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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_FI_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 54 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_R54_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 54 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 55 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_R55_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 55 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 56 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_R56_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 56 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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