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 exposure | Size of exposure | Indexed Loan to value range | Balance sheet recognition |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 |
| INST_ALL_0003_CT_FIRB_x0_R01_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R02_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R03_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R04_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R05_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R06_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R07_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R08_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R09_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R10_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R11_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R12_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R13_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R14_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R15_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R16_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R17_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R18_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R19_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R20_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R21_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R22_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R23_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R24_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R25_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R26_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R27_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R28_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R29_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R30_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R31_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R32_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R33_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R34_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R35_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R36_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R37_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R38_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R39_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R40_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R41_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R42_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R43_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R44_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R45_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R46_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R47_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R48_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R49_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R50_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R51_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R52_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R53_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R54_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 54 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R55_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 55 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R56_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 56 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R57_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 57 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R58_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 58 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R59_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 59 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R60_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 60 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R61_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 61 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R62_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 62 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R63_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 63 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R64_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 64 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R65_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 65 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R66_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 66 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R67_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 67 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R68_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 68 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R69_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 69 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R70_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 70 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R71_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 71 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R72_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 72 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R73_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 73 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R74_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 74 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R75_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 75 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R76_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 76 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R77_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 77 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R78_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 78 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R79_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 79 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R80_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 80 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R81_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 81 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R82_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 82 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R83_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 83 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R84_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 84 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R85_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 85 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R86_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 86 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R87_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 87 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R88_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 88 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R89_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 89 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R90_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 90 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R91_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 91 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R92_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 92 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R93_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 93 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R94_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R95_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R96_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R97_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R98_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_R99_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_CIN_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Credit institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0155_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0116_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0117_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0118_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0119_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0120_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0121_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0122_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0012_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0013_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0014_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0015_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0016_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0017_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0018_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0019_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0020_CT_FIRB_x0_Rx0_OFF | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| INST_ALL_0003_CT_FIRB_AT_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_AU_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_BE_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_BG_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_BR_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_CA_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_CH_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_CN_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_CY_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
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