Barclays 2014 Annual Report Download - page 176
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174 I Barclays PLC Annual Report 2014 barclays.com/annualreport
Risk review
Risk performance
Market risk
Analysis of market risk
Market risk is the risk of a reduction to earnings or
capital due to volatility of trading book positions or an
inability to hedge the banking book balance sheet.
This section contains key disclosures describing the
Group’s market risk profile, highlighting regulatory as well
as management measures.
Key metrics
Measures of traded market risk, such as Value at Risk,
decreased in the year due to lower volatility and risk
reduction in BNC businesses.
We saw lower income from reduced activity and a
reduction in associated risk measures
98%
Of days generated positive trading revenue
-24%
Reduction in management Value at Risk
-22%
Reduction in average daily revenue
Non-traded market risk measures suggest a higher
sensitivity to a change in interest rates, with a stable
structural currency exposure
55%
Increase in the positive impact on pre-tax net interest income of a
100bps rise in interest rates