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Commission 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)

Type Implementing Regulation
Publication 2021-11-26
State In force
Text As published
Department European Commission, FISMA
Source EUR-Lex
articles 2

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

Reform history JSON API
Portfolio ID Portfolio name Type of risk Regulatory approach Geographical area Rating Exposure class Sector of counterparty Default status Type of facility Collateralisation status Collateral type Counterparty Size of counterparty NACE code Type of exposures Size of exposure Indexed Loan to value range Balance sheet recognition
RQRR_ALL_0094_CT_AIRB_AT_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_AU_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BE_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BG_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CA_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CH_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CN_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CY_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CZ_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DE_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DK_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_EE_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_ES_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FI_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GB_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HK_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HU_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IE_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IL_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IT_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_JP_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_KR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LT_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LU_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LV_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_MT_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_NL_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_NO_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_PL_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_PT_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_RO_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_RU_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SE_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SG_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SI_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SK_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_TR_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_US_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_x2_R49_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 49 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_x0_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_AT_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_AU_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BE_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BG_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CA_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CH_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CN_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CY_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CZ_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DE_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DK_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_EE_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_ES_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FI_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GB_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HK_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HU_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IE_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IL_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IT_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_JP_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_KR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LT_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LU_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LV_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_MT_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_NL_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_NO_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_PL_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_PT_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_RO_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_RU_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SE_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SG_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SI_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_SK_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_TR_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_US_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_x2_R50_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 50 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_x0_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_AT_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_AU_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BE_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BG_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_BR_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CA_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CH_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CN_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CY_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_CZ_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DE_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_DK_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_EE_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_ES_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FI_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_FR_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GB_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_GR_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HK_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HR_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_HU_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IE_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IL_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_IT_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_JP_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_KR_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LT_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LU_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
RQRR_ALL_0094_CT_AIRB_LV_R51_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 51 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable

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