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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
COSP_ALL_0003_CT_FIRB_x0_R31_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 31 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R32_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 32 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R33_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 33 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R34_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 34 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R35_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 35 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R36_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 36 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R37_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 37 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R38_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 38 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R39_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 39 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R40_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 40 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R41_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 41 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R42_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 42 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R43_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 43 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R44_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 44 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R45_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 45 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R46_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 46 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R47_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 47 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R48_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 48 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R49_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 49 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R50_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 50 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R51_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 51 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R52_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 52 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R53_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 53 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R54_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 54 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R55_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 55 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R56_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 56 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R57_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 57 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R58_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 58 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R59_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 59 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R60_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 60 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R61_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 61 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R62_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 62 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R63_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 63 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R64_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 64 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R65_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 65 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R66_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 66 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R67_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 67 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R68_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 68 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R69_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 69 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R70_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 70 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R71_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 71 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R72_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 72 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R73_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 73 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R74_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 74 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R75_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 75 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R76_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 76 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R77_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 77 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R78_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 78 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R79_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 79 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R80_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 80 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R81_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 81 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R82_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 82 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R83_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 83 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R84_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 84 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R85_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 85 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R86_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 86 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R87_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 87 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R88_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 88 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R89_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 89 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R90_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 90 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R91_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 91 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R92_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 92 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R93_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 93 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R94_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 94 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R95_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 95 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R96_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 96 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R97_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 97 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R98_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 98 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_R99_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 99 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R01_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 1 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R02_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 2 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R03_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 3 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R04_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 4 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R05_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 5 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R06_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 6 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R07_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 7 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R08_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 8 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R09_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 9 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R10_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 10 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R11_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 11 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R12_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 12 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R13_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 13 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R14_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 14 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R15_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 15 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R16_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 16 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R17_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 17 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R18_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 18 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R19_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 19 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R20_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 20 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R21_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R22_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R23_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R24_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R25_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R26_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R27_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R28_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R29_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R30_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R31_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R32_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R33_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R34_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R35_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R36_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R37_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R38_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R39_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R40_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R41_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R42_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R43_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R44_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R45_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R46_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R47_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R48_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R49_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R50_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_R51_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 Corporates - Specialised lending 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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