v3.25.2
Report of the directors financial review risk report - Non-trading VaR, 99% 1 day (Details) - Non-trading portfolios - GBP (£)
£ in Millions
Jun. 30, 2025
Dec. 31, 2024
Jun. 30, 2024
Disclosure of financial assets [line items]      
Value at risk £ 123.9 £ 133.7 £ 125.3
Average      
Disclosure of financial assets [line items]      
Value at risk 128.3 99.1 142.4
Maximum      
Disclosure of financial assets [line items]      
Value at risk 147.2 133.7 216.3
Minimum      
Disclosure of financial assets [line items]      
Value at risk 113.2 54.8 70.0
Interest rate (‘IR’)      
Disclosure of financial assets [line items]      
Value at risk 88.1 101.0 128.4
Interest rate (‘IR’) | Average      
Disclosure of financial assets [line items]      
Value at risk 89.1 85.2 143.6
Interest rate (‘IR’) | Maximum      
Disclosure of financial assets [line items]      
Value at risk 115.9 131.9 202.3
Interest rate (‘IR’) | Minimum      
Disclosure of financial assets [line items]      
Value at risk 75.0 41.5 66.2
Credit spread (‘CS’)      
Disclosure of financial assets [line items]      
Value at risk 41.9 41.1 36.9
Credit spread (‘CS’) | Average      
Disclosure of financial assets [line items]      
Value at risk 42.9 39.7 36.3
Credit spread (‘CS’) | Maximum      
Disclosure of financial assets [line items]      
Value at risk 45.7 57.7 42.0
Credit spread (‘CS’) | Minimum      
Disclosure of financial assets [line items]      
Value at risk 41.4 29.1 29.6
Portfolio diversification      
Disclosure of financial assets [line items]      
Value at risk (6.0) (8.4) (40.1)
Portfolio diversification | Average      
Disclosure of financial assets [line items]      
Value at risk £ (3.7) £ (25.7) £ (37.6)