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_x2_R28_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 28 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 29 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_R29_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 29 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 30 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_R30_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 30 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 31 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_R31_ALL Mortgages SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 31 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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