# Barclays PLC
## Global Systemically Important Institutions (G-SIIs)
## Disclosure

31 December 2019

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## Barclays G-SII Disclosure December 2019

### Background
In 2011, the Financial Stability Board (FSB) published a list of banks and other financial institutions that were considered Global Systemically Important Banks (G-SIBs). G-SIBs are defined as banks or other financial institutions that could be expected to have the greatest impact on the global financial system and the global economy, should they fail. The Basel Committee on Banking Supervision (BCBS) concurrently established a framework to identify G-SIBs on an ongoing basis through an indicator based scoring methodology.

In July 2013, the BCBS published a revised G-SIB assessment methodology. The list of G-SIBs and applicable capital buffers is updated by the FSB on an annual basis. Barclays’ status as a G-SIB was confirmed by the FSB in November 2019. The FSB is expected to publish an updated G-SIBs list in November 2020.

The BCBS methodology has been implemented in the European Union via article 131 of the Capital Requirements Directive, in which G-SIBs are referred to as Global Systemically Important Institutions (G-SIIs). Depending on the overall score of a G-SII a capital buffer is applied to the institution’s capital requirements. Those institutions identified as G-SIIs are required to disclose, on an annual basis, the values of the indicators used for determining the G-SII status and capital requirements, in accordance with article 441 of the accompanying Capital Requirements Regulation.

### Identification
G-SIIs are identified as prescribed by the BCBS methodology using a score based system dependent upon twelve indicators. The indicators are based on the following criteria:

- Size – bank size, as measured per its leverage exposures
- Interconnectedness – transactions with and securities held in other financial institutions
- Substitutability – the extent to which the banks services could be substituted by other institutions, such as payment infrastructure, underwriting transactions, custodian activities
- Complexity – the degree of complex transactions a bank is party to, including OTC derivatives, trading and AFS securities, and those assets classified as level 3 assets under IFRS (i.e. least observable market prices)
- Cross-jurisdictional activity – bank’s activities outside its home jurisdiction

### Capital buffer requirements
G-SIIs are required to hold between 1% and 3.5% of additional Common Equity Tier 1 (CET1) loss absorbing capital buffer. There is a two-year time lag between the data point used for G-SII score calculation and the capital applicability.

For 2020, based on 31 December 2017 indicators, Barclays falls within the 1.5% capital buffer category. The G-SII indicators as at 31 December 2019 that are included in this document will determine the capital buffer applicable to Barclays for 2022.

### Basis of preparation
The disclosure of G-SII indicators is required by the EBA. In May 2016, the EBA issued Commission Delegated Regulation (EU) 2016/1608 that aligns EBA requirements with BCBS methodology and Commission Delegated Regulation (EU) 2016/818 that aligns disclosure requirements with the latest BCBS templates and instructions. The BCBS update reporting instructions on an annual basis, with instructions for the year ended 31 December 2019 issued on 17 January 2020.

The data disclosed in this document may not be directly comparable with other disclosures. Differences may also arise with other external disclosures as the G-SII indicators are based on the regulatory scope of consolidation for most data points. For further information on the difference between financial reporting and the regulatory scope of consolidation please refer to page 9 of the 2019 Barclays Pillar 3 Report.

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### General Bank Data

| Section 1 - General Information | GSIB | Response |
| :--- | :--- | :--- |
| a. General information provided by the relevant supervisory authority: | | |
| (1) Country code | 1001 | GB |
| (2) Bank name | 1002 | Barclays |
| (3) Reporting date (yyyy-mm-dd) | 1003 | 2019-12-31 |
| (4) Reporting currency | 1004 | GBP |
| (5) Euro conversion rate | 1005 | 1.175364363 |
| (6) Submission date (yyyy-mm-dd) | 1006 | 2020-04-09 |
| b. General information provided by the reporting institution: | | |
| (1) Reporting unit | 1007 | 1,000,000 |
| (2) Accounting standard | 1008 | IFRS |
| (3) Date of public disclosure (yyyy-mm-dd) | 1009 | 2020-04-30 |
| (4) Language of public disclosure | 1010 | English |
| (5) Web address of public disclosure | 1011 | [https://home.barclays/investor-relations/reports-and-events/annual-reports/](https://home.barclays/investor-relations/reports-and-events/annual-reports/) |

### Size Indicator

| Section 2 - Total Exposures | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Derivatives | | |
| (1) Counterparty exposure of derivatives contracts | 1012 | 21,480 |
| (2) Capped notional amount of credit derivatives | 1201 | 13,784 |
| (3) Potential future exposure of derivative contracts | 1018 | 119,118 |
| b. Securities financing transactions (SFTs) | | |
| (1) Adjusted gross value of SFTs | 1013 | 111,307 |
| (2) Counterparty exposure of SFTs | 1014 | 18,339 |
| c. Other assets | 1015 | 750,052 |
| d. Gross notional amount of off-balance sheet items | | |
| (1) Items subject to a 0% credit conversion factor (CCF) | 1019 | 147,783 |
| (2) Items subject to a 20% CCF | 1022 | 30,390 |
| (3) Items subject to a 50% CCF | 1023 | 137,569 |
| (4) Items subject to a 100% CCF | 1024 | 15,648 |
| e. Regulatory adjustments | 1031 | 11,365 |
| f. Total exposures indicator (Total exposures prior to regulatory adjustments) (sum of items 2.a.(1) thorough 2.c, 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.5 times 2.d.(3), and 2.d.(4)) | 1103 | 1,139,369 |

### Interconnectedness Indicators

| Section 3 - Intra-Financial System Assets | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Funds deposited with or lent to other financial institutions | 1033 | 30,766 |
| (1) Certificates of deposit | 1034 | 0 |
| b. Unused portion of committed lines extended to other financial institutions | 1035 | 23,275 |
| c. Holdings of securities issued by other financial institutions: | | |
| (1) Secured debt securities | 1036 | 9,010 |
| (2) Senior unsecured debt securities | 1037 | 4,701 |
| (3) Subordinated debt securities | 1038 | 600 |
| (4) Commercial paper | 1039 | 0 |
| (5) Equity securities | 1040 | 23,514 |
| (6) Offsetting short positions in relation to the specific equity securities included in item 3.c.(5) | 1041 | 0 |
| d. Net positive current exposure of securities financing transactions with other financial institutions | 1213 | 13,653 |
| e. Over-the-counter derivatives with other financial institutions that have a net positive fair value: | | |
| (1) Net positive fair value | 1043 | 7,968 |
| (2) Potential future exposure | 1044 | 48,804 |
| f. Intra-financial system assets indicator (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)) | 1045 | 162,290 |

| Section 4 - Intra-Financial System Liabilities | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Funds deposited by or borrowed from other financial institutions: | | |
| (1) Deposits due to depository institutions | 1046 | 9,817 |
| (2) Deposits due to non-depository financial institutions | 1047 | 70,274 |
| (3) Loans obtained from other financial institutions | 1105 | 0 |
| b. Unused portion of committed lines obtained from other financial institutions | 1048 | 91 |
| c. Net negative current exposure of securities financing transactions with other financial institutions | 1214 | 22,892 |
| d. Over-the-counter derivatives with other financial institutions that have a net negative fair value: | | |
| (1) Net negative fair value | 1050 | 10,676 |
| (2) Potential future exposure | 1051 | 42,692 |
| e. Intra-financial system liabilities indicator (sum of items 4.a.(1) through 4.d.(2)) | 1052 | 156,442 |

| Section 5 - Securities Outstanding | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Secured debt securities | 1053 | 13,885 |
| b. Senior unsecured debt securities | 1054 | 86,500 |
| c. Subordinated debt securities | 1055 | 18,156 |
| d. Commercial paper | 1056 | 7,079 |
| e. Certificates of deposit | 1057 | 11,274 |
| f. Common equity | 1058 | 31,117 |
| g. Preferred shares and any other forms of subordinated funding not captured in item 5.c. | 1059 | 11,586 |
| h. Securities outstanding indicator (sum of items 5.a through 5.g) | 1060 | 179,577 |

***

### Substitutability/Financial Institution Infrastructure Indicators

| Section 6 - Payments made in the reporting year (excluding intragroup payments) | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Australian dollars (AUD) | 1061 | 488,510 |
| b. Brazilian real (BRL) | 1062 | 34 |
| c. Canadian dollars (CAD) | 1063 | 852,671 |
| d. Swiss francs (CHF) | 1064 | 1,340,665 |
| e. Chinese yuan (CNY) | 1065 | 794,327 |
| f. Euros (EUR) | 1066 | 2,109,045 |
| g. British pounds (GBP) | 1067 | 11,618,384 |
| h. Hong Kong dollars (HKD) | 1068 | 709,086 |
| i. Indian rupee (INR) | 1069 | 20,575 |
| j. Japanese yen (JPY) | 1070 | 8,853,373 |
| k. Mexican pesos (MXN) | 1108 | 295,957 |
| l. Swedish krona (SEK) | 1071 | 409,911 |
| m. United States dollars (USD) | 1072 | 16,593,290 |
| n. Payments activity indicator (sum of items 6.a through 6.m) | 1073 | 44,085,828 |

| Section 7 - Assets Under Custody | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Assets under custody indicator | 1074 | 112,699 |

| Section 8 - Underwritten Transactions in Debt and Equity Markets | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Equity underwriting activity | 1075 | 14,748 |
| b. Debt underwriting activity | 1076 | 233,248 |
| c. Underwriting activity indicator (sum of items 8.a and 8.b) | 1077 | 247,996 |

### Complexity Indicators

| Section 9 - Notional Amount of Over-the-Counter (OTC) Derivatives | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. OTC derivatives cleared through a central counterparty | 1078 | 18,764,431 |
| b. OTC derivatives settled bilaterally | 1079 | 10,073,394 |
| c. OTC derivatives indicator (sum of items 9.a and 9.b) | 1080 | 28,837,825 |

| Section 10 - Trading and Available-for-Sale Securities | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Held-for-trading securities (HFT) | 1081 | 142,088 |
| b. Available-for-sale securities (AFS) | 1082 | 65,239 |
| c. Trading and AFS securities that meet the definition of Level 1 assets | 1083 | 98,294 |
| d. Trading and AFS securities that meet the definition of Level 2 assets, with haircuts | 1084 | 38,350 |
| e. Trading and AFS securities indicator (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d) | 1085 | 70,683 |

| Section 11 - Level 3 Assets | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Level 3 assets indicator (Assets valued for accounting purposes using Level 3 measurement inputs) | 1086 | 14,774 |

### Cross-Jurisdictional Activity Indicators

| Section 12 - Cross-Jurisdictional Claims | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis) | 1087 | 693,623 |

| Section 13 - Cross-Jurisdictional Liabilities | GSIB | Amount in million GBP |
| :--- | :--- | :--- |
| a. Foreign liabilities (excluding derivatives and local liabilities in local currency) | 1088 | 831,337 |
| (1) Any foreign liabilities to related offices included in item 13.a. | 1089 | 416,968 |
| b. Local liabilities in local currency (excluding derivatives activity) | 1090 | 106,887 |
| c. Cross-jurisdictional liabilities indicator (sum of items 13.a and 13.b, minus 13.a.(1)) | 1091 | 521,256 |