v3.25.2
Report of the directors financial review risk report - Trading VaR, 99% 1 day (Details) - Trading portfolios - GBP (£)
£ in Millions
Jun. 30, 2025
Dec. 31, 2024
Jun. 30, 2024
Disclosure of financial assets [line items]      
Value at risk £ 19.4 £ 21.8 £ 26.2
Average      
Disclosure of financial assets [line items]      
Value at risk 23.5 24.5 27.9
Maximum      
Disclosure of financial assets [line items]      
Value at risk 32.3 36.1 37.2
Minimum      
Disclosure of financial assets [line items]      
Value at risk 16.3 18.5 18.7
Foreign exchange (‘FX’) and commodity      
Disclosure of financial assets [line items]      
Value at risk 7.5 6.9 10.0
Foreign exchange (‘FX’) and commodity | Average      
Disclosure of financial assets [line items]      
Value at risk 9.3 8.5 8.1
Foreign exchange (‘FX’) and commodity | Maximum      
Disclosure of financial assets [line items]      
Value at risk 20.1 14.8 14.8
Foreign exchange (‘FX’) and commodity | Minimum      
Disclosure of financial assets [line items]      
Value at risk 3.8 4.5 4.2
Interest rate (‘IR’)      
Disclosure of financial assets [line items]      
Value at risk 7.4 11.2 15.0
Interest rate (‘IR’) | Average      
Disclosure of financial assets [line items]      
Value at risk 11.2 13.7 21.4
Interest rate (‘IR’) | Maximum      
Disclosure of financial assets [line items]      
Value at risk 19.2 23.9 27.8
Interest rate (‘IR’) | Minimum      
Disclosure of financial assets [line items]      
Value at risk 6.0 7.8 12.6
Equity (‘EQ’)      
Disclosure of financial assets [line items]      
Value at risk 10.5 12.6 10.7
Equity (‘EQ’) | Average      
Disclosure of financial assets [line items]      
Value at risk 11.1 11.3 9.5
Equity (‘EQ’) | Maximum      
Disclosure of financial assets [line items]      
Value at risk 15.3 13.4 11.5
Equity (‘EQ’) | Minimum      
Disclosure of financial assets [line items]      
Value at risk 8.6 9.1 8.1
Credit spread (‘CS’)      
Disclosure of financial assets [line items]      
Value at risk 9.0 4.6 7.0
Credit spread (‘CS’) | Average      
Disclosure of financial assets [line items]      
Value at risk 6.6 5.7 7.4
Credit spread (‘CS’) | Maximum      
Disclosure of financial assets [line items]      
Value at risk 11.0 7.7 9.3
Credit spread (‘CS’) | Minimum      
Disclosure of financial assets [line items]      
Value at risk 3.8 4.1 4.5
Portfolio diversification      
Disclosure of financial assets [line items]      
Value at risk (15.0) (13.5) (16.5)
Portfolio diversification | Average      
Disclosure of financial assets [line items]      
Value at risk (14.7) (14.7) (18.4)
Portfolio diversification | Maximum      
Disclosure of financial assets [line items]      
Value at risk
Portfolio diversification | Minimum      
Disclosure of financial assets [line items]      
Value at risk