Company: BCS
Filing Date: 2025-07-29
Form Type: 6-K
Source: 0001654954-25-008608
Chunk: 35

Company: BARCLAYS PLC
Filing Date: 2025-07-29
Form: 6-K
Chunk 35
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 stress testing, limit setting and monitoring.

#### Liquidity risk stress testing
The Internal Liquidity Stress Tests (ILST) measure the potential contractual and contingent stress outflows under a range of scenarios, which are then used to determine the size of the liquidity pool that is immediately available to meet anticipated outflows if a stress occurs. The short-term scenarios include a 30 day Barclays-specific stress event, a 90 day market-wide stress event and a 30 day combined scenario consisting of both a Barclays specific and market-wide stress event. The Group also runs a liquidity stress test which measures the anticipated outflows over a 12 month market-wide scenario.

The LCR requirement takes into account the relative stability of different sources of funding and potential incremental funding requirements in a stress. The LCR is designed to promote short-term resilience of a bank’s liquidity risk profile by holding sufficient high quality liquid assets to survive an acute stress scenario lasting for 30 days.

Barclays is prospectively implementing new methodology for calculating net stress outflows related to secured financing transactions in the LCR. This change materialises from June 2025, with the Group headline ratio expected to contract over time from recent elevated levels whilst remaining broadly within ranges reported over recent years. The revised methodology models a more asymmetric unwind of client activity, resulting in a higher net outflow calculation. Barclays has always maintained, and intends to continue to maintain, a significant liquidity buffer which allows for this impact to be readily absorbed within the Group surplus.

As at 30 June 2025 the average LCR was 177.7% (December 2024: 172.4%). The Group held eligible liquid assets in excess of 100% of net stress outflows as measured according to both its internal ILST and external regulatory requirements.

| Liquidity coverage                             
 ratio1                                         | As at 30.06.25 | As at 31.12.24 |
|                                                |            £bn |            £bn |
| LCR Eligible High Quality Liquid Assets (HQLA) |          309.7 |          304.4 |
| Net stress outflows                            |         -174.7 |         -176.9 |
| Surplus                                        |          135.0 |          127.5 |
| Liquidity coverage ratio                       |         177.7% |         172.4% |

#### Net Stable Funding Ratio
The external NSFR metric requires banks to maintain a stable funding profile taking into account both on and certain off-balance sheet