Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 303 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Credit risk (continued) Maximum exposure and effects of netting, collateral and risk transfer (audited) Maximum Netting and Cash Non-cash exposure set-off collateral collateral Risk transfer Net exposure As at 31 December 2021 £m £m £m £m £m £m On-balance sheet: Cash and balances at central banks 238,574 — — — — 238,574 Cash collateral and settlement balances 92,542 — — — — 92,542 Loans and advances at amortised cost: Home loans 169,205 — (339) (168,627) (146) 93 Credit cards, unsecured loans and other retail lending 41,793 — (1,050) (4,560) (252) 35,931 Wholesale loans 150,453 (5,001) (128) (42,691) (23,104) 79,529 Total loans and advances at amortised cost 361,451 (5,001) (1,517) (215,878) (23,502) 115,553 Of which credit-impaired (Stage 3): Home loans 1,725 — (11) (1,714) — — Credit cards, unsecured loans and other retail lending 828 — (29) (229) (3) 567 Wholesale loans 2,161 — (1) (717) (765) 678 Total credit-impaired loans and advances at amortised cost 4,714 — (41) (2,660) (768) 1,245 Reverse repurchase agreements and other similar secured lending 3,227 — — (3,227) — — Trading portfolio assets: Debt securities 50,864 — — (461) — 50,403 Traded loans 12,525 — — (268) — 12,257 Total trading portfolio assets 63,389 — — (729) — 62,660 Financial assets at fair value through the income statement: Loans and advances 38,667 — — (31,263) — 7,404 Debt securities 2,305 — — (319) — 1,986 Reverse repurchase agreements 145,014 — (1,428) (143,057) — 529 Other financial assets 111 — — — — 111 Total financial assets at fair value through the income statement 186,097 — (1,428) (174,639) — 10,030 Derivative financial instruments 262,572 (202,519) (34,598) (5,887) (5,738) 13,830 Financial assets at fair value through other comprehensive income 60,851 — — (53) (1,164) 59,634 Other assets 1,212 — — — — 1,212 Total on-balance sheet 1,269,915 (207,520) (37,543) (400,413) (30,404) 594,035 Off-balance sheet: Contingent liabilities 21,346 — (906) (1,367) (256) 18,817 Loan commitments 345,711 — (141) (44,777) (1,668) 299,125 Total off-balance sheet 367,057 — (1,047) (46,144) (1,924) 317,942 Total 1,636,972 (207,520) (38,590) (446,557) (32,328) 911,977