v3.26.1
Market Risk (Tables)
6 Months Ended
Jun. 30, 2026
Disclosure Of Market Risk Exposure [Abstract]  
Summary of NII and EVE Sensitivity of Interest Rate Risk The table below shows how our net interest income would be affected by a parallel shift (both up and down) applied instantaneously to the yield curve at 30 June
2026 and 31 December 2025. Sensitivity to parallel shifts represents the amount of risk in a way that we think is both simple and scalable.
30 June 2026
31 December 2025
+100bps
-100bps
+100bps
-100bps
£m
£m
£m
£m
NII sensitivity1
365
(256)
281
(195)
EVE sensitivity
(646)
705
(449)
540
1Based on modelling assumptions of repricing behaviour.