Barclays 2011 Annual Report Download - page 104
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Analysis of Barclays Capital wholesale loans and advances at amortised cost
Barclays Capital wholesale loans and advances increased 6% to £161,194m (2010: £152,711m). This was driven by an increase in cash collateral
balances partially offset by the acquisition of Protium and a reduction in corporate lending.
Included within corporate lending and other wholesale lending portfolios are £3,204m (2010: £3,787m) of loans backed by retail mortgage collateral
classified as lending to financial institutions.
Analysis of Barclays Capital wholesale loans and advances at amortised cost
Gross L&A
£m
Impairment
allowance
£m
L&A net of
impairment
£m
Credit risk
loansa
£m
CRLs % of
gross L&Aa
%
Loan
impairment
charges
£m
Loan loss
rates
bps
As at 31 December 2011
Loans and advances to banks
Interbank lending 19,655 45 19,610 34 0.2 (5) (3)
Cash collateral and settlement balances 23,066 – 23,066 – – – –
Loans and advances to customers
Corporate lending 38,326 730 37,596 1,515 4.0 194 51
Government lending 3,276 – 3,276 – – – –
ABS CDO Super Senior 3,390 1,548 1,842 3,390 100.0 6 18
Other wholesale lending 20,840 232 20,608 314 1.5 (66) (32)
Cash collateral and settlement balances 52,641 – 52,641 – – – –
Total 161,194 2,555 158,639 5,253 3.3 129 8
As at 31 December 2010
Loans and advances to banks
Interbank lending 21,547 48 21,499 35 0.2 (18) (8)
Cash collateral and settlement balances 14,058 – 14,058 – – – –
Loans and advances to customers
Corporate lending 41,891 798 41,093 1,483 3.5 285 68
Government lending 2,940 – 2,940 – – – –
ABS CDO Super Senior 3,537 1,545 1,992 3,537 100.0 (137) (387)
Other wholesale lending 26,310 645 25,665 315 1.2 512 195
Cash collateral and settlement balances 42,428 – 42,428 – – – –
Total 152,711 3,036 149,675 5,370 3.5 642 42
Risk management
Credit risk continued
Note
a Barclays Capital credit risk loans as at 31 December 2010 exclude the loan to Protium. Other wholesale lending CRLs and CRLs % of Gross L&A including the loan to Protium were £7,875m
and 29.9% respectively.
102 Barclays PLC Annual Report 2011 www.barclays.com/annualreport