Barclays 2009 Annual Report Download - page 112
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110 Barclays PLC Annual Report 2009 www.barclays.com/annualreport09
Risk management
Credit risk management
continued
Analysis of Barclays Capital credit market assets by asset class
Financial
assets
Trading designated at Available
portfolio fair value – Derivative Loans and for sale Total Total
assets – debt loans and financial advances to – debt Other as at as at
securities advances instruments customers securities assets 31.12.09 31.12.08
£m £m £m £m £m £m £m £m
ABS CDO Super Senior 1,931 1,931 3,104
Other US sub-prime 3 52 244 24 209 532 3,441
Alt-A 323 211 326 860 4,288
RMBS monoline wrapped US RMBS 6 61,639
Commercial real estate loans 6,534 6,534 11,578
Commercial real estate properties 1,200 1,200 –
Commercial mortgage backed securities 860 (389) 471 735
Monoline wrapped CMBS 30 30 1,854
Leveraged financea5,250 5,250 8,517
SIVs and SIV-lites 355 53 122 530 963
CDPCs 23 23 150
Monoline wrapped CLO and other 2,126 2,126 4,939
Loan to Protium 7,859 7,859 –
Total 1,186 6,941 2,304 15,186 535 1,200 27,352 41,208
Note
aFurther analysis of Barclays Capital credit market exposures is on pages 109 and 110.
Undrawn commitments of £257m (2008: £531m) are off-balance sheet and therefore not
included in the table above. This is a change in presentation from 31st December 2008,
which reflected certain loan facilities originated post 1st July 2007.