Legalize
Legalize / European Union / Implementing Regulation

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
COSP_ALL_0003_CT_FIRB_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation 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_FIRB_x0_Rx0_ALL Specialised lending 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_CR_FIRB_x0_Rx0_ALL Specialised lending 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_ALL_0002_CC_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk 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_CC_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk 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_ALL_0083_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 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_FIRB_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Foundation 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_FIRB_x0_Rx0_ALL Specialised lending Counterparty credit risk Foundation 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_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_0003_CT_SLSC_AT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_AU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_BE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_BG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_BR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_CA_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_CH_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_CN_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_CY_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_CZ_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_DE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_DK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_EE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_ES_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_FI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_FR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_GB_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_GR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_HK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_HR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_HU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_IE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_IL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_IT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_JP_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_KR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_LT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_LU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_LV_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_MT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_NL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_NO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_PL_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_PT_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_RO_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_RU_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_SE_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_SG_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_SI_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_SK_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_TR_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_US_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x2_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_ALL_0002_CR_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Credit risk and free deliveries Specialised lending slotting criteria 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_SLSC_x0_Rx0_ALL Specialised lending Counterparty credit risk Specialised lending slotting criteria 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
GOVT_ALL_0003_CT_FIRB_x0_Rx0_OTH 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 Other
GOVT_ALL_0003_CT_AIRB_x0_Rx0_OTH 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 Other
INST_ALL_0003_CT_AIRB_x0_Rx0_OTH 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 Other
INST_ALL_0003_CT_FIRB_x0_Rx0_OTH 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 Other
LCOR_ALL_0040_CT_AIRB_x0_Rx0_OTH Large corporate Credit risk, Counterparty credit risk and free deliveries Advanced IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Other
LCOR_ALL_0040_CT_FIRB_x0_Rx0_OTH Large corporate Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Not applicable Corporates - Other Not applicable Non-defaulted Not applicable Not applicable Not applicable Not applicable >EUR 200 mln. Not applicable Not applicable Not applicable Not applicable Other
COSP_ALL_0003_CT_AIRB_x0_Rx0_OTH 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 Other
COSP_ALL_0003_CT_FIRB_x0_Rx0_OTH 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 Other
COSP_ALL_0003_CT_SLSC_x0_Rx0_OTH Specialised lending Credit risk, Counterparty credit risk and free deliveries Specialised lending slotting criteria 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 Other
COSP_ALL_0003_CT_FIRB_x0_R01_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 1 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_x0_R02_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 2 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_x0_R03_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 3 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_x0_R04_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 4 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_x0_R05_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 5 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_x0_R06_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 6 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_x0_R07_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 7 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_x0_R08_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 8 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_x0_R09_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 9 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_x0_R10_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 10 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_x0_R11_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 11 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_x0_R12_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 12 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_x0_R13_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 13 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_x0_R14_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 14 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_x0_R15_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 15 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_x0_R16_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 16 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_x0_R17_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 17 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_x0_R18_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 18 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_x0_R19_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 19 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_x0_R20_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 20 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_x0_R21_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 21 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_x0_R22_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 22 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_x0_R23_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 23 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_x0_R24_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 24 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_x0_R25_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 25 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_x0_R26_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 26 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_x0_R27_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 27 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_x0_R28_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 28 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_x0_R29_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 29 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_x0_R30_ALL Specialised lending Credit risk, Counterparty credit risk and free deliveries Foundation IRB approach Not applicable Rating 30 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.