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
GOVT_ALL_0003_CT_AIRB_GB_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB 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_GR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR 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_HK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK 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_HR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR 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_HU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU 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_IE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE 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_IL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL 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_IT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT 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_JP_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP 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_KR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR 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_LT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT 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_LU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU 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_LV_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV 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_MT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT 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_NL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL 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_NO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO 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_PL_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL 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_PT_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT 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_RO_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO 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_RU_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU 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_SE_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE 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_SG_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG 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_SI_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI 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_SK_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK 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_TR_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR 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_US_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US 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_x2_Rx0_ALL Sovereign Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries 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_GOV_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 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_GOV_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 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_CIN_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 Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_CIN_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 Credit institutions Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0147_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
LCOR_ALL_0148_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Credit derivatives Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0147_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 Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
LCOR_ALL_0148_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 Credit derivatives Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0147_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 Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0147_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 Exposures with credit protection Credit derivatives Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0151_CT_FIRB_x0_Rx0_ALL Institutions Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Institutions Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
LCOR_ALL_0152_CT_FIRB_x0_Rx0_ALL Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Exposures with credit protection Guarantees Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable
INST_ALL_0151_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 Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
LCOR_ALL_0152_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 Guarantees Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0151_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 Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
GOVT_ALL_0151_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 Exposures with credit protection Guarantees Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0002_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_NFC_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach AU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach BR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CA Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CH Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CN Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CY Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach CZ Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach DK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach EE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach ES Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach FR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GB Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach GR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach HU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach IT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach JP Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach KR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach LV Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach MT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach NO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PL Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach PT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RO Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach RU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach SK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach TR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach US Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_AIRB_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Other countries Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_OFC_0003_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Other financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0002_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0002_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0083_CT_AIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0083_CR_AIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0083_CC_AIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Advanced IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0002_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_NFC_0003_CT_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Specialised lending Non-financial corporations Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AT Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach AU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BG Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach BR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CA Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CH Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CN Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CY Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach CZ Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach DK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach EE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach ES Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FI Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach FR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GB Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach GR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HK Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HR Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach HU Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable
COSP_ALL_0003_CT_FIRB_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach IE Not applicable Corporates - Specialised lending Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable Not applicable

Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.

This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence. EUR-Lex
EUR-Lex consolidated texts and EU-owned editorial content: CC BY 4.0; EUR-Lex metadata: CC0 1.0. See the official legal notice and any document-specific restrictions.
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). EU-owned consolidated texts are reused under CC BY 4.0; metadata is available under CC0 1.0. This reformatted corpus is not an official publication. Consolidated texts have no legal effect; consult the authentic Official Journal edition.