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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_AIRB_x0_R52_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R53_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R54_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R55_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R56_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R57_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R58_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R59_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R60_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R61_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R62_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R63_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R64_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R65_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R66_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R67_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R68_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R69_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R70_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R71_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R72_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R73_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R74_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R75_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R76_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R77_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R78_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R79_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R80_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R81_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R82_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R83_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R84_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R85_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R86_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R87_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R88_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R89_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R90_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R91_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R92_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R93_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R94_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R95_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R96_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R97_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R98_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R99_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced 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_0214_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable
COSP_ALL_0214_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable
COSP_ALL_0214_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Project finance Not applicable Not applicable Not applicable
COSP_ALL_0217_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable
COSP_ALL_0217_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable
COSP_ALL_0217_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Income-producing real estate and high-volatility commercial real estate Not applicable Not applicable Not applicable
COSP_ALL_0215_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable
COSP_ALL_0215_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable
COSP_ALL_0215_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - Object finance Not applicable Not applicable Not applicable
COSP_ALL_0216_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable
COSP_ALL_0216_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable
COSP_ALL_0216_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Specialised lending exposures - commodities finance Not applicable Not applicable Not applicable
COSP_ALL_0012_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0013_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0014_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0015_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0016_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0017_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0018_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0019_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0020_CT_FIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0012_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0013_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0014_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0015_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0016_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0017_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0018_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0019_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0020_CT_AIRB_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0012_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0013_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0014_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0015_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0016_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0017_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0018_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0019_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0020_CT_SLSC_x0_Rx0_OFF Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0155_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0116_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0117_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0118_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0119_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0120_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0121_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0122_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0155_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0116_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0117_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0118_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0119_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0120_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0121_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0122_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0147_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0147_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0151_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0151_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0155_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0116_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0117_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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
COSP_ALL_0118_CT_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria Not applicable Not applicable Corporates - Specialised lending 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

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