Chief Executive Antony Jenkins said he will give up his bonus for 2012 after a "very difficult" year for the bank.
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Mark Acklom, who wanted over an alleged £850k romance scam, is believed to be with his wife and two daughters.
The denial came after a German paper reported that Theresa May was also said to have appeared "despondent and discouraged" at the dinner.
Jamie Harron was arrested in July over an incident in which he said he put his hand on a man's hip to avoid spilling a drink in a bar.