Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 322 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Credit risk (continued) The graphs below plot the historical data for GDP growth rate and unemployment rate in the UK and US as well as the forecasted data under each of the five scenarios. UK unemployment UK GDP (%) (%) 10 30 9 20 8 7 10 6 5 0 4 -10 3 2 -20 1 0 -30 2020 2022 2024 2026 2028 2030 2032 2020 2022 2024 2026 2028 2030 2032 U2 U1 BL D1 D2 U2 U1 BL D1 D2 US unemployment US GDP (%) (%) 15 14 12 10 10 5 8 0 6 -5 4 -10 2 -15 0 2020 2022 2024 2026 2028 2030 2032 2020 2022 2024 2026 2028 2030 2032 U2 U1 BL D1 D2 U2 U1 BL D1 D2 GDP growth based on year on year growth each quarter (Q/(Q-4)). ECL under 100% weighted scenarios for modelled portfolios (audited) The table below shows the modelled ECL assuming each of the five modelled scenarios are 100% weighted with the dispersion of results around the Baseline, highlighting the impact on exposure and ECL across the scenarios. Model exposure uses exposure at default (EAD) values and is not directly comparable to gross exposure used in prior disclosures.
Barclays PLC - Annual Report - 2022 Page 323 Page 325