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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_ES_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 62 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_R62_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 62 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 63 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_R63_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 63 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 64 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_R64_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 64 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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