Strategic Shareholder Climate and Risk Financial Financial Barclays PLC 325 report information sustainability report Governance review review statements Annual Report 2022 Risk performance - Credit risk (continued) Scenarios a As at 31 December 2021 Weighted Upside 2 Upside 1 Baseline Downside 1 Downside 2 Stage 1 Model exposure (£m) Home loans 137,279 139,117 138,424 137,563 135,544 133,042 b, c Credit cards, unsecured loans and other retail lending 56,783 54,758 55,771 56,821 57,698 55,315 Wholesale loans 174,249 177,453 176,774 175,451 169,814 161,998 Stage 1 Model ECL (£m) Home loans 4 2 2 3 6 14 Credit cards, unsecured loans and other retail lending 324 266 272 279 350 418 Wholesale loans 290 240 262 286 327 350 Stage 1 Coverage (%) Home loans — — — — — — Credit cards, unsecured loans and other retail lending 0.6 0.5 0.5 0.5 0.6 0.8 Wholesale loans 0.2 0.1 0.1 0.1 0.2 0.2 Stage 2 Model exposure (£m) Home loans 22,915 21,076 21,769 22,631 24,649 27,151 b, c Credit cards, unsecured loans and other retail lending 7,500 6,447 6,757 7,084 10,689 18,452 Wholesale loans 32,256 29,052 29,732 31,054 36,692 44,507 Stage 2 Model ECL (£m) Home loans 15 10 11 12 22 47 Credit cards, unsecured loans and other retail lending 1,114 925 988 1,058 1,497 3,295 Wholesale loans 572 431 467 528 851 1,510 Stage 2 Coverage (%) Home loans 0.1 — 0.1 0.1 0.1 0.2 Credit cards, unsecured loans and other retail lending 14.9 14.3 14.6 14.9 14.0 17.9 Wholesale loans 1.8 1.5 1.6 1.7 2.3 3.4 d Stage 3 Model exposure (£m) Home loans 1,724 1,724 1,724 1,724 1,724 1,724 Credit cards, unsecured loans and other retail lending 1,922 1,922 1,922 1,922 1,922 1,922 Wholesale loans 1,811 1,811 1,811 1,811 1,811 1,811 Stage 3 Model ECL (£m) Home loans 303 292 295 299 320 346 Credit cards, unsecured loans and other retail lending 1,255 1,236 1,245 1,255 1,277 1,297 e Wholesale loans 323 321 322 323 326 332 Stage 3 Coverage (%) Home loans 17.6 16.9 17.1 17.3 18.6 20.1 Credit cards, unsecured loans and other retail lending 65.3 64.3 64.8 65.3 66.4 67.5 e Wholesale loans 17.8 17.7 17.8 17.8 18.0 18.3 Total Model ECL (£m) Home loans 322 304 308 314 348 407 Credit cards, unsecured loans and other retail lending 2,693 2,427 2,505 2,592 3,124 5,010 e Wholesale loans 1,185 992 1,051 1,137 1,504 2,192 Total ECL 4,200 3,723 3,864 4,043 4,976 7,609 £m Reconciliation to total ECL Total weighted model ECL 4,200 e ECL from individually assessed impairments 524 ECL from non-modelled exposures and others 74 f ECL from post model management adjustments 1,486 Of which: ECL from economic uncertainity adjustments 1,692 Total ECL 6,284 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 In 2021, Loans & Advances at Amortised Cost were used as Modelled Exposure for the International Consumer Bank within this disclosure. The process was revised in 2022 to incorporate Exposure at Default (EAD) with no impact to ECL. This has been represented in Prior Year comparatives. 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 2021 and not on macroeconomic scenario. e Material wholesale loan defaults are individually assessed across different recovery strategies. As a result, ECL of £524m is reported as an individually assessed impairment in the reconciliation table. f Post Model Adjustments include negative adjustments reflecting operational post model adjustments.