar to that for defined benefit
pension schemes.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForTerminationBenefits",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTIvZnJhZzoyMDNiMjVjOTAyMmM0MzRlOTNlNmIwNDU4NmIwY2E4NC90ZXh0cmVnaW9uOjIwM2IyNWM5MDIyYzQzNGU5M2U2YjA0NTg2YjBjYTg0XzEzNzk4ODcwOTI5Mjk4MA_5e09f90d-ae3d-4bff-ab29-a70bf56ebc4b": {
"value": "Principal subsidiaries
The Group applies IFRS 10 Consolidated Financial Statements. The consolidated financial statements combine the financial statements
of the Group and all its subsidiaries. Subsidiaries are entities over which the Group has control. Under IFRS 10, this is when the Group is
exposed or has rights to variable returns from its involvement in the entity and has the ability to affect those returns through its power
over the entity.
The Group reassesses whether it controls an entity if facts and circumstances indicate that there have been changes to its power, its
rights to variable returns or its ability to use its power to affect the amount of its returns.
Intra-group transactions and balances are eliminated on consolidation and consistent accounting policies are used throughout the
Group for the purposes of the consolidation. Changes in ownership interests in subsidiaries are accounted for as equity transactions if
they occur after control has been obtained and they do not result in loss of control.
The significant judgements used in applying this policy are set out below.
Accounting for investment in subsidiaries
In the individual financial statements of Barclays PLC, investments in subsidiaries are stated at cost less impairment.
Principal subsidiaries for the Group are set out below. This includes those subsidiaries that are most significant in the context of the
Group\u2019s business, results or financial position.
| | | | | |
| Principal place of business or incorporation | | Percentage of voting rights held | Non-controlling interests - proportion of ownership interests | Non-controlling interests - proportion of voting interests |
| | | | |
| | | | | |
| | | | | |
Barclays Bank Ireland PLC | | | | | |
Barclays Execution Services Limited | | | | | |
| | | | | |
Barclays Capital Securities Limited | | | | | |
Barclays Securities Japan Limited | | | | | |
| | | | | |
| | | | | |
funds
Retained profit for the year | | Country of registration or incorporation | | | |
| | | | |
| |
Wholly owned subsidiaries | |
| |
1 Churchill Place, London, E14 5HP | |
Aequor Investments Limited | |
Ardencroft Investments Limited | |
B D & B Investments Limited | |
B.P.B. (Holdings) Limited | |
| |
Barclays Aldersgate Investments Limited | |
Barclays Asset Management Limited | |
| |
| |
Barclays Capital Asia Holdings Limited | |
Barclays Capital Finance Limited | |
Barclays Capital Nominees (No.2) Limited | |
Barclays Capital Nominees (No.3) Limited | |
Barclays Capital Nominees Limited | |
Barclays Capital Securities Client Nominee Limited | |
Barclays Capital Securities Limited | |
| |
Barclays Converted Investments (No.2) Limited | |
Barclays Direct Investing Nominees Limited | |
Barclays Directors Limited | |
Barclays Equity Holdings Limited | |
Barclays Execution Services Limited | |
Barclays Executive Schemes Trustees Limited | |
Barclays Financial Planning Nominee Company Limited | |
Barclays Funds Investments Limited | |
Barclays Global Shareplans Nominee Limited | |
Barclays Group Holdings Limited | |
Barclays Industrial Development Limited | |
Barclays Industrial Investments Limited | |
Barclays Insurance Services Company Limited | |
Barclays International Holdings Limited | |
Barclays Investment Management Limited | |
Barclays Investment Solutions Limited | |
Barclays Leasing (No.9) Limited | |
Barclays Long Island Limited | |
Barclays Nominees (George Yard) Limited | |
Barclays OCIO Services Limited | |
Barclays Pension Funds Trustees Limited | |
Barclays Principal Investments Limited | |
| |
| |
Barclays Security Trustee Limited | |
| |
Wholly owned subsidiaries | |
Barclays Services (Japan) Limited | |
| |
Barclays Singapore Global Shareplans Nominee Limited | |
Barclays Term Funding Limited Liability Partnership | |
Barclays UK Investments Limited | |
Barclays Unquoted Investments Limited | |
Barclays Unquoted Property Investments Limited | |
Barclays Wealth Nominees Limited | |
Barclayshare Nominees Limited | |
| |
| |
BB Client Nominees Limited | |
| |
BNRI ENG 2014 Limited Partnership | |
| |
BNRI England 2010 Limited Partnership | |
BNRI England 2011 Limited Partnership | |
BNRI England 2012 Limited Partnership | |
Carnegie Holdings Limited | |
Chapelcrest Investments Limited | |
Clydesdale Financial Services Limited | |
Cornwall Home Loans Limited | |
CPIA England 2009 Limited Partnership | |
CPIA England No.2 Limited Partnership | |
| |
Dorset Home Loans Limited | |
Durlacher Nominees Limited | |
Eagle Financial and Leasing Services (UK) Limited | |
| |
FIRSTPLUS Financial Group Limited | |
Foltus Investments Limited | |
Global Dynasty Natural Resource Private | |
Equity Limited Partnership | |
| |
| |
| |
Isle of Wight Home Loans Limited | |
| |
Kirsche Investments Limited | |
Long Island Assets Limited | |
Maloney Investments Limited | |
Menlo Investments Limited | |
Mercantile Credit Company Limited | |
Mercantile Leasing Company (No.132) Limited | |
| |
Naxos Investments Limited | |
North Colonnade Investments Limited | |
Northwharf Investments Limited | |
Northwharf Nominees Limited | |
Radbroke Mortgages UK Limited | |
Real Estate Participation Management Limited | |
Real Estate Participation Services Limited | |
Relative Value Investments UK Limited Liability Partnership | |
Relative Value Trading Limited | |
Roder Investments No. 1 Limited | |
Roder Investments No. 2 Limited | |
| |
Solution Personal Finance Limited | |
| |
| |
Wholly owned subsidiaries | |
Sustainable Impact Capital Limited | |
Swan Lane Investments Limited | |
US Real Estate Holdings No.1 Limited | |
US Real Estate Holdings No.2 Limited | |
US Real Estate Holdings No.3 Limited | |
US Real Estate Holdings No.4 Limited | |
US Real Estate Holdings No.5 Limited | |
US Real Estate Holdings No.6 Limited | |
Wedd Jefferson (Nominees) Limited | |
Westferry Investments Limited | |
| |
Woolwich Qualifying Employee Share Ownership Trustee Limited | |
| |
Barclays Capital Japan Securities Holdings Limited (In liquidation) | |
Barclays Marlist Limited (In liquidation) | |
Cobalt Investments Limited (In liquidation) | |
| |
1-4, Clyde Place Lane, Glasgow, G5 8DP | |
R.C. Greig Nominees Limited | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | |
| |
| |
| |
Logic House, Waterfront Business Park, Park, Fleet Road, Fleet, GU51 3SB | |
The Logic Group Enterprises Limited | |
The Logic Group Holdings Limited | |
9, all\u00e9e Scheffer, L-2520, Luxembourg | |
Barclays Claudas Investments Partnership | |
Barclays Pelleas Investments Limited Partnership | |
Barclays Blossom Finance Limited Partnership | |
1 Churchill Place, London, E14 5HP | |
Alynore Investments Limited Partnership | |
| |
| |
855 Leandro N.Alem Avenue, 8th Floor, Buenos Aires | |
Compa\u00f1\u00eda Sudamerica S.A. | |
Marval, O\u2019Farrell & Mairal, Av. Leandro N. Alem 882, Buenos Aires, C1001AAQ | |
Compa\u00f1ia Regional del Sur S.A. | |
| |
| |
Av. Brigadeiro Faria Lima, No.4.440, 12th Floor, Bairro Itaim Bibi, Sao Paulo, CEP, 04538-132 | |
Barclays Brasil Assessoria Financeira Ltda | |
BNC Brazil Consultoria Empresarial Ltda | |
| |
| |
333 Bay Street, Suite 4910, Toronto ON M5H 2R2 | |
Barclays Capital Canada Inc. | |
Stikeman Elliot LLP, 199 Bay Street, 5300 Commerce Court West, Toronto ON M5L 1B9 | |
Barclays Corporation Limited | |
1 Churchill Place, London, E14 5HP | |
| |
| |
| |
| |
Wholly owned subsidiaries | |
| |
PO Box\u00a0 309, Ugland House, George Town, Grand Cayman, KY1-1104 | |
Alymere Investments Limited | |
Analytical Trade UK Limited | |
Barclays Capital (Cayman) Limited | |
Barclays Securities Financing Limited | |
Barclays US Holdings Limited | |
Braven Investments No.1 Limited | |
Calthorpe Investments Limited | |
Capton Investments Limited | |
Claudas Investments Limited | |
Claudas Investments Two Limited | |
CPIA Investments No.2 Limited | |
Gallen Investments Limited | |
Hurley Investments No.1 Limited | |
JV Assets Limited (In liquidation) | |
Mintaka Investments No. 4 Limited | |
OGP Leasing Limited (In liquidation) | |
| |
Pelleas Investments Limited | |
Pippin Island Investments Limited | |
Razzoli Investments Limited | |
| |
Wessex Investments Limited | |
Walkers Corporate Limited, Cayman Corporate Centre, 27 Hospital Road, George Town, KY1- 9008 | |
Long Island Holding B Limited | |
| |
| |
TaunusTurm, Taunustor 1, 60310, Frankfurt | |
Barclays Capital Effekten GmbH (In liquidation) | |
Stuttgarter Stra\u00dfe 55-57, 73033 G\u00f6ppingen | |
Holding Stuttgarter Stra\u00dfe GmbH (In liquidation) | |
| |
| |
P.O. Box 33, Dorey Court, Admiral Park, St.\u00a0 Peter\u00a0Port, GY1 4AT | |
Barclays Insurance Guernsey PCC Limited | |
| |
| |
42nd floor Citibank Tower, Citibank Plaza, 3\u00a0Garden\u00a0Road | |
Barclays Bank (Hong Kong Nominees) Limited (In liquidation) | |
Barclays Capital Asia Nominees Limited (In liquidation) | |
Level 41,Cheung Kong Center, 2 Queen's Road, Central | |
Barclays Capital Asia Limited | |
| |
| |
208 Ceejay House, Shivsagar Estate, Dr A Beasant Road, Worli, Mumbai, 400 018 | |
Barclays Securities (India) Private Limited | |
Barclays Wealth Trustees (India) Private Limited | |
| |
Wholly owned subsidiaries | |
Barclays International Luxembourg Dollar Holdings\u00a0S.\u00e0 r.l. | |
Barclays Lamorak Investments S.\u00e0 r.l. | |
Barclays Leto Investments S.\u00e0 r.l. | |
Barclays Luxembourg EUR Holdings S.\u00e0 r.l | |
Barclays Luxembourg Finance S.\u00e0 r.l. | |
Barclays Luxembourg GBP Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Global Funding S.\u00e0 r.l. | |
Barclays Luxembourg Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Holdings SSC | |
68-70 Boulevard de la Petrusse, L-2320 | |
| |
10 rue du Cha'teau d'Eau, Leudelange, L-3364 | |
| |
| |
| |
C/O Rogers Capital Corporate Services Limited, 3rd Floor, Rogers House, No.5 President John Kennedy Street, Port Louis | |
Barclays Capital Mauritius Limited (In liquidation) | |
Barclays Capital Securities Mauritius Limited | |
Fifth Floor, Ebene Esplanade, 24 Cybercity, Ebene | |
Barclays Mauritius Overseas Holdings Limited | |
| |
| |
Paseo de la Reforma 505, 41 Floor, Torre Mayor, Col. Cuauhtemoc, CP 06500 | |
Barclays Bank Mexico, S.A. | |
Barclays Capital Casa de Bolsa, S.A. de C.V. | |
Grupo Financiero Barclays Mexico, S.A. de C.V. | |
Servicios Barclays, S.A. de C.V. | |
| |
| |
31 Avenue de la Costa, Monte Carlo BP 339 | |
Barclays Private Asset Management (Monaco) S.A.M | |
| |
| |
3rd Floor Al Dahna Center, 114 Al-Ahsa Street, PO Box 1454, Riyadh 11431 | |
Barclays Saudi Arabia (In liquidation) | |
| |
| |
10 Marina Boulevard, #25-01 Marina Bay\u00a0 Financial Centre, Tower 2, 018983 | |
Barclays Capital Futures (Singapore) Private Limited (In liquidation) | |
Barclays Capital Holdings (Singapore) Private Limited (In liquidation) | |
Barclays Merchant Bank (Singapore) Ltd. | |
| |
| |
Calle Jose, Abascal 51, 28003, Madrid | |
Barclays Tenedora De Inmuebles SL. | |
BVP Galvani Global, S.A.U. | |
| |
| |
Chemin de Grange Canal 18-20, PO Box 3941, 1211, Geneva | |
Barclays Bank (Suisse) SA | |
Barclays Switzerland Services SA | |
| |
Other Related Undertakings
Unless otherwise stated, the undertakings
below are included in the consolidation and
the share capital held by the Group
comprises ordinary and/or common
shares,\u00a0 which are held by subsidiaries of
Barclays PLC. The percentage of the
nominal value of each share class held by
the Group\u00a0 is provided below.
| | |
Other Related Undertakings | | |
| | |
1 Churchill Place, London, E14 5HP | | |
| | |
| | |
PSA Credit Company Limited (In\u00a0liquidation) | | |
| | |
Barclays Covered Bonds Limited Liability Partnership | | |
St Helen\u2019s, 1 Undershaft, London, EC3P\u00a03DQ | | |
Igloo Regeneration (General Partner) Limited | | |
3-5 London Road, Rainham, Kent, ME8\u00a07RG | | |
| | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | | |
Equistone Founder Partner II L.P. | | |
Equistone Founder Partner III L.P. | | |
Enigma, Wavendon Business Park Milton Keynes, MK178LX | | |
Intelligent Processing Solutions Limited | | |
c/o BDP LLP, Two Snow Hill, Queensway, Birmingham, B4 6GA\u00a0 | | |
GW City Ventures Limited (In liquidation) | | |
GN Tower Limited (In liquidation) | | |
Haberfield Old Moor Road, Wennington, Lancaster, LA2 8PD | | |
Full House Holdings Limited | | |
13-15 York Buildings, London, WC2N\u00a06JU | | |
| | |
Unit 9 Westbrook Court, Sharrowvale Road, Sheffield, United Kingdom, S11\u00a08YZ | | |
Palms Row Healthcare Holdings Limited | | |
5th Floor, 44 Great Marlborough Street, London, W1F 7JL | | |
| | |
41 Luke Street, London, EC2A 4DP | | |
Fintech for International Development Limited | | |
| | |
| | |
1 America Square, Crosswall, London, EC3N 2SG | | |
| | |
3rd Floor, 25 Soho Square, London, W1D 3QR | | |
| | |
Aurora House, 120 Bothwell Street, Glasgow, G2 7JT | | |
Buchanan Wharf (Glasgow) Management Limited | | |
| | |
| | |
| | |
Other Related Undertakings | | |
Aviation House, 125 Kingsway, London, WC2B 6NH | | |
| | |
| | |
| | |
Postbus 751, Neiuwegein, Utrecht, 3430 AT\u00a0 \u00a0 | | |
Euphony Benelux NV (In liquidation) | | |
| | |
| | |
PO Box 309, Ugland House, Grand Cayman KY1-1104\u00a0 | | |
Cupric Canyon Capital GP Limited | | |
| | |
| | |
| | |
| | |
| | |
18th Floor, Daishin Finance Centre, 343, Samil-daero, Jung-go, Seoul | | |
Woori BC Pegasus Securitization Specialty Co. Ltd | | |
| | |
| | |
9, allee Scheffer, L-2520 | | |
BNRI Limehouse No.1 S.\u00e0 r.l. | | |
Preferred Funding S.\u00e0 r.l. | | |
Preferred Investments S.\u00e0 r.l. | | |
| | |
| | |
RS2 Buildings, Fort Road, Mosta MST 1859 | | |
| | |
| | |
| | |
Alexanderstraat 18, The Hague, 2514 JM, Zuid-Holland | | |
| | |
| | |
| | |
| | |
| | |
c/o ForeningsSparbanken AB 105 34 Stockholm | | |
| | |
| | |
| | |
Corporation Services Company, 251 Little Falls, Drive Wilmington, DE 19808 | | |
| | |
Corporation Trust Company, Corporation Trust Centre, 1209 Orange Street, Wilmington DE 19801 | | |
| | |
| | |
1415 Louisiana Street, Suite 1600, TX 77002-0000 | | |
Sabine Oil & Gas Holdings, Inc. | | |
Subsidiaries by virtue of control
The related undertakings below are
subsidiary undertakings\u00a0 in accordance
with s.1162 Companies Act 2006 by virtue
of the fact that the Group\u00a0 can exercise
dominant influence or control over them.
| | |
Subsidiaries by virtue of dominant influence or control | | |
| | |
1 Churchill Place, London, E14 5HP | | |
Oak Pension Asset Management Limited | | |
Water Street Investments Limited | | |
| | |
| | |
PO Box 309GT, Ugland House, South Church Street, Grand Cayman, KY1-1104 | | |
| | |
| | |
| | |
P.O. Box 33, Dorey Court, Admiral Park, St. Peter Port, GY1 4AT | | |
Barclays UKRF No.1 IC Limited | | |
Barclays UKRF ICC Limited | | |
Barclays UKRF No.2 IC Ltd | | |
Joint management factors
The Board of Directors of the above Joint
Venture\u00a0 comprises two Barclays
representative Directors, two JV partner
Directors and three non-JV partner
Directors. The Board of Directors\u00a0 are
responsible for setting the Company
strategy and budgets.
The last financial year of the above JV
ended on 6 October 2022.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfSignificantInvestmentsInSubsidiariesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTIvZnJhZzoyMDNiMjVjOTAyMmM0MzRlOTNlNmIwNDU4NmIwY2E4NC90ZXh0cmVnaW9uOjIwM2IyNWM5MDIyYzQzNGU5M2U2YjA0NTg2YjBjYTg0XzEzNzk4ODcwOTI5Mjk4Mg_58dbc656-3ef1-4c79-a97d-b76c8154e35d": {
"value": "
Accounting for investment in subsidiaries
In the individual financial statements of Barclays PLC, investments in subsidiaries are stated at cost less impairment.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForSubsidiariesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTIvZnJhZzoyMDNiMjVjOTAyMmM0MzRlOTNlNmIwNDU4NmIwY2E4NC90ZXh0cmVnaW9uOjIwM2IyNWM5MDIyYzQzNGU5M2U2YjA0NTg2YjBjYTg0XzY1MjM_5ed5d4eb-a1f7-4371-a0ac-f07e25de6b15": {
"value": "3457000000",
"decimals": -6,
"dimensions": {
"concept": "ifrs-full:MandatoryReserveDepositsAtCentralBanks",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2023-01-01T00:00:00",
"unit": "iso4217:GBP"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTIvZnJhZzoyMDNiMjVjOTAyMmM0MzRlOTNlNmIwNDU4NmIwY2E4NC90ZXh0cmVnaW9uOjIwM2IyNWM5MDIyYzQzNGU5M2U2YjA0NTg2YjBjYTg0XzY1MzE_d8422438-1a43-414a-af66-802a8ac62a91": {
"value": "4750000000",
"decimals": -6,
"dimensions": {
"concept": "ifrs-full:MandatoryReserveDepositsAtCentralBanks",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00",
"unit": "iso4217:GBP"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTUvZnJhZzpmOGNiMmM3YWQ3M2M0Y2U3OThlMzA0NWYwYzVmM2FiOC90ZXh0cmVnaW9uOmY4Y2IyYzdhZDczYzRjZTc5OGUzMDQ1ZjBjNWYzYWI4XzEzNzk4ODcwOTI5NzgyMw_800fb94f-87b8-497f-9de5-9bb6e3abd9b2": {
"value": "Structured entities
A structured entity is an entity in which voting or similar rights are not the dominant factor in deciding who\u00a0 controls the entity.\u00a0 Voting
rights may relate to administrative tasks only, with the relevant activities of the entity being directed by means of contractual
arrangements.\u00a0 Structured entities are generally created to achieve a narrow and well-defined objective with restrictions around their
ongoing activities.
Depending on the Group\u2019s power over the activities of the entity and its exposure to and ability to influence its own returns, it may
consolidate the entity. In other cases, it may sponsor or have exposure to such an entity but not consolidate it.
Consolidated structured entities
The Group has contractual arrangements which may require it to provide financial support to the following types of consolidated
structured entities:
\u2022Securitisation vehicles: The Group uses securitisation as a source of financing and a means of risk transfer.\u00a0 Where entities are
controlled by the Group, they are consolidated.\u00a0 Refer to Note 37 for further detail.
\u25aaCommercial Paper (CP) conduits: These entities issue CP and use the proceeds to lend to clients as part of the Group's multi-seller
conduit programme.\u00a0 The Group has provided \u00a320.8bn (2021: \u00a317.2bn) in contractual liquidity facilities to the CP conduits that the
Group consolidates. These amounts represent the maximum the conduits can lend externally. The amounts of CP conduit lending
(drawn and undrawn) to unconsolidated structured entities can be seen in Other interests in unconsolidated structured entities
under multi-seller conduit programme in the Nature of interest table.
\u25aaEmployee benefit trusts: The Group provides capital contributions to employee benefit trusts to enable them to meet obligations to
employees in relation to share-based remuneration arrangements.
\u25aaTender Option Bond (TOB)\u00a0 trusts: During 2022, the Group provided undrawn liquidity facilities of \u00a33.8bn (2021: \u00a33.3bn) to
consolidated TOB trusts.\u00a0 These trusts invest in fixed income instruments issued by state, local or other municipalities in the United
States, funded by long-term senior floating-rate notes and junior residual securities.\u00a0 \u00a0
Unconsolidated structured entities
The term \u2018unconsolidated structured entities\u2019 refers to structured entities not controlled by Barclays, and are established either by
Barclays or a third party. An interest in a structured entity is any form of contractual or non-contractual involvement which creates
variability in returns arising from the performance of the entity for the Group. Such interests include holdings of debt or equity
securities, derivatives that transfer financial risks from the entity to the Group, lending, loan commitments, financial guarantees and
investment management agreements.
The Group enters into transactions with unconsolidated structured entities in the normal course of business to facilitate customer
transactions, to provide\u00a0 risk management services and for specific investment opportunities.\u00a0 This is predominantly within the CIB
business. Structured entities may take the form of funds, trusts, securitisation vehicles, and private investment companies. The largest
transactions for Barclays include loans and derivatives with hedge fund structures and special purpose entities, multi-seller conduit
lending, holding notes issued by securitisation vehicles, and facilitating customer requirements through funds.
The nature and extent of the Group\u2019s interests in structured entities is summarised below:
| | | | | |
Summary of interests in unconsolidated structured entities |
| | Short-term traded interests | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Derivative financial instruments | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | |
| | | | | |
| | | | | |
| | | | | |
Derivative financial instruments | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Derivative financial instruments | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | |
| | | | | |
| | | | | |
| | | | | |
Derivative financial instruments | | | | | |
Secured financing arrangements, short-term traded interests and traded derivatives are typically managed under Market risk
management policies described in the Market risk management section which includes an indication of the change of risk measures
compared to last year. For this reason, the total assets of these entities are not considered meaningful for the purposes of
understanding the related risks and so have not been presented. Other interests include conduits and lending where the interest is
driven by normal customer demand. As at 31\u00a0December 2022, there were 6,267 (2021: 5,891) structured entities that Barclays entered
into transactions with.
Secured financing
The Group routinely enters into reverse repurchase contracts, margin lending, stock borrowing and similar arrangements on normal
commercial terms where the counterparty to the arrangement is a structured entity. Due to the nature of these arrangements,
especially the transfer of collateral and ongoing margining, the Group is able to manage its variable exposure to the performance of the
structured entity counterparty. The counterparties included in secured financing mainly include hedge fund limited structures,
investment companies and special purpose entities.
Short-term traded interests
As part of its market making activities, the Group buys and sells interests in structured vehicles, which are predominantly debt securities
issued by asset securitisation vehicles. Such interests are typically held individually or as part of a larger portfolio for no more than 90
days. In such cases, the Group typically has no other involvement with the structured entity other than the securities it holds as part of
trading activities and its maximum exposure to loss is restricted to the carrying value of the asset.
Traded derivatives
The Group enters into a variety of derivative contracts with structured entities which reference market risk variables such as interest
rates, equities, foreign exchange rates and credit indices among other things. The main derivative types which are considered interests
in structured entities include equity options, index-based and entity-specific credit default swaps, and total return swaps.\u00a0 Interest rate
swaps and foreign exchange derivatives that are not complex and which expose the Group to insignificant credit risk by being senior in
the payment waterfall of a securitisation and derivatives that are determined to introduce risk or variability to a structured entity are not
considered to be an interest in an entity and have been excluded from the disclosures.
A description of the types of derivatives and the risk management practices are detailed in Note 14. The risk of loss may be mitigated
through ongoing margining requirements as well as a right to cash flows from the structured entity which are senior in the payment
waterfall. Such margining requirements are consistent with market practice for many derivative arrangements and in line with the
Group\u2019s normal credit policies.
Derivative transactions require the counterparty to provide cash or other collateral under margining agreements to mitigate
counterparty credit risk. The Group is mainly exposed to settlement risk on these derivatives which is mitigated through daily margining.
Total notional contract amounts were \u00a3244,780m (2021: \u00a3217,055m).
Except for credit default swaps where the maximum exposure to loss is the swap notional amount, it is not possible to estimate the
maximum exposure to loss in respect of derivative positions as the fair value of derivatives is subject to changes in market rates of
interest, exchange rates and credit indices which by their nature are uncertain. In addition, the Group\u2019s losses would be subject to
mitigating action under its traded market risk and credit risk policies that require the counterparty to provide collateral in cash or other
assets in most cases.
Other interests in unconsolidated structured entities
The Group\u2019s interests in structured entities not held for the purposes of short-term trading activities are set out below, summarised by
the nature of the interest and limited to significant categories, based on maximum exposure to loss.
| | | | | |
| | | | | |
| Multi-seller conduit programme | | | | Of which: Barclays owned, not consolidated entitiesa |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
Total on-balance sheet exposures | | | | | |
Total off-balance sheet notional amounts | | | | | |
| | | | | |
Total assets of the entity | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
Total on-balance sheet exposures | | | | | |
Total off-balance sheet notional amounts | | | | | |
| | | | | |
Total assets of the entity | | | | | |
receivables or similar obligations. These instruments are protected from loss through over-collateralisation, seller guarantees, or other
credit enhancements provided to the conduit entities. The Group\u2019s off-balance sheet exposure included in the table above represents
liquidity facilities that are provided to the conduit for the benefit of the holders of the commercial paper issued by the conduit and will
only be drawn where the conduit is unable to access the commercial paper market. If these liquidity facilities are drawn, the Group is
protected from loss through over-collateralisation, seller guarantees, or other credit enhancements provided to the conduit.
Lending
The portfolio includes lending provided by the Group to unconsolidated structured entities in the normal course of its lending business
to earn income in the form of interest and lending fees and includes loans to structured entities that are generally collateralised by
property, equipment or other assets. All loans are subject to the Group\u2019s credit sanctioning process. Collateral arrangements are pecific
to the circumstances of each loan with additional guarantees and collateral sought from the sponsor of the structured entity for certain
arrangements. During the period the Group incurred an impairment of \u00a332m (2021: \u00a328m) against such facilities.
Other
This includes fair value loans with structured entities where the market risk is materially hedged with corresponding derivative contracts,
interests in debt securities issued by securitisation vehicles and drawn and undrawn loan facilities to these entities. In addition, other
includes investment funds with interests restricted to management fees based on performance of the fund and trusts held on behalf of
beneficiaries with interests restricted to unpaid fees.
Assets transferred to sponsored unconsolidated structured entities
Barclays is considered to sponsor another entity if: it had a key role in establishing that entity, it transferred assets to the entity, the
Barclays name appears in the name of the entity or it provides guarantees on the entity\u2019s performance. As at 31\u00a0December 2022,
assets transferred to sponsored unconsolidated structured entities were \u00a31,665m (2021: \u00a31,662m).
Investments in associates and joint ventures
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.
The equity accounted associates include the Group's investment in the Business Growth Fund \u00a3669m (2021: \u00a3699m) which has
increased due to a fair value gain in its investments by \u00a3(21)m (2021: \u00a3220m).
| | | | | | |
| | |
| | | | | | |
| | | | | | |
| | | | | | |
Held at fair value through profit or loss | | | | | | |
| | | | | | |
Summarised financial information for the Group\u2019s equity accounted associates and joint ventures is set out below. The amounts shown
are the Group\u2019s share of the net income of the investees for the year ended 31 December 2021, with the exception of certain
undertakings for which the amounts are based on accounts made up to dates not earlier than three months before the balance sheet
date.
| | | | |
| | |
| | | | |
| | | | |
Profit/(loss) from continuing operations | | | | |
Other comprehensive income/(loss) | | | | |
Total comprehensive income/(loss) from continuing operations | | | | |
Unrecognised shares of the losses of individually immaterial associates and joint ventures were \u00a3nil (2021: \u00a3nil).
The Group has provided \u00a3nil (2021: \u00a3nil) to its joint ventures and associates. The Barclays drawn commitments to finance or otherwise
provide resources to its joint ventures and associates are \u00a3474m (2021: \u00a3482m) The Barclays share of the associates and joint
ventures unutilised credit facilities commitments amounted to \u00a31,796m (2021: \u00a31,760m).
43 Related undertakings
The Group\u2019s corporate structure consists
of a number of related undertakings,
comprising subsidiary undertakings, joint
ventures, associated undertakings and
significant holdings. A full list of these
related undertakings is set out below,
together with the country of incorporation,
registered office (or principal place of
business) and the identity and percentage\u00a0
of each share class held by the Group. The
information is provided as at 31 December
2022.
The entities are grouped by the countries
in which they are incorporated. The profits
earned by the activities of these entities
are in some cases taxed in countries other
than the country of incorporation, for
example where the entity carries on
business through a branch in a territory
outside of\u00a0 its country of incorporation .
Barclays\u2019 PLC Country Snapshot provides
details of where the Group carries on its
business, where its profits are subject to
tax and the taxes it pays in each country it
operates in.
Wholly owned subsidiaries
Unless otherwise stated the undertakings
below are wholly owned and included in the
consolidation and the share capital held by
the Group comprises ordinary and/or
common shares, which are held by
subsidiaries of Barclays PLC. Unless
otherwise stated, the Group holds 100%
of the nominal value of each share class.
| | | |
| | | |
| | |
| | Directly held by Barclays PLC | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | B\u00a0 Preference Shares | |
| | Ordinary/Common Shares in addition to other shares | |
| | | |
| | | |
| | | |
| | | |
| | First Preference Shares, Second Preference shares | |
| | Registered Address not in country of incorporation | |
| | Core Shares, Insurance (Classified) Shares | |
| | Class B, C, D (100%),\u00a0 E, F, G, H, I (94.36%), J (95.32%) and K (100%) | |
| | Non-Redeemable Ordinary Shares | |
| | | |
| |
Wholly owned subsidiaries | |
| |
1 Churchill Place, London, E14 5HP | |
Aequor Investments Limited | |
Ardencroft Investments Limited | |
B D & B Investments Limited | |
B.P.B. (Holdings) Limited | |
| |
Barclays Aldersgate Investments Limited | |
Barclays Asset Management Limited | |
| |
| |
Barclays Capital Asia Holdings Limited | |
Barclays Capital Finance Limited | |
Barclays Capital Nominees (No.2) Limited | |
Barclays Capital Nominees (No.3) Limited | |
Barclays Capital Nominees Limited | |
Barclays Capital Securities Client Nominee Limited | |
Barclays Capital Securities Limited | |
| |
Barclays Converted Investments (No.2) Limited | |
Barclays Direct Investing Nominees Limited | |
Barclays Directors Limited | |
Barclays Equity Holdings Limited | |
Barclays Execution Services Limited | |
Barclays Executive Schemes Trustees Limited | |
Barclays Financial Planning Nominee Company Limited | |
Barclays Funds Investments Limited | |
Barclays Global Shareplans Nominee Limited | |
Barclays Group Holdings Limited | |
Barclays Industrial Development Limited | |
Barclays Industrial Investments Limited | |
Barclays Insurance Services Company Limited | |
Barclays International Holdings Limited | |
Barclays Investment Management Limited | |
Barclays Investment Solutions Limited | |
Barclays Leasing (No.9) Limited | |
Barclays Long Island Limited | |
Barclays Nominees (George Yard) Limited | |
Barclays OCIO Services Limited | |
Barclays Pension Funds Trustees Limited | |
Barclays Principal Investments Limited | |
| |
| |
Barclays Security Trustee Limited | |
| |
Wholly owned subsidiaries | |
Barclays Services (Japan) Limited | |
| |
Barclays Singapore Global Shareplans Nominee Limited | |
Barclays Term Funding Limited Liability Partnership | |
Barclays UK Investments Limited | |
Barclays Unquoted Investments Limited | |
Barclays Unquoted Property Investments Limited | |
Barclays Wealth Nominees Limited | |
Barclayshare Nominees Limited | |
| |
| |
BB Client Nominees Limited | |
| |
BNRI ENG 2014 Limited Partnership | |
| |
BNRI England 2010 Limited Partnership | |
BNRI England 2011 Limited Partnership | |
BNRI England 2012 Limited Partnership | |
Carnegie Holdings Limited | |
Chapelcrest Investments Limited | |
Clydesdale Financial Services Limited | |
Cornwall Home Loans Limited | |
CPIA England 2009 Limited Partnership | |
CPIA England No.2 Limited Partnership | |
| |
Dorset Home Loans Limited | |
Durlacher Nominees Limited | |
Eagle Financial and Leasing Services (UK) Limited | |
| |
FIRSTPLUS Financial Group Limited | |
Foltus Investments Limited | |
Global Dynasty Natural Resource Private | |
Equity Limited Partnership | |
| |
| |
| |
Isle of Wight Home Loans Limited | |
| |
Kirsche Investments Limited | |
Long Island Assets Limited | |
Maloney Investments Limited | |
Menlo Investments Limited | |
Mercantile Credit Company Limited | |
Mercantile Leasing Company (No.132) Limited | |
| |
Naxos Investments Limited | |
North Colonnade Investments Limited | |
Northwharf Investments Limited | |
Northwharf Nominees Limited | |
Radbroke Mortgages UK Limited | |
Real Estate Participation Management Limited | |
Real Estate Participation Services Limited | |
Relative Value Investments UK Limited Liability Partnership | |
Relative Value Trading Limited | |
Roder Investments No. 1 Limited | |
Roder Investments No. 2 Limited | |
| |
Solution Personal Finance Limited | |
| |
| |
Wholly owned subsidiaries | |
Sustainable Impact Capital Limited | |
Swan Lane Investments Limited | |
US Real Estate Holdings No.1 Limited | |
US Real Estate Holdings No.2 Limited | |
US Real Estate Holdings No.3 Limited | |
US Real Estate Holdings No.4 Limited | |
US Real Estate Holdings No.5 Limited | |
US Real Estate Holdings No.6 Limited | |
Wedd Jefferson (Nominees) Limited | |
Westferry Investments Limited | |
| |
Woolwich Qualifying Employee Share Ownership Trustee Limited | |
| |
Barclays Capital Japan Securities Holdings Limited (In liquidation) | |
Barclays Marlist Limited (In liquidation) | |
Cobalt Investments Limited (In liquidation) | |
| |
1-4, Clyde Place Lane, Glasgow, G5 8DP | |
R.C. Greig Nominees Limited | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | |
| |
| |
| |
Logic House, Waterfront Business Park, Park, Fleet Road, Fleet, GU51 3SB | |
The Logic Group Enterprises Limited | |
The Logic Group Holdings Limited | |
9, all\u00e9e Scheffer, L-2520, Luxembourg | |
Barclays Claudas Investments Partnership | |
Barclays Pelleas Investments Limited Partnership | |
Barclays Blossom Finance Limited Partnership | |
1 Churchill Place, London, E14 5HP | |
Alynore Investments Limited Partnership | |
| |
| |
855 Leandro N.Alem Avenue, 8th Floor, Buenos Aires | |
Compa\u00f1\u00eda Sudamerica S.A. | |
Marval, O\u2019Farrell & Mairal, Av. Leandro N. Alem 882, Buenos Aires, C1001AAQ | |
Compa\u00f1ia Regional del Sur S.A. | |
| |
| |
Av. Brigadeiro Faria Lima, No.4.440, 12th Floor, Bairro Itaim Bibi, Sao Paulo, CEP, 04538-132 | |
Barclays Brasil Assessoria Financeira Ltda | |
BNC Brazil Consultoria Empresarial Ltda | |
| |
| |
333 Bay Street, Suite 4910, Toronto ON M5H 2R2 | |
Barclays Capital Canada Inc. | |
Stikeman Elliot LLP, 199 Bay Street, 5300 Commerce Court West, Toronto ON M5L 1B9 | |
Barclays Corporation Limited | |
1 Churchill Place, London, E14 5HP | |
| |
| |
| |
| |
Wholly owned subsidiaries | |
| |
PO Box\u00a0 309, Ugland House, George Town, Grand Cayman, KY1-1104 | |
Alymere Investments Limited | |
Analytical Trade UK Limited | |
Barclays Capital (Cayman) Limited | |
Barclays Securities Financing Limited | |
Barclays US Holdings Limited | |
Braven Investments No.1 Limited | |
Calthorpe Investments Limited | |
Capton Investments Limited | |
Claudas Investments Limited | |
Claudas Investments Two Limited | |
CPIA Investments No.2 Limited | |
Gallen Investments Limited | |
Hurley Investments No.1 Limited | |
JV Assets Limited (In liquidation) | |
Mintaka Investments No. 4 Limited | |
OGP Leasing Limited (In liquidation) | |
| |
Pelleas Investments Limited | |
Pippin Island Investments Limited | |
Razzoli Investments Limited | |
| |
Wessex Investments Limited | |
Walkers Corporate Limited, Cayman Corporate Centre, 27 Hospital Road, George Town, KY1- 9008 | |
Long Island Holding B Limited | |
| |
| |
TaunusTurm, Taunustor 1, 60310, Frankfurt | |
Barclays Capital Effekten GmbH (In liquidation) | |
Stuttgarter Stra\u00dfe 55-57, 73033 G\u00f6ppingen | |
Holding Stuttgarter Stra\u00dfe GmbH (In liquidation) | |
| |
| |
P.O. Box 33, Dorey Court, Admiral Park, St.\u00a0 Peter\u00a0Port, GY1 4AT | |
Barclays Insurance Guernsey PCC Limited | |
| |
| |
42nd floor Citibank Tower, Citibank Plaza, 3\u00a0Garden\u00a0Road | |
Barclays Bank (Hong Kong Nominees) Limited (In liquidation) | |
Barclays Capital Asia Nominees Limited (In liquidation) | |
Level 41,Cheung Kong Center, 2 Queen's Road, Central | |
Barclays Capital Asia Limited | |
| |
| |
208 Ceejay House, Shivsagar Estate, Dr A Beasant Road, Worli, Mumbai, 400 018 | |
Barclays Securities (India) Private Limited | |
Barclays Wealth Trustees (India) Private Limited | |
| |
Wholly owned subsidiaries | |
Barclays International Luxembourg Dollar Holdings\u00a0S.\u00e0 r.l. | |
Barclays Lamorak Investments S.\u00e0 r.l. | |
Barclays Leto Investments S.\u00e0 r.l. | |
Barclays Luxembourg EUR Holdings S.\u00e0 r.l | |
Barclays Luxembourg Finance S.\u00e0 r.l. | |
Barclays Luxembourg GBP Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Global Funding S.\u00e0 r.l. | |
Barclays Luxembourg Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Holdings SSC | |
68-70 Boulevard de la Petrusse, L-2320 | |
| |
10 rue du Cha'teau d'Eau, Leudelange, L-3364 | |
| |
| |
| |
C/O Rogers Capital Corporate Services Limited, 3rd Floor, Rogers House, No.5 President John Kennedy Street, Port Louis | |
Barclays Capital Mauritius Limited (In liquidation) | |
Barclays Capital Securities Mauritius Limited | |
Fifth Floor, Ebene Esplanade, 24 Cybercity, Ebene | |
Barclays Mauritius Overseas Holdings Limited | |
| |
| |
Paseo de la Reforma 505, 41 Floor, Torre Mayor, Col. Cuauhtemoc, CP 06500 | |
Barclays Bank Mexico, S.A. | |
Barclays Capital Casa de Bolsa, S.A. de C.V. | |
Grupo Financiero Barclays Mexico, S.A. de C.V. | |
Servicios Barclays, S.A. de C.V. | |
| |
| |
31 Avenue de la Costa, Monte Carlo BP 339 | |
Barclays Private Asset Management (Monaco) S.A.M | |
| |
| |
3rd Floor Al Dahna Center, 114 Al-Ahsa Street, PO Box 1454, Riyadh 11431 | |
Barclays Saudi Arabia (In liquidation) | |
| |
| |
10 Marina Boulevard, #25-01 Marina Bay\u00a0 Financial Centre, Tower 2, 018983 | |
Barclays Capital Futures (Singapore) Private Limited (In liquidation) | |
Barclays Capital Holdings (Singapore) Private Limited (In liquidation) | |
Barclays Merchant Bank (Singapore) Ltd. | |
| |
| |
Calle Jose, Abascal 51, 28003, Madrid | |
Barclays Tenedora De Inmuebles SL. | |
BVP Galvani Global, S.A.U. | |
| |
| |
Chemin de Grange Canal 18-20, PO Box 3941, 1211, Geneva | |
Barclays Bank (Suisse) SA | |
Barclays Switzerland Services SA | |
| |
Other Related Undertakings
Unless otherwise stated, the undertakings
below are included in the consolidation and
the share capital held by the Group
comprises ordinary and/or common
shares,\u00a0 which are held by subsidiaries of
Barclays PLC. The percentage of the
nominal value of each share class held by
the Group\u00a0 is provided below.
| | |
Other Related Undertakings | | |
| | |
1 Churchill Place, London, E14 5HP | | |
| | |
| | |
PSA Credit Company Limited (In\u00a0liquidation) | | |
| | |
Barclays Covered Bonds Limited Liability Partnership | | |
St Helen\u2019s, 1 Undershaft, London, EC3P\u00a03DQ | | |
Igloo Regeneration (General Partner) Limited | | |
3-5 London Road, Rainham, Kent, ME8\u00a07RG | | |
| | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | | |
Equistone Founder Partner II L.P. | | |
Equistone Founder Partner III L.P. | | |
Enigma, Wavendon Business Park Milton Keynes, MK178LX | | |
Intelligent Processing Solutions Limited | | |
c/o BDP LLP, Two Snow Hill, Queensway, Birmingham, B4 6GA\u00a0 | | |
GW City Ventures Limited (In liquidation) | | |
GN Tower Limited (In liquidation) | | |
Haberfield Old Moor Road, Wennington, Lancaster, LA2 8PD | | |
Full House Holdings Limited | | |
13-15 York Buildings, London, WC2N\u00a06JU | | |
| | |
Unit 9 Westbrook Court, Sharrowvale Road, Sheffield, United Kingdom, S11\u00a08YZ | | |
Palms Row Healthcare Holdings Limited | | |
5th Floor, 44 Great Marlborough Street, London, W1F 7JL | | |
| | |
41 Luke Street, London, EC2A 4DP | | |
Fintech for International Development Limited | | |
| | |
| | |
1 America Square, Crosswall, London, EC3N 2SG | | |
| | |
3rd Floor, 25 Soho Square, London, W1D 3QR | | |
| | |
Aurora House, 120 Bothwell Street, Glasgow, G2 7JT | | |
Buchanan Wharf (Glasgow) Management Limited | | |
| | |
| | |
| | |
Other Related Undertakings | | |
Aviation House, 125 Kingsway, London, WC2B 6NH | | |
| | |
| | |
| | |
Postbus 751, Neiuwegein, Utrecht, 3430 AT\u00a0 \u00a0 | | |
Euphony Benelux NV (In liquidation) | | |
| | |
| | |
PO Box 309, Ugland House, Grand Cayman KY1-1104\u00a0 | | |
Cupric Canyon Capital GP Limited | | |
| | |
| | |
| | |
| | |
| | |
18th Floor, Daishin Finance Centre, 343, Samil-daero, Jung-go, Seoul | | |
Woori BC Pegasus Securitization Specialty Co. Ltd | | |
| | |
| | |
9, allee Scheffer, L-2520 | | |
BNRI Limehouse No.1 S.\u00e0 r.l. | | |
Preferred Funding S.\u00e0 r.l. | | |
Preferred Investments S.\u00e0 r.l. | | |
| | |
| | |
RS2 Buildings, Fort Road, Mosta MST 1859 | | |
| | |
| | |
| | |
Alexanderstraat 18, The Hague, 2514 JM, Zuid-Holland | | |
| | |
| | |
| | |
| | |
| | |
c/o ForeningsSparbanken AB 105 34 Stockholm | | |
| | |
| | |
| | |
Corporation Services Company, 251 Little Falls, Drive Wilmington, DE 19808 | | |
| | |
Corporation Trust Company, Corporation Trust Centre, 1209 Orange Street, Wilmington DE 19801 | | |
| | |
| | |
1415 Louisiana Street, Suite 1600, TX 77002-0000 | | |
Sabine Oil & Gas Holdings, Inc. | | |
Subsidiaries by virtue of control
The related undertakings below are
subsidiary undertakings\u00a0 in accordance
with s.1162 Companies Act 2006 by virtue
of the fact that the Group\u00a0 can exercise
dominant influence or control over them.
| | |
Subsidiaries by virtue of dominant influence or control | | |
| | |
1 Churchill Place, London, E14 5HP | | |
Oak Pension Asset Management Limited | | |
Water Street Investments Limited | | |
| | |
| | |
PO Box 309GT, Ugland House, South Church Street, Grand Cayman, KY1-1104 | | |
| | |
| | |
| | |
P.O. Box 33, Dorey Court, Admiral Park, St. Peter Port, GY1 4AT | | |
Barclays UKRF No.1 IC Limited | | |
Barclays UKRF ICC Limited | | |
Barclays UKRF No.2 IC Ltd | | |
Joint management factors
The Board of Directors of the above Joint
Venture\u00a0 comprises two Barclays
representative Directors, two JV partner
Directors and three non-JV partner
Directors. The Board of Directors\u00a0 are
responsible for setting the Company
strategy and budgets.
The last financial year of the above JV
ended on 6 October 2022.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInterestsInOtherEntitiesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTUvZnJhZzpmOGNiMmM3YWQ3M2M0Y2U3OThlMzA0NWYwYzVmM2FiOC90ZXh0cmVnaW9uOmY4Y2IyYzdhZDczYzRjZTc5OGUzMDQ1ZjBjNWYzYWI4XzEzNzk4ODcwOTI5NzgyMw_9e2f3e57-7b95-4140-97f6-f6b9cf40d79f": {
"value": "Structured entities
A structured entity is an entity in which voting or similar rights are not the dominant factor in deciding who\u00a0 controls the entity.\u00a0 Voting
rights may relate to administrative tasks only, with the relevant activities of the entity being directed by means of contractual
arrangements.\u00a0 Structured entities are generally created to achieve a narrow and well-defined objective with restrictions around their
ongoing activities.
Depending on the Group\u2019s power over the activities of the entity and its exposure to and ability to influence its own returns, it may
consolidate the entity. In other cases, it may sponsor or have exposure to such an entity but not consolidate it.
Consolidated structured entities
The Group has contractual arrangements which may require it to provide financial support to the following types of consolidated
structured entities:
\u2022Securitisation vehicles: The Group uses securitisation as a source of financing and a means of risk transfer.\u00a0 Where entities are
controlled by the Group, they are consolidated.\u00a0 Refer to Note 37 for further detail.
\u25aaCommercial Paper (CP) conduits: These entities issue CP and use the proceeds to lend to clients as part of the Group's multi-seller
conduit programme.\u00a0 The Group has provided \u00a320.8bn (2021: \u00a317.2bn) in contractual liquidity facilities to the CP conduits that the
Group consolidates. These amounts represent the maximum the conduits can lend externally. The amounts of CP conduit lending
(drawn and undrawn) to unconsolidated structured entities can be seen in Other interests in unconsolidated structured entities
under multi-seller conduit programme in the Nature of interest table.
\u25aaEmployee benefit trusts: The Group provides capital contributions to employee benefit trusts to enable them to meet obligations to
employees in relation to share-based remuneration arrangements.
\u25aaTender Option Bond (TOB)\u00a0 trusts: During 2022, the Group provided undrawn liquidity facilities of \u00a33.8bn (2021: \u00a33.3bn) to
consolidated TOB trusts.\u00a0 These trusts invest in fixed income instruments issued by state, local or other municipalities in the United
States, funded by long-term senior floating-rate notes and junior residual securities.\u00a0 \u00a0
Unconsolidated structured entities
The term \u2018unconsolidated structured entities\u2019 refers to structured entities not controlled by Barclays, and are established either by
Barclays or a third party. An interest in a structured entity is any form of contractual or non-contractual involvement which creates
variability in returns arising from the performance of the entity for the Group. Such interests include holdings of debt or equity
securities, derivatives that transfer financial risks from the entity to the Group, lending, loan commitments, financial guarantees and
investment management agreements.
The Group enters into transactions with unconsolidated structured entities in the normal course of business to facilitate customer
transactions, to provide\u00a0 risk management services and for specific investment opportunities.\u00a0 This is predominantly within the CIB
business. Structured entities may take the form of funds, trusts, securitisation vehicles, and private investment companies. The largest
transactions for Barclays include loans and derivatives with hedge fund structures and special purpose entities, multi-seller conduit
lending, holding notes issued by securitisation vehicles, and facilitating customer requirements through funds.
The nature and extent of the Group\u2019s interests in structured entities is summarised below:
| | | | | |
Summary of interests in unconsolidated structured entities |
| | Short-term traded interests | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Derivative financial instruments | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | |
| | | | | |
| | | | | |
| | | | | |
Derivative financial instruments | | | | | |
| | | | | |
| | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Derivative financial instruments | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
Reverse repurchase agreements and other similar secured lending | | | | | |
| | | | | |
| | | | | |
| | | | | |
Derivative financial instruments | | | | | |
Secured financing arrangements, short-term traded interests and traded derivatives are typically managed under Market risk
management policies described in the Market risk management section which includes an indication of the change of risk measures
compared to last year. For this reason, the total assets of these entities are not considered meaningful for the purposes of
understanding the related risks and so have not been presented. Other interests include conduits and lending where the interest is
driven by normal customer demand. As at 31\u00a0December 2022, there were 6,267 (2021: 5,891) structured entities that Barclays entered
into transactions with.
Secured financing
The Group routinely enters into reverse repurchase contracts, margin lending, stock borrowing and similar arrangements on normal
commercial terms where the counterparty to the arrangement is a structured entity. Due to the nature of these arrangements,
especially the transfer of collateral and ongoing margining, the Group is able to manage its variable exposure to the performance of the
structured entity counterparty. The counterparties included in secured financing mainly include hedge fund limited structures,
investment companies and special purpose entities.
Short-term traded interests
As part of its market making activities, the Group buys and sells interests in structured vehicles, which are predominantly debt securities
issued by asset securitisation vehicles. Such interests are typically held individually or as part of a larger portfolio for no more than 90
days. In such cases, the Group typically has no other involvement with the structured entity other than the securities it holds as part of
trading activities and its maximum exposure to loss is restricted to the carrying value of the asset.
Traded derivatives
The Group enters into a variety of derivative contracts with structured entities which reference market risk variables such as interest
rates, equities, foreign exchange rates and credit indices among other things. The main derivative types which are considered interests
in structured entities include equity options, index-based and entity-specific credit default swaps, and total return swaps.\u00a0 Interest rate
swaps and foreign exchange derivatives that are not complex and which expose the Group to insignificant credit risk by being senior in
the payment waterfall of a securitisation and derivatives that are determined to introduce risk or variability to a structured entity are not
considered to be an interest in an entity and have been excluded from the disclosures.
A description of the types of derivatives and the risk management practices are detailed in Note 14. The risk of loss may be mitigated
through ongoing margining requirements as well as a right to cash flows from the structured entity which are senior in the payment
waterfall. Such margining requirements are consistent with market practice for many derivative arrangements and in line with the
Group\u2019s normal credit policies.
Derivative transactions require the counterparty to provide cash or other collateral under margining agreements to mitigate
counterparty credit risk. The Group is mainly exposed to settlement risk on these derivatives which is mitigated through daily margining.
Total notional contract amounts were \u00a3244,780m (2021: \u00a3217,055m).
Except for credit default swaps where the maximum exposure to loss is the swap notional amount, it is not possible to estimate the
maximum exposure to loss in respect of derivative positions as the fair value of derivatives is subject to changes in market rates of
interest, exchange rates and credit indices which by their nature are uncertain. In addition, the Group\u2019s losses would be subject to
mitigating action under its traded market risk and credit risk policies that require the counterparty to provide collateral in cash or other
assets in most cases.
Other interests in unconsolidated structured entities
The Group\u2019s interests in structured entities not held for the purposes of short-term trading activities are set out below, summarised by
the nature of the interest and limited to significant categories, based on maximum exposure to loss.
| | | | | |
| | | | | |
| Multi-seller conduit programme | | | | Of which: Barclays owned, not consolidated entitiesa |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
Total on-balance sheet exposures | | | | | |
Total off-balance sheet notional amounts | | | | | |
| | | | | |
Total assets of the entity | | | | | |
| | | | | |
| | | | | |
Financial assets at fair value through the income statement | | | | | |
Financial assets at fair value through other comprehensive income | | | | | |
Loans and advances at amortised cost | | | | | |
| | | | | |
Total on-balance sheet exposures | | | | | |
Total off-balance sheet notional amounts | | | | | |
| | | | | |
Total assets of the entity | | | | | |
receivables or similar obligations. These instruments are protected from loss through over-collateralisation, seller guarantees, or other
credit enhancements provided to the conduit entities. The Group\u2019s off-balance sheet exposure included in the table above represents
liquidity facilities that are provided to the conduit for the benefit of the holders of the commercial paper issued by the conduit and will
only be drawn where the conduit is unable to access the commercial paper market. If these liquidity facilities are drawn, the Group is
protected from loss through over-collateralisation, seller guarantees, or other credit enhancements provided to the conduit.
Lending
The portfolio includes lending provided by the Group to unconsolidated structured entities in the normal course of its lending business
to earn income in the form of interest and lending fees and includes loans to structured entities that are generally collateralised by
property, equipment or other assets. All loans are subject to the Group\u2019s credit sanctioning process. Collateral arrangements are pecific
to the circumstances of each loan with additional guarantees and collateral sought from the sponsor of the structured entity for certain
arrangements. During the period the Group incurred an impairment of \u00a332m (2021: \u00a328m) against such facilities.
Other
This includes fair value loans with structured entities where the market risk is materially hedged with corresponding derivative contracts,
interests in debt securities issued by securitisation vehicles and drawn and undrawn loan facilities to these entities. In addition, other
includes investment funds with interests restricted to management fees based on performance of the fund and trusts held on behalf of
beneficiaries with interests restricted to unpaid fees.
Assets transferred to sponsored unconsolidated structured entities
Barclays is considered to sponsor another entity if: it had a key role in establishing that entity, it transferred assets to the entity, the
Barclays name appears in the name of the entity or it provides guarantees on the entity\u2019s performance. As at 31\u00a0December 2022,
assets transferred to sponsored unconsolidated structured entities were \u00a31,665m (2021: \u00a31,662m).
Investments in associates and joint ventures
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.
The equity accounted associates include the Group's investment in the Business Growth Fund \u00a3669m (2021: \u00a3699m) which has
increased due to a fair value gain in its investments by \u00a3(21)m (2021: \u00a3220m).
| | | | | | |
| | |
| | | | | | |
| | | | | | |
| | | | | | |
Held at fair value through profit or loss | | | | | | |
| | | | | | |
Summarised financial information for the Group\u2019s equity accounted associates and joint ventures is set out below. The amounts shown
are the Group\u2019s share of the net income of the investees for the year ended 31 December 2021, with the exception of certain
undertakings for which the amounts are based on accounts made up to dates not earlier than three months before the balance sheet
date.
| | | | |
| | |
| | | | |
| | | | |
Profit/(loss) from continuing operations | | | | |
Other comprehensive income/(loss) | | | | |
Total comprehensive income/(loss) from continuing operations | | | | |
Unrecognised shares of the losses of individually immaterial associates and joint ventures were \u00a3nil (2021: \u00a3nil).
The Group has provided \u00a3nil (2021: \u00a3nil) to its joint ventures and associates. The Barclays drawn commitments to finance or otherwise
provide resources to its joint ventures and associates are \u00a3474m (2021: \u00a3482m) The Barclays share of the associates and joint
ventures unutilised credit facilities commitments amounted to \u00a31,796m (2021: \u00a31,760m).
43 Related undertakings
The Group\u2019s corporate structure consists
of a number of related undertakings,
comprising subsidiary undertakings, joint
ventures, associated undertakings and
significant holdings. A full list of these
related undertakings is set out below,
together with the country of incorporation,
registered office (or principal place of
business) and the identity and percentage\u00a0
of each share class held by the Group. The
information is provided as at 31 December
2022.
The entities are grouped by the countries
in which they are incorporated. The profits
earned by the activities of these entities
are in some cases taxed in countries other
than the country of incorporation, for
example where the entity carries on
business through a branch in a territory
outside of\u00a0 its country of incorporation .
Barclays\u2019 PLC Country Snapshot provides
details of where the Group carries on its
business, where its profits are subject to
tax and the taxes it pays in each country it
operates in.
Wholly owned subsidiaries
Unless otherwise stated the undertakings
below are wholly owned and included in the
consolidation and the share capital held by
the Group comprises ordinary and/or
common shares, which are held by
subsidiaries of Barclays PLC. Unless
otherwise stated, the Group holds 100%
of the nominal value of each share class.
| | | |
| | | |
| | |
| | Directly held by Barclays PLC | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | B\u00a0 Preference Shares | |
| | Ordinary/Common Shares in addition to other shares | |
| | | |
| | | |
| | | |
| | | |
| | First Preference Shares, Second Preference shares | |
| | Registered Address not in country of incorporation | |
| | Core Shares, Insurance (Classified) Shares | |
| | Class B, C, D (100%),\u00a0 E, F, G, H, I (94.36%), J (95.32%) and K (100%) | |
| | Non-Redeemable Ordinary Shares | |
| | | |
| |
Wholly owned subsidiaries | |
| |
1 Churchill Place, London, E14 5HP | |
Aequor Investments Limited | |
Ardencroft Investments Limited | |
B D & B Investments Limited | |
B.P.B. (Holdings) Limited | |
| |
Barclays Aldersgate Investments Limited | |
Barclays Asset Management Limited | |
| |
| |
Barclays Capital Asia Holdings Limited | |
Barclays Capital Finance Limited | |
Barclays Capital Nominees (No.2) Limited | |
Barclays Capital Nominees (No.3) Limited | |
Barclays Capital Nominees Limited | |
Barclays Capital Securities Client Nominee Limited | |
Barclays Capital Securities Limited | |
| |
Barclays Converted Investments (No.2) Limited | |
Barclays Direct Investing Nominees Limited | |
Barclays Directors Limited | |
Barclays Equity Holdings Limited | |
Barclays Execution Services Limited | |
Barclays Executive Schemes Trustees Limited | |
Barclays Financial Planning Nominee Company Limited | |
Barclays Funds Investments Limited | |
Barclays Global Shareplans Nominee Limited | |
Barclays Group Holdings Limited | |
Barclays Industrial Development Limited | |
Barclays Industrial Investments Limited | |
Barclays Insurance Services Company Limited | |
Barclays International Holdings Limited | |
Barclays Investment Management Limited | |
Barclays Investment Solutions Limited | |
Barclays Leasing (No.9) Limited | |
Barclays Long Island Limited | |
Barclays Nominees (George Yard) Limited | |
Barclays OCIO Services Limited | |
Barclays Pension Funds Trustees Limited | |
Barclays Principal Investments Limited | |
| |
| |
Barclays Security Trustee Limited | |
| |
Wholly owned subsidiaries | |
Barclays Services (Japan) Limited | |
| |
Barclays Singapore Global Shareplans Nominee Limited | |
Barclays Term Funding Limited Liability Partnership | |
Barclays UK Investments Limited | |
Barclays Unquoted Investments Limited | |
Barclays Unquoted Property Investments Limited | |
Barclays Wealth Nominees Limited | |
Barclayshare Nominees Limited | |
| |
| |
BB Client Nominees Limited | |
| |
BNRI ENG 2014 Limited Partnership | |
| |
BNRI England 2010 Limited Partnership | |
BNRI England 2011 Limited Partnership | |
BNRI England 2012 Limited Partnership | |
Carnegie Holdings Limited | |
Chapelcrest Investments Limited | |
Clydesdale Financial Services Limited | |
Cornwall Home Loans Limited | |
CPIA England 2009 Limited Partnership | |
CPIA England No.2 Limited Partnership | |
| |
Dorset Home Loans Limited | |
Durlacher Nominees Limited | |
Eagle Financial and Leasing Services (UK) Limited | |
| |
FIRSTPLUS Financial Group Limited | |
Foltus Investments Limited | |
Global Dynasty Natural Resource Private | |
Equity Limited Partnership | |
| |
| |
| |
Isle of Wight Home Loans Limited | |
| |
Kirsche Investments Limited | |
Long Island Assets Limited | |
Maloney Investments Limited | |
Menlo Investments Limited | |
Mercantile Credit Company Limited | |
Mercantile Leasing Company (No.132) Limited | |
| |
Naxos Investments Limited | |
North Colonnade Investments Limited | |
Northwharf Investments Limited | |
Northwharf Nominees Limited | |
Radbroke Mortgages UK Limited | |
Real Estate Participation Management Limited | |
Real Estate Participation Services Limited | |
Relative Value Investments UK Limited Liability Partnership | |
Relative Value Trading Limited | |
Roder Investments No. 1 Limited | |
Roder Investments No. 2 Limited | |
| |
Solution Personal Finance Limited | |
| |
| |
Wholly owned subsidiaries | |
Sustainable Impact Capital Limited | |
Swan Lane Investments Limited | |
US Real Estate Holdings No.1 Limited | |
US Real Estate Holdings No.2 Limited | |
US Real Estate Holdings No.3 Limited | |
US Real Estate Holdings No.4 Limited | |
US Real Estate Holdings No.5 Limited | |
US Real Estate Holdings No.6 Limited | |
Wedd Jefferson (Nominees) Limited | |
Westferry Investments Limited | |
| |
Woolwich Qualifying Employee Share Ownership Trustee Limited | |
| |
Barclays Capital Japan Securities Holdings Limited (In liquidation) | |
Barclays Marlist Limited (In liquidation) | |
Cobalt Investments Limited (In liquidation) | |
| |
1-4, Clyde Place Lane, Glasgow, G5 8DP | |
R.C. Greig Nominees Limited | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | |
| |
| |
| |
Logic House, Waterfront Business Park, Park, Fleet Road, Fleet, GU51 3SB | |
The Logic Group Enterprises Limited | |
The Logic Group Holdings Limited | |
9, all\u00e9e Scheffer, L-2520, Luxembourg | |
Barclays Claudas Investments Partnership | |
Barclays Pelleas Investments Limited Partnership | |
Barclays Blossom Finance Limited Partnership | |
1 Churchill Place, London, E14 5HP | |
Alynore Investments Limited Partnership | |
| |
| |
855 Leandro N.Alem Avenue, 8th Floor, Buenos Aires | |
Compa\u00f1\u00eda Sudamerica S.A. | |
Marval, O\u2019Farrell & Mairal, Av. Leandro N. Alem 882, Buenos Aires, C1001AAQ | |
Compa\u00f1ia Regional del Sur S.A. | |
| |
| |
Av. Brigadeiro Faria Lima, No.4.440, 12th Floor, Bairro Itaim Bibi, Sao Paulo, CEP, 04538-132 | |
Barclays Brasil Assessoria Financeira Ltda | |
BNC Brazil Consultoria Empresarial Ltda | |
| |
| |
333 Bay Street, Suite 4910, Toronto ON M5H 2R2 | |
Barclays Capital Canada Inc. | |
Stikeman Elliot LLP, 199 Bay Street, 5300 Commerce Court West, Toronto ON M5L 1B9 | |
Barclays Corporation Limited | |
1 Churchill Place, London, E14 5HP | |
| |
| |
| |
| |
Wholly owned subsidiaries | |
| |
PO Box\u00a0 309, Ugland House, George Town, Grand Cayman, KY1-1104 | |
Alymere Investments Limited | |
Analytical Trade UK Limited | |
Barclays Capital (Cayman) Limited | |
Barclays Securities Financing Limited | |
Barclays US Holdings Limited | |
Braven Investments No.1 Limited | |
Calthorpe Investments Limited | |
Capton Investments Limited | |
Claudas Investments Limited | |
Claudas Investments Two Limited | |
CPIA Investments No.2 Limited | |
Gallen Investments Limited | |
Hurley Investments No.1 Limited | |
JV Assets Limited (In liquidation) | |
Mintaka Investments No. 4 Limited | |
OGP Leasing Limited (In liquidation) | |
| |
Pelleas Investments Limited | |
Pippin Island Investments Limited | |
Razzoli Investments Limited | |
| |
Wessex Investments Limited | |
Walkers Corporate Limited, Cayman Corporate Centre, 27 Hospital Road, George Town, KY1- 9008 | |
Long Island Holding B Limited | |
| |
| |
TaunusTurm, Taunustor 1, 60310, Frankfurt | |
Barclays Capital Effekten GmbH (In liquidation) | |
Stuttgarter Stra\u00dfe 55-57, 73033 G\u00f6ppingen | |
Holding Stuttgarter Stra\u00dfe GmbH (In liquidation) | |
| |
| |
P.O. Box 33, Dorey Court, Admiral Park, St.\u00a0 Peter\u00a0Port, GY1 4AT | |
Barclays Insurance Guernsey PCC Limited | |
| |
| |
42nd floor Citibank Tower, Citibank Plaza, 3\u00a0Garden\u00a0Road | |
Barclays Bank (Hong Kong Nominees) Limited (In liquidation) | |
Barclays Capital Asia Nominees Limited (In liquidation) | |
Level 41,Cheung Kong Center, 2 Queen's Road, Central | |
Barclays Capital Asia Limited | |
| |
| |
208 Ceejay House, Shivsagar Estate, Dr A Beasant Road, Worli, Mumbai, 400 018 | |
Barclays Securities (India) Private Limited | |
Barclays Wealth Trustees (India) Private Limited | |
| |
Wholly owned subsidiaries | |
Barclays International Luxembourg Dollar Holdings\u00a0S.\u00e0 r.l. | |
Barclays Lamorak Investments S.\u00e0 r.l. | |
Barclays Leto Investments S.\u00e0 r.l. | |
Barclays Luxembourg EUR Holdings S.\u00e0 r.l | |
Barclays Luxembourg Finance S.\u00e0 r.l. | |
Barclays Luxembourg GBP Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Global Funding S.\u00e0 r.l. | |
Barclays Luxembourg Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Holdings SSC | |
68-70 Boulevard de la Petrusse, L-2320 | |
| |
10 rue du Cha'teau d'Eau, Leudelange, L-3364 | |
| |
| |
| |
C/O Rogers Capital Corporate Services Limited, 3rd Floor, Rogers House, No.5 President John Kennedy Street, Port Louis | |
Barclays Capital Mauritius Limited (In liquidation) | |
Barclays Capital Securities Mauritius Limited | |
Fifth Floor, Ebene Esplanade, 24 Cybercity, Ebene | |
Barclays Mauritius Overseas Holdings Limited | |
| |
| |
Paseo de la Reforma 505, 41 Floor, Torre Mayor, Col. Cuauhtemoc, CP 06500 | |
Barclays Bank Mexico, S.A. | |
Barclays Capital Casa de Bolsa, S.A. de C.V. | |
Grupo Financiero Barclays Mexico, S.A. de C.V. | |
Servicios Barclays, S.A. de C.V. | |
| |
| |
31 Avenue de la Costa, Monte Carlo BP 339 | |
Barclays Private Asset Management (Monaco) S.A.M | |
| |
| |
3rd Floor Al Dahna Center, 114 Al-Ahsa Street, PO Box 1454, Riyadh 11431 | |
Barclays Saudi Arabia (In liquidation) | |
| |
| |
10 Marina Boulevard, #25-01 Marina Bay\u00a0 Financial Centre, Tower 2, 018983 | |
Barclays Capital Futures (Singapore) Private Limited (In liquidation) | |
Barclays Capital Holdings (Singapore) Private Limited (In liquidation) | |
Barclays Merchant Bank (Singapore) Ltd. | |
| |
| |
Calle Jose, Abascal 51, 28003, Madrid | |
Barclays Tenedora De Inmuebles SL. | |
BVP Galvani Global, S.A.U. | |
| |
| |
Chemin de Grange Canal 18-20, PO Box 3941, 1211, Geneva | |
Barclays Bank (Suisse) SA | |
Barclays Switzerland Services SA | |
| |
Other Related Undertakings
Unless otherwise stated, the undertakings
below are included in the consolidation and
the share capital held by the Group
comprises ordinary and/or common
shares,\u00a0 which are held by subsidiaries of
Barclays PLC. The percentage of the
nominal value of each share class held by
the Group\u00a0 is provided below.
| | |
Other Related Undertakings | | |
| | |
1 Churchill Place, London, E14 5HP | | |
| | |
| | |
PSA Credit Company Limited (In\u00a0liquidation) | | |
| | |
Barclays Covered Bonds Limited Liability Partnership | | |
St Helen\u2019s, 1 Undershaft, London, EC3P\u00a03DQ | | |
Igloo Regeneration (General Partner) Limited | | |
3-5 London Road, Rainham, Kent, ME8\u00a07RG | | |
| | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | | |
Equistone Founder Partner II L.P. | | |
Equistone Founder Partner III L.P. | | |
Enigma, Wavendon Business Park Milton Keynes, MK178LX | | |
Intelligent Processing Solutions Limited | | |
c/o BDP LLP, Two Snow Hill, Queensway, Birmingham, B4 6GA\u00a0 | | |
GW City Ventures Limited (In liquidation) | | |
GN Tower Limited (In liquidation) | | |
Haberfield Old Moor Road, Wennington, Lancaster, LA2 8PD | | |
Full House Holdings Limited | | |
13-15 York Buildings, London, WC2N\u00a06JU | | |
| | |
Unit 9 Westbrook Court, Sharrowvale Road, Sheffield, United Kingdom, S11\u00a08YZ | | |
Palms Row Healthcare Holdings Limited | | |
5th Floor, 44 Great Marlborough Street, London, W1F 7JL | | |
| | |
41 Luke Street, London, EC2A 4DP | | |
Fintech for International Development Limited | | |
| | |
| | |
1 America Square, Crosswall, London, EC3N 2SG | | |
| | |
3rd Floor, 25 Soho Square, London, W1D 3QR | | |
| | |
Aurora House, 120 Bothwell Street, Glasgow, G2 7JT | | |
Buchanan Wharf (Glasgow) Management Limited | | |
| | |
| | |
| | |
Other Related Undertakings | | |
Aviation House, 125 Kingsway, London, WC2B 6NH | | |
| | |
| | |
| | |
Postbus 751, Neiuwegein, Utrecht, 3430 AT\u00a0 \u00a0 | | |
Euphony Benelux NV (In liquidation) | | |
| | |
| | |
PO Box 309, Ugland House, Grand Cayman KY1-1104\u00a0 | | |
Cupric Canyon Capital GP Limited | | |
| | |
| | |
| | |
| | |
| | |
18th Floor, Daishin Finance Centre, 343, Samil-daero, Jung-go, Seoul | | |
Woori BC Pegasus Securitization Specialty Co. Ltd | | |
| | |
| | |
9, allee Scheffer, L-2520 | | |
BNRI Limehouse No.1 S.\u00e0 r.l. | | |
Preferred Funding S.\u00e0 r.l. | | |
Preferred Investments S.\u00e0 r.l. | | |
| | |
| | |
RS2 Buildings, Fort Road, Mosta MST 1859 | | |
| | |
| | |
| | |
Alexanderstraat 18, The Hague, 2514 JM, Zuid-Holland | | |
| | |
| | |
| | |
| | |
| | |
c/o ForeningsSparbanken AB 105 34 Stockholm | | |
| | |
| | |
| | |
Corporation Services Company, 251 Little Falls, Drive Wilmington, DE 19808 | | |
| | |
Corporation Trust Company, Corporation Trust Centre, 1209 Orange Street, Wilmington DE 19801 | | |
| | |
| | |
1415 Louisiana Street, Suite 1600, TX 77002-0000 | | |
Sabine Oil & Gas Holdings, Inc. | | |
Subsidiaries by virtue of control
The related undertakings below are
subsidiary undertakings\u00a0 in accordance
with s.1162 Companies Act 2006 by virtue
of the fact that the Group\u00a0 can exercise
dominant influence or control over them.
| | |
Subsidiaries by virtue of dominant influence or control | | |
| | |
1 Churchill Place, London, E14 5HP | | |
Oak Pension Asset Management Limited | | |
Water Street Investments Limited | | |
| | |
| | |
PO Box 309GT, Ugland House, South Church Street, Grand Cayman, KY1-1104 | | |
| | |
| | |
| | |
P.O. Box 33, Dorey Court, Admiral Park, St. Peter Port, GY1 4AT | | |
Barclays UKRF No.1 IC Limited | | |
Barclays UKRF ICC Limited | | |
Barclays UKRF No.2 IC Ltd | | |
Joint management factors
The Board of Directors of the above Joint
Venture\u00a0 comprises two Barclays
representative Directors, two JV partner
Directors and three non-JV partner
Directors. The Board of Directors\u00a0 are
responsible for setting the Company
strategy and budgets.
The last financial year of the above JV
ended on 6 October 2022.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInvestmentsOtherThanInvestmentsAccountedForUsingEquityMethodExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTgvZnJhZzpiNmU3ZDYwMWFlZGU0ZTcwOGJkZTc2NjY1Njk1NGM3YS90ZXh0cmVnaW9uOmI2ZTdkNjAxYWVkZTRlNzA4YmRlNzY2NjU2OTU0YzdhXzEzNzk4ODcwOTI4ODMwNQ_307a6c62-7197-4532-8235-c2d322a81405": {
"value": "Investments in associates and joint ventures
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.
The equity accounted associates include the Group's investment in the Business Growth Fund \u00a3669m (2021: \u00a3699m) which has
increased due to a fair value gain in its investments by \u00a3(21)m (2021: \u00a3220m).
| | | | | | |
| | |
| | | | | | |
| | | | | | |
| | | | | | |
Held at fair value through profit or loss | | | | | | |
| | | | | | |
Summarised financial information for the Group\u2019s equity accounted associates and joint ventures is set out below. The amounts shown
are the Group\u2019s share of the net income of the investees for the year ended 31 December 2021, with the exception of certain
undertakings for which the amounts are based on accounts made up to dates not earlier than three months before the balance sheet
date.
| | | | |
| | |
| | | | |
| | | | |
Profit/(loss) from continuing operations | | | | |
Other comprehensive income/(loss) | | | | |
Total comprehensive income/(loss) from continuing operations | | | | |
Unrecognised shares of the losses of individually immaterial associates and joint ventures were \u00a3nil (2021: \u00a3nil).
The Group has provided \u00a3nil (2021: \u00a3nil) to its joint ventures and associates. The Barclays drawn commitments to finance or otherwise
provide resources to its joint ventures and associates are \u00a3474m (2021: \u00a3482m) The Barclays share of the associates and joint
ventures unutilised credit facilities commitments amounted to \u00a31,796m (2021: \u00a31,760m).
43 Related undertakings
The Group\u2019s corporate structure consists
of a number of related undertakings,
comprising subsidiary undertakings, joint
ventures, associated undertakings and
significant holdings. A full list of these
related undertakings is set out below,
together with the country of incorporation,
registered office (or principal place of
business) and the identity and percentage\u00a0
of each share class held by the Group. The
information is provided as at 31 December
2022.
The entities are grouped by the countries
in which they are incorporated. The profits
earned by the activities of these entities
are in some cases taxed in countries other
than the country of incorporation, for
example where the entity carries on
business through a branch in a territory
outside of\u00a0 its country of incorporation .
Barclays\u2019 PLC Country Snapshot provides
details of where the Group carries on its
business, where its profits are subject to
tax and the taxes it pays in each country it
operates in.
Wholly owned subsidiaries
Unless otherwise stated the undertakings
below are wholly owned and included in the
consolidation and the share capital held by
the Group comprises ordinary and/or
common shares, which are held by
subsidiaries of Barclays PLC. Unless
otherwise stated, the Group holds 100%
of the nominal value of each share class.
| | | |
| | | |
| | |
| | Directly held by Barclays PLC | |
| | | |
| | | |
| | | |
| | | |
| | | |
| | B\u00a0 Preference Shares | |
| | Ordinary/Common Shares in addition to other shares | |
| | | |
| | | |
| | | |
| | | |
| | First Preference Shares, Second Preference shares | |
| | Registered Address not in country of incorporation | |
| | Core Shares, Insurance (Classified) Shares | |
| | Class B, C, D (100%),\u00a0 E, F, G, H, I (94.36%), J (95.32%) and K (100%) | |
| | Non-Redeemable Ordinary Shares | |
| | | |
| |
Wholly owned subsidiaries | |
| |
1 Churchill Place, London, E14 5HP | |
Aequor Investments Limited | |
Ardencroft Investments Limited | |
B D & B Investments Limited | |
B.P.B. (Holdings) Limited | |
| |
Barclays Aldersgate Investments Limited | |
Barclays Asset Management Limited | |
| |
| |
Barclays Capital Asia Holdings Limited | |
Barclays Capital Finance Limited | |
Barclays Capital Nominees (No.2) Limited | |
Barclays Capital Nominees (No.3) Limited | |
Barclays Capital Nominees Limited | |
Barclays Capital Securities Client Nominee Limited | |
Barclays Capital Securities Limited | |
| |
Barclays Converted Investments (No.2) Limited | |
Barclays Direct Investing Nominees Limited | |
Barclays Directors Limited | |
Barclays Equity Holdings Limited | |
Barclays Execution Services Limited | |
Barclays Executive Schemes Trustees Limited | |
Barclays Financial Planning Nominee Company Limited | |
Barclays Funds Investments Limited | |
Barclays Global Shareplans Nominee Limited | |
Barclays Group Holdings Limited | |
Barclays Industrial Development Limited | |
Barclays Industrial Investments Limited | |
Barclays Insurance Services Company Limited | |
Barclays International Holdings Limited | |
Barclays Investment Management Limited | |
Barclays Investment Solutions Limited | |
Barclays Leasing (No.9) Limited | |
Barclays Long Island Limited | |
Barclays Nominees (George Yard) Limited | |
Barclays OCIO Services Limited | |
Barclays Pension Funds Trustees Limited | |
Barclays Principal Investments Limited | |
| |
| |
Barclays Security Trustee Limited | |
| |
Wholly owned subsidiaries | |
Barclays Services (Japan) Limited | |
| |
Barclays Singapore Global Shareplans Nominee Limited | |
Barclays Term Funding Limited Liability Partnership | |
Barclays UK Investments Limited | |
Barclays Unquoted Investments Limited | |
Barclays Unquoted Property Investments Limited | |
Barclays Wealth Nominees Limited | |
Barclayshare Nominees Limited | |
| |
| |
BB Client Nominees Limited | |
| |
BNRI ENG 2014 Limited Partnership | |
| |
BNRI England 2010 Limited Partnership | |
BNRI England 2011 Limited Partnership | |
BNRI England 2012 Limited Partnership | |
Carnegie Holdings Limited | |
Chapelcrest Investments Limited | |
Clydesdale Financial Services Limited | |
Cornwall Home Loans Limited | |
CPIA England 2009 Limited Partnership | |
CPIA England No.2 Limited Partnership | |
| |
Dorset Home Loans Limited | |
Durlacher Nominees Limited | |
Eagle Financial and Leasing Services (UK) Limited | |
| |
FIRSTPLUS Financial Group Limited | |
Foltus Investments Limited | |
Global Dynasty Natural Resource Private | |
Equity Limited Partnership | |
| |
| |
| |
Isle of Wight Home Loans Limited | |
| |
Kirsche Investments Limited | |
Long Island Assets Limited | |
Maloney Investments Limited | |
Menlo Investments Limited | |
Mercantile Credit Company Limited | |
Mercantile Leasing Company (No.132) Limited | |
| |
Naxos Investments Limited | |
North Colonnade Investments Limited | |
Northwharf Investments Limited | |
Northwharf Nominees Limited | |
Radbroke Mortgages UK Limited | |
Real Estate Participation Management Limited | |
Real Estate Participation Services Limited | |
Relative Value Investments UK Limited Liability Partnership | |
Relative Value Trading Limited | |
Roder Investments No. 1 Limited | |
Roder Investments No. 2 Limited | |
| |
Solution Personal Finance Limited | |
| |
| |
Wholly owned subsidiaries | |
Sustainable Impact Capital Limited | |
Swan Lane Investments Limited | |
US Real Estate Holdings No.1 Limited | |
US Real Estate Holdings No.2 Limited | |
US Real Estate Holdings No.3 Limited | |
US Real Estate Holdings No.4 Limited | |
US Real Estate Holdings No.5 Limited | |
US Real Estate Holdings No.6 Limited | |
Wedd Jefferson (Nominees) Limited | |
Westferry Investments Limited | |
| |
Woolwich Qualifying Employee Share Ownership Trustee Limited | |
| |
Barclays Capital Japan Securities Holdings Limited (In liquidation) | |
Barclays Marlist Limited (In liquidation) | |
Cobalt Investments Limited (In liquidation) | |
| |
1-4, Clyde Place Lane, Glasgow, G5 8DP | |
R.C. Greig Nominees Limited | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | |
| |
| |
| |
Logic House, Waterfront Business Park, Park, Fleet Road, Fleet, GU51 3SB | |
The Logic Group Enterprises Limited | |
The Logic Group Holdings Limited | |
9, all\u00e9e Scheffer, L-2520, Luxembourg | |
Barclays Claudas Investments Partnership | |
Barclays Pelleas Investments Limited Partnership | |
Barclays Blossom Finance Limited Partnership | |
1 Churchill Place, London, E14 5HP | |
Alynore Investments Limited Partnership | |
| |
| |
855 Leandro N.Alem Avenue, 8th Floor, Buenos Aires | |
Compa\u00f1\u00eda Sudamerica S.A. | |
Marval, O\u2019Farrell & Mairal, Av. Leandro N. Alem 882, Buenos Aires, C1001AAQ | |
Compa\u00f1ia Regional del Sur S.A. | |
| |
| |
Av. Brigadeiro Faria Lima, No.4.440, 12th Floor, Bairro Itaim Bibi, Sao Paulo, CEP, 04538-132 | |
Barclays Brasil Assessoria Financeira Ltda | |
BNC Brazil Consultoria Empresarial Ltda | |
| |
| |
333 Bay Street, Suite 4910, Toronto ON M5H 2R2 | |
Barclays Capital Canada Inc. | |
Stikeman Elliot LLP, 199 Bay Street, 5300 Commerce Court West, Toronto ON M5L 1B9 | |
Barclays Corporation Limited | |
1 Churchill Place, London, E14 5HP | |
| |
| |
| |
| |
Wholly owned subsidiaries | |
| |
PO Box\u00a0 309, Ugland House, George Town, Grand Cayman, KY1-1104 | |
Alymere Investments Limited | |
Analytical Trade UK Limited | |
Barclays Capital (Cayman) Limited | |
Barclays Securities Financing Limited | |
Barclays US Holdings Limited | |
Braven Investments No.1 Limited | |
Calthorpe Investments Limited | |
Capton Investments Limited | |
Claudas Investments Limited | |
Claudas Investments Two Limited | |
CPIA Investments No.2 Limited | |
Gallen Investments Limited | |
Hurley Investments No.1 Limited | |
JV Assets Limited (In liquidation) | |
Mintaka Investments No. 4 Limited | |
OGP Leasing Limited (In liquidation) | |
| |
Pelleas Investments Limited | |
Pippin Island Investments Limited | |
Razzoli Investments Limited | |
| |
Wessex Investments Limited | |
Walkers Corporate Limited, Cayman Corporate Centre, 27 Hospital Road, George Town, KY1- 9008 | |
Long Island Holding B Limited | |
| |
| |
TaunusTurm, Taunustor 1, 60310, Frankfurt | |
Barclays Capital Effekten GmbH (In liquidation) | |
Stuttgarter Stra\u00dfe 55-57, 73033 G\u00f6ppingen | |
Holding Stuttgarter Stra\u00dfe GmbH (In liquidation) | |
| |
| |
P.O. Box 33, Dorey Court, Admiral Park, St.\u00a0 Peter\u00a0Port, GY1 4AT | |
Barclays Insurance Guernsey PCC Limited | |
| |
| |
42nd floor Citibank Tower, Citibank Plaza, 3\u00a0Garden\u00a0Road | |
Barclays Bank (Hong Kong Nominees) Limited (In liquidation) | |
Barclays Capital Asia Nominees Limited (In liquidation) | |
Level 41,Cheung Kong Center, 2 Queen's Road, Central | |
Barclays Capital Asia Limited | |
| |
| |
208 Ceejay House, Shivsagar Estate, Dr A Beasant Road, Worli, Mumbai, 400 018 | |
Barclays Securities (India) Private Limited | |
Barclays Wealth Trustees (India) Private Limited | |
| |
Wholly owned subsidiaries | |
Barclays International Luxembourg Dollar Holdings\u00a0S.\u00e0 r.l. | |
Barclays Lamorak Investments S.\u00e0 r.l. | |
Barclays Leto Investments S.\u00e0 r.l. | |
Barclays Luxembourg EUR Holdings S.\u00e0 r.l | |
Barclays Luxembourg Finance S.\u00e0 r.l. | |
Barclays Luxembourg GBP Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Global Funding S.\u00e0 r.l. | |
Barclays Luxembourg Holdings S.\u00e0 r.l. | |
Barclays Luxembourg Holdings SSC | |
68-70 Boulevard de la Petrusse, L-2320 | |
| |
10 rue du Cha'teau d'Eau, Leudelange, L-3364 | |
| |
| |
| |
C/O Rogers Capital Corporate Services Limited, 3rd Floor, Rogers House, No.5 President John Kennedy Street, Port Louis | |
Barclays Capital Mauritius Limited (In liquidation) | |
Barclays Capital Securities Mauritius Limited | |
Fifth Floor, Ebene Esplanade, 24 Cybercity, Ebene | |
Barclays Mauritius Overseas Holdings Limited | |
| |
| |
Paseo de la Reforma 505, 41 Floor, Torre Mayor, Col. Cuauhtemoc, CP 06500 | |
Barclays Bank Mexico, S.A. | |
Barclays Capital Casa de Bolsa, S.A. de C.V. | |
Grupo Financiero Barclays Mexico, S.A. de C.V. | |
Servicios Barclays, S.A. de C.V. | |
| |
| |
31 Avenue de la Costa, Monte Carlo BP 339 | |
Barclays Private Asset Management (Monaco) S.A.M | |
| |
| |
3rd Floor Al Dahna Center, 114 Al-Ahsa Street, PO Box 1454, Riyadh 11431 | |
Barclays Saudi Arabia (In liquidation) | |
| |
| |
10 Marina Boulevard, #25-01 Marina Bay\u00a0 Financial Centre, Tower 2, 018983 | |
Barclays Capital Futures (Singapore) Private Limited (In liquidation) | |
Barclays Capital Holdings (Singapore) Private Limited (In liquidation) | |
Barclays Merchant Bank (Singapore) Ltd. | |
| |
| |
Calle Jose, Abascal 51, 28003, Madrid | |
Barclays Tenedora De Inmuebles SL. | |
BVP Galvani Global, S.A.U. | |
| |
| |
Chemin de Grange Canal 18-20, PO Box 3941, 1211, Geneva | |
Barclays Bank (Suisse) SA | |
Barclays Switzerland Services SA | |
| |
Other Related Undertakings
Unless otherwise stated, the undertakings
below are included in the consolidation and
the share capital held by the Group
comprises ordinary and/or common
shares,\u00a0 which are held by subsidiaries of
Barclays PLC. The percentage of the
nominal value of each share class held by
the Group\u00a0 is provided below.
| | |
Other Related Undertakings | | |
| | |
1 Churchill Place, London, E14 5HP | | |
| | |
| | |
PSA Credit Company Limited (In\u00a0liquidation) | | |
| | |
Barclays Covered Bonds Limited Liability Partnership | | |
St Helen\u2019s, 1 Undershaft, London, EC3P\u00a03DQ | | |
Igloo Regeneration (General Partner) Limited | | |
3-5 London Road, Rainham, Kent, ME8\u00a07RG | | |
| | |
50 Lothian Road, Festival Square, Edinburgh, EH3 9WJ | | |
Equistone Founder Partner II L.P. | | |
Equistone Founder Partner III L.P. | | |
Enigma, Wavendon Business Park Milton Keynes, MK178LX | | |
Intelligent Processing Solutions Limited | | |
c/o BDP LLP, Two Snow Hill, Queensway, Birmingham, B4 6GA\u00a0 | | |
GW City Ventures Limited (In liquidation) | | |
GN Tower Limited (In liquidation) | | |
Haberfield Old Moor Road, Wennington, Lancaster, LA2 8PD | | |
Full House Holdings Limited | | |
13-15 York Buildings, London, WC2N\u00a06JU | | |
| | |
Unit 9 Westbrook Court, Sharrowvale Road, Sheffield, United Kingdom, S11\u00a08YZ | | |
Palms Row Healthcare Holdings Limited | | |
5th Floor, 44 Great Marlborough Street, London, W1F 7JL | | |
| | |
41 Luke Street, London, EC2A 4DP | | |
Fintech for International Development Limited | | |
| | |
| | |
1 America Square, Crosswall, London, EC3N 2SG | | |
| | |
3rd Floor, 25 Soho Square, London, W1D 3QR | | |
| | |
Aurora House, 120 Bothwell Street, Glasgow, G2 7JT | | |
Buchanan Wharf (Glasgow) Management Limited | | |
| | |
| | |
| | |
Other Related Undertakings | | |
Aviation House, 125 Kingsway, London, WC2B 6NH | | |
| | |
| | |
| | |
Postbus 751, Neiuwegein, Utrecht, 3430 AT\u00a0 \u00a0 | | |
Euphony Benelux NV (In liquidation) | | |
| | |
| | |
PO Box 309, Ugland House, Grand Cayman KY1-1104\u00a0 | | |
Cupric Canyon Capital GP Limited | | |
| | |
| | |
| | |
| | |
| | |
18th Floor, Daishin Finance Centre, 343, Samil-daero, Jung-go, Seoul | | |
Woori BC Pegasus Securitization Specialty Co. Ltd | | |
| | |
| | |
9, allee Scheffer, L-2520 | | |
BNRI Limehouse No.1 S.\u00e0 r.l. | | |
Preferred Funding S.\u00e0 r.l. | | |
Preferred Investments S.\u00e0 r.l. | | |
| | |
| | |
RS2 Buildings, Fort Road, Mosta MST 1859 | | |
| | |
| | |
| | |
Alexanderstraat 18, The Hague, 2514 JM, Zuid-Holland | | |
| | |
| | |
| | |
| | |
| | |
c/o ForeningsSparbanken AB 105 34 Stockholm | | |
| | |
| | |
| | |
Corporation Services Company, 251 Little Falls, Drive Wilmington, DE 19808 | | |
| | |
Corporation Trust Company, Corporation Trust Centre, 1209 Orange Street, Wilmington DE 19801 | | |
| | |
| | |
1415 Louisiana Street, Suite 1600, TX 77002-0000 | | |
Sabine Oil & Gas Holdings, Inc. | | |
Subsidiaries by virtue of control
The related undertakings below are
subsidiary undertakings\u00a0 in accordance
with s.1162 Companies Act 2006 by virtue
of the fact that the Group\u00a0 can exercise
dominant influence or control over them.
| | |
Subsidiaries by virtue of dominant influence or control | | |
| | |
1 Churchill Place, London, E14 5HP | | |
Oak Pension Asset Management Limited | | |
Water Street Investments Limited | | |
| | |
| | |
PO Box 309GT, Ugland House, South Church Street, Grand Cayman, KY1-1104 | | |
| | |
| | |
| | |
P.O. Box 33, Dorey Court, Admiral Park, St. Peter Port, GY1 4AT | | |
Barclays UKRF No.1 IC Limited | | |
Barclays UKRF ICC Limited | | |
Barclays UKRF No.2 IC Ltd | | |
Joint management factors
The Board of Directors of the above Joint
Venture\u00a0 comprises two Barclays
representative Directors, two JV partner
Directors and three non-JV partner
Directors. The Board of Directors\u00a0 are
responsible for setting the Company
strategy and budgets.
The last financial year of the above JV
ended on 6 October 2022.",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInvestmentsAccountedForUsingEquityMethodExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTgvZnJhZzpiNmU3ZDYwMWFlZGU0ZTcwOGJkZTc2NjY1Njk1NGM3YS90ZXh0cmVnaW9uOmI2ZTdkNjAxYWVkZTRlNzA4YmRlNzY2NjU2OTU0YzdhXzEzNzk4ODcwOTI4ODMwNw_2240525d-732d-43fa-b5de-1bfbed104355": {
"value": "
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociatesAndJointVenturesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTgvZnJhZzpiNmU3ZDYwMWFlZGU0ZTcwOGJkZTc2NjY1Njk1NGM3YS90ZXh0cmVnaW9uOmI2ZTdkNjAxYWVkZTRlNzA4YmRlNzY2NjU2OTU0YzdhXzEzNzk4ODcwOTI4ODMwOA_41913dc3-7027-4394-9c59-c378919aea85": {
"value": "
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentsInJointVentures",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV81OTgvZnJhZzpiNmU3ZDYwMWFlZGU0ZTcwOGJkZTc2NjY1Njk1NGM3YS90ZXh0cmVnaW9uOmI2ZTdkNjAxYWVkZTRlNzA4YmRlNzY2NjU2OTU0YzdhXzEzNzk4ODcwOTI4ODMwOA_9a358525-8bca-4249-b120-b604688c2e65": {
"value": "
Accounting for associates and joint ventures
The Group applies IAS 28 Investments in Associates and IFRS 11 Joint Arrangements. Associates are entities in which the Group has
significant influence, but not control, over the operating and financial policies. Generally the Group holds more than 20% but less than
50% of their voting shares. Joint ventures are arrangements where the Group has joint control and rights to the net assets of the entity.
The Group\u2019s investments in associates and joint ventures are initially recorded at cost and increased (or decreased) each year by the
Group\u2019s share of the post acquisition profit/(loss). The Group ceases to recognise its share of the losses of equity accounted
associates when its share of the net assets and amounts due from the entity have been written off in full, unless it has a contractual or
constructive obligation to make good its share of the losses. In some cases, investments in these entities may be held at fair value
through profit or loss, for example, those held by private equity businesses.",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociates",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MDQvZnJhZzo5ZmEzZTNkMzIyZWY0MDBlYWU0MDViNjYwOTAyODQ3OS90ZXh0cmVnaW9uOjlmYTNlM2QzMjJlZjQwMGVhZTQwNWI2NjA5MDI4NDc5XzEzNzk4ODcwOTI4OTkxMQ_9b277da5-eeb8-4a44-bc06-8e0f9e1d6c8f": {
"value": "Assets pledged, collateral received and assets transferred
Assets are pledged or transferred as collateral to secure liabilities under repurchase agreements, securitisations and stock lending
agreements or as security deposits relating to derivatives. Assets transferred are non-cash assets transferred to a third party that do
not qualify for derecognition from the Group balance sheet, for example because Barclays retains substantially all the exposure to those
assets under an agreement to repurchase them in the future for a fixed price.
Assets pledged or transferred as collateral include all assets categorised as encumbered in the disclosure on pages 180 to 182 of the
Barclays PLC Pillar 3 Report 2022 (unaudited), other than those held in commercial paper conduits.\u00a0In these transactions, the Group will
be required to step in to provide financing itself under a liquidity facility if the vehicle cannot access the commercial paper market.
Where non-cash assets are pledged or transferred as collateral for cash received, the asset continues to be recognised in full, and a
related liability is also recognised on the balance sheet. Where non-cash assets are pledged or transferred as collateral in an exchange
for non-cash assets, the transferred asset continues to be recognised in full, and there is no associated liability as the non-cash
collateral received is not recognised on the balance sheet. The Group is unable to use, sell or pledge the transferred assets for the
duration of the transaction and remains exposed to interest rate risk and credit risk on these pledged assets. Unless stated, the
counterparty's recourse is not limited to the transferred assets.
The following table summarises the nature and carrying amount of the assets pledged as security against these liabilities:
| | |
| | |
| | |
Cash collateral and settlements | | |
Loans and advances at amortised cost | | |
| | |
Financial assets at fair value through the income statement | | |
Financial assets at fair value through other comprehensive income | | |
| | |
The following table summarises the transferred financial assets and the associated liabilities. The transferred assets represent the
gross carrying value of the assets pledged and the associated liabilities represent the IFRS balance sheet value of the related liability
recorded on the balance sheet:
| | |
| | |
| | |
| | |
| | |
| | |
Securities lending arrangements | | |
| | |
| | |
| | |
| | |
| | |
| | |
Securities lending arrangements | | |
| | |
| | |
between the gross transferred assets and the associated liabilities is that holders of notes may only look to cash flows from the
securitised assets for payments of principal and interest due to them under the terms of their notes.
| | | | | |
| | |
| | | | | |
| | | | | |
| | | | | |
Recourse to transferred assets only | | | | | |
| | | | | |
Recourse to transferred assets only | | | | | |
The Group has an additional \u00a35.3bn (2021: \u00a35.8bn) of loans and advances within its asset backed funding programmes that can readily
be used to raise additional secured funding and are available to support future issuances.
Collateral held as security for assets
Under certain transactions, including reverse repurchase agreements and stock borrowing transactions, the Group is allowed to resell
or re-pledge the collateral held. The fair value at the balance sheet date of collateral accepted and re-pledged or transferred to others
was as follows:
| | |
| | |
| | |
Fair value of securities accepted as collateral | | |
Of which fair value of securities re-pledged/transferred to others | | |
Additional disclosure has been included in collateral and other credit enhancements in the Risk review section. Assets pledged as
collateral include all assets categorised as encumbered in the disclosure on pages 180 to 182 of the Barclays PLC Pillar 3 Report 2022
(unaudited).
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfCollateralExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MDQvZnJhZzo5ZmEzZTNkMzIyZWY0MDBlYWU0MDViNjYwOTAyODQ3OS90ZXh0cmVnaW9uOjlmYTNlM2QzMjJlZjQwMGVhZTQwNWI2NjA5MDI4NDc5XzEzNzk4ODcwOTI4OTkxMw_2714c1a4-9f84-4ece-8419-7b6f2f476540": {
"value": "
Assets are pledged or transferred as collateral to secure liabilities under repurchase agreements, securitisations and stock lending
agreements or as security deposits relating to derivatives. Assets transferred are non-cash assets transferred to a third party that do
not qualify for derecognition from the Group balance sheet, for example because Barclays retains substantially all the exposure to those
assets under an agreement to repurchase them in the future for a fixed price.
Assets pledged or transferred as collateral include all assets categorised as encumbered in the disclosure on pages 180 to 182 of the
Barclays PLC Pillar 3 Report 2022 (unaudited), other than those held in commercial paper conduits.\u00a0In these transactions, the Group will
be required to step in to provide financing itself under a liquidity facility if the vehicle cannot access the commercial paper market.
Where non-cash assets are pledged or transferred as collateral for cash received, the asset continues to be recognised in full, and a
related liability is also recognised on the balance sheet. Where non-cash assets are pledged or transferred as collateral in an exchange
for non-cash assets, the transferred asset continues to be recognised in full, and there is no associated liability as the non-cash
collateral received is not recognised on the balance sheet. The Group is unable to use, sell or pledge the transferred assets for the
duration of the transaction and remains exposed to interest rate risk and credit risk on these pledged assets. Unless stated, the
counterparty's recourse is not limited to the transferred assets.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForCollateralExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MDcvZnJhZzplOTZjZjM0ZjFkYmU0MWI5YTlmOTQyYmYyNGNkMWNkMi90ZXh0cmVnaW9uOmU5NmNmMzRmMWRiZTQxYjlhOWY5NDJiZjI0Y2QxY2QyXzEzNzk4ODcwOTI5ODA1Nw_80c0097a-1998-43ee-a444-fb1c4be3e102": {
"value": "Related party transactions and Directors\u2019 remuneration
Related party transactions
Parties are considered to be related if one party has the ability to control the other party or exercise significant influence over the other
party in making financial or operational decisions, or one other party controls both.
Subsidiaries
Transactions between Barclays PLC and its subsidiaries meet the definition of related party transactions. Where these are eliminated
on consolidation, they are not disclosed in the Group\u2019s financial statements. Transactions between Barclays PLC and its subsidiaries are
fully disclosed in Barclays PLC\u2019s financial statements. A list of the Group\u2019s principal subsidiaries is shown in Note 34.
Associates, joint ventures and other entities
The Group provides banking services to its associates, joint ventures and the Group pension funds (principally the UK Retirement Fund),
providing loans, overdrafts, interest and non-interest bearing deposits and current accounts to these entities as well as other services.
Group companies also provide investment management and custodian services to the Group pension schemes. All of these
transactions are conducted on the same terms as third party transactions. Summarised financial information for the Group\u2019s
investments in associates and joint ventures is set out in Note 36.
Amounts included in the Group\u2019s financial statements, in aggregate, by category of related party entity are as follows:
| | | |
| | | |
| | | |
For the year ended and as at 31 December 2022 | | | |
| | | |
Credit impairment charges | | | |
| | | |
| | | |
| | | |
For the year ended and as at 31 December 2021 | | | |
| | | |
Credit impairment charges | | | |
| | | |
| | | |
| | | |
Total liabilities includes derivatives transacted on behalf of the pension funds of \u00a3110m (2021: \u00a318m).
Key Management Personnel
Key Management Personnel are defined as those persons having authority and responsibility for planning, directing and controlling the
activities of Barclays PLC (directly or indirectly) and comprise the Directors and Officers of Barclays PLC, certain direct reports of the
Group Chief Executive and the heads of major business units and functions.
The Group provides banking services to Key Management Personnel and persons connected to them. Transactions during the year and
the balances outstanding were as follows:
| | |
| | |
| | |
| | |
| | |
Loans issued during the yeara | | |
Loan repayments during the yearb | | |
| | |
Notes
aIncludes loans issued to existing Key Management Personnel and new or existing loans issued to newly appointed Key Management Personnel.
bIncludes loan repayments by existing Key Management Personnel and loans to former Key Management Personnel.
No allowances for impairment were recognised in respect of loans to Key Management Personnel (or any connected person).
| | |
| | |
| | |
| | |
| | |
Deposits received during the yeara | | |
Deposits repaid during the yearb | | |
| | |
Notes
aIncludes deposits received from existing Key Management Personnel and new or existing deposits received from newly appointed Key Management Personnel.
bIncludes deposits repaid by existing Key Management Personnel and deposits of former Key Management Personnel.
Total commitments outstanding
Total commitments outstanding refers to the total of any undrawn amounts on credit cards and/or overdraft facilities provided to Key
Management Personnel. Total commitments outstanding as at 31\u00a0December 2022 were \u00a30.5m (2021: \u00a30.6m).
All loans to Key Management Personnel (and persons connected to them) were made in the ordinary course of business; were made on
substantially the same terms, including interest rates and collateral, as those prevailing at the same time for comparable transactions
with other persons; and did not involve more than a normal risk of collectability or present other unfavourable features.
Remuneration of Key Management Personnel
Total remuneration awarded to Key Management Personnel below represents salaries, short term benefits and pensions contributions
received during the year and awards made as part of the latest remuneration decisions in relation to the year. Costs recognised in the
income statement reflect the accounting charge for the year included within operating expenses. The difference between the values
awarded and the recognised income statement charge principally relates to the recognition of costs for deferred awards. Figures are
provided for the period that individuals met the definition of Key Management Personnel.
| | |
| | |
| | |
Salaries and other short-term benefits | | |
| | |
| | |
| | |
Employer social security charges on emoluments | | |
Costs recognised for accounting purposes | | |
Employer social security charges on emoluments | | |
Other long-term benefits \u2013 difference between awards granted and costs recognised | | |
Share-based payments \u2013 difference between awards granted and costs recognised | | |
Total remuneration awarded | | |
Disclosure required by the Companies Act 2006
The following information regarding the Barclays PLC Board of Directors is presented in accordance with the Companies Act 2006:
| | |
| | |
| | |
| | |
Amounts paid under LTIPsb | | |
| | |
Notes
aThe aggregate emoluments include amounts paid for the 2022 year. In addition, deferred share awards for 2022 with a total value at grant of \u00a32.3m (2021: \u00a31.4m) will be made to C.S. Venkatakrishnan,
Anna Cross and Tushar Morzaria which will only vest subject to meeting certain conditions.
bThe figure above for \"Amounts paid under LTIPs\" in 2022 relates to LTIP awards that were released to Tushar Morzaria in 2022. Dividend shares released are excluded. The LTIP figure in the single total
figure table for Executive Directors' 2022 remuneration in the Directors' Remuneration report relates to the award that is scheduled to be released in 2023 in respect of the 2020-2022 LTIP cycle.
There were no pension contributions paid to defined contribution schemes on behalf of Directors (2021: \u00a3nil). There were no notional
pension contributions to defined contribution schemes.
As at 31\u00a0December 2022, there were no Directors accruing benefits under a defined benefit scheme (2021: nil).
Directors\u2019 and Officers\u2019 shareholdings and options
The beneficial ownership of ordinary share capital of Barclays PLC by all Directors and Officers of Barclays PLC (involving 23 persons) at
31\u00a0December 2022 amounted to 15,944,986 (2021: 17,876,352) ordinary shares of 25p each (0.11% of the ordinary share capital
outstanding).
As at 31\u00a0December 2022, Executive Directors and Officers of Barclays PLC (involving 11 persons) held options to purchase a total of
62,268 (2021: 62,268) Barclays PLC ordinary shares of 25p each at a weighted average price of 93p under Sharesave.
Advances and credit to Directors and guarantees on behalf of Directors
In accordance with Section 413 of the Companies Act 2006, the total amount of advances and credits made available in 2022 to
persons who served as Directors during the year was \u00a30.2m (2021: \u00a30.2m). The total value of guarantees entered into on behalf of
Directors during 2022 was \u00a3nil (2021: \u00a3nil).
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfRelatedPartyExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MDcvZnJhZzplOTZjZjM0ZjFkYmU0MWI5YTlmOTQyYmYyNGNkMWNkMi90ZXh0cmVnaW9uOmU5NmNmMzRmMWRiZTQxYjlhOWY5NDJiZjI0Y2QxY2QyXzEzNzk4ODcwOTI5ODA1OQ_2e91d73b-dc3e-4f1a-b38e-f85924c6a1c5": {
"value": "
Related party transactions
Parties are considered to be related if one party has the ability to control the other party or exercise significant influence over the other
party in making financial or operational decisions, or one other party controls both.
",
"dimensions": {
"concept": "ifrs-full:DescriptionOfAccountingPolicyForTransactionsWithRelatedPartiesExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MDcvZnJhZzplOTZjZjM0ZjFkYmU0MWI5YTlmOTQyYmYyNGNkMWNkMi90ZXh0cmVnaW9uOmU5NmNmMzRmMWRiZTQxYjlhOWY5NDJiZjI0Y2QxY2QyXzEzNzk4ODcwOTI5ODA2MA_ff199acd-88a4-481c-9bb9-d5f2475fc5b9": {
"value": "
Key Management Personnel
Key Management Personnel are defined as those persons having authority and responsibility for planning, directing and controlling the
activities of Barclays PLC (directly or indirectly) and comprise the Directors and Officers of Barclays PLC, certain direct reports of the
Group Chief Executive and the heads of major business units and functions.
The Group provides banking services to Key Management Personnel and persons connected to them. Transactions during the year and
the balances outstanding were as follows:
| | |
| | |
| | |
| | |
| | |
Loans issued during the yeara | | |
Loan repayments during the yearb | | |
| | |
Notes
aIncludes loans issued to existing Key Management Personnel and new or existing loans issued to newly appointed Key Management Personnel.
bIncludes loan repayments by existing Key Management Personnel and loans to former Key Management Personnel.
No allowances for impairment were recognised in respect of loans to Key Management Personnel (or any connected person).
| | |
| | |
| | |
| | |
| | |
Deposits received during the yeara | | |
Deposits repaid during the yearb | | |
| | |
Notes
aIncludes deposits received from existing Key Management Personnel and new or existing deposits received from newly appointed Key Management Personnel.
bIncludes deposits repaid by existing Key Management Personnel and deposits of former Key Management Personnel.
Total commitments outstanding
Total commitments outstanding refers to the total of any undrawn amounts on credit cards and/or overdraft facilities provided to Key
Management Personnel. Total commitments outstanding as at 31\u00a0December 2022 were \u00a30.5m (2021: \u00a30.6m).
All loans to Key Management Personnel (and persons connected to them) were made in the ordinary course of business; were made on
substantially the same terms, including interest rates and collateral, as those prevailing at the same time for comparable transactions
with other persons; and did not involve more than a normal risk of collectability or present other unfavourable features.
Remuneration of Key Management Personnel
Total remuneration awarded to Key Management Personnel below represents salaries, short term benefits and pensions contributions
received during the year and awards made as part of the latest remuneration decisions in relation to the year. Costs recognised in the
income statement reflect the accounting charge for the year included within operating expenses. The difference between the values
awarded and the recognised income statement charge principally relates to the recognition of costs for deferred awards. Figures are
provided for the period that individuals met the definition of Key Management Personnel.
| | |
| | |
| | |
Salaries and other short-term benefits | | |
| | |
| | |
| | |
Employer social security charges on emoluments | | |
Costs recognised for accounting purposes | | |
Employer social security charges on emoluments | | |
Other long-term benefits \u2013 difference between awards granted and costs recognised | | |
Share-based payments \u2013 difference between awards granted and costs recognised | | |
Total remuneration awarded | | |
Disclosure required by the Companies Act 2006
The following information regarding the Barclays PLC Board of Directors is presented in accordance with the Companies Act 2006:
| | |
| | |
| | |
| | |
Amounts paid under LTIPsb | | |
| | |
Notes
aThe aggregate emoluments include amounts paid for the 2022 year. In addition, deferred share awards for 2022 with a total value at grant of \u00a32.3m (2021: \u00a31.4m) will be made to C.S. Venkatakrishnan,
Anna Cross and Tushar Morzaria which will only vest subject to meeting certain conditions.
bThe figure above for \"Amounts paid under LTIPs\" in 2022 relates to LTIP awards that were released to Tushar Morzaria in 2022. Dividend shares released are excluded. The LTIP figure in the single total
figure table for Executive Directors' 2022 remuneration in the Directors' Remuneration report relates to the award that is scheduled to be released in 2023 in respect of the 2020-2022 LTIP cycle.
There were no pension contributions paid to defined contribution schemes on behalf of Directors (2021: \u00a3nil). There were no notional
pension contributions to defined contribution schemes.
As at 31\u00a0December 2022, there were no Directors accruing benefits under a defined benefit scheme (2021: nil).
Directors\u2019 and Officers\u2019 shareholdings and options
The beneficial ownership of ordinary share capital of Barclays PLC by all Directors and Officers of Barclays PLC (involving 23 persons) at
31\u00a0December 2022 amounted to 15,944,986 (2021: 17,876,352) ordinary shares of 25p each (0.11% of the ordinary share capital
outstanding).
As at 31\u00a0December 2022, Executive Directors and Officers of Barclays PLC (involving 11 persons) held options to purchase a total of
62,268 (2021: 62,268) Barclays PLC ordinary shares of 25p each at a weighted average price of 93p under Sharesave.
Advances and credit to Directors and guarantees on behalf of Directors
In accordance with Section 413 of the Companies Act 2006, the total amount of advances and credits made available in 2022 to
persons who served as Directors during the year was \u00a30.2m (2021: \u00a30.2m). The total value of guarantees entered into on behalf of
Directors during 2022 was \u00a3nil (2021: \u00a3nil).
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfInformationAboutKeyManagementPersonnelExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
},
"id3VybDovL2RvY3MudjEvZG9jOjczMjdjNDZiMDRlNjQ1MTViZWVlNTdhYTUwNTIxYzJhL3NlYzo3MzI3YzQ2YjA0ZTY0NTE1YmVlZTU3YWE1MDUyMWMyYV82MTAvZnJhZzo0N2FiYzEzMGM1OWU0MWZlYTk0NTg3NGYwZmQzNGRlNC90ZXh0cmVnaW9uOjQ3YWJjMTMwYzU5ZTQxZmVhOTQ1ODc0ZjBmZDM0ZGU0XzEzNzk4ODcwOTI4NzIxNw_1f70fdee-8bce-4d56-b163-96fa45319c09": {
"value": "
40 Auditor\u2019s remuneration
Auditor\u2019s remuneration is included within consultancy, legal and professional fees in administration and general expenses and
comprises:
| | | |
| | | |
| | | |
Audit of the Barclays Group's annual accounts | | | |
| | | |
Audit of the Company's subsidiariesa | | | |
Other audit related feesb | | | |
| | | |
Total Auditor's remuneration | | | |
Notes
aComprises the fees for the statutory audit of subsidiaries both inside and outside the UK and fees for work performed by associates of KPMG in respect of the consolidated financial statements of the
Company.
bComprises services in relation to statutory and regulatory filings. These include audit services for the review of the interim financial information under the Listing Rules of the UK listing authority.
Audit scope changes are finalised following the completion of the audit and recognised when agreed. The 2022 audit fee includes \u00a32m
(2021: \u00a33m)\u00a0 relating to the previous year\u2019s audit.
",
"dimensions": {
"concept": "ifrs-full:DisclosureOfAuditorsRemunerationExplanatory",
"language": "en",
"entity": "scheme:213800LBQA1Y9L22JB70",
"period": "2022-01-01T00:00:00/2023-01-01T00:00:00"
}
}
}
}