Barclays 2012 Annual Report Download - page 108

The management of risk plays a central role in the execution of Barclays strategy.
For the 2012 Annual Report we have aimed to develop our approach
to risk reporting to ensure disclosure is transparent and easily
navigable:
 To provide the user with insight into the level of risk across our
businesses and portfolios, the material risks and uncertainties we
face and the key areas of management focus, we present our
Risk review;
 To allow the user to explore deeper and find out more about the major
risk policies which underlie our risk exposures, we have consolidated
policy-based qualitative information under Risk management; and
 We have aimed to provide clear cross-referencing between the Risk
review and Risk management sections within the Annual Report,
and between the Annual Report and accompanying regulatory
information in the Pillar 3 Report (http://group.barclays.com/
about-barclays/investor-relations/annual-reports).
Risk Overview Annual Report Pillar 3 Report
Risk
review
Risk
management
These pages provide a
comprehensive overview
of Barclays risk factors
and approach to risk
management.
Risk factors 108 -115
Barclays risk management strategy 314-320
Our risk culture 314
Assigning responsibilities 316
Principal risks policy 317
Risk management in the setting of strategy 317-320
Modelling of risk 86-93
Credit Risk Annual Report Pillar 3 Report
Risk
review
Risk
management
Credit risk is the risk of
suffering financial loss should
the Group’s customers, clients
or market counterparties fail
to fulfil their contractual
obligations.
Credit risk overview and risk factors 108-110
Analysis of Maximum exposure and collateral
and other credit enhancement held 116-117 329-330
Balance sheet concentrations of Credit risk 118-121 330-331 24-26
Balance sheet credit quality 122-123 330-331 29-38, 110-116
Analysis of loans and advances and impairment 124-128 323-325 38-41
Retail credit risk 129-135 322-327
Wholesale credit risk 136-141 322-327
Barclays Credit Market Exposures 142
Exposures to Eurozone countries 143-154
Analysis of securitisations 57-63, 103-106
Maturity of credit exposures 27-28
Capital Requirements for Credit Risk 19-20, 23
Counterparty Credit Risk exposure and RWAs 46-50
RWAs and Credit Risk exposure by business
and Basel asset class 21-23
Market Risk Annual Report Pillar 3 Report
Risk
review
Risk
management
Market risk is the risk of the
Group suffering financial loss
due to the Group being unable
to hedge its balance sheet at
prevailing market levels.
Market risk overview and risk factors 111 332-333
Analysis of traded market risk exposures 155-156 333-336 52-54
Analysis of non-traded market risk exposures 156-159 336 55
Foreign exchange risk 160
Other market risks 161 102
Analysis of securitisations 57-63, 103-106
Capital Requirements for market risk 52
barclays.com/annualreport106 I Barclays PLC Annual Report 2012
Risk review
Contents