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_AIRB_KR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_LT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_LU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_LV_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_MT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_NL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_NO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_PL_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_PT_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_RO_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_RU_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_SE_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_SG_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_SI_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_SK_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_TR_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_US_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x2_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_Rx0_ALL | Large corporate | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced 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 |
| LCOR_ALL_0022_CR_FIRB_x0_Rx0_ALL | Large corporate | 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_0040_CR_FIRB_x0_Rx0_ALL | Large corporate | 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_ALL_0022_CR_AIRB_x0_Rx0_ALL | Large corporate | 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_0040_CR_AIRB_x0_Rx0_ALL | Large corporate | 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_ALL_0022_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | 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_0040_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | 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_ALL_0022_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | 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_0040_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | 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 |
| GOVT_ALL_0083_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0083_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0083_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0083_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0083_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0083_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0002_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CR_FIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CC_FIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_AIRB_x0_Rx0_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CR_AIRB_x0_Rx0_ALL | Sovereign | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CC_AIRB_x0_Rx0_ALL | Sovereign | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Central governments and central banks | 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_0083_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | 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_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0083_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0083_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CR_FIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0083_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CR_AIRB_x0_Rx0_ALL | Institutions | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0083_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CC_FIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0083_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0002_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_ALL_0003_CC_AIRB_x0_Rx0_ALL | Institutions | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Institutions | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_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 | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_CR_AIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_CR_FIRB_x0_Rx0_ALL | Large corporate | Credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_CC_AIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Advanced IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| LCOR_ALL_0084_CC_FIRB_x0_Rx0_ALL | Large corporate | Counterparty credit risk | Foundation IRB approach | Not applicable | Not applicable | Corporates - Other | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_GOV_0003_CT_FIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| INST_GOV_0003_CT_AIRB_x0_Rx0_ALL | Institutions | Credit risk, Counterparty credit risk and free deliveries | Advanced IRB approach | Not applicable | Not applicable | Institutions | General governments | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R01_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 1 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R02_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 2 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R03_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 3 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R04_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 4 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R05_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 5 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R06_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 6 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R07_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 7 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R08_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 8 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R09_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 9 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R10_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 10 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R11_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 11 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R12_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 12 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R13_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 13 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R14_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 14 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R15_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 15 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R16_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 16 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R17_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 17 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R18_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 18 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R19_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 19 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R20_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 20 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R21_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 21 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R22_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 22 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R23_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 23 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R24_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 24 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R25_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 25 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R26_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 26 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R27_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 27 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R28_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 28 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R29_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 29 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R30_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 30 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R31_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 31 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R32_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 32 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R33_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 33 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R34_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 34 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R35_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 35 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R36_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 36 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R37_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 37 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R38_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 38 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R39_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 39 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R40_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 40 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R41_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 41 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R42_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 42 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R43_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 43 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R44_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 44 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R45_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 45 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R46_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 46 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R47_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 47 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R48_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 48 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R49_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 49 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R50_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 50 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R51_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 51 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R52_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 52 | Central governments and central banks | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable |
| GOVT_ALL_0003_CT_FIRB_x0_R53_ALL | Sovereign | Credit risk, Counterparty credit risk and free deliveries | Foundation IRB approach | Not applicable | Rating 53 | Central governments and central banks | 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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