Barclays 2015 Annual Report Download - page 198

196 I Barclays PLC Annual Report 2015 home.barclays/annualreport
Risk review
Risk performance
Funding risk – liquidity
Asset encumbrancea
On-balance sheet
As at 31 December 2015 Assets
£bn
Assets encumbered as a result of transactions
with counterparties other than central banks
Other assets (comprising assets encumbered at the central bank
and unencumbered assets)
As a result
of covered
bonds
£bn
As a
result of
securitis-
ations
£bn
Other
£bn
Total
£bn
Assets
positioned
at central
banksc
£bn
Assets not positioned at the central bank
Total
£bn
Readily
available
assets
£bn
Available
as
collateral
£bn
Not
available
as
collateral
£bn
Derivatives
and
Reverse
repos
£bn
Cash and balances at central banks 47.9 – – – – – 47.9 – – – 47.9
Trading portfolio assets 74.8 – – 49.1 49.1 – 25.7 – – – 25.7
Financial assets at fair value 72.5 – – 2.5 2.5 – 3.2 17.7 1.3 47.8 70.0
Derivative financial instruments 325.5 – – – – – – – – 325.5 325.5
Loans and advances – banksb19.6 – – – – – 7.9 10.2 1.5 – 19.6
Loans and advances – customersb307.3 16.4 5.9 8.0 30.3 86.4 14.8 175.8 – – 277.0
Cash collateral 62.6 – – 62.6 62.6 – – – – – –
Settlement balances 20.4 – – – – – – – 20.4 – 20.4
Available for sale financial
investments 87.0 – – 12.2 12.2 – 72.2 1.0 1.6 – 74.8
Reverse repurchase agreements 28.2 – – – – – – – – 28.2 28.2
Non-current assets held for sale 7.3 – – – – 1.9 1.2 3.2 1.0 – 7.3
Other financial assets 19.9 – – – – – – – 19.9 – 19.9
Total on-balance sheet 1,073.0 16.4 5.9 134.4 156.7 88.3 172.9 207.9 45.7 401.5 916.3
Off-balance sheet
Collateral
received
£bn
Collateral
received of
which
on-
pledged
£bn
Readily
available
assets
£bn
Available
as
collateral
£bn
Not
available
as
collateral
£bn
Fair value of securities accepted as collateral 305.9 265.4 39.0 – 1.5
Total unencumbered collateral – – 211.9 207.9 47.2
Notes
a The format of this disclosure has been updated following the issuance of a ‘Dear CFO’ letter by the PRA. The revised format continues to satisfy the recommendations of the
Enhanced Disclosure Task Force on encumbrance disclosure.
b Excluding cash collateral and settlement balances.
c Includes both encumbered and unencumbered assets. Assets within this category that have been encumbered are disclosed as assets pledged in Note 40 to the financial statements.