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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCOR_ALL_0040_CT_FIRB_x0_R94_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 94 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R95_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 95 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R96_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 96 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R97_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 97 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R98_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 98 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x0_R99_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 99 | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0022_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0123_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0125_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Eligible financial collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0127_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Receivables | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0128_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Residential Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0130_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Commercial Real estate | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0133_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other eligible collateral: Physical collateral | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0135_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other funded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0136_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Exposures with credit protection | Other unfunded credit protection | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0031_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0032_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0033_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0034_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn committed other credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0035_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0036_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | 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 | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0037_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0038_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0039_CT_FIRB_x0_Rx0_OFF | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Full risk (100%) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Off-balance sheet items |
| LCOR_ALL_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_NFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Non-financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_AT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_AU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | AU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_BR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | BR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CA_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CA | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CH_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CH | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CN_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CN | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CY_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CY | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_CZ_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | CZ | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_DE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_DK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | DK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_EE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | EE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_ES_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | ES | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_FI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_FR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | FR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_GB_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GB | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_GR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | GR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_HU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | HU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_IT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | IT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_JP_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | JP | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_KR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | KR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_LV_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | LV | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_MT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | MT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_NL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_NO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | NO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_PL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PL | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_PT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | PT | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_RO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RO | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_RU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | RU | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SE | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SG | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SI | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_SK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | SK | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_TR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | TR | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_US_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | US | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0040_CT_FIRB_x2_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Other countries | Not applicable | Corporates - Other | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_OFC_0040_CT_FIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_OFC_0043_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Counterparties other than public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_OFC_0046_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Other financial corporations | Non-defaulted | Not applicable | Not applicable | Not applicable | Public sector entities | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_AIRB_x0_R01_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R02_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R03_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R04_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R05_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R06_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R07_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R08_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R09_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R10_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R11_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R12_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R13_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R14_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R15_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R16_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R17_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R18_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R19_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R20_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R21_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R22_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R23_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R24_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R25_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R26_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R27_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R28_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R29_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R30_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R31_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R32_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R33_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R34_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R35_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R36_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R37_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R38_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R39_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R40_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R41_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R42_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R43_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R44_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R45_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R46_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R47_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R48_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R49_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R50_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R51_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R52_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_R53_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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 |
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