Barclays 2014 Annual Report Download - page 116

114 I Barclays PLC Annual Report 2014 barclays.com/annualreport
Risk review
Contents
Annual Report Pillar 3 Report
Risk performance continued
Funding risk – Liquidity:
The risk that the firm, although solvent,
either does not have sufficient financial
resources available to enable it to meet
its obligations as they fall due, or can
secure such resources only at excessive
cost.
Q Liquidity risk overview 192
Q Liquidity risk stress testing 192
Q Liquidity pool 195
Q Funding structure and funding relationships 196
Q Wholesale funding 197
Q Term financing 199
Q Encumbrance 199
Q Credit ratings 203
Q Liquidity management at BAGL Group 204
Q Contractual maturity of financial assets and liabilities 204
Operational risk:
The risk of direct or indirect impacts
resulting from human factors,
inadequate or failed internal processes
and systems or external events.
Q Operational risk overview 210 96
Q Summary of performance in the period 210 96
Q Operation risk profile 210 97
Conduct risk:
The risk that detriment is caused to our
customers, clients, counterparties or
Barclays and its employees because of
inappropriate judgement in the
execution of our business activities.
Q Conduct risk overview 212 n/a
Q Summary of performance 212
Q Conduct reputation measure 212
Reputation risk:
The risk of damage to Barclays’ brand
arising from any association, action or
inaction which is perceived by
stakeholders to be inappropriate or
unethical.
Q Litigation, investigations and culture change 213 n/a
Q Transparency 213 n/a
Q Remuneration 213 n/a
Q Climate change 213 n/a
Q Reputation tracking 214 n/a
Supervision and regulation:
The Group’s operations, including its
overseas offices, subsidiaries and
associates, are subject to a significant
body of rules and regulations that are a
condition for authorisation to conduct
banking and financial services business.
Q Supervision of the Group 215 n/a
Q Global regulatory developments 215 n/a
Q European Union developments 216 n/a
Q Structural reform of banking groups 217 n/a
Q Regulation in the United Kingdom 217 n/a
Q Resolution of UK banking groups 218 n/a
Q Compensation schemes 218 n/a
Q Influence of European legislation 218 n/a
Q Regulation in Africa 218 n/a
Q Regulation in the United States 219 n/a
Pillar 3 Report
Contains extensive information on risk
as well as capital management.
Q High level summary of risk and capital profile n/a 2
Q Notes on basis of preparation n/a 5
Q Scope of application of Basel rules n/a 6
Risk and capital position review:
Provides a detailed breakdown of
Barclays’ regulatory capital adequacy
and leverage and how this relates to
Barclays’ risk management.
Q Group capital resources, requirements and CRD IV comparatives n/a 15
Q Analysis of credit risk n/a 35
Q Analysis of counterparty credit risk n/a 67
Q Analysis of credit value adjustment n/a 83
Q Analysis of market risk n/a 71
Q Analysis of securitisation exposures n/a 84
Q Analysis of operational risk n/a 95