# Barclays Bank Ireland PLC Quarterly Pillar 3 Report 31 March 2025

## Table of Contents

| Section | Detail | Page |
|---|---|---|
| Introduction | Foreword | 3 |
| Summary | KM1 - Key Metrics | 4 |
| Risk-weighted exposure amounts (RWEA) | OV1 - Overview of risk-weighted exposure amounts | 6 |
| | CMS1 - Comparison of modelled and standardised risk weighted exposure amounts at risk level | 7 |
| | CCR7 - RWEA flow statements of CCR exposures under the IMM | 8 |
| | MR2-B - RWEA flow statement of market risk exposures under the IMA | 8 |
| Minimum Requirement for own funds and Eligible Liabilities (MREL) | ILAC - Internal loss absorbing capacity: Internal MREL and, where applicable, requirement for own funds and eligible liabilities for non-EU G-Slls | 9 |
| Liquidity | LIQ1 - Liquidity Coverage ratio | 10 |
| Non-applicable disclosures | Notes | 12 |
| | Notes | 13 |

## Introduction

Section 10.1 of the Basel Committee on Banking Supervision's Basel Framework introduces disclosure requirements for banks as follows:

The provision of meaningful information about common key risk metrics to market participants is a fundamental tenet of a sound banking system. It reduces information asymmetry and helps promote comparability of banks' risk profiles within and across jurisdictions.

Pillar 3 of the Basel Framework aims to promote market discipline through regulatory disclosure requirements. These requirements enable market participants to access key information relating to a bank's regulatory capital and risk exposures in order to increase transparency and confidence about a bank's exposure to risk and the overall adequacy of its regulatory capital.

These disclosure requirements have been implemented into legislation through Part 8 of Regulation (EU) 575/2013 (as amended, the 'CRR3' and 'European Capital Requirements Regulation'.

On 19 June 2024, Regulation (EU) 2024/1623 amending CRR 3 and Directive (EU) 2024/1619 amending Directive 2013/36/EU2 (the Capital Requirements Directive (CRD VI)) were published in the Official Journal of the European Union and this legislation was implemented on 1 January 2025.

### Barclays Bank Ireland PLC

Barclays Bank Ireland PLC (the Bank, BBI, the Company or Barclays Europe) is a wholly owned subsidiary of Barclays Bank PLC (BB PLC). BB PLC is a wholly owned subsidiary of Barclays PLC (B PLC). The consolidation of B PLC and its subsidiaries is referred to as the Barclays Group. The term Barclays refers to either B PLC or, depending on the context, the Barclays Group as a whole.

The Bank is licensed as a credit institution by the Central Bank of Ireland (CBI) and is designated as a significant institution, directly supervised by the Single Supervisory Mechanism (SSM) of the European Central Bank (ECB). The Bank is regulated by the CBI for financial conduct and the Bank's branches are also subject to direct supervision for local conduct purposes by national supervisory authorities in the jurisdictions where they are established.

The Bank is the primary legal entity within the Barclays Group serving its European Economic Area (EEA) clients, with branches in Belgium, France, Germany, Italy, Luxembourg, the Netherlands, Portugal, Spain and Sweden, in addition to its Irish Head Office.

Barclays has five global business divisions, and Barclays Europe is represented in two of these:

1. Investment Bank (IB) which is comprised of the regional Corporate Banking, Investment Banking and Global Markets businesses, providing products and services to corporates, financial institutions, governments, supranational organisations and money managers to manage their funding, financing, strategic and risk management needs, and;
2. Private Bank & Wealth Management (PBWM) includes the Private Banking business in Barclays Europe and offers investment solutions, banking and credit capabilities to meet the needs of our clients across the EEA.

### Notes on basis of preparation

The comparative period disclosures have been presented as per CRR2 requirements and the current reporting period have been presented according to CRR3 requirements. Comparatives have not been provided for new data points introduced in the CRR3 framework.

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 https://home.barclays/investor-relations/

The abbreviations '€m' and '€bn' represent millions and billions of Euros respectively.

## Summary

### Table 1: KM1 - Key metrics

This table shows key regulatory metrics and ratios as well as related components such as own funds, risk-weighted exposure amounts (RWEAs), capital ratios, additional requirements based on Supervisory Review and Evaluation Process (SREP), capital buffer requirements, leverage ratio, liquidity coverage ratio and net stable funding ratio.

| | | As at 31.03.25 €m | As at 31.12.24 €m | As at 30.09.24 €m | As at 30.06.24 €m | As at 31.03.24 €m |
|---|---|---|---|---|---|---|
| **Available own funds (amounts) $^1$** | | | | | | |
| 1 | Common Equity Tier 1 (CET1) capital | 6,030 | 6,146 | 5,996 | 5,789 | 5,885 |
| 2 | Tier 1 capital | 7,100 | 7,216 | 6,801 | 6,594 | 6,690 |
| 3 | Total capital | 8,172 | 8,328 | 7,939 | 7,759 | 7,878 |
| **Risk-weighted exposure amounts $^1,3$** | | | | | | |
| 4 | Total risk exposure amount | 34,180 | 38,407 | 38,787 | 36,787 | 39,352 |
| 4a | Total risk exposure pre-floor | 34,180 | | | | |
| **Capital ratios (as a percentage of risk-weighted exposure amount) $^1$** | | | | | | |
| 5 | Common Equity Tier 1 ratio (%) | 17.64% | 16.00% | 15.46% | 15.74% | 14.95% |
| 5b | Common Equity Tier 1 ratio considering unfloored TREA (%) | 17.64% | | | | |
| 6 | Tier 1 ratio (%) | 20.77% | 18.79% | 17.53% | 17.92% | 17.00% |
| 6b | Tier 1 ratio considering unfloored TREA (%) | 20.77% | | | | |
| 7 | Total capital ratio (%) | 23.91% | 21.68% | 20.47% | 21.09% | 20.02% |
| 7b | Total capital ratio considering unfloored TREA (%) | 23.91% | | | | |
| **Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)** | | | | | | |
| EU 7d | Additional own funds requirements to address risks other than the risk of excessive leverage (%) | 2.84% | 2.94% | 2.94% | 2.94% | 2.94% |
| EU 7e | of which: to be made up of CET1 capital (%) | 1.60% | 1.65% | 1.65% | 1.65% | 1.65% |
| EU 7f | of which: to be made up of Tier 1 capital (%) | 2.13% | 2.21% | 2.21% | 2.21% | 2.21% |
| EU 7g | Total SREP own funds requirements (%) | 10.94% | 10.94% | 10.94% | 10.94% | 10.94% |
| **Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount)** | | | | | | |
| 8 | Capital conservation buffer (%) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% |
| 9 | Institution specific countercyclical capital buffer (%) | 0.86% | 0.87% | 0.80% | 0.82% | 0.71% |
| EU 10a | Other Systemically Important Institution buffer (%) | 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |
| 11 | Combined buffer requirement (%) | 4.36% | 4.37% | 4.30% | 4.32% | 4.21% |
| EU 11a | Overall capital requirements (%) | 15.20% | 15.31% | 15.24% | 15.26% | 15.15% |
| 12 | CET1 available after meeting the total SREP own funds requirements (%) | 11.55% | 9.85% | 9.30% | 9.58% | 8.80% |
| **Leverage ratio $^1,3$** | | | | | | |
| 13 | Total exposure measure | 132,498 | 132,474 | 134,221 | 138,003 | 138,931 |
| 14 | Leverage ratio (%) | 5.36% | 5.45% | 5.07% | 4.78% | 4.82% |
| **Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure)** | | | | | | |
| EU 14a | Additional own funds requirements to address the risk of excessive leverage (%) | 0.20% | 0.10% | 0.10% | 0.10% | 0.10% |
| EU 14b | of which: to be made up of CET1 capital (%) | - | - | - | - | - |
| EU 14c | Total SREP leverage ratio requirements (%) | 3.20% | 3.10% | 3.10% | 3.10% | 3.10% |
| **Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)** | | | | | | |
| EU 14d | Leverage ratio buffer requirement (%) | 3.20% | 3.10% | 3.10% | 3.10% | 3.10% |
| EU 14e | Overall leverage ratio requirements (%) | | | | | |
| **Liquidity Coverage Ratio** | | | | | | |
| 15 | Total high-quality liquid assets (HQLA) (Weighted value - average) | 33,669 | 34,767 | 35,018 | 35,219 | 34,155 |
| EU 16a | Cash outflows - Total weighted value | 23,127 | 23,234 | 23,142 | 23,408 | 23,329 |
| EU 16b | Cash inflows - Total weighted value | 5,969 | 5,691 | 5,795 | 5,846 | 5,394 |
| 17 | Total net cash outflows (adjusted value) | 17,158 | 17,544 | 17,347 | 17,562 | 17,935 |
| | Liquidity coverage ratio (%) (average) | 196.95% | 198.83% | 202.10% | 200.93% | 190.80% |
| **Net Stable Funding Ratio** | | | | | | |
| 18 | Total available stable funding | 42,408 | 46,121 | 47,357 | 49,267 | 49,932 |
| 19 | Total required stable funding | 32,330 | 35,237 | 37,308 | 37,172 | 36,748 |
| 20 | NSFR ratio (%) | 131.17% | 130.89% | 126.94% | 132.54% | 135.88% |

**Notes:**
1. 2024 comparatives for Capital, Leverage and RWEAs have been calculated applying the IFRS 9 transitional arrangements in accordance with CRR. Effective from 1 January 2025, these IFRS9 transitional arrangements no longer applied.
2. Comparatives have been restated to reflect the following impacts; insufficient coverage for non-performing exposure changes and the inclusion of coupon payments to other equity instruments holders in March 2024.
3. Comparatives Q1'24 to Q3'24: Operational risk RWEAs restated to include income from discontinued operations, Credit Risk and Securitization risk RWEAs restated due to change in risk category of an exposure. Leverage metrics have been restated to reflect the correction pertaining to internal guarantee exposures.

### Summary Commentary

The CET1 ratio increased to 17.64% (31 December 2024: 16.00%). CET1 capital decreased to €6.0bn (31 December 2024: €6.1bn).

RWEAs decreased by €4.2bn to €34.2bn (31 December 2024: €38.4bn), primarily due to an decrease in credit risk RWEAs due to disposal of consumer finance business in Germany and calculation methodology changes from CRR2 to CRR3.

Leverage ratio remained broadly stable at 5.36% (31 December 2024: 5.45%). Leverage exposure has marginally increased by €24m to €132.5bn (31 December 2024: €132.5bn).

The average Liquidity coverage ratio (LCR) decreased to 196.95% (31 December 2024: 198.83%), with surplus of €17.2bn to 100% regulatory requirement as at the reporting date.

The Net Stable Funding Ratio (NSFR) increased to 131.17% (31 December 2024: 130.89%), equivalent to a surplus of €10.1bn to 100% regulatory minimum.

## Risk-weighted exposure amounts

### Table 2: OV1 - Overview of risk-weighted exposure amounts

The table shows RWEAs and minimum capital requirement by risk type and approach.

| | | Total risk exposure amounts (TREA) €m | Total own funds requirements €m |
|---|---|---|---|
| | | As at 31.03.25 | As at 31.12.24 | As at 31.03.25 |
| 1 | Credit risk (excluding CCR) $^2$ | 11,921 | 16,337 | 954 |
| 2 | Of which the standardised approach | 11,921 | 16,337 | 954 |
| 6 | Counterparty credit risk - CCR $^2$ | 9,169 | 10,222 | 734 |
| 7 | Of which the standardised approach | 996 | 1,012 | 80 |
| 8 | Of which internal model method (IMM) | 6,691 | 7,555 | 535 |
| EU 8a | Of which exposures to a CCP | 111 | 88 | 9 |
| 9 | Of which other CCR $^2$ | 1,371 | 1,567 | 110 |
| 10 | Credit valuation adjustments risk - CVA risk | 2,680 | 1,781 | 214 |
| EU 10a | Of which the standardised approach (SA) | - | - | - |
| EU 10b | Of which the basic approach (F-BA and R-BA) | 2,680 | - | 214 |
| EU 10c | Of which the simplified approach | - | - | - |
| 15 | Settlement risk | 2 | 5 | - |
| 16 | Securitisation exposures in the non-trading book (after the cap) | 356 | 317 | 29 |
| 18 | Of which SEC-ERBA (including IAA) | 20 | 20 | 2 |
| 19 | Of which SEC-SA approach | 336 | 297 | 27 |
| EU 19a | Of which 1250% deduction | 0 | 0 | 0 |
| 20 | Position, foreign exchange and commodities risks (Market risk) | 6,996 | 6,425 | 560 |
| 21 | Of which the Alternative standardised approach (A-SA)$^1$ | - | - | - |
| EU 21a | Of which the Simplified standardised approach (S-SA)$^1$ | 50 | 53 | 4 |
| 22 | Of which the Alternative Internal Models Approach (A-IMA)$^1$ | - | - | - |
| EU 22a | Large exposures | - | - | - |
| 23 | Reclassifications between trading and non-trading books | - | - | - |
| 24 | Operational risk | 3,055 | 3,320 | 244 |
| EU 24a | Exposures to crypto-assets | - | - | - |
| 25 | Amounts below the thresholds for deduction (subject to 250% risk-weight) | 981 | 622 | 78 |
| 26 | Output floor applied (%) | 50% | - | - |
| 27 | Floor adjustment (before application of transitional cap) | - | - | - |
| 28 | Floor adjustment (after application of transitional cap) | - | - | - |
| 29 | Total | 34,180 | 38,407 | 2,734 |

**Note:**
1. As per EBA clarification, simplified approach (SSA) is reported according to the CRR2 guidelines and alternative approaches (ASA & AIMA) are not reportable for the current CRR3 reporting due to FRTB framework postponement.
2. These cells deviate from published EBA mapping as we have raised queries on mapping with the regulator.

Overall RWEAs decreased by €4.2bn to €34.2bn (31 December 2024: €38.4bn) primarily due to:
* Credit risk RWEAs decreased by €4.4bn to €11.9bn (31 December 2024: €16.3) primarily due to disposal of consumer finance business in Germany and calculation methodology changes from CRR2 to CRR3.
* Counterparty Credit risk RWEAs decreased by €1.0bn to €9.2bn (31 December 2024: €10.2) primarily due to decrease in trading activities and calculation methodology changes from CRR2 to CRR3.
* CVA RWEAs increased by €0.9bn to €2.7bn (31 December 2024: €1.8) primarily due to calculation methodology changes from CRR2 to CRR3.
* Market risk RWEAs increased by €0.6bn to €7.0bn (31 December 2024: €6.4bn) primarily due to IRC, partially offset by SVaR.

### Table 3: CMS1 - Comparison of modelled and standardised risk weighted exposure amounts at risk level

The table shows RWEAs comparison on the modelled and standardised approach by risk types.

| | | RWEAs for modelled approaches that banks have supervisory approval to use €m | RWEAs for portfolios where standardised approaches are used €m | Total actual RWEAs (a + b) €m | RWEAs calculated using full standardised approach €m | RWEAs that is the base of the output floor €m |
|---|---|---|---|---|---|---|
| **As at 31 March 2025** | | **a** | **b** | **c** | **d** | **EU d** |
| 1 | Credit risk (excluding counterparty credit risk) | | 11,921 | 11,921 | 11,921 * | 11,921 * |
| 2 | Counterparty credit risk | - | 8,404 | 8,404 | 15,629 * | 13,768 * |
| 3 | Credit valuation adjustment | - | 2,680 | 2,680 | 2,680 | 2,680 |
| 4 | Securitisation exposures in the banking book | - | 356 | 356 | 357 | 357 |
| 5 | Market risk | 6,946 * | 50 * | 6,996 * | 4,957 * | 4,957 |
| 6 | Operational risk | - | 3,055 | 3,055 | 3,055 | 3,055 |
| 7 | Other risk weighted exposure amounts | - | 767 | 767 | 2 * | 2 |
| 8 | **Total** | **6,946** | **27,233** | **34,180** | **38,601** | **36,740** |

**Note:**
*These cells deviate from published EBA mapping as we have raised queries on mapping with the regulator.

### Table 4: CCR7 - RWEA flow statements of CCR exposures under the IMM

The total in this table shows the contribution of Internal Model Method (IMM) exposures (excluding central clearing counterparties) to CCR RWEAs.

| | | RWEA Three months ended 31 March 2025 €m |
|---|---|---|
| 1 | RWEA as at the end of the previous reporting period $^1$ | 7,555 |
| 2 | Asset size | (882) |
| 3 | Credit quality of counterparties | (14) |
| 4 | Model updates (IMM only) | 115 |
| 5 | Methodology and policy (IMM only) | - |
| 6 | Acquisitions and disposals | (82) |
| 7 | Foreign exchange movements | - |
| 8 | Other | - |
| 9 | RWEA as at the end of the current reporting period | 6,691 |

**Note:**
1. Opening balance excludes the exposure to central counterparties as per CRR3 guidelines.

Three months IMM RWEAs decreased by €0.9bn to €6.7bn primarily driven by decrease in asset size due to decrease in FX trades.

### Table 5: MR2-B - RWEAs flow statement of market risk exposures under the IMA

This table shows the contribution of market risk RWEAs covered by internal models (i.e. value at risk (VaR), stressed value at risk (SVaR) and incremental risk charge (IRC)).

| | | VaR €m | SVaR €m | IRC €m | Comprehensive risk measure €m | Other €m | Total RWEAS €m | Total own funds requirements €m |
|---|---|---|---|---|---|---|---|---|
| | **Three months ended 31 March 2025** | **a** | **b** | **c** | **d** | **e** | **f** | **g** |
| 1 | RWEAs at previous period end | 767 | 2,538 | 1,318 | 1,750 | 6,373 | 510 |
| 1a | Regulatory adjustment $^1$ | (578) | (2,104) | (640) | - | (3,322) | (265) |
| 1b | RWEAs at the previous quarter-end (end of the day) | 189 | 434 | 678 | 1,750 | 3,051 | 245 |
| 2 | Movement in risk levels | (66) | (93) | 757 | 26 | 624 | 49 |
| 3 | Model updates/changes | - | - | - | - | - | - |
| 4 | Methodology and policy | - | - | - | - | - | - |
| 5 | Acquisitions and disposals | - | - | - | - | - | - |
| 6 | Foreign exchange movements | - | - | - | - | - | - |
| 7 | Other | - | - | - | - | - | - |
| 8a | RWEAs at the end of the reporting period (end of the day) | 123 | 341 | 1,435 | 1,776 | 3,675 | 294 |
| 8b | Regulatory adjustment $^2$ | 696 | 2,068 | 507 | - | 3,271 | 262 |
| 8 | RWEAs at the end of the reporting period | 819 | 2,409 | 1,943 | 1,776 | 6,946 | 556 |

**Notes:**
1. Row 1a reflects the difference between relevant spot measure (row 1b) and reported RWEA (row 1) for the previous period.
2. Row 8b reflects the difference between the reported RWEA (row 8) and relevant spot measure (row 8a) for the current period.

Modelled market risk RWEAs increased by €0.6bn to €6.9bn (31 December 2024: €6.3bn) mainly driven by IRC, partially offset by SVaR.

## Minimum Requirement for own funds and Eligible Liabilities (MREL)

### Table 6: ILAC - Internal loss absorbing capacity: Internal MREL and, where applicable, requirement for own funds and eligible liabilities for non-EU G-SIls

The Bank is a material subsidiary of a Non-EU Globally Systemic International Institution (G-SII), i.e. Barclays PLC, therefore it is subject to Article 92b of the EU CRR to satisfy at all times 90% of the own funds and eligible liabilities requirement in Article 92a. This requirement is applicable on an individual basis.

The Single Resolution Board (SRB) has set an Internal MREL requirement for the Bank. The Bank remains above its MREL requirement.

| | | **As at 31 March 2025** | | **As at 31 December 2024** | |
|---|---|---|---|---|---|
| | | Minimum requirement for own funds and eligible liabilities (internal MREL) €m | Non-EU G-SII requirement for own funds and eligible liabilities (internal TLAC) €m | Minimum requirement for own funds and eligible liabilities (internal MREL) €m | Non-EU G-SII requirement for own funds and eligible liabilities (internal TLAC) €m |
| **Own funds and eligible liabilities**$^1$ | | | | | |
| EU-3 | Common Equity Tier 1 capital (CET1) | 6,030 | 6,030 | 6,146 | 6,146 |
| EU-4 | Eligible Additional Tier 1 capital | 1,070 | 1,070 | 1,070 | 1,070 |
| EU-5 | Eligible Tier 2 capital | 1,072 | 1,072 | 1,112 | 1,112 |
| EU-6 | Eligible own funds | 8,172 | 8,172 | 8,328 | 8,328 |
| EU-7 | Eligible liabilities | 3,738 | 3,738 | 3,712 | 3,712 |
| EU-9b | Own funds and eligible liabilities items after adjustments | 11,910 | 11,910 | 12,040 | 12,040 |
| **Total risk exposure amount and total exposure measure**$^1$ | | | | | |
| EU-10 | Total risk exposure amount (TREA) | 34,180 | 34,180 | 38,407 | 38,407 |
| EU-11 | Total exposure measure (TEM) | 132,498 | 132,498 | 132,474 | 132,474 |
| **Ratio of own funds and eligible liabilities**$^1$ | | | | | |
| EU-12 | Own funds and eligible liabilities as a percentage of the TREA | 34.85% | 34.85% | 31.35% | 31.35% |
| EU-14 | Own funds and eligible liabilities as a percentage of the TEM | 8.99% | 8.99% | 9.09% | 9.09% |
| EU-16 | CET1 (as a percentage of TREA) available after meeting the entity's requirements$^2$ | 11.55% | 11.55% | 9.47% | 9.47% |
| EU-17 | Institution-specific combined buffer requirement | 4.36% | | 4.37% | |
| **Requirements** | | | | | |
| EU-18 | Requirement expressed as a percentage of the TREA | 21.88% | 16.20% | 21.88% | 16.20% |
| EU-20 | Requirement expressed as percentage of the TEM | 6.00% | 6.08% | 6.00% | 6.08% |
| **Memorandum items** | | | | | |
| EU-22 | Total amount of excluded liabilities referred to in Article 72a(2) of Regulation (EU) No 575/2013 | 84,420 | | 73,613 | |

**Notes:**
1. 2024 comparatives for own funds included in Total Loss Absorbing Capacity (TLAC)/MREL and RWEAs have been calculated applying the IFRS9 transitional arrangements in accordance with the CRR. Effective from 1 January 2025, the IFRS9 transitional arrangements no longer applied.
2. Following regulatory guidance, comparatives have been represented to reflect the lowest amount of surplus capital available after comparing the CET1 ratio against total CET1 capital requirements and the MREL ratio against the total MREL requirements

## Liquidity

### Table 7: LIQ1 - Liquidity Coverage ratio

This table shows the level and components of the Liquidity Coverage Ratio.

**Liquidity coverage ratio (period end)**

| | 31.03.2025 €m | 31.12.2024 €m | 30.09.2024 €m | 30.06.2024 €m |
|---|---|---|---|---|
| Liquidity buffer | 33,692 | 33,563 | 30,992 | 37,219 |
| Total net cash outflows | 17,196 | 15,956 | 16,717 | 18,402 |
| Liquidity coverage ratio (%) | 195.93% | 210.35% | 185.39% | 202.26% |

**LIQ1 - Liquidity coverage ratio (average)**

| | Quarter ending on | **Total unweighted value (average)** | | | | **Total weighted value (average)** | | | |
|---|---|---|---|---|---|---|---|---|---|
| | | 31.03.2025 | 31.12.2024 | 30.09.2024 | 30.06.2024 | 31.03.2025 | 31.12.2024 | 30.09.2024 | 30.06.2024 |
| EU 1a | | €m | €m | €m | €m | €m | €m | €m | €m |
| EU 1b | Number of data points used in the calculation of averages | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
| **High-quality liquid assets** | | | | | | | | | |
| 1 | Total high-quality liquid assets (HQLA) | | | | | 33,669 | 34,767 | 35,018 | 35,219 |
| **Cash outflows** | | | | | | | | | |
| 2 | Retail deposits and deposits from small business customers, of which: | 3,927 | 5,116 | 4,774 | 4,443 | 563 | 744 | 695 | 644 |
| 3 | Stable deposits | 26 | 27 | 29 | 31 | 1 | 1 | - | - |
| 4 | Less stable deposits | 3,902 | 5,089 | 4,745 | 4,413 | 562 | 743 | 695 | 643 |
| 5 | Unsecured wholesale funding, of which: | 18,925 | 19,317 | 18,981 | 18,805 | 8,611 | 9,046 | 8,825 | 9,077 |
| 6 | Operational deposits (all counterparties) and deposits in networks of cooperative banks | 7,715 | 7,696 | 7,280 | 6,687 | 1,916 | 1,917 | 1,818 | 1,670 |
| 7 | Non-operational deposits (all counterparties) | 11,193 | 11,104 | 11,240 | 11,668 | 6,678 | 6,612 | 6,545 | 6,957 |
| 8 | Unsecured debt | 16 | 517 | 462 | 451 | 16 | 517 | 462 | 451 |
| 9 | Secured wholesale funding | | | | | 2,589 | 2,741 | 2,961 | 3,190 |
| 10 | Additional requirements, of which: | 31,439 | 31,111 | 30,876 | 30,505 | 10,306 | 10,052 | 10,018 | 9,893 |
| 11 | Outflows related to derivative exposures and other collateral requirements | 4,825 | 4,414 | 4,070 | 3,815 | 4,225 | 3,928 | 3,890 | 3,792 |
| 12 | Outflows related to loss of funding on debt products | 180 | 138 | 107 | 62 | 180 | 138 | 107 | 62 |
| 13 | Credit and liquidity facilities | 26,434 | 26,559 | 26,699 | 26,628 | 5,901 | 5,987 | 6,020 | 6,039 |
| 14 | Other contractual funding obligations | 487 | | | | 487 | | | |
| 15 | Other contingent funding obligations | 11,700 | 13,461 | 13,342 | 12,805 | 571 | 650 | 643 | 604 |
| 16 | Total cash outflows | 23,127 | 23,234 | 23,142 | 23,408 | | | | |
| **Cash inflows** | | | | | | | | | |
| 17 | Secured lending (e.g. reverse repos) | 54,321 | 50,285 | 45,981 | 46,845 | 2,051 | 2,120 | 2,282 | 2,445 |
| 18 | Inflows from fully performing exposures | 1,245 | 1,217 | 1,229 | 1,215 | 1,146 | 1,121 | 1,143 | 1,125 |
| 19 | Other cash inflows | 3,513 | 3,272 | 3,151 | 3,010 | 2,771 | 2,450 | 2,370 | 2,276 |
| EU-19a | (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated | | | | | | | | |
| EU-19b | (Excess inflows from a related specialised credit institution) | | | | | - | - | - | - |
| 20 | Total cash inflows | 59,079 | 54,773 | 50,362 | 51,069 | 5,969 | 5,691 | 5,795 | 5,846 |
| EU-20a | Fully exempt inflows | | | | | 5,969 | 5,691 | 5,795 | 5,846 |
| EU-20b | Inflows subject to 90% cap | | | | | - | - | - | - |
| EU-20c | Inflows subject to 75% cap | | | | | - | - | - | - |
| 21 | Liquidity buffer | 33,669 | 34,767 | 35,018 | 35,219 | | | | |
| 22 | Total net cash outflows | 17,158 | 17,544 | 17,347 | 17,562 | | | | |
| 23 | Liquidity coverage ratio (%) (average) | 196.95% | 198.83% | 202.10% | 200.93% | | | | |

As at 31 March 2025, BBI's LCR (spot) was 195.93%, equivalent to a surplus of €16.5bn to 100% regulatory requirement. The strong liquidity position reflects BBI's prudent approach to funding and liquidity management.

The composition of the liquidity pool is subject to caps set by the Risk team designed to monitor and control concentration risk by issuer, currency and asset type.

### Liquidity (continued)

As at 31 March 2025, the liquidity pool consisted of a mix of EUR cash (€26.1bn) and HQLA Securities (€7.6bn).

The deposit franchise in BBI is a primary funding source for the Bank. The BBI Structured and Medium Term Notes programmes, along with the portfolio of Schuldschein notes, European Commercial Paper complement the well diversified and stable sources of funding for BBI. BBI also has access to ECB monetary policy operations such as Main Refinancing Operations (MRO) and Targeted Long Term Refinancing Operations (TLTRO).

The Bank maintains access to a variety of sources of wholesale funding in major currencies, including those available from term investors across a range of distribution channels and geographies, short-term funding markets and repo markets. In addition, BBI has access to US, European and Asian capital markets directly or through Barclays group. As a result, wholesale funding is well diversified by product, maturity, geography and currency.

## Non-applicable disclosures

### Disclosures not included in this report

Below templates that are required on a quarterly frequency are excluded from this report on the below mentioned rationale.

| Frequency | Template/Table | Name of template/table | Rationale for exclusion |
|---|---|---|---|
| Quarterly | EU KM2 | Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities | BBI is not a G-SII. |
| Quarterly | EU CMS2 | Comparison of modelled and standardised risk weighted exposure amounts for credit risk at asset class level | BBI has no permission to use IRB models. |
| Quarterly | EU CR8 | RWEA flow statements of credit risk exposures under the IRB approach | BBI has no permission to use IRB models. |
| Quarterly | EU CVA4 | RWEA flow statements of credit valuation adjustment risk under the Standardised Approach | Standardised approach not applicable |

## Notes

### Forward-looking statements

This document contains certain forward-looking statements with respect to the Bank.

The Bank 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 Bank (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 Bank'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, International Financial Reporting Standards (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 Bank'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 Bank'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; Eurozone, UK, US 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 the Bank 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; changes in US legislation and policy following the US elections in 2024; developments in the UK's relationship with the European Union (EU); the risk of cyber-attacks, information or security breaches, technology failures or operational disruptions and any subsequent impact on the Bank's reputation, business or operations; the Bank's ability to access funding; and the success of acquisitions, disposals and other strategic transactions. A number of these factors are beyond the Bank's control. As a result, the Bank'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 Bank's forward-looking statements. Additional risks and factors which may impact the Bank's future financial condition and performance are identified in the Bank's 2024 Annual Report, which is available on Barclays' website at https://home.barclays/investor-relations/.

Subject to Barclays Bank Ireland PLC's obligations under the applicable laws and regulations of any relevant jurisdiction (including, without limitation, Ireland), 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.