Barclays PLC Interim Pillar 3 Report 30 June 2024 Barclays PLC Pillar 3 Page Forward-looking statements 03 Introduction Disclosure background 04 Regulatory minimum requirements 05 Capital KM1 - Key Metrics 06 CC1 - Composition of regulatory own funds 08 CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements 10 IFRS 9 IFRS 9-FL - Comparison of institution’s own funds and capital and leverage ratios with and without the IFRS9 transitional arrangements 11 Risk weighted assets (RWAs) RWAs by risk type and business 12 OV1 - Overview of risk weighted exposure amounts 13 CR8 - RWEA flow statement of credit risk exposures under the advanced IRB approach (AIRB) 14 CCR7 - RWEA flow statement of counterparty credit risk exposures under the IMM 14 MR2-B - RWA flow statement of market risk exposures under the IMA 15 Leverage LR1 - Summary of reconciliation of accounting assets and leverage ratio exposures 16 LR2 - Leverage ratio common disclosure 17 LR3 - Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) 18 Minimum Requirements for own funds and Eligible Liabilities (MREL) KM2 - Key Metrics - TLAC Requirements 19 TLAC 1 - TLAC composition for G-SIBs 20 TLAC 3 - Resolution entity - creditor ranking at legal entity level 21 TLAC 2 - Material subgroup entity - creditor ranking at legal entity level 22 Liquidity LIQ1 - Liquidity Coverage ratio 24 LIQ2 - Net Stable Funding Ratio 26 Interest Rate Risk in the Banking Book IRRBB1 - Quantitative information on IRRBB 29 Analysis of Credit Risk CR4 - Standardised approach - Credit risk exposure and CRM effects 30 CR5 - Standardised approach 31 CR7 - IRB approach – Effect on the RWEAs of credit derivatives used as CRM techniques 33 CR7 - A IRB approach – Disclosure of the extent of the use of CRM techniques 34 CR6 - IRB approach – Total Portfolios 36 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for central governments and central banks 37 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for institutions 39 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for corporates - other 41 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for corporates - SME 43 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for retail - SME 45 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for secured retail - non SME 47 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for revolving retail 49 CR6 - IRB approach – Credit risk exposures by exposure class and PD range for other retail - non SME 51 CR10 - Specialised lending and equity exposures under the simple risk weighted approach 53 CR1 - Performing and non-performing exposures and related provisions 54 CR1- A Maturity of exposures 56 CR2 - Changes in the stock of non-performing loans and advances 56 Table of contents Barclays PLC 1 CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques 57 CQ1 - Credit quality of forborne exposures 58 CQ4 - Quality of non-performing exposures by geography 59 CQ5 - Credit quality of loans and advances to non-financial corporations by industry 61 CQ7 - Collateral obtained by taking possession and execution processes 63 Analysis of counterparty credit risk CCR1 - Analysis of CCR exposure by approach 64 CCR3 - Standardised approach – CCR exposures by regulatory exposure class and risk weights 65 CCR4 - IRB approach – CCR exposures by portfolio and PD range for central governments and central banks 66 CCR4 - IRB approach – CCR exposures by portfolio and PD range for institutions 67 CCR4 - IRB approach – CCR exposures by portfolio and PD range for corporates 68 CCR5 - Composition of collateral for CCR exposures 69 CCR6 - Credit derivatives exposures 69 CCR8 - Exposures to CCPs 70 CCR2 - Transactions subject to own funds requirements for CVA risk 71 Analysis of market risk MR3 - IMA values for trading portfolios 72 Breakdown of the major regulatory risk measures by portfolio 73 MR1 - Market risk under the standardised approach 74 MR2-A - Market risk under the internal Model Approach (IMA) 74 MR4 - Comparison of VaR estimates with gains/losses 76 Analysis of Securitisation SEC1 - Securitisation exposures in the non-trading book 79 SEC2 - Securitisation exposures in the trading book 80 SEC3 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as originator or as sponsor 81 SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor 82 SEC5 - Exposures securitised by the institution - Exposures in default (EAD) and specific credit risk adjustments 83 Countercyclical capital buffer CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer 84 CCyB2 - Amount of institution-specific countercyclical capital buffer 86 Table of contents Barclays PLC 2 The terms ‘Barclays’ or ‘Group’ refer to Barclays PLC together with its subsidiaries. The abbreviations ‘£m’ and ‘£bn’ represents millions and thousands of millions of Pounds Sterling respectively. There are a number of key judgement areas, for example impairment calculations, which are based on models and which are subject to ongoing adjustment and modifications. Reported numbers reflect best estimates and judgements at the given point in time. Relevant terms that are used in this document but are not defined under applicable regulatory guidance or International Financial Reporting Standards (IFRS) are explained in the results glossary that can be accessed at home.barclays/investor-relations/reports- and-events/latest-financial-results. Forward-looking statements This document contains certain forward-looking statements within the meaning of Section 21E of the US Securities Exchange Act of 1934, as amended, and Section 27A of the US Securities Act of 1933, as amended, with respect to the Group. Barclays cautions readers that no forward-looking statement is a guarantee of future performance and that actual results or other financial condition or performance measures could differ materially from those contained in the forward-looking statements. Forward-looking statements can be identified by the fact that they do not relate only to historical or current facts. Forward-looking statements sometimes use words such as ‘may’, ‘will’, ‘seek’, ‘continue’, ‘aim’, ‘anticipate’, ‘target’, ‘projected’, ‘expect’, ‘estimate’, ‘intend’, ‘plan’, ‘goal’, ‘believe’, ‘achieve’ or other words of similar meaning. Forward-looking statements can be made in writing but also may be made verbally by directors, officers and employees of the Group (including during management presentations) in connection with this document. Examples of forward-looking statements include, among others, statements or guidance regarding or relating to the Group’s future financial position, business strategy, income levels, costs, assets and liabilities, impairment charges, provisions, capital leverage and other regulatory ratios, capital distributions (including policy on dividends and share buybacks), return on tangible equity, projected levels of growth in banking and financial markets, industry trends, any commitments and targets (including environmental, social and governance (ESG) commitments and targets), plans and objectives for future operations, IFRS and other statements that are not historical or current facts. By their nature, forward-looking statements involve risk and uncertainty because they relate to future events and circumstances. Forward-looking statements speak only as at the date on which they are made. Forward-looking statements may be affected by a number of factors, including, without limitation: changes in legislation, regulations, governmental and regulatory policies, expectations and actions, voluntary codes of practices and the interpretation thereof, changes in IFRS and other accounting standards, including practices with regard to the interpretation and application thereof and emerging and developing ESG reporting standards; the outcome of current and future legal proceedings and regulatory investigations; the Group’s ability along with governments and other stakeholders to measure, manage and mitigate the impacts of climate change effectively; environmental, social and geopolitical risks and incidents and similar events beyond the Group’s control; the impact of competition in the banking and financial services industry; capital, liquidity, leverage and other regulatory rules and requirements applicable to past, current and future periods; UK, US, Eurozone and global macroeconomic and business conditions, including inflation; volatility in credit and capital markets; market related risks such as changes in interest rates and foreign exchange rates reforms to benchmark interest rates and indices; higher or lower asset valuations; changes in credit ratings of any entity within the Group or any securities issued by it; changes in counterparty risk; changes in consumer behaviour; the direct and indirect consequences of the conflicts in Ukraine and the Middle East on European and global macroeconomic conditions, political stability and financial markets; political elections, including the impact of the UK, European and US elections in 2024; developments in the UK’s relationship with the European Union (“EU”); the risk of cyberattacks, information or security breaches, technology failures or operational disruptions and any subsequent impact on the Group’s reputation, business or operations; the Group’s ability to access funding; and the success of acquisitions, disposals and other strategic transactions. A number of these factors are beyond the Group’s control. As a result, the Group’s actual financial position, results, financial and non-financial metrics or performance measures or its ability to meet commitments and targets may differ materially from the statements or guidance set forth in the Group’s forward-looking statements. In setting its targets and outlook for the period 2024-2026, Barclays has made certain assumptions about the macroeconomic environment, including, without limitation, inflation, interest and unemployment rates, the different markets and competitive conditions in which Barclays operates, and its ability to grow certain businesses and achieve costs savings and other structural actions. Additional risks and factors which may impact the Group’s future financial condition and performance are identified in Barclays PLC’s filings with the US Securities and Exchange Commission (“SEC”) (including, without limitation, Barclays PLC’s Annual Report on Form 20-F for the financial year ended 31 December 2023), which are available on the SEC’s website at www.sec.gov. Subject to Barclays PLC's obligations under the applicable laws and regulations of any relevant jurisdiction (including, without limitation, the UK and the US) in relation to disclosure and ongoing information, we undertake no obligation to update publicly or revise any forward-looking statements, whether as a result of new information, future events or otherwise. Notes Barclays PLC 3 Disclosure Background Barclays PLC Pillar 3 disclosures complement the Barclays PLC 2024 Interim Results Announcement and provide additional information about Barclays’ risk profile, including its regulatory capital, minimum requirements for own funds and eligible liabilities (MREL), risk weighted assets (RWA), liquidity and leverage exposures for Barclays Group. The Pillar 3 report is prepared in accordance with the Capital Requirements Regulation and Capital Requirements Directive (CRR and CRD V). In particular articles 431 to 455 of CRR specify the requirements of the Pillar 3 framework. Those regulations came into force on 1 January 2022, and were implemented by the Prudential Regulatory Authority via the PRA Rulebook. References to CRR, as amended by CRR II, mean the capital regulatory requirements, as they form part of domestic law by virtue of the European Union (Withdrawal) Act 2018, as amended. The terms 'RWA’ and risk weighted exposure amount (RWEA) are used interchangeably throughout the document. The disclosures included in this report reflect Barclays PLC’s interpretation of the current rules and guidance. Large subsidiaries The Group's disclosable large subsidiaries as at 30 June 2024 are Barclays Bank PLC, Barclays Bank UK PLC (Barclays UK), Barclays Bank Ireland PLC (BBI) and Barclays Capital Securities Limited (BCSL). Pillar 3 disclosures are published in standalone documents for above entities ‘Barclays Bank PLC Pillar 3 Report’, ‘Barclays Bank UK PLC Pillar 3 Report’, ‘Barclays Bank Ireland PLC Pillar 3 report’ and ‘Barclays Capital Securities Limited Pillar 3 Report'’respectively. Group relates to Barclays PLC and all its subsidiaries. Introduction Barclays PLC 4