Investment Bank Investor Presentation
Section 2b. Transforming our business for the new environment: Markets
We are managing our business to be capital efficient...
We have clear plans to enhance how we deploy RWAs on
an ongoing basis...
... and have built a suite of applications to maximise the
capital efficiency of new and existing business
Clearing
•
Increase use of central clearing
Portfolio
optimisation
• Improve documentation to ensure
netting is applicable
New
business
Transactions
Renegotiate Credit Support Annex
• Unwind restructure trades
Focus on capital efficient trades
•
Management
information
RSG Rates Structuring [RWAS PV Scenarios]
BARCLAYS
RWAs scenario estimation
Allows analysis on a
transaction level to assess
the return on RWAs under
different assumptions
Unilateral CVA
Bateral CVA
DayOMM
DVA
Son Total W
PV edged Total CCRA
Total
Debre
Alber
443512
4435,138
0034,100
30
16x114
50
5501369
SSEL 309
50
$131.900
$1,548 760
$151.996
$13760
50
363.811.555
530179716
Valuation Date
Trade Date
Centerparty 90sie
Counterparts are
CVA-V RVA Helge Rete
is CRT name
Dervative PWC SA
POTICA
23050013
2305/2013
1000%
Cab (USD)
$2,000,000
$100,000
Cash Revenue (Mon Dematter
Tots Reverse
53019716
$48,82856
Enhance risk models
Improve reporting efficiency
RWAs allocation tracker
Existing
Enables us to assess and track capital usage,
business and its underlying drivers, by client and
trading desk
32 | Investment Bank Investor Presentation | 28 June 2013
BARCLAYSView entire presentation