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
GOVT_ALL_0003_CT_AIRB_x0_R14_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R15_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R16_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R17_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R18_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R19_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R20_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R21_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R22_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R23_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R24_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R25_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R26_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R27_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R28_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R29_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R30_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R31_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R32_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R33_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R34_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R35_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R36_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R37_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R38_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R39_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R40_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R41_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R42_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R43_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R44_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R45_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R46_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R47_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R48_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R49_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R50_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R51_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R52_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R53_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R54_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R55_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R56_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R57_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R58_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R59_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R60_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R61_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R62_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R63_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R64_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R65_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R66_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R67_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R68_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R69_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R70_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R71_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R72_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R73_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R74_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R75_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R76_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R77_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R78_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R79_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R80_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R81_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R82_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R83_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R84_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R85_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R86_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R87_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R88_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R89_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R90_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R91_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R92_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R93_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R94_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 94 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R95_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 95 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R96_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 96 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R97_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R98_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_x0_R99_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_CBA_0003_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks Central banks Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0155_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0116_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0117_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0118_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0119_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0120_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0121_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0122_CT_AIRB_x0_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0012_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0013_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0014_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0015_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0016_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0017_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0018_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0019_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0020_CT_AIRB_x0_Rx0_OFF Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Central governments and central banks 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
GOVT_ALL_0003_CT_AIRB_AT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_AU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_BE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_BG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_BR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_CA_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_CH_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_CN_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_CY_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_CZ_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_DE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_DK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_EE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_ES_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_FI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0003_CT_AIRB_FR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Central governments and central banks Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable

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