Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 359 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Treasury and Capital risk (continued) Risk weighted assets Risk weighted assets (RWAs) by risk type and business Operation Total Credit risk Counterparty credit risk Market risk al risk RWAs Settlemen Std IRB Std IRB t risk CVA Std IMA As at 31 December 2022 £m £m £m £m £m £m £m £m £m £m Barclays UK 6,836 54,752 167 — — 72 233 — 11,023 73,083 Corporate and Investment Bank 35,738 75,413 16,814 21,449 80 3,093 13,716 22,497 27,064 215,864 Consumer, Cards and Payments 27,882 3,773 214 46 — 61 — 388 6,559 38,923 Barclays International 63,620 79,186 17,028 21,495 80 3,154 13,716 22,885 33,623 254,787 Head Office 2,636 6,843 — — — — — — (831) 8,648 Barclays Group 73,092 140,781 17,195 21,495 80 3,226 13,949 22,885 43,815 336,518 As at 31 December 2021 Barclays UK 7,195 53,408 426 — — 138 100 — 11,022 72,289 Corporate and Investment Bank 29,420 64,416 15,223 19,238 105 2,289 17,306 27,308 25,359 200,664 Consumer, Cards and Payments 20,770 2,749 215 18 — 21 — 57 6,391 30,221 Barclays International 50,190 67,165 15,438 19,256 105 2,310 17,306 27,365 31,750 230,885 Head Office 4,733 7,254 — — — — — — (1,025) 10,962 Barclays Group 62,118 127,827 15,864 19,256 105 2,448 17,406 27,365 41,747 314,136 Movement analysis of risk weighted assets Counterparty Credit risk credit risk Market risk Operational risk Total RWAs Risk weighted assets £m £m £m £m £m As at 31 December 2021 189,945 37,673 44,771 41,747 314,136 Book size 15,371 (3,254) (9,707) 2,068 4,478 Acquisitions and disposals (1,187) — — — (1,187) Book quality (2,236) 1,320 — — (916) Model updates — — — — — Methodology and policy 2,961 2,952 — — 5,913 a Foreign exchange movement 9,019 3,305 1,770 — 14,094 Total RWA movements 23,928 4,323 (7,937) 2,068 22,382 As at 31 December 2022 213,873 41,996 36,834 43,815 336,518 Note a Foreign exchange movements does not include impact of foreign exchange for modelled market risk or operational risk. Overall RWAs increased £22.4bn to £336.5bn (December 2021: £314.1bn) Credit risk RWAs increased £23.9bn: • A £15.4bn increase in book size primarily driven by an increase in lending activities across CIB, CC&P and growth in mortgages within Barclays UK • A £1.2bn decrease in acquisitions and disposals primarily driven by the disposal of Barclays' equity stake in Absa, offset by Gap portfolio acquisition • A £2.2bn decrease in RWAs due to book quality primarily driven by the benefit in mortgages from an increase in the HPI, partially offset by movements in risk parameters primarily within Barclays UK • A £3.0bn increase in methodology and policy primarily as a result of regulatory changes relating to implementation of IRB roadmap changes, partially offset by the reversal of the software intangibles benefit • A £9.0bn increase in FX primarily due to appreciation of USD against GBP Counterparty Credit risk RWAs increased £4.3bn: • A £3.3bn decrease in book size primarily driven by derivative mark-to-market movements • A £1.3bn increase in RWAs due to book quality primarily driven by movements in risk parameters within CIB • A £3.0bn increase in methodology and policy as a result of regulatory changes relating to the introduction of SA-CCR • A £3.3bn increase in FX primarily due to appreciation of USD against GBP Market risk RWAs decreased £7.9bn: • A £9.7bn decrease in book size primarily driven by a £6.7bn in Stressed Value at Risk (SVaR) model adjustment as a result of changes in portfolio composition, a £2.3bn decrease due to client and trading activities and a £0.7bn reduction in Structural FX • A £1.8bn increase in FX primarily due to appreciation of USD against GBP