Barclays 2011 Annual Report Download - page 120

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Risk management
Credit risk continued
Greece (audited)
Fair value through
profit and loss Trading portfolio Derivatives
As at 31 December
Trading
portfolio
assets
£m
Trading
portfolio
liabilities
£m
Net
trading
portfolio
£m
Gross
assets
£m
Gross
liabilities
£m
Cash
collateral
£m
Net
derivatives
£m
Designated
at FV
through P&L
£m
2011
Total
£m
2010
Total
£m
Sovereign 7 – 7 1 – – 1 – 8 15
Financial institutions 2 – 2 1,109 (253) (856) – – 2 21
Corporate 3 – 3 – – – – – 3 7
Available for sale assets
Fair value through equity
As at 31 December Costa
£m
AFS
reserve
£m
2011
Total
£m
2010
Total
£m
Sovereign 6–616
Loans and advances
Held at amortised cost
As at 31 December Gross
£m
Impairment
allowances
£m
2011
Total
£m
2010
Total
£m
Residential mortgages 5 – 5 4
Corporate 64 – 64 96
Other retail lending 27 (9) 18 19
Contingent liabilities and commitments
As at 31 December 2011
£m
2010
£m
Financial institutions 1 1
Corporate 3 15
Other retail lending 22 18
Note
a ‘Cost’ refers to the fair value of the asset at recognition, less any impairment booked. ‘AFS reserve’ is the cumulative fair value gain or loss on the assets that is held in equity. ‘Total’ is the fair
value of the assets at the balance sheet date.
118 Barclays PLC Annual Report 2011 www.barclays.com/annualreport