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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_EE_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R70_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 70 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R71_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 71 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 72 Retail – Qualifying revolving Not applicable Non-defaulted Not applicable Not applicable 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_R72_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 72 Retail – Qualifying revolving Not applicable Non-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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