Barclays 2007 Annual Report Download - page 120

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Risk management
Statistical information
118 Barclays PLC Annual Report 2007
Table 13: Off-balance sheet and other credit exposures as at 31st December
2007 2006 2005
£m £m £m
Off-balance sheet exposures
Contingent liabilities 45,774 39,419 47,143
Commitments 192,639 205,504 203,785
On-balance sheet exposures
Trading portfolio assets 193,691 177,867 155,723
Financial assets designated at fair value held on own account 56,629 31,799 12,904
Derivative financial instruments 248,088 138,353 136,823
Available for sale financial investments 43,072 51,703 53,497
Table 14: Notional principal amounts of credit derivatives as at 31st December
2007 2006 2005
£m £m £m
Credit derivatives held or issued for trading purposesa2,472,249 1,224,548 609,381
Total 2,472,249 1,224,548 609,381
Table 15: Credit risk loans summary
IFRS UK GAAP
2007 2006 2005 2004 b2003
At 31st December £m £m £m £m £m
Impaired loans c8,574 4,444 4,550 n/a n/a
Non-accruing loans n/a n/a n/a 2,115 2,261
Accruing loans where interest is being suspended with or without provisions n/a n/a n/a 492 629
Other accruing loans against which provisions have been made n/a n/a n/a 943 821
Subtotal 8,574 4,444 4,550 3,550 3,711
Accruing loans which are contractually overdue 90 days or more as to principal
or interest 794 598 609 550 590
Impaired and restructured loans 273 46 51 15 4
Credit risk loans 9,641 5,088 5,210 4,115 4,305
Notes
aIncludes credit derivatives held as economic hedges which are not designated as
hedges for accounting purposes.
b2004 does not reflect the application of IAS 32, IAS 39 and IFRS 4 which became
effective from 1st January 2005.
cIncludes £3,344m of ABS CDO Super Senior exposures.