Barclays H1 2022 Results

13-14% CET1 ratio target continues to provide appropriate headroom above evolving MDA hurdle Illustrative evolution of minimum CET1 requirements and buffers 13-14% CET1 ratio target 13.6% MDA Hurdle 10.9% 2.7% headroom 11.9% 11.4% 1.0% 0.5% 2.5% 2.5% 2.5% 1.5% 1.5% 1.5% 2.4% 2.4% 2.4% 4.5% 4.5% 4.5% Jun-22 Pillar 1 requirement Pillar 2A CET1 requirement G-SII buffer Dec-22 Jul-23 Capital Conservation Buffer (CCB) Countercyclical Buffer (CCyB) • • • • CET1 ratio target of 13-14%, with an appropriate headroom over the MDA hurdle, which is currently 10.9%¹ UK countercyclical buffer (CCyB): To be re-introduced at 1% in Q422 and subsequently rising to 2% in Q323. Expect the requirements to translate at a rate of c.50% for the Group Target RoTE of >10% translates to c.150bps of annual CET1 ratio accretion Notable items: • • Pensions: Potential accelerated impact of c.30bps in Q422. There may be a pension-related reduction in Pillar 2A requirements in 2022, which could partially mitigate the impact of the unwind on the Group surplus capital position. See slide 33 for further details Kensington Mortgage Company: Impact of c.12bps upon completion of acquisition. Transaction subject to regulatory approval and expected to complete in late Q422 or early Q123 Basel 3.1: Estimated impact of 5-10% increase on 2021 RWA level on 1 Jan 2025. Introduction of Basel 3.1 may be partially mitigated by a reduction in Pillar 2A requirements Q222 spot leverage ratio of 5.1% and average UK leverage ratio of 4.7% 1 Barclays' MDA hurdle at 10.9% reflecting the Pillar 2A requirement as per the PRA's Individual Capital Requirement | 30 | Barclays H1 2022 Results | 28 July 2022 BARCLAYS

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