LegalizeCommission 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)
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.
| 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_CA_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 16 | 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_R16_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 16 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 17 | 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_R17_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 17 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 18 | 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_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 18 | 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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