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Barclays — Barclays PLC Pillar 3 (PDF 208KB) (company IR deck)
Barclays (BCS) · 13 slides · Filed Oct 22, 2026
Every slide of this earnings presentation, with the text as published. Open the original deck ↗ · All BCS deck slides
Slide 1 — Barclays PLC
Barclays PLC Q3 2026 Pillar 3 Report 30 September 2026
Slide 2 — Table of Contents
Barclays PLC Pillar 3 Page Notes Forward-looking statements 3 Introduction Disclosure Background 4 Summary KM1 – Key Metrics 5 Risk weighted assets (RWAs) RWAs by risk type and business 7 OV1 - Overview of risk weighted exposure amounts 8 CR8 - RWEA flow statements of credit risk exposures under the IRB approach 9 CCR7 - RWEA flow statements of counterparty credit risk exposures under the IMM 9 MR2-B - RWA flow statements of market risk exposures under the IMA 10 Minimum Requirements for own funds and Eligible Liabilities (MREL) KM2 – Key Metrics – TLAC Requirements 11 Liquidity LIQ1 - Liquidity Coverage ratio 12 Table of Contents Barclays PLC 2
Slide 3 — Forward Looking Statements
The terms ‘Barclays’ or ‘Group’ refer to Barclays PLC together with its subsidiaries. The abbreviations ‘£m’ and ‘£bn’ represent millions and thousands of millions of Pounds Sterling respectively. There are a number of key judgement areas, for example impairment calculations, which are based on models and which are subject to ongoing adjustment and modifications. Reported numbers reflect best estimates and judgements at the given point in time. Relevant terms that are used in this document but are not defined under applicable regulatory guidance or the International Financial Reporting Standards (IFRS) are explained in the results glossary that can be accessed at home.barclays/investor- relations/reports-and-events/latest-financial-results. Forward Looking Statements This document contains certain forward-looking statements within the meaning of Section 21E of the US Securities Exchange Act of 1934, as amended, and Section 27A of the US Securities Act of 1933, as amended, with respect to the Group. Barclays cautions readers that no forward-looking statement is a guarantee of future performance and that actual results or other financial condition or performance measures could differ materially from those contained in the forward-looking statements. Forward-looking statements can be identified by the fact that they do not relate only to historical or current facts. Forward-looking statements sometimes use words such as ‘may’, ‘will’, ‘seek’, ‘continue’, ‘aim’, ‘anticipate’, ‘target’, ‘projected’, ‘expect’, ‘estimate’, ‘intend’, ‘plan’, ‘goal’, ‘believe’, ‘achieve’ or other words of similar meaning. Forward-looking statements can be made in writing but also may be made verbally by directors, officers and employees of the Group (including during management presentations) in connection with this document. Examples of forward-looking statements include, among others, statements or guidance regarding or relating to the Group’s future financial position, business strategy, income levels, costs, assets and liabilities, impairment charges, provisions, capital leverage and other regulatory ratios, capital distributions (including policy on dividends and share buybacks), return on tangible equity, projected levels of growth in banking and financial markets, industry trends, any commitments and targets (including sustainability-related commitments and targets), plans and objectives for future operations, International Financial Reporting Standards (“IFRS”) and other statements that are not historical or current facts. By their nature, forward-looking statements involve risk and uncertainty because they relate to future events and circumstances. Forward-looking statements speak only as at the date on which they are made. Forward-looking statements may be affected by a number of factors, including, without limitation: changes in legislation, regulations, governmental and regulatory policies, expectations and actions, voluntary codes of practices and the interpretation thereof, changes in IFRS and other accounting standards, including practices with regard to the interpretation and application thereof and emerging and developing sustainability reporting standards (including emissions accounting methodologies); changes in tax laws and practice; the outcome of current and future legal proceedings and regulatory investigations; the Group’s ability along with governments and other stakeholders to measure, manage and mitigate the impacts of climate change effectively or navigate inconsistencies and conflicts in the manner in which climate policy is implemented in the regions where the Group operates, including as a result of the adoption of rules and regulations taking a different or opposing position on sustainability matters, or other forms of governmental and regulatory action against sustainability policies; environmental, social and geopolitical risks and incidents and similar events beyond the Group’s control; financial crime; the impact of competition in the banking and financial services industry; capital, liquidity, leverage and other regulatory rules and requirements applicable to past, current and future periods; UK, US, Eurozone and global macroeconomic and business conditions, including inflation; volatility in credit and capital markets; market related risks such as changes in interest rates and foreign exchange rates; reforms to benchmark interest rates and indices; higher or lower asset valuations; changes in credit ratings of any entity within the Group or any securities issued by it; changes in counterparty risk; changes in consumer behaviour; changes in trade policy, including the imposition of tariffs or other protectionist measures; the direct and indirect consequences of the conflicts in the Middle East and Ukraine on European and global macroeconomic conditions, political stability and financial markets; changes in US legislation and policy; developments in the UK’s relationship with the European Union; the risk of cyberattacks, information or security breaches, technology failures or operational disruptions and any subsequent impact on the Group’s reputation, business or operations; the use of new technology, including artificial intelligence; the Group’s ability to access funding; and the success of acquisitions, disposals, joint ventures and other strategic transactions. A number of these factors are beyond the Group’s control. As a result, the Group’s actual financial position, results, financial and non-financial metrics or performance measures or its ability to meet commitments and targets may differ materially from the statements or guidance set forth in the Group’s forward-looking statements. In setting its targets and outlook for the period 2026-2028, Barclays has made certain assumptions about the macroeconomic environment, including, without limitation, inflation, interest and unemployment rates, the different markets and competitive conditions in which Barclays operates, and its ability to grow certain businesses and achieve costs savings and other structural actions. Additional risks and factors which may impact the Group’s future financial condition and performance are identified in Barclays PLC’s filings with the US Securities and Exchange Commission (“SEC”) (including, without limitation, Barclays PLC’s Annual Report on Form 20-F for the financial year ended 31 December 2025), which are available on the SEC’s website at www.sec.gov. Subject to Barclays PLC's obligations under the applicable laws and regulations of any relevant jurisdiction (including, without limitation, the UK and the US) in relation to disclosure and ongoing information, we undertake no obligation to update publicly or revise any forward-looking statements, whether as a result of new information, future events or otherwise. Notes on basis of preparation Barclays PLC 3
Slide 4 — Disclosure Background
Disclosure Background Barclays PLC Pillar 3 disclosures complement the Barclays PLC Q3 2026 Results Announcement and provide additional information about Barclays’ risk profile, including its regulatory capital, minimum requirements for own funds and eligible liabilities (MREL), RWAs, liquidity and leverage exposures. The Pillar 3 report is prepared in accordance with the Capital Requirements Regulation (CRR) and the PRA Rulebook. In particular, the Disclosure (CRR) Part of the PRA Rulebook specifies the requirements of the Pillar 3 framework. The terms risk weighted asset (RWA) and risk weighted exposure amount (RWEA) are used interchangeably throughout the document. The disclosures included in this report reflect the Barclays PLC’s interpretation of the current rules and guidance. Large subsidiaries The Group's disclosable large subsidiaries as at 30 September 2026 are Barclays Bank PLC, Barclays Bank UK PLC, Barclays Bank Ireland PLC (BBI) and Barclays Capital Securities Limited (BCSL). The disclosures for these entities are published in standalone documents ‘Barclays Bank PLC Pillar 3 Report’, ‘Barclays Bank UK PLC Pillar 3 Report’, ‘Barclays Bank Ireland PLC Pillar 3 report’ and ‘Barclays Capital Securities Limited Pillar 3 Report’ respectively. Introduction Barclays PLC 4
Slide 5 — Table 1: KM1 - Key metrics - Part 1
Table 1: KM1 - Key metrics - Part 1 This table shows key regulatory metrics and ratios as well as related components such as own funds, RWAs, capital ratios, capital buffer requirements, leverage ratio, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) and additional requirements based on Supervisory Review and Evaluation Process (SREP). Part 2 of this table further includes all UK LR2 components which are required to be reported with a quarterly frequency as per Article 433a(4) of the Disclosure (CRR) Part of the PRA Rulebook. KM1 ref As at 30.09.26 As at 30.06.26 As at 31.03.26 As at 31.12.25 As at 30.09.25 £m £m £m £m £m Available own funds (amounts) 1 Common Equity Tier 1 (CET1) capital 52,366 52,243 51,219 51,070 50,254 2 Tier 1 capital 65,642 65,519 63,933 63,795 63,498 3 Total capital 73,737 73,929 71,789 72,614 72,974 Risk-weighted exposure amounts 4 Total risk-weighted exposure amount 369,753 364,764 364,462 356,774 357,378 Capital ratios (as a percentage of risk-weighted exposure amount) 5 Common Equity Tier 1 ratio (%) 14.2% 14.3% 14.1% 14.3% 14.1% 6 Tier 1 ratio (%) 17.8% 18.0% 17.5% 17.9% 17.8% 7 Total capital ratio (%) 19.9% 20.3% 19.7% 20.4% 20.4% Additional own funds requirements based on SREP (as a percentage of risk-weighted exposure amount) UK 7a Additional CET1 SREP requirements (%) 2.7% 2.7% 2.7% 2.7% 2.7% UK 7b Additional AT1 SREP requirements (%) 0.9% 0.9% 0.9% 0.9% 0.9% UK 7c Additional T2 SREP requirements (%) 1.2% 1.2% 1.2% 1.2% 1.2% UK 7d Total SREP own funds requirements (%) 12.8% 12.8% 12.8% 12.8% 12.8% Combined buffer requirement (as a percentage of risk-weighted exposure amount) 8 Capital conservation buffer (%) 2.5% 2.5% 2.5% 2.5% 2.5% 9 Institution specific countercyclical capital buffer (%) 1.0% 1.0% 1.0% 1.0% 1.0% 10 Global Systemically Important Institution buffer (%) 1.5% 1.5% 1.5% 1.5% 1.5% 11 Combined buffer requirement (%) 5.0% 5.0% 5.0% 5.0% 5.0% UK 11a Overall capital requirements (%) 17.8% 17.8% 17.8% 17.8% 17.8% 12 CET1 available after meeting the total SREP own funds requirements (%) 7.0% 7.1% 6.9% 7.1% 6.9% The CET1 ratio remained broadly stable at 14.2% (December 2025: 14.3%), as RWAs increased by £13.0bn to £369.8bn, partially offset by an increase in CET1 capital of £1.3bn to £52.4bn. Excluding the marginal increase in the CET1 ratio from the Q226 USCB sale of the American Airlines (AA) portfolio and acquisition of Best Egg, other significant movements were: • 150bps increase from attributable profit • 108bps decrease driven by shareholder distributions including the now completed £1.5bn total share buybacks announced with FY25 and Q126 results, the ongoing £1.0bn share buyback announced with Q226 results, and the accrual for the FY26 dividend • 58bps decrease due to a £14.9bn increase in RWAs, excluding the impact of foreign exchange movements, primarily driven by lending growth in UK businesses and higher activity in Barclays Investment Bank (IB) • A £0.2bn increase in CET1 capital due to an increase in the currency translation reserve was offset by a £1.3bn increase in RWAs as a result of foreign exchange movements Summary Barclays PLC 5
Slide 6 — Table 1: KM1 - Key metrics (KM1 / UK LR 2) - Part 2
Table 1: KM1 - Key metrics (KM1 / UK LR 2) - Part 2 KM1 ref LR 2 Ref As at 30.09.26 As at 30.06.26 As at 31.03.26 As at 31.12.25 As at 30.09.25 £m £m £m £m £m Leverage ratio 13 Total exposure measure excluding claims on central banks 1,344,015 1,345,596 1,321,321 1,247,313 1,285,291 14 25 Leverage ratio excluding claims on central banks (%)1 4.9% 4.9% 4.8% 5.1% 4.9% Additional leverage ratio disclosure requirements UK 14a UK 25a Fully loaded ECL accounting model leverage ratio excluding claims on central banks (%) 4.9% 4.9% 4.8% 5.1% 4.9% UK 14b UK 25c Leverage ratio including claims on central banks (%) 4.1% 4.1% 4.1% 4.3% 4.1% UK 32 Average total exposure measure excluding claims on central banks2 1,387,668 1,393,843 1,373,842 1,358,364 1,339,336 UK 14c UK 34 Average leverage ratio excluding claims on central banks (%)2 4.6% 4.6% 4.6% 4.7% 4.7% UK 14d UK 33 Average leverage ratio including claims on central banks (%)2 3.9% 3.9% 3.9% 3.9% 3.9% UK 27 Leverage ratio buffer (%)1 0.8% 0.8% 0.8% 0.8% 0.8% UK 27a Of which: G-SII or O-SII additional leverage ratio buffer (%)1 0.5% 0.5% 0.5% 0.5% 0.5% UK 14e UK 27b Of which: Countercyclical leverage ratio buffer (%)1 0.3% 0.3% 0.3% 0.3% 0.3% Liquidity Coverage Ratio 15 Total high-quality liquid assets (HQLA) (Weighted value) 326,515 321,210 320,540 321,355 312,212 UK 16a Cash outflows - Total weighted value 466,690 446,471 408,407 377,212 349,127 UK 16b Cash inflows - Total weighted value 258,633 242,514 213,791 186,998 169,396 16 Total net cash outflows (adjusted value) 208,057 203,957 194,616 190,214 179,731 17 Liquidity coverage ratio (%)3 157.0% 157.7% 165.4% 170.0% 174.6% Net Stable Funding Ratio4 18 Total available stable funding 658,498 650,945 639,179 639,406 636,951 19 Total required stable funding 485,047 479,198 472,285 473,132 470,898 20 NSFR ratio (%) 135.8% 135.8% 135.4% 135.2% 135.3% Notes 1. Although the UK leverage ratio is expressed in terms of Tier 1 capital, the leverage ratio buffers and 75% of the minimum requirement must be covered solely with CET1 capital. The CET1 capital held against the 0.53% G-SII ALRB was £7.1bn and against the 0.3% CCLB was £4.0bn. 2. Average UK leverage ratios use capital based on the last day of each month in the quarter and an exposure measure for each day in the quarter. 3. The LCR is computed as an average of the last 12 spot month end ratios. From June 2025 Barclays prospectively implemented a new methodology for calculating net stress outflows related to secured financing transactions in the liquidity coverage ratio. 4. The NSFR is computed as an average of the last four spot quarter end ratios. The UK leverage ratio decreased to 4.9% (December 2025: 5.1%) primarily driven by a £96.7bn increase in leverage exposure to £1,344.0bn (December 2025: £1,247.3bn), partially offset by a £1.8bn increase in Tier 1 capital. The increase in leverage exposure was driven by higher trading activity in Global Markets and increased lending across the Group . The average LCR for the 12 months to 30 September 2026 decreased to 157.0% (December 2025: 170.0%), with average HQLA increasing by £5.2bn and average net cash outflows increasing by £17.8bn. The average NSFR for the four quarter ends to 30 September 2026 was 135.8% (December 2025: 135.2%), equivalent to a surplus of £173.5bn (December 2025: £166.3bn) above the 100% regulatory requirement. Summary Barclays PLC 6
Slide 7 — Table 2: RWAs by risk type and business
Table 2: RWAs by risk type and business This table shows RWAs by business and risk type. Credit risk Counterparty credit risk Market risk Operational risk Total RWAs Std A-IRB Std A-IRB Settlement risk CVA Std IMA As at 30 September 2026 £m £m £m £m £m £m £m £m £m £m Barclays UK 16,982 59,528 134 8 — 36 144 — 13,804 90,636 Barclays UK Corporate Bank 4,507 18,766 98 282 — 3 14 252 3,530 27,452 Barclays Private Bank & Wealth Management 5,104 588 126 21 — 11 36 170 2,062 8,118 Barclays Investment Bank 44,591 53,088 23,774 23,137 330 2,475 13,449 19,947 25,275 206,066 Barclays US Consumer Bank 17,966 967 — — — — — — 5,394 24,327 Head Office 5,818 5,935 — 4 — — 277 30 1,090 13,154 Barclays Group 94,968 138,872 24,132 23,452 330 2,525 13,920 20,399 51,155 369,753 As at 31 December 2025 Barclays UK 16,731 55,037 132 8 — 43 177 — 13,697 85,825 Barclays UK Corporate Bank 3,878 18,341 89 312 1 4 31 343 3,510 26,509 Barclays Private Bank & Wealth Management 4,981 580 112 19 — 11 39 240 2,054 8,036 Barclays Investment Bank 44,961 49,750 21,986 19,442 165 3,030 12,018 20,111 25,238 196,701 Barclays US Consumer Bank 21,050 1,004 — 1 — — — — 5,393 27,448 Head Office 5,405 5,439 1 5 — — 219 59 1,127 12,255 Barclays Group 97,006 130,151 22,320 19,787 166 3,088 12,484 20,753 51,019 356,774 Risk weighted assets Barclays PLC 7
Slide 8 — Table 3: OV1 - Overview of risk weighted exposure amounts
Table 3: OV1 - Overview of risk weighted exposure amounts The table shows RWAs and minimum capital requirement by risk type and approach Risk weighted exposure amounts (RWEAs) Total own funds requirements As at 30.09.2026 As at 30.06.2026 As at 31.12.25 As at 30.09.2026 As at 30.06.2026 As at 31.12.25 £m £m £m £m £m £m 1 Credit risk (excluding CCR) 204,975 199,653 199,706 16,398 15,972 15,976 2 Of which the standardised approach 80,985 79,795 82,130 6,479 6,383 6,570 4 Of which: slotting approach 5,239 4,947 5,272 419 396 422 5 Of which the advanced IRB (AIRB) approach 118,751 114,911 112,304 9,500 9,193 8,984 6 Counterparty credit risk - CCR 50,058 51,496 45,021 4,005 4,120 3,602 7 Of which the standardised approach 5,975 6,473 4,099 478 519 328 8 Of which internal model method 30,886 31,566 28,003 2,471 2,525 2,240 UK 8a Of which exposures to a CCP 3,321 3,504 2,875 266 280 230 UK 8b Of which credit valuation adjustment - CVA 2,525 2,613 3,088 202 209 247 9 Of which other CCR 7,351 7,340 6,956 588 587 557 15 Settlement risk 330 336 166 26 27 13 16 Securitisation exposures in the non- trading book (after the cap) 28,916 29,388 27,625 2,313 2,351 2,210 17 Of which SEC-IRBA approach 14,882 15,104 12,576 1,190 1,209 1,006 18 Of which SEC-ERBA (including IAA) 2,702 2,893 3,532 216 231 283 19 Of which SEC-SA approach 10,587 10,629 10,842 847 850 867 UK 19a Of which 1250%/ deduction 745 761 675 60 61 54 20 Position, foreign exchange and commodities risks (Market risk) 34,319 32,736 33,237 2,746 2,619 2,659 21 Of which the standardised approach 13,920 12,473 12,484 1,114 998 999 22 Of which IMA 20,399 20,263 20,753 1,632 1,621 1,660 UK 22a Large exposures — — — — 23 Operational risk 51,155 51,155 51,019 4,092 4,092 4,082 UK 23b Of which standardised approach 51,155 51,155 51,019 4,092 4,092 4,082 24 Amounts below the thresholds for deduction (subject to 250% risk weight) (For information) 11,010 11,126 11,090 881 890 887 29 Total 369,753 364,764 356,774 29,580 29,181 28,542 Total RWAs increased by £5.0bn in the quarter to £369.8bn (June 2026: £364.8bn) primarily driven by Credit risk RWAs reflecting lending growth in UK businesses and increased lending within IB. Risk weighted assets Barclays PLC 8
Slide 9 — Table 4: CR8 - RWEA flow statements of credit risk exposures under the advanced IRB
Tables 4, 5 and 6 below show a subset of the information included in table 2, focused on positions captured under modelled treatment Table 4: CR8 - RWEA flow statements of credit risk exposures under the advanced IRB approach The total in this table shows the contribution of credit risk RWAs under the AIRB approach excluding securitisation and non-credit obligation assets and hence will not directly reconcile to the credit risk AIRB RWAs in table 2. Three months ended 30 September 2026 Nine months ended 30 September 2026 £m £m 1 Risk weighted exposure amount as at the end of the previous reporting period 110,298 109,131 2 Asset size 5,600 6,053 3 Asset quality (799) (101) 4 Model updates — — 5 Methodology and policy (558) (732) 6 Acquisitions and disposals — — 7 Foreign exchange movements (2) 188 8 Other — — 9 Risk weighted exposure amount as at the end of the reporting period 114,539 114,539 Advanced credit risk RWAs increased by £4.2bn in the quarter (June 2026: £110.3bn) and £5.4bn during the year (December 2025: £109.1bn) due to an increase in asset size primarily driven by lending growth in the UK businesses and business activity within IB. Table 5: CCR7 - RWEA flow statements of CCR exposures under the IMM The total in this table shows the contribution of Internal Model Method (IMM) exposures to CCR RWAs (under both standardised and AIRB) and will not directly reconcile to the CCR AIRB RWAs in table 2. RWEA changes due to IRB models are included in ‘Credit quality of counterparties’. Three months ended 30 September 2026 Nine months ended 30 September 2026 £m £m 1 Risk weighted exposure amount as at the end of the previous reporting period 31,566 28,003 2 Asset size (1,054) 2,243 3 Credit quality of counterparties (327) (193) 4 Model updates (IMM only) 765 765 5 Methodology and policy (IMM only) — — 6 Acquisitions and disposals — — 7 Foreign exchange movements (64) 68 8 Other — — 9 Risk weighted exposure amount as at the end of the reporting period 30,886 30,886 IMM RWAs remained broadly stable in the quarter at £30.9bn (June 2026: £31.6bn). IMM RWAs increased by £2.9bn in the year to £30.9bn (December 2025: £28.0bn) primarily driven by activity in Global Markets. Risk weighted assets Barclays PLC 9
Slide 10 — Table 6: MR2-B – RWA flow statements of market risk exposures under the IMA
Table 6: MR2-B – RWA flow statements of market risk exposures under the IMA This table shows the contribution of market risk RWA covered by internal models (i.e. value at risk (VaR), stressed value at risk (SVaR) and incremental risk charge (IRC)). Three months ended 30 September 2026 VaR SVaR IRC Other Total RWEAs Total own funds requirements £m £m £m £m £m £m 1 RWAs at previous period end 3,311 8,781 3,723 4,448 20,263 1,621 1a Regulatory adjustment1 (1,268) (2,254) (12) — (3,534) (283) 1b RWAs at the previous quarter-end (end of the day) 2,043 6,527 3,711 4,448 16,729 1,338 2 Movement in risk levels 252 (917) 316 433 82 7 3 Model updates/changes — — — — — — 4 Methodology and policy — — — — — — 5 Acquisitions and disposals — — — — — — 8a RWAs at the end of the disclosure period (end of the day) 2,295 5,610 4,027 4,881 16,811 1,345 8b Regulatory adjustment2 1,466 2,121 — — 3,588 287 8 RWAs at the end of the disclosure period 3,761 7,731 4,027 4,881 20,399 1,632 Notes 1. Row 1a reflects the difference between reported RWA (row 1) and the relevant spot measure (row 1b) for the previous period. 2. Row 8b reflects the difference between the relevant spot measure (row 8a) and reported RWA (row 8) for the current period. Modelled market risk RWAs remained broadly stable in the quarter at £20.4bn (June 2026: £20.3bn) Nine months ended 30 September 2026 VaR SVaR IRC Other Total RWEAs Total own funds requirements £m £m £m £m £m £m 1 RWAs at previous period end 3,520 9,112 4,349 3,771 20,752 1,660 1a Regulatory adjustment1 (2,013) (4,678) (696) — (7,387) (591) 1b RWAs at the previous quarter-end (end of the day) 1,507 4,434 3,653 3,771 13,365 1,069 2 Movement in risk levels 788 1,176 374 1,110 3,446 276 3 Model updates/changes — — — — — — 4 Methodology and policy — — — — — — 5 Acquisitions and disposals — — — — — — 8a RWAs at the end of the disclosure period (end of the day) 2,295 5,610 4,027 4,881 16,811 1,345 8b Regulatory adjustment2 1,466 2,121 — — 3,588 287 8 RWAs at the end of the disclosure period 3,761 7,731 4,027 4,881 20,399 1,632 Notes 1. Row 1a reflects the difference between reported RWA (row 1) and the relevant spot measure (row 1b) for the previous period. 2. Row 8b reflects the difference between the relevant spot measure (row 8a) and reported RWA (row 8) for the current period. Modelled market risk RWAs remained broadly stable in the year at £20.4bn (December 2025: £20.8bn). Risk weighted assets Barclays PLC 10
Slide 11 — Table 7: KM2 - Key metrics - TLAC requirements (at resolution group level)
Table KM2 has been prepared in accordance with the CRR, using the uniform format set out in the Basel Committee for Banking Supervision (BCBS) Standard on Pillar 3 disclosure requirements.. Table 7: KM2 - Key metrics - TLAC requirements (at resolution group level) This table shows the key metrics for the Group’s own funds and eligible liabilities. As at 30.09.26 As at 30.06.26 As at 31.03.26 As at 31.12.25 As at 30.09.25 £m £m £m £m £m 1 Total Loss Absorbing Capacity (TLAC) available 130,239 133,852 128,850 127,665 128,050 2 Total RWA at the level of the resolution group 369,753 364,764 364,462 356,774 357,378 3 TLAC as a percentage of RWA (row 1 / row 2) (%) 35.2% 36.7% 35.4% 35.8% 35.8% 4 Leverage ratio exposure measure at the level of the resolution group 1,344,015 1,345,596 1,321,321 1,247,313 1,285,291 5 TLAC as a percentage of leverage ratio exposure measure (row 1 / row 4) (%) 9.7% 9.9% 9.8% 10.2% 10.0% 6a Does the subordination exemption in the antepenultimate paragraph of Section 11 of the FSB TLAC Term Sheet apply? No No No No No 6b Does the subordination exemption in the penultimate paragraph of Section 11 of the FSB TLAC Term Sheet apply? No No No No No 6c If the capped subordination exemption applies, the amount of funding issued that ranks pari passu with Excluded Liabilities and that is recognised as external TLAC, divided by funding issued that ranks pari passu with Excluded Liabilities and that would be recognised as external TLAC if no cap was applied (%) N/A N/A N/A N/A N/A As at 30 September 2026, Barclays PLC held £130.2bn (December 2025: £127.7bn) of own funds and eligible liabilities equating to 35.2% of RWAs. This was in excess of the Group's MREL requirement, excluding any applicable PRA buffer, to hold £112.9bn of own funds and eligible liabilities equating to 30.5% of RWAs. The Group remains above its MREL regulatory requirement including any applicable PRA buffer. Minimum requirement for own funds and eligible liabilities (MREL) Barclays PLC 11
Slide 12 — Table 8: LIQ1 - Liquidity Coverage Ratio
Table 8: LIQ1 - Liquidity Coverage Ratio This table shows the level and components of the Liquidity Coverage Ratio (LCR). LIQ1 - Liquidity coverage ratio (average) Total unweighted value (average) Total weighted value (average) UK1a 30.09.26 30.06.26 31.03.26 31.12.25 30.09.26 30.06.26 31.03.26 31.12.25 UK1b Number of data points used in calculation of averages1 12 12 12 12 12 12 12 12 High-quality liquid assets £m £m £m £m £m £m £m £m 1 Total high-quality liquid assets (HQLA) 326,515 321,210 320,540 321,355 Cash outflows 2 Retail deposits and deposits from small business customers, of which: 243,049 241,793 241,792 242,740 21,228 21,186 21,255 21,451 3 Stable deposits 126,905 124,681 122,471 120,265 6,345 6,234 6,124 6,013 4 Less stable deposits 105,785 106,797 109,044 112,104 14,449 14,509 14,679 14,961 5 Unsecured wholesale funding, of which: 247,371 245,376 241,515 240,544 108,729 107,736 105,420 104,937 6 Operational deposits (all counterparties) and deposits in networks of cooperative banks 99,805 98,816 98,637 99,375 24,551 24,315 24,286 24,490 7 Non-operational deposits (all counterparties)2 138,558 138,214 135,782 134,117 75,170 75,074 74,038 73,395 8 Unsecured debt 9,008 8,346 7,096 7,052 9,008 8,347 7,096 7,052 9 Secured wholesale funding 184,658 175,042 151,981 129,884 10 Additional requirements, of which: 209,111 203,967 199,877 198,103 63,962 62,961 62,902 63,194 11 Outflows related to derivative exposures and other collateral requirements 30,059 29,835 30,574 30,382 22,827 22,746 23,780 23,903 12 Outflows related to loss of funding on debt d 4,934 4,696 4,583 4,549 4,934 4,696 4,584 4,549 13 Credit and liquidity facilities 174,118 169,436 164,720 163,172 36,201 35,519 34,538 34,742 14 Other contractual funding obligations 82,215 69,194 55,002 45,256 48,499 45,056 40,260 39,174 15 Other contingent funding obligations 287,666 280,730 267,082 250,444 39,614 34,490 26,589 18,572 16 Total cash outflows 466,690 446,471 408,407 377,212 Cash inflows 17 Secured lending (e.g. reverse repos) 976,095 951,497 901,273 865,285 184,127 172,486 149,425 127,047 18 Inflows from fully performing exposures 19,448 18,620 17,665 16,311 14,893 14,129 13,091 11,793 19 Other cash inflows 63,941 60,333 55,596 52,511 59,613 55,899 51,275 48,158 20 Total cash inflows 1,059,484 1,030,450 974,534 934,107 258,633 242,514 213,791 186,998 UK-20c Inflows subject to 75% cap 863,463 847,101 812,306 787,384 258,633 242,514 213,790 186,998 UK-21 Liquidity buffer 326,515 321,210 320,540 321,355 22 Total net cash outflows 208,057 203,957 194,616 190,214 23 Liquidity coverage ratio (%) (average) 157.0 % 157.7% 165.4% 170.0% Notes 1. The LCR is computed as an average of the last 12 spot month end ratios. From June 2025 Barclays prospectively implemented a new methodology for calculating net stress outflows related to secured financing transactions in the liquidity coverage ratio. 2. Non-operational deposits in row 7 also includes excess operational deposits as defined in Article 27(4) of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook. Liquidity Barclays PLC 12
Slide 13 — Table 8: LIQ1 - Liquidity Coverage Ratio (continued)
Table 8: LIQ1 - Liquidity Coverage Ratio (continued) The average LCR for the 12 months to 30 September 2026 decreased slightly to 157.0% (June 2026: 157.7%), above the 100% regulatory requirement. The composition of the liquidity pool is subject to limits set by the Board and the independent liquidity risk, credit risk and market risk functions. In addition, the investment of the liquidity pool is monitored for concentration risk by issuer, currency and asset type. Given the returns generated by these highly liquid assets, the risk and reward profile is continuously managed. As at 30 September 2026, 69% (June 2026: 70%) of the liquidity pool was located in Barclays Bank PLC, 15% (June 2026: 15%) in Barclays Bank UK PLC and 8% (June 2026: 8%) in Barclays Bank Ireland PLC. The residual portion of the liquidity pool is held outside of these entities, predominantly in the US subsidiaries, to meet entity-specific stress outflows and local regulatory requirements. To the extent the use of this portion of the liquidity pool is restricted due to local regulatory requirements, it is assumed to be unavailable to the rest of the Group in calculating the LCR. The strong deposit franchises in Barclays Bank PLC and Barclays Bank UK Group are primary funding sources for Barclays Group. The Group expects to continue issuing public wholesale debt from Barclays PLC (the Parent company), in order to maintain compliance with indicative MREL requirements and maintain a stable and diverse funding base by type, currency and market. Barclays Bank PLC continued to issue in the shorter-term markets and maintain active medium-term note programmes. Barclays Bank UK Group continued to issue in the shorter-term markets and maintain active secured funding programmes. This funding capacity enables the respective entities to maintain its stable and diversified funding base. Barclays Bank PLC and Barclays Bank UK Group are members of the Bank of England's Sterling Monetary Framework and regularly interact with central bank lending facilities. These are reported under 'repurchase agreements and other similar secured borrowing' on the balance sheet and include the Term Funding Scheme with additional incentives for SMEs (TFSME), as well as shorter-term facilities such as the Indexed Long-Term Repo (ILTR) and Short-Term Repo (STR) facilities. Liquidity Barclays PLC 13