Barclays Credit Presentation Deck

STRATEGY, TARGETS & GUIDANCE PERFORMANCE 12.7% (£39.9bn) Senior MREL position well established Expect c.£9bn of MREL issuance for 2022 MREL position of £108.2bn as at Dec-211 34.4% (£108.2bn) 29.2% (£93.6bn) 2.7% (£8.6bn) T2 3.9% (£12.2bn) AT1 15.1% (£47.5bn) CET1 ASSET QUALITY 31-Dec-21 MREL position Recapitalisation Loss-absorption- CCyB: 0.0% CCB: 2.5% G-SII: 1.5% 49 | Q4 2021 Fixed Income Investor Presentation | 23 February 2022 P2A: 4.6% P1: 8% CAPITAL & LEVERAGE P2A: 4.6% P1: 8% 01-Jan-22 RWA requirement MREL, FUNDING & LIQUIDITY ● ● ● CREDIT RATINGS HoldCo issuance 2022 HoldCo issuance plan Expect c.£9bn of MREL issuance across Senior, Tier 2 and AT1, with c.£8bn remaining following c.£1 bn of Senior issuance YTD Expect to be a net negative issuer Issuance plan calibrated to meet MREL requirements and allow for a prudent headroom 2022 MREL issuance, maturities and calls HoldCo/OpCo maturities & calls ESG c.£1bn Senior issuance in Q1 QTD DIVISIONS & LEGAL ENTITIES c.£8.5bn HoldCo Debt c.£9bn c.£3.3bn APPENDIX OpCo Debt c.£12bn ¹ MREL position has been calculated as a percentage of RWAS. The MREL requirement must meet the higher of the RWA or UK spot leverage bases. MREL position of £108.2bn does not include subsidiary issuances that cannot be counted towards MREL from 1 Jan 2022 | BARCLAYS

View entire presentation