Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 323 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Credit risk (continued) Scenarios a As at 31 December 2022 Weighted Upside 2 Upside 1 Baseline Downside 1 Downside 2 Stage 1 Model exposure (£m) Home loans 144,701 147,754 146,873 145,322 142,599 138,619 Credit cards, unsecured loans and other retail 81,329 81,772 81,457 81,171 80,921 80,529 b, c lending Wholesale loans 186,838 194,970 192,218 188,746 181,247 167,848 Stage 1 Model ECL (£m) Home loans 7 3 3 4 9 30 Credit cards, unsecured loans and other retail lending 592 562 579 594 604 610 Wholesale loans 325 245 274 308 382 431 Stage 1 Coverage (%) Home loans — — — — — — Credit cards, unsecured loans and other retail lending 0.7 0.7 0.7 0.7 0.7 0.8 Wholesale loans 0.2 0.1 0.1 0.2 0.2 0.3 Stage 2 Model exposure (£m) Home loans 18,723 15,670 16,551 18,102 20,825 24,805 Credit cards, unsecured loans and other retail 9,414 8,131 8,817 9,535 10,377 11,456 b, c lending Wholesale loans 25,634 17,503 20,255 23,726 31,226 44,624 Stage 2 Model ECL (£m) Home loans 33 15 18 23 45 151 Credit cards, unsecured loans and other retail lending 1,786 1,487 1,629 1,785 2,004 2,274 Wholesale loans 603 392 463 562 809 1,288 Stage 2 Coverage (%) Home loans 0.2 0.1 0.1 0.1 0.2 0.6 Credit cards, unsecured loans and other retail lending 19.0 18.3 18.5 18.7 19.3 19.8 Wholesale loans 2.4 2.2 2.3 2.4 2.6 2.9 d Stage 3 Model exposure (£m) Home loans 1,553 1,553 1,553 1,553 1,553 1,553 Credit cards, unsecured loans and other retail lending 1,606 1,606 1,606 1,606 1,606 1,606 Wholesale loans 2,855 2,855 2,855 2,855 2,855 2,855 Stage 3 Model ECL (£m) Home loans 332 311 317 323 347 405 Credit cards, unsecured loans and other retail lending 1,033 1,011 1,023 1,034 1,048 1,059 e Wholesale loans 49 45 47 49 57 64 Stage 3 Coverage (%) Home loans 21.4 20 20.4 20.8 22.3 26.1 Credit cards, unsecured loans and other retail lending 64.3 63 63.7 64.4 65.3 65.9 e Wholesale loans 1.7 1.6 1.6 1.7 2 2.2 Total Model ECL (£m) Home loans 372 329 338 350 401 586 Credit cards, unsecured loans and other retail lending 3,411 3,060 3,231 3,413 3,656 3,943 e Wholesale loans 977 682 784 919 1,248 1,783 Total ECL 4,760 4,071 4,353 4,682 5,305 6,312 £m Reconciliation to total ECL Total weighted model ECL 4,760 e ECL from individually assessed impairments 434 ECL from non-modelled exposures and others 456 ECL from post model management adjustments 525 Of which: ECL from economic uncertainty adjustments 317 Total ECL 6,175 Notes a Model exposures are allocated to a stage based on an individual scenario rather than a probability-weighted approach, as required for Barclays reported impairment allowances. As a result, it is not possible to back solve the final reported weighted ECL from individual scenarios given balances may be assigned to a different stage dependent on the scenario. b For Credit cards, unsecured loans and other retail lending, the model exposure movement between stages 1 and 2 across scenarios differs due to additional impacts from the undrawn exposure. c For Credit cards, unsecured loans and other retail lending, the dispersion of results around Baseline has narrowed following model enhancements made during the year. d Model exposures allocated to Stage 3 does not change in any of the scenarios as the transition criteria relies only on an observable evidence of default as at 31 December 2022 and not on macroeconomic scenario. e Material wholesale loan defaults are individually assessed across different recovery strategies. As a result, ECL of £434m is reported as an individually assessed impairment in the reconciliation table.