Barclays 2012 Annual Report Download - page 167

The strategic report Governance Risk review Financial review Financial statements Risk management Shareholder information
Risk Weighted Assets (RWAs) by risk type and business
Credit risk
Counterparty
credit risk Market risk
Operational
risk
STD
£m
F-IRB
£m
A-IRB
£m
Internal
model
method
£m
Non-
model
method
£m
STD
£m
Modelled
VaR
£m
Charges
add-on
and
non-VaR
modelled
£m £m
Total
RWAs
£m
As at 31 December 2012
UKRBB 1,163 – 31,096 – – – – – 6,524 38,783
Europe RBB 5,727 – 9,157 – 3 – – – 2,225 17,112
Africa RBB 6,217 5,778 10,580 – 7 – – – 4,426 27,008
Barclaycard 16,641 – 13,442 – – – – – 6,381 36,464
Investment Bank 9,530 3,055 47,991 25,127 4,264 25,396 22,497 15,429 24,730 178,019
Corporate Banking 25,744 3,430 31,743 500 – – – – 6,556 67,973
Wealth and Investment
Management 11,540 317 593 – 199 – – – 3,184 15,833
Head Office and Other Operations 205 – 5,301 – – – – – 160 5,666
Total RWAs 76,767 12,580 149,903 25,627 4,473 25,396 22,497 15,429 54,186 386,858
As at 31 December 2011
UKRBB 1,193 – 27,896 – – – – – 4,867 33,956
Europe RBB 6,147 – 9,691 – 2 – – – 1,596 17,436
Africa RBB 8,840 6,615 11,452 – 6 – – – 3,376 30,289
Barclaycard 15,262 – 14,167 – – – – – 4,757 34,186
Investment Bank 11,395 2,882 47,937 32,570 4,792 27,823 26,568 17,560 15,173 186,700
Corporate Banking 30,826 2,926 34,338 561 – – – – 4,191 72,842
Wealth and Investment
Management 10,262 297 834 – 153 – – – 1,530 13,076
Head Office and Other Operations 833 – 1,431 – – – – – 250 2,514
Total RWAs 84,758 12,720 147,746 33,131 4,953 27,823 26,568 17,560 35,740 390,999
Movement in RWAs
£bn
As at 1 January 2012 391.0
Methodology and model changes 38.7
Business activity (28.4)
Foreign exchange (11.3)
Change in risk parameters (3.1)
As at 31 December 2012 386.9
barclays.com/annualreport Barclays PLC Annual Report 2012 I 165