Company: BCS
Filing Date: 2025-02-13
Form Type: 20-F
Source: 0000312069-25-000114
Chunk: 732

Company: BARCLAYS PLC
Filing Date: 2025-02-13
Form: 20-F
Chunk 732
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 captured within the VaR model framework. ‘RWA Flow / movements in RWAs’ Book size/Asset size Credit risk and counterparty risk (including CVA) This represents RWA movements driven by changes in the size and composition of underlying positions, measured using EAD values for existing portfolios over the period. This includes, but is not exclusive to: • new business and maturing loans • changes in product mix and exposure growth for existing portfolios • boo k size reductions owing to risk mitigation and write-offs. Market risk This represents RWA movements owing to the changes in risk level i.e. trading positions and volumes driven by business activity. Book quality/Asset quality Credit risk and counterparty risk (including CVA) This represents RWA movements driven by changes in the underlying credit quality and recoverability of portfolios and reflected through model calibrations or realignments where applicable. This includes, but is not exclusive to: • PD migration and LGD changes driven by economic conditions • ratings migration for standardised exposures Market risk This is the movement in RWAs owing to changing risk levels in the trading book caused by fluctuations in market conditions.

| Strategy                      | Shareholderinformation | Climate andsustainability report | Governance | Riskreview | Financialreview | Financialstatements |     | Barclays PLC 2024Annual Reporton Form 20-F | 501 |
| Glossary of terms (continued) |                        |                                  |            |            |                 |                     |     |                                            |     |

Model updates Credit risk and counterparty risk (including CVA) This is the movement in RWAs as a result of both internal and external model updates. This includes, but is not exclusive to: • updates to existing model inputs driven by both internal and external review • model enhan cements to improve models performance Market risk This is the movement in RWAs reflecting change in model scope, changes to market data levels, volatilities, correlations, liquidity and ratings used as input for the internal modelled RWA calculations. Methodology and policy Credit risk and counterparty risk (including CVA) This is the movement in RWAs as a result of both internal and external methodology, policy and regulatory changes. This includes, but is not exclusive to: • updates to RWA calculation methodology, communicated by the regulator • the implement ation of credit risk mitigation to a wider scope of portfolios Market risk This is the movement in RWAs as a result of both internal and external methodology, policy and regulatory changes for market risk. Acquisitions and disposals This is the