Barclays Credit Presentation Deck

STRATEGY, TARGETS & GUIDANCE MDA hurdle 11.1% 2.5% 1.5% 2.6% PERFORMANCE 4.5% 13-14% CET1 ratio target continues to provide appropriate headroom above evolving MDA hurdle Illustrative evolution of minimum CET1 requirements and buffers ASSET QUALITY Dec-21 requirement Pillar 1 requirement Pillar 2A CET1 requirement 13-14% CET1 ratio target 11.6% CAPITAL & LEVERAGE Appropriate headroom 42 | Q4 2021 Fixed Income Investor Presentation | 23 February 2022 0.5% 2.5% 1.5% 2.6% 4.5% Dec-22 requirement G-SII buffer Capital Conservation Buffer (CCB) MREL, FUNDING & LIQUIDITY Barclays' MDA hurdle at 11.1% reflecting the Pillar 2A requirement as per the PRA's Individual Capital Requirement | Countercyclical Buffer (CCB) CREDIT RATINGS ● ESG ● DIVISIONS & LEGAL ENTITIES APPENDIX CET1 ratio target of 13-14%, with an appropriate headroom over the MDA hurdle, which is currently 11.1% ¹ The UK countercyclical buffer (CCYB) to be re- introduced in Q422 at 1%, and potentially further increased in Q223 to 2%. Expect the requirements to translate at a rate of c.50% for the Group View the CCyB as a stress buffer, which can be removed by the regulator in the event of a real or potential macroeconomic stress Introduction of Basel 3.1 may be partially mitigated by a reduction in pillar 2A requirements BARCLAYS

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