Barclays 2015 Annual Report Download - page 206

204 I Barclays PLC Annual Report 2015 home.barclays/annualreport
Risk review
Risk performance
Funding risk – liquidity
Maturity of off-balance sheet commitments received and given (audited)
The table below presents the maturity split of the Group’s off-balance sheet commitments received and given at the balance sheet date. The
amounts disclosed in the table are the undiscounted cash flows (i.e. nominal values) on the basis of earliest opportunity at which they are available.
Maturity analysis of off-balance sheet commitments received (including BAGL)
On
demand
£m
Not more
than three
months
£m
Over three
months
but not
more
than six
months
£m
Over six
months
but not
more
than nine
months
£m
Over nine
months
but not
more
than one
year
£m
Over one
year but
not more
than two
years
£m
Over two
years but
not more
than three
years
£m
Over three
years but
not more
than five
years
£m
Over five
years but
not more
than ten
years
£m
Over ten
years
£m
Total
£m
As at 31 December 2015
Guarantees, letters of credit
and credit insurance 6,329 138 4 5 32 84 12 97 4 17 6,722
Forward starting repurchase
agreementsa– 392 – 73 – – – – – – 465
Total off-balance sheet
commitments received 6,329 530 4 78 32 84 12 97 4 17 7,187
As at 31 December 2014
Guarantees, letters of credit
and credit insurance 6,571 60 37 38 39 152 138 203 65 – 7,303
Forward starting repurchase
agreementsa – 10,778 – – – – – – – – 10,778
Total off-balance sheet
commitments received 6,571 10,838 37 38 39 152 138 203 65 – 18,081
Maturity analysis of off-balance sheet commitments given (including BAGL) (audited)
On
demand
£m
Not more
than three
months
£m
Over three
months
but not
more
than six
months
£m
Over six
months
but not
more
than nine
months
£m
Over nine
months
but not
more
than one
year
£m
Over one
year but
not more
than two
years
£m
Over two
years but
not more
than three
years
£m
Over three
years but
not more
than five
years
£m
Over five
years but
not more
than ten
years
£m
Over ten
years
£m
Total
£m
As at 31 December 2015
Contingent liabilities 17,421 933 493 140 590 423 158 161 164 138 20,621
Documentary credits and other
short-term trade-related transactions 617 30 10 – 61 119 – 8 – – 845
Forward starting reverse repurchase
agreementsa – 93 – – – – – – – – 93
Standby facilities, credit lines and
other commitments 274,020 1,152 1,564 1,116 1,071 873 554 906 78 35 281,369
Total off-balance sheet
commitments given 292,058 2,208 2,067 1,256 1,722 1,415 712 1,075 242 173 302,928
As at 31 December 2014
Contingent liabilities 17,304 1,770 352 162 102 410 55 83 1,037 49 21,324
Documentary credits and other
short-term trade-related transactions 869 75 13 – 19 115 – – – – 1,091
Forward starting reverse repurchase
agreementsa– 13,735 – 121 – – – – – – 13,856
Standby facilities, credit lines and
other commitments 262,540 4,045 1,722 844 646 3,638 877 1,846 137 20 276,315
Total off-balance sheet
commitments given 280,713 19,625 2,087 1,127 767 4,163 932 1,929 1,174 69 312,586
Note
a Forward starting reverse repurchase and repurchase agreements were previously disclosed as loan commitments. Following the business designation of reverse repurchase and
repurchase agreements at fair value through profit and loss, new forward starting reverse repurchase and repurchase agreements are within the scope of IAS 39 and are recognised
as derivatives on the balance sheet.