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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
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
RQRR_ALL_0094_CT_AIRB_SI_R96_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 96 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SK_R96_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 96 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_TR_R96_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 96 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_US_R96_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 96 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x2_R96_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 96 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x0_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AT_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AU_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BE_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BG_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CA_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CH_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CN_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CY_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CZ_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DE_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DK_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_EE_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_ES_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FI_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GB_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HK_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HU_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IE_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IL_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IT_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_JP_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_KR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LT_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LU_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LV_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_MT_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NL_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NO_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PL_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PT_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RO_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RU_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SE_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SG_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SI_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SK_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_TR_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_US_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x2_R97_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 97 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x0_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AT_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AU_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BE_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BG_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CA_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CH_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CN_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CY_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CZ_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DE_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DK_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_EE_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_ES_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FI_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GB_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HK_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HU_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IE_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IL_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IT_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_JP_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_KR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LT_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LU_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LV_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_MT_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NL_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NO_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PL_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PT_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RO_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RU_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SE_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SG_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SI_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SK_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_TR_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_US_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x2_R98_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 98 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x0_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AT_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_AU_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BE_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BG_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_BR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CA_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CH_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CN_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CY_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_CZ_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DE_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_DK_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_EE_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_ES_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FI_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_FR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GB_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_GR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HK_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_HU_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IE_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_IL_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Rating 99 Retail - Qualifying revolving 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
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
RQRR_ALL_0094_CT_AIRB_IT_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_JP_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_KR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LT_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LU_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_LV_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_MT_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NL_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_NO_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PL_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_PT_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RO_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_RU_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SE_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SG_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SI_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_SK_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_TR_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_US_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Rating 99 Retail - Qualifying revolving 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
RQRR_ALL_0094_CT_AIRB_x2_R99_ALL QRRE Non-Defaulted Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Rating 99 Retail - Qualifying revolving 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

ANNEX II

‘ANNEX II

SUPERVISORY BENCHMARKING PORTFOLIOS
DEFINITION OF THE SUPERVISORY BENCHMARK PORTFOLIOS 2
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C 101.00 – Definition of Low Default Portfolio counterparties
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C 102.00 – Definition of Low Default Portfolios
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C 103.00 – Definition of High Default Portfolios

DEFINITION OF THE SUPERVISORY BENCHMARK PORTFOLIOS

For mapping the exposures of the institutions to the counterparties and the portfolios specified in Annex I, the columns, labels, legal references and instructions provided in this Annex shall be used. Where ‘Not applicable’ is used in Annex I, no specific split is required for the variable it relates to.

C 101.00 –   Definition of Low Default Portfolio counterparties

Only exposures to the counterparties listed in table C 101.00 of Annex I which are treated under the Foundation IRB approach or under the Advanced IRB approach shall be reported in template C 101.00 of Annex III. In templates C 111, C 112 and C 113 of Annex VIII, -exposures to counterparties listed in table C 101.00 of Annex I which are treated under the standardised approach shall also be reported. Independent of the regulatory approach, exposures to related entities of the counterparties listed in table C 101.00 of Annex I, including subsidiaries and parent companies, shall not be reported.

Column Label Legal reference Instructions
0010 Counterparty code The code assigned by EBA to each legal entity included in the low default portfolio (‘LDP’) sample.
0020 Legal entity identifier (LEI) 20-digit, alpha-numeric code that connects to key reference information that enables clear and unique identification of companies participating in global financial markets.
0030 Credit register code The code used by the national credit register of the place of residence of the counterparty. The code is used as an identifier for the counterparty.
0040 Commercial register code The code assigned to a counterparty by the public commercial register of the country where that counterparty is registered.
0050 ISIN code The ‘International Securities Identification Number’ used to identify uniquely securities issued by a counterparty.
0060 Bloomberg ticker The string of characters or numbers used to identify a company or entity uniquely in Bloomberg.
0070 Name The name of the legal entity included in the LDP samples.
0080 Geographical area The country of residence (ISO Code or ‘Other countries’) of the counterparty (0010).
0090 Portfolio name The sample to which the counterparty (0010) is assigned. It is one of the following: (a) Sovereign sample; (b) Institutions sample; (c) Large corporate sample.
0100 Sector of counterparty Annex VI to Commission Implementing Regulation (EU) 2021/451(*1) The relevant economic sector to which the counterparty (0010) is assigned. It is one of the following: (a) central banks; (b) general governments; (c) credit institutions; (d) other financial corporations; (e) non-financial corporations; (f) households; (g) not applicable. The assignment of counterparties to sectors is made in accordance with the instructions in Section 1, point 42, of Annex V to Implementing Regulation (EU) 2021/451 for all counterparties except for the “European Investment Bank”, which shall be assigned to (b) General Governments due to its treatment as multilateral development bank under Article 117(2), point (j), of Regulation (EU) No 575/2013.
0110 Type of exposure Only exposures other than specialised lending shall be reported in template C 101.00 of Annex III.
0120 Type of facility Not applicable: exposures shall be reported in template C 101.00 of Annex III independently of the type of facility.
0130 Type of risk Exposures shall be split into parts and assigned to portfolios based on the type of risk: (a) counterparty credit risk; (b) credit risk and free deliveries; (c) credit risk, counterparty credit risk and free deliveries.
0140 Regulatory approach Exposures to counterparties shall be split into parts and assigned to portfolios based on the regulatory approach used for the calculation of RWA: (a) foundation IRB approach; (b) advanced IRB approach; (c) standardised approach.

C 102.00 –   Definition of Low Default Portfolios

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