Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 508 report information sustainability report Governance review review statements Annual Report 2022 Notes to the financial statements (continued) Scope of consolidation The table below shows the potential financial implications of such continuing involvement: a Continuing involvement Gain from continuing involvement Maximum Cumulative to 31 Carrying amount Fair value exposure to loss For the year ended December Type of transfer £m £m £m £m £m 2022 Asset backed securities 8 8 8 1 3 Residential mortgage backed securities 913 907 913 18 22 Commercial mortgage backed securities 412 357 412 5 16 Total 1,333 1,272 1,333 24 41 2021 Asset backed securities 25 25 25 1 2 Residential mortgage backed securities 574 574 574 3 4 Commercial mortgage backed securities 311 307 311 5 11 Total 910 906 910 9 17 Note a Assets which represent the Group’s continuing involvement in derecognised assets are recorded in Loans and advances at amortised cost and Debt securities at FVTPL.