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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 exposure Size of exposure Indexed Loan to value range Balance sheet recognition
INST_ALL_0003_CT_AIRB_x0_R54_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 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_R55_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 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_R56_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 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_R57_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 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_R58_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 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_R59_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 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_R60_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 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_R61_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 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_R62_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 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_R63_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 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_R64_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 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_R65_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 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_R66_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 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_R67_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 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_R68_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 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_R69_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 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_R70_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 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_R71_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 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_R72_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 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_R73_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 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_R74_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 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_R75_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 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_R76_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 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_R77_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 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_R78_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 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_R79_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 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_R80_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 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_R81_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 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_R82_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 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_R83_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 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_R84_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 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_R85_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 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_R86_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 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_R87_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 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_R88_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 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_R89_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 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_R90_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 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_R91_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 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_R92_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 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_R93_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 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_R94_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 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_R95_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 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_R96_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 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_R97_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 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_R98_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 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_R99_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 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_CIN_0003_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0155_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0116_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Eligible financial collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0117_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Receivables Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0118_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Residential Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0119_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Commercial Real estate Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0120_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other eligible collateral: Physical collateral Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0121_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other funded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0122_CT_AIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Other unfunded credit protection Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0012_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed revolving credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0013_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed term credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0014_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Note issuance facility (NIF) and revolving underwriting facility (RUF) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0015_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn committed other credit facility Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0016_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Undrawn uncommitted credit lines Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0017_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions 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 Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0018_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued short term letter of credit and other medium-risk off-balance sheet items Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0019_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0020_CT_AIRB_x0_Rx0_OFF Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Full risk (100%) Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Off-balance sheet items
INST_ALL_0003_CT_AIRB_AT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable 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_AU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable 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_BE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable 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_BG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable 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_BR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable 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_CA_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable 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_CH_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable 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_CN_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable 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_CY_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable 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_CZ_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable 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_DE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable 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_DK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable 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_EE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable 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_ES_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable 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_FI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable 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_FR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable 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_GB_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable 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_GR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable 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_HK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable 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_HR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable 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_HU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable 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_IE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable 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_IL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable 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_IT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable 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_JP_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable 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_KR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable 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_LT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable 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_LU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable 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_LV_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable 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_MT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable 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_NL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable 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_NO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable 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_PL_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable 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_PT_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable 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_RO_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable 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_RU_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable 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_SE_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable 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_SG_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable 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_SI_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable 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_SK_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable 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_TR_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable 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_US_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable 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_x2_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable 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
LCOR_ALL_0040_CT_AIRB_x0_R01_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 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_AIRB_x0_R02_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 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_AIRB_x0_R03_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 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_AIRB_x0_R04_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 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_AIRB_x0_R05_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 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_AIRB_x0_R06_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 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_AIRB_x0_R07_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 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_AIRB_x0_R08_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 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_AIRB_x0_R09_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 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_AIRB_x0_R10_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 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_AIRB_x0_R11_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 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_AIRB_x0_R12_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 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_AIRB_x0_R13_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 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_AIRB_x0_R14_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 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_AIRB_x0_R15_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 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_AIRB_x0_R16_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 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_AIRB_x0_R17_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 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_AIRB_x0_R18_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 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_AIRB_x0_R19_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 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_AIRB_x0_R20_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 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

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