LegalizeCommission Implementing Regulation (EU) 2021/2017 of 13 September 2021 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| Portfolio ID | Portfolio name | Type of risk | Regulatory approach | Geographical area | Rating | Exposure class | Sector of counterparty | Default status | Type of facility | Collateralisation status | Collateral type | Counterparty | Size of counterparty | NACE code | Type of exposure | Size of exposure | Indexed Loan to value range | Balance sheet recognition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCOR_ALL_0040_CT_FIRB_x0_R94_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R95_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R96_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R97_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R98_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R99_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0022_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0123_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0125_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0127_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0128_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0130_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0133_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0135_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0136_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0031_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0032_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0033_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0034_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0035_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0036_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0037_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0038_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0039_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_NFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_AT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_AU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CA_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CH_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CN_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CY_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CZ_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_DE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_DK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_EE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_ES_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_FI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_FR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_GB_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_GR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_JP_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_KR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LV_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_MT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_NL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_NO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_PL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_PT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_RO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_RU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_TR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_US_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x2_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_OFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_OFC_0043_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_OFC_0046_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R01_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 1 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R02_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 2 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R03_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 3 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R04_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 4 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R05_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 5 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R06_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 6 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R07_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 7 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R08_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 8 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R09_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 9 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R10_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 10 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R11_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 11 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R12_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 12 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R13_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 13 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R14_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 14 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R15_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 15 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R16_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 16 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R17_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 17 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R18_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 18 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R19_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 19 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R20_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 20 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R21_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 21 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R22_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 22 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R23_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 23 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R24_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 24 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R25_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 25 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R26_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 26 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R27_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 27 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R28_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 28 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R29_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 29 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R30_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 30 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R31_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 31 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R32_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 32 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R33_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 33 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R34_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 34 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R35_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 35 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R36_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 36 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R37_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 37 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R38_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 38 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R39_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 39 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R40_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 40 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R41_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 41 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R42_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 42 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R43_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 43 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R44_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 44 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R45_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 45 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R46_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 46 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R47_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 47 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R48_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 48 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R49_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 49 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R50_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 50 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R51_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 51 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R52_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 52 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R53_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 53 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.
This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence.
EUR-Lex
EUR-Lex consolidated texts and EU-owned editorial content: CC BY 4.0; EUR-Lex metadata: CC0 1.0. See the official legal notice and any document-specific restrictions.
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). EU-owned consolidated texts are reused under CC BY 4.0; metadata is available under CC0 1.0. This reformatted corpus is not an official publication. Consolidated texts have no legal effect; consult the authentic Official Journal edition.