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_MT_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R36_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 36 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R37_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 37 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R38_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 38 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R39_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 39 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | 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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