LegalizeCommission 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)
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 exposures | Size of exposure | Indexed Loan to value range | Balance sheet recognition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MORT_ALL_0094_CT_AIRB_AT_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 77 | 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_R77_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 77 | 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_x0_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IT | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | JP | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | KR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LT | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LU | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | LV | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | MT | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NL | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | NO | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PL | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | PT | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RO | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | RU | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SE | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SG | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SI | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | SK | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | TR | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | US | Rating 78 | 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_R78_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Other countries | Rating 78 | 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_x0_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AT | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | AU | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BE | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BG | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | BR | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CA | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CH | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CN | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CY | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | CZ | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DE | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | DK | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | EE | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | ES | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FI | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | FR | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GB | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | GR | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HK | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HR | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | HU | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IE | Rating 79 | 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_R79_ALL | Mortgages non SME Non-defaulted | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | IL | Rating 79 | 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 |
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