Company: BCS
Filing Date: 2025-07-29
Form Type: 6-K
Source: 0001654954-25-008608
Chunk: 30

Company: BARCLAYS PLC
Filing Date: 2025-07-29
Form: 6-K
Chunk 30
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 weighted ECL from         
 individual scenarios given balances may be assigned to a different  
 stage dependent on the scenario.                                    |
| 2 | Model exposure and ECL reported within Retail credit cards and      
 Corporate loans continues to include a co-branded card portfolio,   
 as its sale is expected to close in 2026.                           |
| 3 | Model exposures allocated to Stage 3 does not change in any of the  
 scenarios as the transition criteria relies only on an observable   
 evidence of default as at 30 June 2025 and not on macroeconomic     
 scenario.                                                           |
| 4 | Material corporate loan defaults are individually assessed across   
 different recovery strategies. As a result, ECL of £485m is         
 reported as an individually assessed impairment in the              
 reconciliation table.                                               |
| 5 | ECL from non-modelled exposures and                                 
 others includes ECL on Tesco Bank's retail banking business of      
 £295m calculated using a                                            
 benchmarked approach based on UK cards and UK retail loans. The     
 sensitivity of the non-modelled exposures would materially reflect  
 the sensitivity of the benchmarked model.                           |

The use of five scenarios with associated weightings results in a total weighted ECL uplift from the Baseline ECL of 1.6%.

Retail mortgages: Total weighted ECL of £23m represents a 21.1% increase over the Baseline ECL (£19m) with coverage ratios remaining steady across the Upside scenarios, Baseline and Downside 1 scenario. Under the Downside 2 scenario, total ECL increases to £49m driven by a fall in UK HPI.

Retail credit cards: Total weighted ECL of £3,392m is broadly aligned to the Baseline ECL (£3,377m). Total ECL increases to £3,721m under the Downside 2 scenario, driven by an increase in UK and US unemployment rate.

Retail other: Total weighted ECL of £185m represents a 3.4% increase over the Baseline ECL (£179m). Total ECL increases to £244m under the Downside 2 scenario, largely driven by an increase in UK unemployment rate.

Corporate loans: Total weighted ECL of £899m represents a 5.6% increase over the Baseline ECL (£851m). Total ECL increases to £1,502m under the Downside 2 scenario, driven by a decrease in UK and US GDP.

|                             | Scenarios1 |