LegalizeCommission Implementing Regulation (EU) 2021/2017 of 13 September 2021 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in 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_NL_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_NO_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_PL_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_PT_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_RO_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_RU_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_SE_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_SG_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_SI_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_SK_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_TR_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_US_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_x2_R18_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 18 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Exposures other than specialised lending | Not applicable | Not applicable | Not applicable |
| RSMS_ALL_0106_CT_AIRB_x0_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R19_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 19 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R20_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 20 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | Not applicable | Not applicable | Not 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_R21_ALL | Mortgages SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 21 | Retail - SME - Secured by real estate | Not applicable | Non-defaulted | 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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