Commission Implementing Regulation (EU) 2021/1971 of 13 September 2021 amending Implementing Regulation (EU) 2016/2070 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance)

Type Implementing Regulation
Publication 2021-11-19
State In force
Text As published
Department European Commission, FISMA
Source EUR-Lex
articles 2

This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.

Reform history JSON API
Portfolio ID Portfolio name Type of risk Regulatory approach Geographical area Rating Exposure class Sector of counterparty Default status Type of facility Collateralisation status Collateral type Counterparty Size of counterparty NACE code Type of exposures Size of exposure Indexed Loan to value range Balance sheet recognition
RSMS_ALL_0106_CT_AIRB_HK_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HR_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HU_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IE_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IL_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IT_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_JP_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_KR_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LT_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LU_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LV_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_MT_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NL_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NO_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PL_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PT_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RO_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RU_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SE_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SG_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SI_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SK_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_TR_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_US_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_x2_R08_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 8 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_x0_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_AT_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_AU_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BE_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BG_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CA_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CH_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CN_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CY_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CZ_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_DE_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_DK_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_EE_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_ES_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_FI_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_FR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_GB_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_GR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HK_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HU_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IE_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IL_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IT_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_JP_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_KR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LT_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LU_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LV_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_MT_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NL_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NO_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PL_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PT_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RO_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RU_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SE_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SG_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SI_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SK_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_TR_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_US_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_x2_R09_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 9 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_x0_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_AT_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_AU_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BE_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BG_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_BR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CA_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CH_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CN_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CY_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_CZ_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_DE_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_DK_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_EE_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_ES_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_FI_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_FR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_GB_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_GR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HK_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_HU_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IE_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IL_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_IT_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_JP_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_KR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LT_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LU_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_LV_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_MT_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NL_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_NO_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PL_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_PT_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RO_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_RU_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SE_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SG_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SI_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_SK_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_TR_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_US_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RSMS_ALL_0106_CT_AIRB_x2_R10_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 10 Retail - SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable

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