Barclays 2013 Annual Report Download - page 146

Risk review
Credit risk continued
Maximum exposure and effects of collateral and other credit enhancements (audited)
As at 31 December 2012
Maximum
exposure
£m
Netting
and set-off
£m
Collateral Risk
transfer
£m
Net
exposure
£m
Cash
£m
Non-cash
£m
On-balance sheet:
Cash and balances at central banks 86,191 – – – – 86,191
Items in the course of collection from other banks 1,473 – – – – 1,473
Trading portfolio assets: – – – –
Debt securities 116,307 – – – – 116,307
Traded loans 2,410 – – – – 2,410
Total trading portfolio assets 118,717 – – – – 118,717
Financial assets designated at fair value:
Loans and advances 21,996 – (1) (7,499) (111) 14,385
Debt securities 6,975 – (23) – – 6,952
Reverse repurchase agreements 6,034 – (5,165) 869
Other financial assets 1,229 – – – – 1,229
Total financial assets designated at fair value 36,234 – (24) (12,664) (111) 23,435
Derivative financial instruments 469,156 (387,672) (46,855) (6,328) (8,132) 20,169
Loans and advances to banks 40,462 (1,012) – (5,071) (136) 34,243
Loans and advances to customers:
Home loans 174,988 – (179) (172,543) (53) 2,213
Credit cards, unsecured and other retail lending 66,414 (10) (909) (17,703) (2,321) 45,471
Corporate loans 182,504 (10,243) (1,055) (47,526) (8,489) 115,191
Total loans and advances to customers 423,906 (10,253) (2,143) (237,772) (10,863) 162,875
Reverse repurchase agreements and other similar secured lending 176,522 – - (174,918) – 1,604
Available for sale debt securities 74,671 – (1) (233) (32) 74,405
Other assets 2,001 – – – – 2,001
Total on-balance sheet 1,429,333 (398,937) (49,023) (436,986) (19,274) 525,113
Off-balance sheet:
Contingent liabilities 21,857 – (919) (1,420) (555) 18,963
Documentary credits and other short-term trade related transactions 1,027 – (15) (33) (11) 968
Forward starting reverse repurchase agreements 23,549 – – (23,343) – 206
Standby facilities, credit lines and other commitments 247,816 – (1,013) (16,960) (3,396) 226,447
Total off-balance sheeta294,249 – (1,947) (41,756) (3,962) 246,584
Total 1,723,582 (398,937) (50,970) (478,742) (23,236) 771,697
Note
a Off-balance sheet commitments have been revised to reflect the inclusion of forward starting reverse repurchase agreements.
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144 Barclays PLC Annual Report 2013