Commission Implementing Regulation (EU) 2023/313 of 15 December 2022 amending the implementing technical standards laid down in Implementing Regulation (EU) 2016/2070 as regards benchmark portfolios, reporting templates and reporting instructions for the reporting referred to in Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance)

Type Implementing Regulation
Publication 2023-02-14
State In force
Text As published
Department European Commission, FISMA
Source EUR-Lex
articles 2

This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.

Reform history JSON API
Portfolio ID Portfolio name Type of risk Regulatory approach Geographical area Rating Exposure class Sector of counterparty Default status Type of facility Collateralisation status Collateral type Counterparty Size of counterparty NACE code Type of exposure Size of exposure Indexed Loan to value range Balance sheet recognition
LCOR_ALL_0040_CT_AIRB_x0_R21_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 21 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_AIRB_x0_R22_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 22 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_AIRB_x0_R23_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 23 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_AIRB_x0_R24_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 24 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_AIRB_x0_R25_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 25 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_AIRB_x0_R26_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 26 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_AIRB_x0_R27_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 27 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_AIRB_x0_R28_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 28 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_AIRB_x0_R29_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 29 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_AIRB_x0_R30_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 30 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_AIRB_x0_R31_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 31 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_AIRB_x0_R32_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 32 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_AIRB_x0_R33_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 33 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_AIRB_x0_R34_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 34 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_AIRB_x0_R35_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 35 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_AIRB_x0_R36_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 36 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_AIRB_x0_R37_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 37 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_AIRB_x0_R38_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 38 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_AIRB_x0_R39_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 39 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_AIRB_x0_R40_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 40 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_AIRB_x0_R41_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 41 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_AIRB_x0_R42_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 42 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_AIRB_x0_R43_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 43 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_AIRB_x0_R44_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 44 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_AIRB_x0_R45_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 45 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_AIRB_x0_R46_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 46 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_AIRB_x0_R47_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 47 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_AIRB_x0_R48_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 48 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_AIRB_x0_R49_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 49 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_AIRB_x0_R50_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 50 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_AIRB_x0_R51_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 51 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_AIRB_x0_R52_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 52 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_AIRB_x0_R53_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 53 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_AIRB_x0_R54_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 54 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_AIRB_x0_R55_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 55 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_AIRB_x0_R56_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 56 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_AIRB_x0_R57_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 57 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_AIRB_x0_R58_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 58 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_AIRB_x0_R59_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 59 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_AIRB_x0_R60_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 60 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_AIRB_x0_R61_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 61 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_AIRB_x0_R62_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 62 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_AIRB_x0_R63_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 63 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_AIRB_x0_R64_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 64 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_AIRB_x0_R65_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 65 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_AIRB_x0_R66_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 66 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_AIRB_x0_R67_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 67 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_AIRB_x0_R68_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 68 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_AIRB_x0_R69_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 69 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_AIRB_x0_R70_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 70 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_AIRB_x0_R71_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 71 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_AIRB_x0_R72_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 72 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_AIRB_x0_R73_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 73 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_AIRB_x0_R74_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 74 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_AIRB_x0_R75_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 75 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_AIRB_x0_R76_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 76 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_AIRB_x0_R77_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 77 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_AIRB_x0_R78_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 78 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_AIRB_x0_R79_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 79 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_AIRB_x0_R80_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 80 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_AIRB_x0_R81_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 81 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_AIRB_x0_R82_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 82 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_AIRB_x0_R83_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 83 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_AIRB_x0_R84_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 84 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_AIRB_x0_R85_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 85 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_AIRB_x0_R86_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 86 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_AIRB_x0_R87_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 87 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_AIRB_x0_R88_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 88 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_AIRB_x0_R89_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 89 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_AIRB_x0_R90_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 90 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_AIRB_x0_R91_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 91 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_AIRB_x0_R92_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 92 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_AIRB_x0_R93_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Rating 93 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_AIRB_x0_R94_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R95_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R96_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R97_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R98_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_R99_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_OFF Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_AT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_AU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_BE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_BG_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_BR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_CA_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_CH_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_CN_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_CY_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_CZ_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_DE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_DK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_EE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_ES_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_FI_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_FR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_GB_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_GR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_HK_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_HR_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_HU_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_IE_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_IL_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_IT_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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_AIRB_JP_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced 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

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