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 exposures Size of exposure Indexed Loan to value range Balance sheet recognition
0010 0020 0030 0040 0050 0060 0070 0080 0090 100 0110 0120 0130 0140 0150 0160 0170 0180 0190
CORP_ALL_0085_CT_AIRB_x0_Rx0_ALL CORP Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - No SME Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_x0_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_AT_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_AU_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_BE_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_BG_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_BR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_CA_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_CH_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_CN_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_CY_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_CZ_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_DE_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_DK_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_EE_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_ES_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_FI_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_FR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_GB_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_GR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_HK_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_HR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_HU_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_IE_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_IL_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_IT_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_JP_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_KR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_LT_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_LU_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_LV_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_MT_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_NL_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_NO_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_PL_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_PT_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_RO_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_RU_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_SE_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_SG_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_SI_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_SK_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_TR_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_US_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0086_CT_AIRB_x2_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0088_CT_AIRB_x0_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Exposures with credit protection Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0087_CT_AIRB_x0_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
CORP_ALL_0164_CT_AIRB_x0_Rx0_ALL CORP Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - No SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 50 mln. and <=EUR 200 mln. Nace 1 Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0093_CT_AIRB_x0_Rx0_ALL Mortgages non SME Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_AT_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_AU_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_BE_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_BG_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_BR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_CA_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_CH_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_CN_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_CY_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_CZ_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_DE_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_DK_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_EE_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_ES_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_FI_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_FR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_GB_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_GR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_HK_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_HR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_HU_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_IE_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_IL_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_IT_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_JP_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_KR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_LT_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_LU_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_LV_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_MT_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_NL_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_NO_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_PL_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_PT_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_RO_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_RU_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_SE_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_SG_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_SI_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_SK_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_TR_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_US_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0094_CT_AIRB_x2_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0096_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Exposures with credit protection Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0095_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Exposures without credit protection Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
MORT_ALL_0099_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable Bucket 1 Not applicable
MORT_ALL_0100_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 2 Not applicable
MORT_ALL_0101_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 3 Not applicable
MORT_ALL_0102_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 4 Not applicable
MORT_ALL_0103_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 5 Not applicable
MORT_ALL_0104_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 6 Not applicable
MORT_ALL_0165_CT_AIRB_x0_Rx0_ALL Mortgages non SME Non-defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Retail - No SME - Secured by real estate Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Exposures other than specialised lending Not applicable bucket 7 Not applicable
SMEC_ALL_0105_CT_AIRB_x0_Rx0_ALL SMEC Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - SME Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_x0_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_AT_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_AU_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_BE_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_BG_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_BR_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_CA_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_CH_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable
SMEC_ALL_0106_CT_AIRB_CN_Rx0_ALL SMEC Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates - SME Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable <=EUR 50 mln. Not applicable Exposures other than specialised lending Not applicable Not applicable Not applicable

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