Company: BCS
Filing Date: 2025-02-13
Form Type: 20-F
Source: 0000312069-25-000114
Chunk: 443

Company: BARCLAYS PLC
Filing Date: 2025-02-13
Form: 20-F
Chunk 443
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4) and the quarterly unemployment rate in the UK and US as well as the forecasted data under each of the five scenarios.

| UK GDP(%) |

| US GDP(%) |

| UK unemployment(%) |

| US unemployment(%) |

GDP growth based on year on year growth each quarter (Q/(Q-4)).

| Strategy                                   | Shareholderinformation | Climate andsustainability report | Governance |     | Riskreview | Financialreview | Financialstatements |     | Barclays PLC 2024Annual Reporton Form 20-F | 257 |
| Risk performance - Credit risk (continued) |                        |                                  |            |     |            |                 |                     |     |                                            |     |

ECL sensitivity analysis (audited)

The table below shows the modelled ECL assuming each of the five modelled scenarios are 100% weighted with the dispersion of

results around the Baseline, highlighting the impact on exposure and ECL across the scenarios.

Model exposure uses exposure at default (EAD) values and is not directly comparable to gross exposure used in prior disclosures.

|                              | Scenarios1 |          |          |          |            |            |
| As at 31 December 2024       |  Weighted2 | Upside 2 | Upside 1 | Baseline | Downside 1 | Downside 2 |
| Stage 1 Model exposure (£m)  |            |          |          |          |            |            |
| Retail mortgages             |    139,086 |  140,828 |  140,079 |  139,188 |    136,671 |    134,861 |
| Retail credit cards          |     63,937 |   63,821 |   63,859 |   63,894 |     63,980 |     63,975 |
| Retail other                 |      7,952 |    8,074 |    8,025 |    7,968 |      7,804 |      7,614 |
| Corporate loans              |    213,905 |  216,064 |  215,215 |  214,293 |    212,007 |    207,062 |
| Stage 1 Model ECL (£m)       |            |          |          |          |            |            |
| Retail mortgages             |          1 |        — |        1 |        1 |          3