Barclays 2014 Annual Report Download - page 164

162 I Barclays PLC Annual Report 2014 barclays.com/annualreport
Risk performance
Credit risk
Risk review
UK CRE marked to market LTV (retail)
As at 31 December 2014
%
2013a
%
Marked to market LTV:
Balance weighted 51.2 54.9
Valuation weighteda 35.9 40.8
Marked to market LTV – performing balances:
Balance weighted 51.0 54.2
Valuation weighteda 35.5 40.4
Marked to market LTV – Non-performing balances:
Balance weighted 57.6 75.8
Valuation weighteda46.7 58.7
UK CRE LTV analysis
Balances
Balances as proportion
of total Collateral held
As at 31 December 2014
£m
2013
£m
2014
%
2013
%
2014
£m
2013
£m
Retail portfolios
<=75% 1,468 1,187 84 75 4,643 3,437
>75% and <=100% 144 225 8 14 180 269
>100% and <=125% 37 66 2 4 36 63
>125% 27 36 2 2 15 23
Unsecured balances 80 79 4 5 – –
Total 1,756 1,593 100 100 4,874 3,792
Wholesale portfolios
<=100% 7,399 7,830 75 80 20,213 17,735
>100% and <=125% 112 132 1 1 102 126
>125% 140 165 1 2 16 44
Unassessed balancesb 1,748 1,314 18 13 – –
Unsecured balances 526 381 5 4 – –
Total 9,925 9,842 100 100 20,331 17,905
Group
<=100% 9,011 9,262 78 81 25,036 21,444
>100% and <=125% 149 198 1 2 139 189
>125% 167 201 1 2 30 67
Unassessed balancesb 1,748 1,314 15 11 – –
Unsecured balances 606 460 5 4 – –
Total 11,681 11,435 100 100 25,205 21,697
Portfolio LTVs have reduced due to appreciating commercial property values. Unsecured balances primarily relate to working capital facilities
agreed to CRE companies.
Notes
a Valuation weighted LTV for 2013 were revised to standardise the valuation weighted calculation methodology used.
b Corporate Banking balances under £1m.