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Commission Implementing Regulation (EU) 2023/313 of 15 December 2022 amending the implementing technical standards laid down in Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions 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 2023-02-14
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
Counterparty code Legal entity identifier (LEI) Credit register code Commercial register code ISIN code Bloomberg ticker Name Geographical area Portfolio name Sector of the counterparty Type of exposures Type of facility Type of risk Regulatory approach
LC_0001416_CT_AIRB QXZYQNMR4JZ5RIRN4T31 3091Z US Equity Cargill Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001417_CT_AIRB EDBQKYOPJUCJKLOJDE72 DE0921323 CAT SE Equity Caterpillar Financial Services Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001418_CT_AIRB WRJR7GS4GTRECRRTVX92 CAT US EQUITY Caterpillar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001419_CT_AIRB 5KYC8KF17ROCY24M3H09 DE2106821 C5S GM Equity CBS Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001420_CT_AIRB CD30XVRLT4QO00B1C706 DE3780476 CE UN Equity Celanese US Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001421_CT_AIRB 4SIHMF0MOSTTL8CD0X64 CELG US Equity Celgene Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001422_CT_AIRB 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001423_CT_AIRB 8E6NF1YAL0WT6CWXXV93 CSCO US EQUITY Cisco Systems Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001424_CT_AIRB 549300IA9XFBAGNIBW29 CMS Energy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001425_CT_AIRB B0QU0GIVGFFMCOP5RJ72 DE4789658 CKK GB Equity Coca-Cola Enterprises, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001426_CT_AIRB 2V9V7M0RUQG9M2J4IC47 Colfax Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001427_CT_AIRB YMEGZFW4SBUSS5BQXF88 DE0156313 CL US Equity Colgate-Palmolive Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001428_CT_AIRB 51M0QTTNCGUN7KFCFZ59 PA3039985 CTP GB Equity Comcast Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001429_CT_AIRB 549300OQS2LO07ZJ7N73 DE0406521 CMC US Equity Commercial Metals Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001430_CT_AIRB 6113F6JQLWIUGTBN1L36 CSC US equity Computer Sciences Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001431_CT_AIRB 54930035UDEIH090K650 DE0818944 CAG US Equity ConAgra Foods, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001432_CT_AIRB SYHS7HRDXLL4I0IQ8776 CXO US EQUITY Concho Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001433_CT_AIRB 6VJJ5GQWIRDQ06DUXG89 DE0064324 COP US Equity ConocoPhillips Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001434_CT_AIRB 549300JK3KH8PWM3B226 DE2277631 CNX UN Equity CONSOL Energy Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001435_CT_AIRB 29DX7H14B9S6O3FD6V18 CTO GM Equity Costco Wholesale Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001436_CT_AIRB 549300BO9IWPF3S48F93 COTY US EQUITY Coty Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001437_CT_AIRB TVRMNZKRGA8LPW6XPG60 Cox Enterprises Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001438_CT_AIRB RPPGGRL1J75WGF2DFO04 PA3337938 CCK US Equity Crown Americas LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001439_CT_AIRB ZUNI8PYC725B6H8JU438 IN194062-043 CMI UN Equity Cummins Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001440_CT_AIRB S4BKK9OTCEWQ3YHPFM11 DHR US EQUITY Danaher Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001441_CT_AIRB PWFTNG3EI0Y73OXWDH08 DE US EQUITY Deere & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001442_CT_AIRB 3E70L4WYANTIWWIPHC81 DELL US EQUITY Dell Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001443_CT_AIRB Q2CCMS6R0AS67HJMBN42 DAL US EQUITY Delta Air Lines Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001444_CT_AIRB 54930042348RKR3ZPN35 DE2155705 DVN US Equity Devon Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001445_CT_AIRB F14FQJ2EEHW5VPYUHL14 DO US Equity Diamond Offshore Drilling, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001446_CT_AIRB 549300Z1UGYT5725XB67 DE3535468 DTV TQ Equity DIRECTV Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001447_CT_AIRB ILUL7B6Z54MRYCF6H308 D US EQUITY Dominion Resources Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001448_CT_AIRB 549300FMC2ALGA7N9E80 DE0412823 DOV UN Equity Dover Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001449_CT_AIRB ZQUIP1CSZO8LXRBSOU78 DOW US EQUITY Dow Chemical Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001450_CT_AIRB 549300IX8SD6XXD71I78 DTE US EQUITY DTE Energy Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001451_CT_AIRB FDPVHDGJ1IQZFK9KH630 DE2345566 EMN UN Equity Eastman Chemical Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001452_CT_AIRB 0NZWDMRCE180888QQE14 ETN US EQUITY Eaton Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001453_CT_AIRB OML71K8X303XQONU6T67 DE2871352 EBAY US Equity eBay Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001454_CT_AIRB FRDRIPF3EKNDJ2CQJL29 LLY US EQUITY Eli Lilly & Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001455_CT_AIRB FGLT0EWZSUIRRITFOA30 EMR UN Equity Emerson Electric Co. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001456_CT_AIRB GHFPUH0OZ5JLGJXWCO16 ESV UN Equity ENSCO International Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001457_CT_AIRB 4XM3TW50JULSLG8BNC79 ETR US EQUITY Entergy Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001458_CT_AIRB 549300EVUN2BTLJ3GT74 DE2911438 EQIX US Equity Equinix, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001459_CT_AIRB 549300RO2XES74KQGG63 XLS US EQUITY Exelis Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001460_CT_AIRB 3SOUA6IRML7435B56G12 EXC US EQUITY Exelon Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001461_CT_AIRB CI7MUJI4USF3V0NJ1H64 WA601975803 EXPE UW Equity Expedia, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001462_CT_AIRB J3WHBG0MTS7O8ZVMDC91 NJ3793794100 XOM US Equity Exxon Mobil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001463_CT_AIRB 549300E707U7WNPZN687 FDX US EQUITY FedEx Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001464_CT_AIRB 6WQI0GK1PRFVBA061U48 GA0110597 FIS UN Equity Fidelity National Information Services, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001465_CT_AIRB 549300NPYMLM4NHTOF27 First Solar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001466_CT_AIRB 549300SVYJS666PQJH88 OH953140 FE US Equity FirstEnergy Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001467_CT_AIRB 6Y0GK87T6V7NJKZJVM41 NYCDRRCUS FLS US Equity Flowserve Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001468_CT_AIRB CQ7WZ4NOFWT7FAE6Q943 FLR US EQUITY Fluor Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001469_CT_AIRB CKDHZ2X64EEBQCSP7013 FMC US Equity FMC Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001470_CT_AIRB EMQFUEY7DV1MVNKAUT87 DE3315658 FTI US Equity FMC Technologies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001471_CT_AIRB 20S05OYHG0MQM4VUIC57 F US EQUITY Ford Motor Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001472_CT_AIRB 2MNR4Q42DBL85U7RD221 Forest Oil Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001473_CT_AIRB A0WMBJD47C49E2JJOM88 DE4594648 FRE GY Equity Fresenius US Finance I, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001474_CT_AIRB 549300FNRIXILI56M704 0196414D US EQUITY Gavilon LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001475_CT_AIRB 9C1X8XOOTYY2FNYTVH06 GD US EQUITY General Dynamics Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001476_CT_AIRB 3C7474T6CDKPR9K6YT90 NYCGECYUS GNE FP Equity General Electric Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001477_CT_AIRB 2TGYMUGI08PO8X8L6150 GIS US Equity General Mills, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001478_CT_AIRB 549300PDWRZX0BR28B12 DE4717789 GM UN Equity General Motors Holdings LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001479_CT_AIRB L2EVHWFHVAQK72TMH265 DE4275413 Georgia-Pacific LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001480_CT_AIRB 5493002BI0S2ZQUY3437 GT US EQUITY Goodyear Tire & Rubber Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001481_CT_AIRB 7ZW8QJWVPR4P1J1KQY45 GOOG US EQUITY Google Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001482_CT_AIRB ENYF8GB5SMQZ25S06U51 DE2681775 HAL UN Equity Halliburton Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001483_CT_AIRB KAO98FK89NPNNPQGUZ43 DE0497602 HSC US Equity Harsco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001484_CT_AIRB 549300NUB6D2R1ITYR45 HAS US Equity Hasbro, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001485_CT_AIRB 549300PD0C69OJ0NLB27 766481Z US EQUITY Hertz Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001486_CT_AIRB UASVRYNXNK17ULIGK870 DE0097017 AHC GB Equity Hess Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001487_CT_AIRB WHKXQACZ14C5XRO8LW03 HPQ US EQUITY Hewlett-Packard Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001488_CT_AIRB 5493003STKEZ2S0RNU91 HNZ US EQUITY HJ Heinz Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001489_CT_AIRB ISRPG12PN4EIEOEMW547 DE2061772 HON UN Equity Honeywell International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001490_CT_AIRB KNX4USFCNGPY45LOCE31 4335 HK Equity Intel Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001491_CT_AIRB VGRQXHF3J8VDLUA7XE92 IBM US EQUITY International Business Machines (IBM Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001492_CT_AIRB F9HV8ZL85LRIQ6D60098 NVC7491-1980 IGT UN Equity International Game Technology US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001493_CT_AIRB 824LMFJDH41EY779Q875 IP US EQUITY International Paper Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001494_CT_AIRB 5493008IUOJ5VWTRC333 Interpublic Group of Cos US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001495_CT_AIRB 24F6LSZD18II6ICG6S41 Itron Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001496_CT_AIRB YB2O5TUONPB3W1X7WJ88 ITT US EQUITY ITT Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001497_CT_AIRB KD833U13JEIGETBW2749 JAH US EQUITY Jarden Corp (fka Alltrista Corp) US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001498_CT_AIRB 549300XR6O4ACB0KLV08 JFB Firth Rixson, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001499_CT_AIRB E0KSF7PFQ210NWI8Z391 DE UN Equity John Deere Capital Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001500_CT_AIRB 549300G0CFPGEF6X2043 NJ5106301000 JNJ GQ Equity Johnson & Johnson US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001501_CT_AIRB 3LB2NG8VUULSCV2NO430 JCI US EQUITY Johnson Controls Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001502_CT_AIRB LONOZNOJYIBXOHXWDB86 K US EQUITY Kellogg Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001503_CT_AIRB AGX0G2MXE54NFNNICD28 KU1 US EQUITY Kentucky Utilities Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001504_CT_AIRB MP3J6QPYPGN75NVW2S34 KMB UN Equity Kimberly-Clark Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001505_CT_AIRB 549300PDHUGWPWGOT525 DE2301470 Kinder Morgan Energy Partners, L.P. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001506_CT_AIRB 5493005158BXZWGOX572 3097Z US EQUITY Koch Industries Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001507_CT_AIRB 549300JF6LPRTRJ0FH50 KSS UN Equity Kohl's Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001508_CT_AIRB V1BYR0MM295ZFWYYS367 KRFT US EQUITY Kraft Foods Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001509_CT_AIRB GR3KVMWVCR54YWQNXU90 DE0933796 LTD GF Equity L Brands, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001510_CT_AIRB LINE US EQUITY Linn Energy LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001511_CT_AIRB 5493007B9BM9ZXJINO78 DE4009151 LYV UN Equity Live Nation Entertainment, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001512_CT_AIRB DPRBOZP0K5RM2YE8UU08 LMT US EQUITY Lockheed Martin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001513_CT_AIRB WAFCR4OKGSC504WU3E95 NC0087443 LOW UN Equity Lowe's Companies, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001514_CT_AIRB 2RTSLGQ89VMY18RHX631 Manitowoc Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001515_CT_AIRB 1FRVQX2CRLGC1XLP5727 DE3395371 MRO US Equity Marathon Oil Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001516_CT_AIRB 3BNYRYQHD39K4LCKQF12 DE4750998 MPC UN Equity Marathon Petroleum Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001517_CT_AIRB 225YDZ14ZO8E1TXUSU86 DE2798413 MAR US Equity Marriott International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001518_CT_AIRB 54930073HKEO6GZBSS03 4614Z US EQUITY Mars Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001519_CT_AIRB 549300XMP3KDCKJXIU47 DE0706226 MMC UN Equity Marsh & McLennan Companies, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001520_CT_AIRB 5GCSNMQXHEYA1JO8QN11 DE0585027 MAS US Equity Masco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001521_CT_AIRB AR5L2ODV9HN37376R084 DE3390142 MA US Equity MasterCard Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001522_CT_AIRB 549300VELLG24KHTJ564 DE0673809 MAT US Equity Mattel, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001523_CT_AIRB UE2136O97NLB5BYP9H04 MCD US EQUITY McDonald's Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001524_CT_AIRB 549300WZWOM80UCFSF54 DE2417015 MCK US Equity McKesson Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001525_CT_AIRB 4DL8C98Z5G5IXZLH3578 MWV US Equity MeadWestvaco Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001526_CT_AIRB D56MRZY2INAN94ZONZ37 MDT US EQUITY Medtronic Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001527_CT_AIRB 4YV9Y5M8S0BRK1RP0397 MRK US EQUITY Merck & Co Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001528_CT_AIRB INR2EJN1ERAN0W5ZP974 WA600413485 MSF NA Equity Microsoft Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001529_CT_AIRB 54930073LBBH6ZCBE225 TAP US EQUITY Molson Coors Brewing Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001530_CT_AIRB 549300DV9GIB88LZ5P30 VA05501796 KTF GF Equity Mondelez International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001531_CT_AIRB NONUZEX43GHIPSVDD938 DE3174788 MON US Equity Monsanto Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001532_CT_AIRB 6S552MUG6KGJVEBSEC55 DE0789650 MTLA GF Equity Motorola Solutions, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001533_CT_AIRB MOM4570XTJ5YYX7JKH83 DE2977161 NG/ LN Equity National Grid USA US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001534_CT_AIRB 549300VSP3RIX7FGDZ51 NEM US EQUITY Newmont Mining Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001535_CT_AIRB UMI46YPGBLUE4VGNNT48 NEE UN Equity NextEra Energy Capital Holdings, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001536_CT_AIRB 549300Z2ZSKKGUE3J147 NKE US EQUITY Nike Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001537_CT_AIRB ZHUWIE4VK4MIYES0UG62 IN2000033100151 NI UN Equity NiSource Finance Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001538_CT_AIRB 7D6DIU2QXTUJRFNNJA49 CAC1059173 7201 JT Equity Nissan Motor Acceptance Corporation US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001539_CT_AIRB 02VFQXG2D1LR5ZH3K186 NBL UN Equity Noble Energy, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001540_CT_AIRB 549300S3IZB5P35KNV16 WA178071138 JWN US Equity Nordstrom, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001541_CT_AIRB RIMU48P07456QXSO0R61 NOC US EQUITY Northrop Grumman Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001542_CT_AIRB 6B6FQLPMMKB14LX6NY57 Novelis Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001543_CT_AIRB 549300GGJCRSI2TIEJ46 NUE UN Equity Nucor Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001544_CT_AIRB IM7X0T3ECJW4C1T7ON55 OXY US EQUITY Occidental Petroleum US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001545_CT_AIRB 52990006VBKYFQMQJX90 KvK 34311273 0000 OILT UD EQUITY Oiltanking Finance B.V. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001546_CT_AIRB HKUPACFHSSASQK8HLS17 OMC US EQUITY Omnicom Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001547_CT_AIRB 1Z4GXXU7ZHVWFCD8TV52 DE2457805 ORCL* MM Equity Oracle Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001548_CT_AIRB 549300TOPQ8NG4HGVK16 Owens Corning US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001549_CT_AIRB PH3S12DWZBHHQKVYZ297 WA177005077 PCAR US Equity PACCAR Financial Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001550_CT_AIRB KDTEY8BWE486IKZ3CC07 PCAR US EQUITY Paccar Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001551_CT_AIRB SGY07Y7FNYBNLM6Z1M11 OR085297-86 BRK/A US Equity PacifiCorp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001552_CT_AIRB 5493002CONDB4N2HKI23 PH US EQUITY Parker Hannifin Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001553_CT_AIRB EJCO258LNNVSKAR2JX59 DE2864939 BTU US Equity Peabody Energy Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001554_CT_AIRB FJSUNZKFNQ5YPJ5OT455 NC0198463 PEP SE Equity PepsiCo, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001555_CT_AIRB 765LHXWGK1KXCLTFYQ30 PFE US EQUITY Pfizer Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001556_CT_AIRB 8YQ2GSDWYZXO2EDN3511 PG&E Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001557_CT_AIRB HL3H1H2BGXWVG3BSWR90 VA0670281-5 PMI SE Equity Philip Morris International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001558_CT_AIRB TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001559_CT_AIRB 549300N2O26NW4ST6W55 DE0101728 PBI US Equity Pitney Bowes Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001560_CT_AIRB 5MRSWZYSSE4064ED3F25 Plains Exploration & Production Co LP US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001561_CT_AIRB 549300BKPEP01R3V6C59 PA284424 PPG UN Equity PPG Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001562_CT_AIRB ZU69GUVJQGZ6Z1UOOO79 PX US EQUITY Praxair Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001563_CT_AIRB 6S3X7J22E861RNTJSA74 3252Z US EQUITY President & Fellows of Harvard College US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001564_CT_AIRB 2572IBTT8CCZW6AU4141 PG US EQUITY Procter & Gamble Co US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001565_CT_AIRB 5PRBRS5FEH7NREC8OR45 NJ0100802453 PRU US Equity Prudential Financial, Inc. US Large corporate sample Other financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001566_CT_AIRB PUSS41EMO3E6XXNV3U28 PEG US EQUITY Public Service Enterprise Group Inc US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001567_CT_AIRB 123WALMHY1GZXG2YDL90 PVH UN Equity PVH Corp. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001568_CT_AIRB 8MCWUBXQ0WE04KMXBX50 DE2249088 DGX UN Equity Quest Diagnostics Incorporated US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001569_CT_AIRB HO1QNWM0IXBZ0QSMMO20 RL UN Equity Ralph Lauren Corporation US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001570_CT_AIRB YR6K3WJN0KKLUPZSNL57 DE0472015 RTN US Equity Raytheon Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001571_CT_AIRB NKNQHM6BLECKVOQP7O46 RSG US EQUITY Republic Services Group US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001572_CT_AIRB PQQ60KVT5SJX0ETQT497 RKT US Equity Rock-Tenn Company US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001573_CT_AIRB VH3R4HHBHH12O0EXZJ88 ROK US Equity Rockwell Automation, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001574_CT_AIRB 549300LJXD867XMVE759 ROP UN Equity Roper Industries, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001575_CT_AIRB K2NEH8QNVW44JIWK7Z55 C-38863 RCL NO Equity Royal Caribbean Cruises Ltd. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001576_CT_AIRB 549300TJCKW4BRXPJ474 RPM US Equity RPM International Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001577_CT_AIRB 549300VXRTBPBK07QT94 0398293Z US EQUITY Ruby Pipeline LLC US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001578_CT_AIRB ZXJ6Y2OSPZXIVGRILD15 FL590739250 R US Equity Ryder System, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001579_CT_AIRB 549300NKZ6VCN5P3K723 DE2096948 SWY US Equity Safeway Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach
LC_0001580_CT_AIRB RLTHESQ0RNFQJWPBJN60 DE2258732 SGMS UW Equity Scientific Games International, Inc. US Large corporate sample Non-financial corporations Exposures other than specialised lending Not applicable Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach

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