LegalizeCommission Implementing Regulation (EU) 2021/2017 of 13 September 2021 amending Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions to be applied in the Union for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| Portfolio ID | Portfolio name | Type of risk | Regulatory approach | Geographical area | Rating | Exposure class | Sector of counterparty | Default status | Type of facility | Collateralisation status | Collateral type | Counterparty | Size of counterparty | NACE code | Type of exposure | Size of exposure | Indexed Loan to value range | Balance sheet recognition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| COSP_ALL_0119_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: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0120_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: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0121_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 funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0122_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 unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0147_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 | Credit derivatives | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0151_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 | Guarantees | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_HOU_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_HOU_0040_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_HOU_0003_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 | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_HOU_0003_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 | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_NFC_0003_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 | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_OFC_0003_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 | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_HOU_0003_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 | Household | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0156_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0157_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0158_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. and <=EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0159_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0160_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0161_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 500 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0218_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Eligible covered bonds | Not applicable | Not applicable | Not applicable |
| INST_ALL_0218_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Eligible covered bonds | Not applicable | Not applicable | Not applicable |
| INST_ALL_0219_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other than eligible covered bonds | Not applicable | Not applicable | Not applicable |
| INST_ALL_0219_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Other than eligible covered bonds | Not applicable | Not applicable | Not applicable |
| INST_GOV_0043_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_GOV_0043_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_GOV_0043_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_GOV_0043_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 | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_GOV_0046_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_GOV_0046_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_GOV_0046_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_GOV_0046_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 | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_Rx0_ONX | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | 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 | On-balance sheet items |
| GOVT_ALL_0003_CT_AIRB_x0_Rx0_ONX | 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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| INST_ALL_0003_CT_AIRB_x0_Rx0_ONX | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| INST_ALL_0003_CT_FIRB_x0_Rx0_ONX | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| LCOR_ALL_0040_CT_AIRB_x0_Rx0_ONX | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| LCOR_ALL_0040_CT_FIRB_x0_Rx0_ONX | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| COSP_ALL_0003_CT_AIRB_x0_Rx0_ONX | 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 | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| COSP_ALL_0003_CT_FIRB_x0_Rx0_ONX | 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 | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| COSP_ALL_0003_CT_SLSC_x0_Rx0_ONX | 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 | Not applicable | Not applicable | Not applicable | On-balance sheet items |
| GOVT_ALL_0003_CT_FIRB_x0_Rx0_OFF | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | 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 | Off-balance sheet items |
| GOVT_ALL_0003_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0003_CT_AIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0003_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0040_CT_AIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0040_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| COSP_ALL_0003_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| COSP_ALL_0003_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| COSP_ALL_0003_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| COSP_ALL_0162_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0162_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0162_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0162_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0163_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0162_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0163_CT_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0162_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0162_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| COSP_ALL_0214_CT_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | 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_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | 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_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | 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_SLSC_x0_R01_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 1 | 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_0214_CT_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | 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_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | 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_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | 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_SLSC_x0_R02_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 2 | 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_0214_CT_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | 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_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | 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_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | 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_SLSC_x0_R03_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 3 | 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_0214_CT_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | 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_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | 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_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | 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_SLSC_x0_R04_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 4 | 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_0214_CT_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | 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_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | 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_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | 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_SLSC_x0_R05_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 5 | 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_0214_CT_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | 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_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | 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_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | 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_SLSC_x0_R06_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 6 | 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_0214_CT_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | 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_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | 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_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | 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_SLSC_x0_R07_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 7 | 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 |
| 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_0214_CT_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | 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_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | 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_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | 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_SLSC_x0_R08_ALL | Specialised lending | Credit risk, Counterparty credit risk and free deliveries | Specialised lending slotting criteria | Not applicable | Rating 8 | 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 |
C 103.00 - Definition of High Default Portfolios
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