Barclays 2014 Annual Report Download - page 115

barclays.com/annualreport Barclays PLC Annual Report 2014 I 113
The management of risk plays a central role in the execution of Barclays’ strategy and insight into the level of risk across
businesses and portfolios and the material risks and uncertainties the Group face are key areas of management focus.
For a more detailed breakdown of our Risk Management and Risk Performance contents please see pages 123 and 141.
Barclays’ risk disclosures are located across the Annual Report and Barclays 2014 Pillar 3 Report.
Contents
Risk review
Annual Report Pillar 3 Report
Material existing and emerging risks
Insight into the level of risk across our
business and portfolios, the material
existing and emerging risks and
uncertainties we face and the key areas
of management focus.
Q Business conditions, general economy and geopolitical issues 116 n/a
Q UK political and policy environment 116 n/a
Q Model risk 116 n/a
Q Credit risk 116 n/a
Q Market risk 118 n/a
Q Funding risk 118 n/a
Q Operational risk 119 n/a
Q Conduct risk 122 n/a
Risk management
Overview of Barclays’ approach to risk
management. A more comprehensive
overview together with more specific
information on policies that the
Group determines to be of particular
significance in the current operating
environment can be found in
Barclays PLC 2014 Pillar 3 Report or
at barclays.com.
Q Risk management strategy 124 99
Q Governance structure 124 100
Q Risk governance and assigning responsibilities 126 104
Q Principal risks 127 105
Q Credit risk management 128 111
Q Management of credit risk mitigation techniques and counterparty
credit risk
n/a 132
Q Market risk management 130 136
Q Management of securitisation exposures n/a 147
Q Capital risk management 132 158
Q Liquidity risk management 134 156
Q Operational risk management 135 151
Q Conduct risk management 137 163
Q Reputation risk management 139 161
Q Environmental risk n/a 164
Risk performance
Credit risk:
The risk of suffering financial loss
should the Group’s customers, clients
or market counterparties fail to fulfil
their contractual obligations.
Q Credit risk overview and summary of performance 143 111
Q Analysis of maximum exposure and collateral and other credit
enhancement held
143 36, 45
Q Analysis of the balance sheet 143 43, 47
Q The Group’s approach to manage and represent credit quality 146 46, 49
Q Loans and advances to customers and banks 148 n/a
Q Analysis of the concentration of credit risk 149 39, 41
Q Exposures to Eurozone countries 150 n/a
Q Analysis of specific portfolios and asset types 157 n/a
Q Analysis of loans on concession programmes 167 n/a
Q Analysis of problem loans 171 61
Q Impairment 173 61
Market risk:
The risk of a reduction to earnings or
capital due to volatility of the trading
book positions or an inability to hedge
the banking book balance sheet.
Q Market risk overview and measures in the Group 175 72
Q Balance sheet view of trading and banking books 176 73
Q Traded market risk 176 74
Q Business scenario stresses 179 77
Q Review of regulatory measures 179 77
Q Capital requirements for market risk n/a 78
Q Non-traded market risk 180 78
Q Foreign exchange risk 181 80
Q Pension risk review 182 81
Q Insurance risk review 183 82
Funding risk – Capital:
The risk that the Group is unable to
maintain appropriate capital ratios.
Q Capital risk overview 185 158
Q CRD IV capital 186 15
Q Analysis of capital requirements and RWA movements n/a 23
Q Relationship between accounting and regulatory reporting scope n/a 38
Q Leverage ratio requirements 189 34
Q Economic capital 190 n/a
The Strategic Report Financial review Financial statements Shareholder information
Risk review
Governance