Barclays 2007 Annual Report Download - page 79

1
Business review
Risk management
List of Credit, Market and Operational Risk tables and charts
included within the 2007 Annual Report and Accounts
Barclays PLC Annual Report 2007 77
Page
Risk Financial
Name Management Risk Notes
Off-Balance Sheet and Other Credit Exposure 118
Notional Principal Amounts of Credit Derivatives 118
Credit Risk Loans Summary 118
Potential Problem Loans Summary 120
Interest Foregone on Credit Risk Loans 120
Analysis of Impairment/Provision Charges 120
Impairment/Provision Charges Loan Loss Ratios 121
Analysis of Allowance for Impairment/Provision
For Bad and Doubtful Debts 121
Allowance for Impairment/Provision Balances Ratios 121
Movements in Allowance for Impairment/Provision Charge
for Bad and Doubtful Debts 122
Amounts Written Off 122
Recoveries 122
Impairment Allowance/Provisions Charged Against Profit 123
Total Impairment/Specific Provision charges
for Bad and Doubtful Debts by Industry 123
Allowance for Impairment/Specific Provision Charges
for Bad and Doubtful Debts by Industry 124
Analysis of Amounts Written Off and Recovered by Industry 124
Total Impairment Allowance/Provision Coverage
of Credit Risk Loans 125
Total Impairment Allowance/Provision Coverage
of Potential Credit Risk Loans 125
Barclays Capital DVaR Summary Table 235
Sensitivity Analysis – Impact on Net Interest Income 236
Sensitivity Analysis – Impact on Equity 236
Concentrations of Interest Rate Risk 237
Effective Interest Rate 239
Carrying Value of Foreign Currency Net Investment, Borrowing
and Derivatives used to hedge them 240
Listed and Unlisted Debt Securities and Market Counterparties
where external ratings are available 243
Wholesale Lending: Default Grades 243
Retail Lending: Barclays Retail Grades 243
Maximum Exposure to Credit Risk 245
Nature of Collateral Obtained or Other Credit Risk Mitigation 246
Credit Risk Concentrations by Geographical Sector 247
Credit Risk Concentrations by Industrial Sector 248
Financial Assets that are Neither Past Due nor Individually Impaired 251
Financial Assets that are Past Due but not Individually Impaired 253
Impaired Financial Assets 254
Impairment Allowance 254
Collateral and Other Credit Enhancements Held 255
Collateral and Other Credit Enhancements Obtained 255
Contractual Maturity of Financial Assets And Liabilities 257
Contractual Maturity of Financial Assets on an Undiscounted Basis 259
Page
Risk Financial
Name Management Risk Notes
Group Risk Structure 83
Governance Structure at Group Level 84
Principal Risks and Other Level 1 Risks 85
Risk Appetite Concepts 86
Average Supply of Economic Capital 88
Average Economic Capital Allocation by Business 88
Average Economic Capital Allocation by Risk Type 88
Risk Tendency by Business 94
Loans and Advances by Retail and Wholesale Portfolios 96
Loans and Advances to Customers by Industry 96
Geographical Analysis of Loans and Advances to Customers 96
Analysis of LTV Ratios of Mortgages in UK Home Loan Portfolio
(at most recent sanction) 96
Loans and Advances, Balances and Limits to Wholesale
Customers by Internal Risk Rating (%) 97
Credit Exposure to Sub-Investment Grade Countries 97
Maturity Analysis of Loans and Advances to Customers (%) 97
PPL Balances by Geography 98
CRL Balances by Geography 98
PPL/Loans and Advances Ratio (%) 98
CRL/Loans and Advances Ratio (%) 98
Impairment/Provisions coverage of CRLs (%) 99
Impairment/Provisions coverage of PCRLs (%) 99
Impairment Charges for Bad and Doubtful Debts 100
Impairment/Provisions Charges Over Five Years 100
Total Write-offs of Impaired Financial Assets 101
Market Risk – Business Control Structure 103
Barclays Capital’s Trading Revenue 104
Movement in Fair Value of Commodity Derivative Positions 106
Maturity Analysis of Commodity Derivative Fair Value 106
Operational Risk Events > £10k 110
Operational Risk Events by Risk Category 110
Risk Tendency by Business 113
Loans and Advances 113
Maturity Analysis of Loans and Advances to Banks 114
Interest Rate Sensitivity of Loans and Advances 114
Loans and Advances to Customers by Industry 114
Loans and Advances to Customers in the UK 115
Loans and Advances to Customers in Other EU Countries 115
Loans and Advances to Customers in the US 116
Loans and Advances to Customers in Africa 116
Loans and Advances to Customers in the Rest of the World 116
Maturity Analysis of Loans and Advances to Customers 117
Loans and Advances to Borrowers in Currencies Other
Than the Local Currency of the Borrower for Countries
where this exceeds 1% of the Total Group Assets 117